CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
21 Nov 2024 04:10 PM IST
| CHOLAFIN 28NOV2024 1280 CE | ||||||||||
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Delta: 0.11
Vega: 0.32
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1204.90 | 2.9 | -2.85 | 33.05 | 981 | 0 | 554 | |||
| 20 Nov | 1236.00 | 5.75 | 0.00 | 28.96 | 1,563 | 29 | 560 | |||
| 19 Nov | 1236.00 | 5.75 | -2.95 | 28.96 | 1,563 | 35 | 560 | |||
| 18 Nov | 1242.80 | 8.7 | 4.35 | 26.93 | 1,721 | 10 | 527 | |||
| 14 Nov | 1205.70 | 4.35 | -1.75 | 23.54 | 2,068 | 55 | 516 | |||
| 13 Nov | 1205.05 | 6.1 | -8.85 | 27.30 | 1,311 | 22 | 462 | |||
| 12 Nov | 1239.75 | 14.95 | -8.40 | 27.69 | 797 | 68 | 435 | |||
| 11 Nov | 1262.55 | 23.35 | -2.05 | 25.29 | 574 | 100 | 367 | |||
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| 8 Nov | 1260.70 | 25.4 | -13.25 | 26.62 | 474 | 19 | 267 | |||
| 7 Nov | 1283.00 | 38.65 | -13.35 | 27.17 | 524 | 34 | 249 | |||
| 6 Nov | 1304.55 | 52 | 12.20 | 26.50 | 558 | -7 | 214 | |||
| 5 Nov | 1283.00 | 39.8 | 8.80 | 29.93 | 1,094 | -32 | 218 | |||
| 4 Nov | 1251.25 | 31 | -15.25 | 31.77 | 367 | 86 | 251 | |||
| 1 Nov | 1283.20 | 46.25 | -1.40 | 27.97 | 27 | -11 | 166 | |||
| 31 Oct | 1272.75 | 47.65 | -1.65 | - | 398 | 62 | 175 | |||
| 30 Oct | 1274.50 | 49.3 | -10.65 | - | 185 | 48 | 111 | |||
| 29 Oct | 1292.40 | 59.95 | 2.45 | - | 225 | 23 | 63 | |||
| 28 Oct | 1280.35 | 57.5 | -175.00 | - | 81 | 46 | 46 | |||
| 25 Oct | 1372.20 | 232.5 | - | 0 | 0 | 0 | ||||
For Cholamandalam In & Fin Co - strike price 1280 expiring on 28NOV2024
Delta for 1280 CE is 0.11
Historical price for 1280 CE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 2.9, which was -2.85 lower than the previous day. The implied volatity was 33.05, the open interest changed by 0 which decreased total open position to 554
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 28.96, the open interest changed by 29 which increased total open position to 560
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 5.75, which was -2.95 lower than the previous day. The implied volatity was 28.96, the open interest changed by 35 which increased total open position to 560
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 8.7, which was 4.35 higher than the previous day. The implied volatity was 26.93, the open interest changed by 10 which increased total open position to 527
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 4.35, which was -1.75 lower than the previous day. The implied volatity was 23.54, the open interest changed by 55 which increased total open position to 516
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 6.1, which was -8.85 lower than the previous day. The implied volatity was 27.30, the open interest changed by 22 which increased total open position to 462
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 14.95, which was -8.40 lower than the previous day. The implied volatity was 27.69, the open interest changed by 68 which increased total open position to 435
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 23.35, which was -2.05 lower than the previous day. The implied volatity was 25.29, the open interest changed by 100 which increased total open position to 367
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 25.4, which was -13.25 lower than the previous day. The implied volatity was 26.62, the open interest changed by 19 which increased total open position to 267
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 38.65, which was -13.35 lower than the previous day. The implied volatity was 27.17, the open interest changed by 34 which increased total open position to 249
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 52, which was 12.20 higher than the previous day. The implied volatity was 26.50, the open interest changed by -7 which decreased total open position to 214
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 39.8, which was 8.80 higher than the previous day. The implied volatity was 29.93, the open interest changed by -32 which decreased total open position to 218
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 31, which was -15.25 lower than the previous day. The implied volatity was 31.77, the open interest changed by 86 which increased total open position to 251
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 46.25, which was -1.40 lower than the previous day. The implied volatity was 27.97, the open interest changed by -11 which decreased total open position to 166
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 47.65, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CHOLAFIN was trading at 1274.50. The strike last trading price was 49.3, which was -10.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CHOLAFIN was trading at 1292.40. The strike last trading price was 59.95, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CHOLAFIN was trading at 1280.35. The strike last trading price was 57.5, which was -175.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CHOLAFIN was trading at 1372.20. The strike last trading price was 232.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHOLAFIN 28NOV2024 1280 PE | |||||||
