CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
21 Nov 2024 04:10 PM IST
| CHOLAFIN 28NOV2024 1320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.16
Theta: -0.43
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1204.90 | 1.1 | -0.75 | 36.72 | 208 | -15 | 380 | |||
| 20 Nov | 1236.00 | 1.85 | 0.00 | 30.66 | 502 | -15 | 395 | |||
| 19 Nov | 1236.00 | 1.85 | -1.25 | 30.66 | 502 | -15 | 395 | |||
|
|
||||||||||
| 18 Nov | 1242.80 | 3.1 | 1.30 | 28.92 | 686 | 86 | 407 | |||
| 14 Nov | 1205.70 | 1.8 | -1.00 | 26.45 | 412 | -59 | 323 | |||
| 13 Nov | 1205.05 | 2.8 | -3.40 | 29.73 | 950 | -56 | 425 | |||
| 12 Nov | 1239.75 | 6.2 | -4.30 | 27.87 | 995 | 109 | 497 | |||
| 11 Nov | 1262.55 | 10.5 | -2.30 | 25.69 | 406 | 142 | 388 | |||
| 8 Nov | 1260.70 | 12.8 | -8.05 | 27.16 | 267 | 25 | 246 | |||
| 7 Nov | 1283.00 | 20.85 | -9.80 | 27.01 | 552 | 10 | 220 | |||
| 6 Nov | 1304.55 | 30.65 | 7.45 | 26.76 | 553 | 22 | 210 | |||
| 5 Nov | 1283.00 | 23.2 | 5.15 | 29.92 | 604 | -6 | 190 | |||
| 4 Nov | 1251.25 | 18.05 | -11.90 | 31.92 | 296 | 103 | 199 | |||
| 1 Nov | 1283.20 | 29.95 | 0.60 | 29.50 | 12 | -3 | 94 | |||
| 31 Oct | 1272.75 | 29.35 | -4.40 | - | 73 | 12 | 97 | |||
| 30 Oct | 1274.50 | 33.75 | -7.00 | - | 43 | 7 | 85 | |||
| 29 Oct | 1292.40 | 40.75 | 0.65 | - | 86 | 13 | 77 | |||
| 28 Oct | 1280.35 | 40.1 | -164.15 | - | 117 | 62 | 62 | |||
| 25 Oct | 1372.20 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1386.15 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1406.70 | 204.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1411.20 | 204.25 | 204.25 | - | 0 | 0 | 0 | |||
| 10 Sept | 1507.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1511.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1487.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 1500.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1486.30 | 0 | - | 0 | 0 | 0 | ||||
For Cholamandalam In & Fin Co - strike price 1320 expiring on 28NOV2024
Delta for 1320 CE is 0.04
Historical price for 1320 CE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 1.1, which was -0.75 lower than the previous day. The implied volatity was 36.72, the open interest changed by -15 which decreased total open position to 380
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 30.66, the open interest changed by -15 which decreased total open position to 395
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 1.85, which was -1.25 lower than the previous day. The implied volatity was 30.66, the open interest changed by -15 which decreased total open position to 395
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 3.1, which was 1.30 higher than the previous day. The implied volatity was 28.92, the open interest changed by 86 which increased total open position to 407
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 1.8, which was -1.00 lower than the previous day. The implied volatity was 26.45, the open interest changed by -59 which decreased total open position to 323
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 2.8, which was -3.40 lower than the previous day. The implied volatity was 29.73, the open interest changed by -56 which decreased total open position to 425
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 6.2, which was -4.30 lower than the previous day. The implied volatity was 27.87, the open interest changed by 109 which increased total open position to 497
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 10.5, which was -2.30 lower than the previous day. The implied volatity was 25.69, the open interest changed by 142 which increased total open position to 388
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 12.8, which was -8.05 lower than the previous day. The implied volatity was 27.16, the open interest changed by 25 which increased total open position to 246
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 20.85, which was -9.80 lower than the previous day. The implied volatity was 27.01, the open interest changed by 10 which increased total open position to 220
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 30.65, which was 7.45 higher than the previous day. The implied volatity was 26.76, the open interest changed by 22 which increased total open position to 210
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 23.2, which was 5.15 higher than the previous day. The implied volatity was 29.92, the open interest changed by -6 which decreased total open position to 190
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 18.05, which was -11.90 lower than the previous day. The implied volatity was 31.92, the open interest changed by 103 which increased total open position to 199
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 29.95, which was 0.60 higher than the previous day. The implied volatity was 29.50, the open interest changed by -3 which decreased total open position to 94
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 29.35, which was -4.40 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 33.75, which was -7.00 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 40.75, which was 0.65 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 40.1, which was -164.15 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 204.25, 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 24 Oct CHOLAFIN was trading at 1386.15. The strike last trading price was 204.25, 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 204.25, 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 204.25, which was 204.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept CHOLAFIN was trading at 1507.60. The strike last trading price was 0, 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 6 Sept CHOLAFIN was trading at 1511.35. The strike last trading price was 0, 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 4 Sept CHOLAFIN was trading at 1487.30. The strike last trading price was 0, 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 3 Sept CHOLAFIN was trading at 1500.00. The strike last trading price was 0, 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 2 Sept CHOLAFIN was trading at 1486.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHOLAFIN 28NOV2024 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1204.90 | 92.95 | 0.00 | 0.00 | 0 | -1 | 0 |
