CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
21 Nov 2024 04:10 PM IST
| CHOLAFIN 28NOV2024 1300 CE | ||||||||||
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Delta: 0.07
Vega: 0.24
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1204.90 | 1.95 | -1.45 | 35.68 | 769 | 34 | 921 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.37
Theta: -0.90
Gamma: 0.00
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| 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
