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[--[65.84.65.76]--]
CHOLAFIN
Cholamandalam In & Fin Co

1204.9 -31.10 (-2.52%)

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Historical option data for CHOLAFIN

21 Nov 2024 04:10 PM IST
CHOLAFIN 28NOV2024 1300 CE
Delta: 0.07
Vega: 0.24
Theta: -0.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1204.90 1.95 -1.45 35.68 769 34 921
20 Nov 1236.00 3.4 0.00 30.08 1,673 -26 892
19 Nov 1236.00 3.4 -2.00 30.08 1,673 -21 892
18 Nov 1242.80 5.4 2.50 28.24 2,122 75 918
14 Nov 1205.70 2.9 -1.20 25.31 1,048 7 843
13 Nov 1205.05 4.1 -5.50 28.49 1,291 77 834
12 Nov 1239.75 9.6 -6.40 27.52 1,148 64 749
11 Nov 1262.55 16 -2.20 25.55 608 73 680
8 Nov 1260.70 18.2 -10.50 26.85 504 52 601
7 Nov 1283.00 28.7 -11.70 26.99 875 18 548
6 Nov 1304.55 40.4 9.50 26.63 1,610 46 528
5 Nov 1283.00 30.9 6.80 30.08 1,975 -95 482
4 Nov 1251.25 24.1 -13.40 32.05 761 115 576
1 Nov 1283.20 37.5 1.50 28.86 133 -45 458
31 Oct 1272.75 36 -4.00 - 1,056 73 502
30 Oct 1274.50 40 -9.00 - 540 143 426
29 Oct 1292.40 49 0.85 - 583 31 287
28 Oct 1280.35 48.15 -47.85 - 513 245 255
25 Oct 1372.20 96 -267.85 - 20 10 10
24 Oct 1386.15 363.85 0.00 - 0 0 0
23 Oct 1406.70 363.85 0.00 - 0 0 0
22 Oct 1411.20 363.85 - 0 0 0


For Cholamandalam In & Fin Co - strike price 1300 expiring on 28NOV2024

Delta for 1300 CE is 0.07

Historical price for 1300 CE is as follows

On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 1.95, which was -1.45 lower than the previous day. The implied volatity was 35.68, the open interest changed by 34 which increased total open position to 921


On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 30.08, the open interest changed by -26 which decreased total open position to 892


On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 3.4, which was -2.00 lower than the previous day. The implied volatity was 30.08, the open interest changed by -21 which decreased total open position to 892


On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 5.4, which was 2.50 higher than the previous day. The implied volatity was 28.24, the open interest changed by 75 which increased total open position to 918


On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 2.9, which was -1.20 lower than the previous day. The implied volatity was 25.31, the open interest changed by 7 which increased total open position to 843


On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 4.1, which was -5.50 lower than the previous day. The implied volatity was 28.49, the open interest changed by 77 which increased total open position to 834


On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 9.6, which was -6.40 lower than the previous day. The implied volatity was 27.52, the open interest changed by 64 which increased total open position to 749


On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 16, which was -2.20 lower than the previous day. The implied volatity was 25.55, the open interest changed by 73 which increased total open position to 680


On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 18.2, which was -10.50 lower than the previous day. The implied volatity was 26.85, the open interest changed by 52 which increased total open position to 601


On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 28.7, which was -11.70 lower than the previous day. The implied volatity was 26.99, the open interest changed by 18 which increased total open position to 548


On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 40.4, which was 9.50 higher than the previous day. The implied volatity was 26.63, the open interest changed by 46 which increased total open position to 528


On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 30.9, which was 6.80 higher than the previous day. The implied volatity was 30.08, the open interest changed by -95 which decreased total open position to 482


On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 24.1, which was -13.40 lower than the previous day. The implied volatity was 32.05, the open interest changed by 115 which increased total open position to 576


On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 37.5, which was 1.50 higher than the previous day. The implied volatity was 28.86, the open interest changed by -45 which decreased total open position to 458


