CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
26 Dec 2024 04:10 PM IST
| CHOLAFIN 30JAN2025 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.95
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1189.35 | 8.9 | -0.45 | 26.80 | 311 | 62 | 329 | |||
| 24 Dec | 1185.45 | 9.35 | 0.35 | 26.81 | 176 | 21 | 266 | |||
| 23 Dec | 1171.10 | 9 | -5.80 | 27.93 | 286 | 86 | 244 | |||
| 20 Dec | 1189.55 | 14.8 | -9.20 | 29.55 | 147 | 64 | 151 | |||
| 19 Dec | 1213.75 | 24 | -7.95 | 30.61 | 39 | 4 | 87 | |||
| 18 Dec | 1242.75 | 31.95 | -2.40 | 29.20 | 48 | 10 | 83 | |||
| 17 Dec | 1246.80 | 34.35 | -19.55 | 29.49 | 114 | 49 | 72 | |||
| 16 Dec | 1285.70 | 53.9 | -11.10 | 29.70 | 47 | 11 | 22 | |||
| 13 Dec | 1304.85 | 65 | -10.75 | 27.84 | 24 | 9 | 11 | |||
| 12 Dec | 1343.05 | 75.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Dec | 1348.95 | 75.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 1336.30 | 75.75 | 21.50 | 21.18 | 1 | 0 | 1 | |||
| 5 Dec | 1291.45 | 54.25 | -19.05 | 23.97 | 5 | 2 | 2 | |||
| 2 Dec | 1249.20 | 73.3 | 1.60 | 0 | 0 | 0 | ||||
For Cholamandalam In & Fin Co - strike price 1300 expiring on 30JAN2025
Delta for 1300 CE is 0.17
Historical price for 1300 CE is as follows
On 26 Dec CHOLAFIN was trading at 1189.35. The strike last trading price was 8.9, which was -0.45 lower than the previous day. The implied volatity was 26.80, the open interest changed by 62 which increased total open position to 329
On 24 Dec CHOLAFIN was trading at 1185.45. The strike last trading price was 9.35, which was 0.35 higher than the previous day. The implied volatity was 26.81, the open interest changed by 21 which increased total open position to 266
On 23 Dec CHOLAFIN was trading at 1171.10. The strike last trading price was 9, which was -5.80 lower than the previous day. The implied volatity was 27.93, the open interest changed by 86 which increased total open position to 244
On 20 Dec CHOLAFIN was trading at 1189.55. The strike last trading price was 14.8, which was -9.20 lower than the previous day. The implied volatity was 29.55, the open interest changed by 64 which increased total open position to 151
On 19 Dec CHOLAFIN was trading at 1213.75. The strike last trading price was 24, which was -7.95 lower than the previous day. The implied volatity was 30.61, the open interest changed by 4 which increased total open position to 87
On 18 Dec CHOLAFIN was trading at 1242.75. The strike last trading price was 31.95, which was -2.40 lower than the previous day. The implied volatity was 29.20, the open interest changed by 10 which increased total open position to 83
On 17 Dec CHOLAFIN was trading at 1246.80. The strike last trading price was 34.35, which was -19.55 lower than the previous day. The implied volatity was 29.49, the open interest changed by 49 which increased total open position to 72
On 16 Dec CHOLAFIN was trading at 1285.70. The strike last trading price was 53.9, which was -11.10 lower than the previous day. The implied volatity was 29.70, the open interest changed by 11 which increased total open position to 22
On 13 Dec CHOLAFIN was trading at 1304.85. The strike last trading price was 65, which was -10.75 lower than the previous day. The implied volatity was 27.84, the open interest changed by 9 which increased total open position to 11
On 12 Dec CHOLAFIN was trading at 1343.05. The strike last trading price was 75.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CHOLAFIN was trading at 1348.95. The strike last trading price was 75.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Dec CHOLAFIN was trading at 1336.30. The strike last trading price was 75.75, which was 21.50 higher than the previous day. The implied volatity was 21.18, the open interest changed by 0 which decreased total open position to 1
On 5 Dec CHOLAFIN was trading at 1291.45. The strike last trading price was 54.25, which was -19.05 lower than the previous day. The implied volatity was 23.97, the open interest changed by 2 which increased total open position to 2
On 2 Dec CHOLAFIN was trading at 1249.20. The strike last trading price was 73.3, which was lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 30JAN2025 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 1.10
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1189.35 | 115 | 0.00 | 32.31 | 8 | 4 | 50 |
| 24 Dec | 1185.45 | 115 | -12.75 | 30.43 | 40 | 33 | 43 |
| 23 Dec | 1171.10 | 127.75 | 32.75 | 34.19 | 9 | 6 | 8 |
| 20 Dec | 1189.55 | 95 | 0.00 | 0.00 | 0 | 2 | 0 |
| 19 Dec | 1213.75 | 95 | 6.35 | 31.16 | 2 | 1 | 1 |
| 18 Dec | 1242.75 | 88.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1246.80 | 88.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1285.70 | 88.65 | 0.00 | 0.08 | 0 | 0 | 0 |
| 13 Dec | 1304.85 | 88.65 | 0.00 | 1.46 | 0 | 0 | 0 |
| 12 Dec | 1343.05 | 88.65 | 0.00 | 3.57 | 0 | 0 | 0 |
| 11 Dec | 1348.95 | 88.65 | 0.00 | 3.72 | 0 | 0 | 0 |
| 10 Dec | 1336.30 | 88.65 | 0.00 | 3.32 | 0 | 0 | 0 |
| 5 Dec | 1291.45 | 88.65 | 0.00 | 0.64 | 0 | 0 | 0 |
| 2 Dec | 1249.20 | 88.65 | - | 0 | 0 | 0 | |
For Cholamandalam In & Fin Co - strike price 1300 expiring on 30JAN2025
Delta for 1300 PE is -0.78
Historical price for 1300 PE is as follows
On 26 Dec CHOLAFIN was trading at 1189.35. The strike last trading price was 115, which was 0.00 lower than the previous day. The implied volatity was 32.31, the open interest changed by 4 which increased total open position to 50
On 24 Dec CHOLAFIN was trading at 1185.45. The strike last trading price was 115, which was -12.75 lower than the previous day. The implied volatity was 30.43, the open interest changed by 33 which increased total open position to 43
On 23 Dec CHOLAFIN was trading at 1171.10. The strike last trading price was 127.75, which was 32.75 higher than the previous day. The implied volatity was 34.19, the open interest changed by 6 which increased total open position to 8
On 20 Dec CHOLAFIN was trading at 1189.55. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 Dec CHOLAFIN was trading at 1213.75. The strike last trading price was 95, which was 6.35 higher than the previous day. The implied volatity was 31.16, the open interest changed by 1 which increased total open position to 1
On 18 Dec CHOLAFIN was trading at 1242.75. The strike last trading price was 88.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec CHOLAFIN was trading at 1246.80. The strike last trading price was 88.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec CHOLAFIN was trading at 1285.70. The strike last trading price was 88.65, which was 0.00 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 13 Dec CHOLAFIN was trading at 1304.85. The strike last trading price was 88.65, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 12 Dec CHOLAFIN was trading at 1343.05. The strike last trading price was 88.65, which was 0.00 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CHOLAFIN was trading at 1348.95. The strike last trading price was 88.65, which was 0.00 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
On 10 Dec CHOLAFIN was trading at 1336.30. The strike last trading price was 88.65, which was 0.00 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 5 Dec CHOLAFIN was trading at 1291.45. The strike last trading price was 88.65, which was 0.00 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 2 Dec CHOLAFIN was trading at 1249.20. The strike last trading price was 88.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