| 20 Nov | 1236.00 | 92.95 | 0.00 | 31.40 | 5 | -1 | 53 |
| 19 Nov | 1236.00 | 92.95 | -19.90 | 31.40 | 5 | 0 | 53 |
| 18 Nov | 1242.80 | 112.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1205.70 | 112.85 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Nov | 1205.05 | 112.85 | 47.95 | 37.85 | 5 | 0 | 54 |
| 12 Nov | 1239.75 | 64.9 | -4.00 | - | 4 | 1 | 55 |
| 11 Nov | 1262.55 | 68.9 | 2.10 | 35.85 | 4 | 0 | 54 |
| 8 Nov | 1260.70 | 66.8 | 15.05 | 28.40 | 29 | 10 | 54 |
| 7 Nov | 1283.00 | 51.75 | 11.75 | 28.26 | 41 | 0 | 45 |
| 6 Nov | 1304.55 | 40 | -14.40 | 28.19 | 56 | 7 | 47 |
| 5 Nov | 1283.00 | 54.4 | -23.45 | 25.47 | 31 | 11 | 40 |
| 4 Nov | 1251.25 | 77.85 | 18.85 | 30.37 | 20 | 11 | 29 |
| 1 Nov | 1283.20 | 59 | -10.00 | 32.19 | 1 | 0 | 18 |
| 31 Oct | 1272.75 | 69 | 13.60 | - | 5 | 2 | 19 |
| 30 Oct | 1274.50 | 55.4 | 0.00 | - | 0 | -2 | 0 |
| 29 Oct | 1292.40 | 55.4 | -12.35 | - | 6 | -2 | 17 |
| 28 Oct | 1280.35 | 67.75 | 31.55 | - | 41 | 15 | 19 |
| 25 Oct | 1372.20 | 36.2 | 11.90 | - | 4 | 1 | 4 |
| 24 Oct | 1386.15 | 24.3 | -20.60 | - | 3 | 1 | 1 |
| 23 Oct | 1406.70 | 44.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1411.20 | 44.9 | 44.90 | - | 0 | 0 | 0 |
| 10 Sept | 1507.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1511.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1487.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 1500.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1486.30 | 0 | - | 0 | 0 | 0 | |
For Cholamandalam In & Fin Co - strike price 1320 expiring on 28NOV2024
Delta for 1320 PE is 0.00
Historical price for 1320 PE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 92.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 92.95, which was 0.00 lower than the previous day. The implied volatity was 31.40, the open interest changed by -1 which decreased total open position to 53
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 92.95, which was -19.90 lower than the previous day. The implied volatity was 31.40, the open interest changed by 0 which decreased total open position to 53
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 112.85, 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 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 112.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 112.85, which was 47.95 higher than the previous day. The implied volatity was 37.85, the open interest changed by 0 which decreased total open position to 54
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 64.9, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 55
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 68.9, which was 2.10 higher than the previous day. The implied volatity was 35.85, the open interest changed by 0 which decreased total open position to 54
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 66.8, which was 15.05 higher than the previous day. The implied volatity was 28.40, the open interest changed by 10 which increased total open position to 54
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 51.75, which was 11.75 higher than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 45
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 40, which was -14.40 lower than the previous day. The implied volatity was 28.19, the open interest changed by 7 which increased total open position to 47
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 54.4, which was -23.45 lower than the previous day. The implied volatity was 25.47, the open interest changed by 11 which increased total open position to 40
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 77.85, which was 18.85 higher than the previous day. The implied volatity was 30.37, the open interest changed by 11 which increased total open position to 29
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 59, which was -10.00 lower than the previous day. The implied volatity was 32.19, the open interest changed by 0 which decreased total open position to 18
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 69, which was 13.60 higher 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 55.4, 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 29 Oct CHOLAFIN was trading at 1292.40. The strike last trading price was 55.4, which was -12.35 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 67.75, which was 31.55 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 36.2, which was 11.90 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 24.3, which was -20.60 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 44.9, 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 44.9, which was 44.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept CHOLAFIN was trading at 1507.60. The strike last trading price was 0, 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 6 Sept CHOLAFIN was trading at 1511.35. The strike last trading price was 0, 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 4 Sept CHOLAFIN was trading at 1487.30. The strike last trading price was 0, 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 3 Sept CHOLAFIN was trading at 1500.00. The strike last trading price was 0, 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 2 Sept CHOLAFIN was trading at 1486.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