On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 36, which was -4.00 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 40, which was -9.00 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 49, which was 0.85 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 48.15, which was -47.85 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 96, which was -267.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct CHOLAFIN was trading at 1386.15. The strike last trading price was 363.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct CHOLAFIN was trading at 1406.70. The strike last trading price was 363.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct CHOLAFIN was trading at 1411.20. The strike last trading price was 363.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


CHOLAFIN 28NOV2024 1300 PE
Delta: -0.86
Vega: 0.37
Theta: -0.90
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1204.90 96 28.05 46.48 10 -3 284
20 Nov 1236.00 67.95 0.00 - 104 -15 287
19 Nov 1236.00 67.95 4.45 - 104 -15 287
18 Nov 1242.80 63.5 -27.50 31.22 87 -17 302
14 Nov 1205.70 91 -6.85 39.12 46 -24 319
13 Nov 1205.05 97.85 31.25 40.62 58 -11 343
12 Nov 1239.75 66.6 17.55 30.43 75 -8 358
11 Nov 1262.55 49.05 -4.75 29.55 74 -18 364
8 Nov 1260.70 53.8 15.35 29.30 244 -13 383
7 Nov 1283.00 38.45 7.35 27.16 465 39 398
6 Nov 1304.55 31.1 -17.25 29.07 272 69 360
5 Nov 1283.00 48.35 -16.70 30.72 241 -9 290
4 Nov 1251.25 65.05 15.60 31.48 126 9 299
1 Nov 1283.20 49.45 -3.55 33.48 39 16 290
31 Oct 1272.75 53 -5.50 - 177 30 279
30 Oct 1274.50 58.5 13.50 - 122 -2 249
29 Oct 1292.40 45 -15.00 - 357 79 251
28 Oct 1280.35 60 32.00 - 599 99 170
25 Oct 1372.20 28 8.30 - 193 43 71
24 Oct 1386.15 19.7 5.70 - 26 22 27
23 Oct 1406.70 14 -1.00 - 3 1 3
22 Oct 1411.20 15 - 2 1 1


For Cholamandalam In & Fin Co - strike price 1300 expiring on 28NOV2024

Delta for 1300 PE is -0.86

Historical price for 1300 PE is as follows

On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 96, which was 28.05 higher than the previous day. The implied volatity was 46.48, the open interest changed by -3 which decreased total open position to 284


On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 67.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 287


On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 67.95, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 287


On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 63.5, which was -27.50 lower than the previous day. The implied volatity was 31.22, the open interest changed by -17 which decreased total open position to 302


On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 91, which was -6.85 lower than the previous day. The implied volatity was 39.12, the open interest changed by -24 which decreased total open position to 319


On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 97.85, which was 31.25 higher than the previous day. The implied volatity was 40.62, the open interest changed by -11 which decreased total open position to 343


On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 66.6, which was 17.55 higher than the previous day. The implied volatity was 30.43, the open interest changed by -8 which decreased total open position to 358


On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 49.05, which was -4.75 lower than the previous day. The implied volatity was 29.55, the open interest changed by -18 which decreased total open position to 364


On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 53.8, which was 15.35 higher than the previous day. The implied volatity was 29.30, the open interest changed by -13 which decreased total open position to 383


On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 38.45, which was 7.35 higher than the previous day. The implied volatity was 27.16, the open interest changed by 39 which increased total open position to 398


On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 31.1, which was -17.25 lower than the previous day. The implied volatity was 29.07, the open interest changed by 69 which increased total open position to 360


On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 48.35, which was -16.70 lower than the previous day. The implied volatity was 30.72, the open interest changed by -9 which decreased total open position to 290


On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 65.05, which was 15.60 higher than the previous day. The implied volatity was 31.48, the open interest changed by 9 which increased total open position to 299


On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 49.45, which was -3.55 lower than the previous day. The implied volatity was 33.48, the open interest changed by 16 which increased total open position to 290


On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 53, which was -5.50 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 58.5, which was 13.50 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 45, which was -15.00 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 60, which was 32.00 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 28, which was 8.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct CHOLAFIN was trading at 1386.15. The strike last trading price was 19.7, which was 5.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct CHOLAFIN was trading at 1406.70. The strike last trading price was 14, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct CHOLAFIN was trading at 1411.20. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to