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Delta: -0.86
Vega: 0.37
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1204.90 | 75.2 | 25.05 | 37.39 | 3 | -1 | 145 |
| 20 Nov | 1236.00 | 50.15 | 0.00 | - | 116 | -9 | 146 |
| 19 Nov | 1236.00 | 50.15 | 4.15 | - | 116 | -9 | 146 |
| 18 Nov | 1242.80 | 46 | -25.20 | 28.11 | 88 | -26 | 155 |
| 14 Nov | 1205.70 | 71.2 | -9.65 | 33.57 | 65 | 0 | 181 |
| 13 Nov | 1205.05 | 80.85 | 31.80 | 38.89 | 24 | -10 | 180 |
| 12 Nov | 1239.75 | 49.05 | 12.05 | 27.04 | 90 | 10 | 191 |
| 11 Nov | 1262.55 | 37 | -4.40 | 29.53 | 53 | 7 | 179 |
| 8 Nov | 1260.70 | 41.4 | 12.05 | 29.18 | 296 | -27 | 170 |
| 7 Nov | 1283.00 | 29.35 | 6.75 | 28.04 | 594 | -2 | 200 |
| 6 Nov | 1304.55 | 22.6 | -15.75 | 28.91 | 465 | 52 | 203 |
| 5 Nov | 1283.00 | 38.35 | -13.30 | 31.33 | 320 | 1 | 152 |
| 4 Nov | 1251.25 | 51.65 | 12.65 | 30.89 | 188 | 43 | 156 |
| 1 Nov | 1283.20 | 39 | -2.40 | 33.14 | 31 | 17 | 113 |
| 31 Oct | 1272.75 | 41.4 | -3.95 | - | 127 | 58 | 97 |
| 30 Oct | 1274.50 | 45.35 | 10.55 | - | 25 | 19 | 40 |
| 29 Oct | 1292.40 | 34.8 | -11.50 | - | 60 | -2 | 21 |
| 28 Oct | 1280.35 | 46.3 | 22.30 | - | 60 | 22 | 23 |
| 25 Oct | 1372.20 | 24 | - | 2 | 1 | 1 | |
For Cholamandalam In & Fin Co - strike price 1280 expiring on 28NOV2024
Delta for 1280 PE is -0.86
Historical price for 1280 PE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 75.2, which was 25.05 higher than the previous day. The implied volatity was 37.39, the open interest changed by -1 which decreased total open position to 145
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 50.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 146
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 50.15, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 146
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 46, which was -25.20 lower than the previous day. The implied volatity was 28.11, the open interest changed by -26 which decreased total open position to 155
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 71.2, which was -9.65 lower than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 181
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 80.85, which was 31.80 higher than the previous day. The implied volatity was 38.89, the open interest changed by -10 which decreased total open position to 180
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 49.05, which was 12.05 higher than the previous day. The implied volatity was 27.04, the open interest changed by 10 which increased total open position to 191
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 37, which was -4.40 lower than the previous day. The implied volatity was 29.53, the open interest changed by 7 which increased total open position to 179
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 41.4, which was 12.05 higher than the previous day. The implied volatity was 29.18, the open interest changed by -27 which decreased total open position to 170
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 29.35, which was 6.75 higher than the previous day. The implied volatity was 28.04, the open interest changed by -2 which decreased total open position to 200
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 22.6, which was -15.75 lower than the previous day. The implied volatity was 28.91, the open interest changed by 52 which increased total open position to 203
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 38.35, which was -13.30 lower than the previous day. The implied volatity was 31.33, the open interest changed by 1 which increased total open position to 152
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 51.65, which was 12.65 higher than the previous day. The implied volatity was 30.89, the open interest changed by 43 which increased total open position to 156
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 39, which was -2.40 lower than the previous day. The implied volatity was 33.14, the open interest changed by 17 which increased total open position to 113
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 41.4, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CHOLAFIN was trading at 1274.50. The strike last trading price was 45.35, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CHOLAFIN was trading at 1292.40. The strike last trading price was 34.8, which was -11.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CHOLAFIN was trading at 1280.35. The strike last trading price was 46.3, which was 22.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CHOLAFIN was trading at 1372.20. The strike last trading price was 24, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
