CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
21 Nov 2024 04:10 PM IST
| CHOLAFIN 28NOV2024 1340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.11
Theta: -0.33
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1204.90 | 0.75 | -0.50 | 39.00 | 68 | -7 | 316 | |||
| 20 Nov | 1236.00 | 1.25 | 0.00 | 32.73 | 222 | 3 | 327 | |||
| 19 Nov | 1236.00 | 1.25 | -0.50 | 32.73 | 222 | 7 | 327 | |||
| 18 Nov | 1242.80 | 1.75 | 0.55 | 29.65 | 216 | 53 | 320 | |||
| 14 Nov | 1205.70 | 1.2 | -0.95 | 27.90 | 354 | -70 | 267 | |||
| 13 Nov | 1205.05 | 2.15 | -1.95 | 31.68 | 1,115 | 16 | 344 | |||
| 12 Nov | 1239.75 | 4.1 | -2.60 | 28.61 | 873 | 20 | 336 | |||
| 11 Nov | 1262.55 | 6.7 | -2.10 | 25.93 | 452 | 41 | 318 | |||
| 8 Nov | 1260.70 | 8.8 | -6.05 | 27.47 | 424 | 21 | 274 | |||
| 7 Nov | 1283.00 | 14.85 | -7.85 | 27.15 | 583 | 11 | 235 | |||
| 6 Nov | 1304.55 | 22.7 | 4.95 | 26.87 | 818 | -39 | 223 | |||
| 5 Nov | 1283.00 | 17.75 | 4.10 | 30.46 | 1,120 | 19 | 260 | |||
| 4 Nov | 1251.25 | 13.65 | -8.90 | 32.22 | 283 | 27 | 242 | |||
| 1 Nov | 1283.20 | 22.55 | -1.25 | 29.19 | 21 | -5 | 215 | |||
| 31 Oct | 1272.75 | 23.8 | -1.00 | - | 320 | 10 | 219 | |||
| 30 Oct | 1274.50 | 24.8 | -7.05 | - | 339 | 123 | 208 | |||
|
|
||||||||||
| 29 Oct | 1292.40 | 31.85 | 1.25 | - | 182 | -4 | 84 | |||
| 28 Oct | 1280.35 | 30.6 | -297.05 | - | 199 | 90 | 90 | |||
| 25 Oct | 1372.20 | 327.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1386.15 | 327.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1406.70 | 327.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1411.20 | 327.65 | - | 0 | 0 | 0 | ||||
For Cholamandalam In & Fin Co - strike price 1340 expiring on 28NOV2024
Delta for 1340 CE is 0.03
Historical price for 1340 CE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 0.75, which was -0.50 lower than the previous day. The implied volatity was 39.00, the open interest changed by -7 which decreased total open position to 316
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 32.73, the open interest changed by 3 which increased total open position to 327
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 1.25, which was -0.50 lower than the previous day. The implied volatity was 32.73, the open interest changed by 7 which increased total open position to 327
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 1.75, which was 0.55 higher than the previous day. The implied volatity was 29.65, the open interest changed by 53 which increased total open position to 320
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 1.2, which was -0.95 lower than the previous day. The implied volatity was 27.90, the open interest changed by -70 which decreased total open position to 267
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 2.15, which was -1.95 lower than the previous day. The implied volatity was 31.68, the open interest changed by 16 which increased total open position to 344
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 4.1, which was -2.60 lower than the previous day. The implied volatity was 28.61, the open interest changed by 20 which increased total open position to 336
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 6.7, which was -2.10 lower than the previous day. The implied volatity was 25.93, the open interest changed by 41 which increased total open position to 318
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 8.8, which was -6.05 lower than the previous day. The implied volatity was 27.47, the open interest changed by 21 which increased total open position to 274
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 14.85, which was -7.85 lower than the previous day. The implied volatity was 27.15, the open interest changed by 11 which increased total open position to 235
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 22.7, which was 4.95 higher than the previous day. The implied volatity was 26.87, the open interest changed by -39 which decreased total open position to 223
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 17.75, which was 4.10 higher than the previous day. The implied volatity was 30.46, the open interest changed by 19 which increased total open position to 260
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 13.65, which was -8.90 lower than the previous day. The implied volatity was 32.22, the open interest changed by 27 which increased total open position to 242
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 22.55, which was -1.25 lower than the previous day. The implied volatity was 29.19, the open interest changed by -5 which decreased total open position to 215
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 23.8, 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 30 Oct CHOLAFIN was trading at 1274.50. The strike last trading price was 24.8, which was -7.05 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 31.85, which was 1.25 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 30.6, which was -297.05 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 327.65, 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 327.65, 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 327.65, 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 327.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CHOLAFIN 28NOV2024 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1204.90 | 130.6 | 29.20 | - | 2 | 0 | 31 |
| 20 Nov | 1236.00 | 101.4 | 0.00 | - | 2 | -2 | 32 |
| 19 Nov | 1236.00 | 101.4 | -28.60 | - | 2 | -1 | 32 |
| 18 Nov | 1242.80 | 130 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1205.70 | 130 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 1205.05 | 130 | 47.95 | 36.46 | 3 | 2 | 34 |
| 12 Nov | 1239.75 | 82.05 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 1262.55 | 82.05 | 5.05 | 34.18 | 1 | 0 | 33 |
| 8 Nov | 1260.70 | 77 | 11.55 | 21.46 | 11 | 0 | 25 |
| 7 Nov | 1283.00 | 65.45 | 10.75 | 28.36 | 21 | 1 | 27 |
| 6 Nov | 1304.55 | 54.7 | -54.65 | 30.60 | 23 | -3 | 26 |
| 5 Nov | 1283.00 | 109.35 | 19.35 | 59.77 | 1 | 0 | 29 |
| 4 Nov | 1251.25 | 90 | 5.00 | 26.82 | 1 | 0 | 29 |
| 1 Nov | 1283.20 | 85 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 1272.75 | 85 | 0.30 | - | 2 | 0 | 27 |
| 30 Oct | 1274.50 | 84.7 | 3.20 | - | 5 | 2 | 27 |
| 29 Oct | 1292.40 | 81.5 | 1.45 | - | 3 | 2 | 26 |
| 28 Oct | 1280.35 | 80.05 | 35.35 | - | 37 | 16 | 23 |
| 25 Oct | 1372.20 | 44.7 | 15.65 | - | 7 | 3 | 7 |
| 24 Oct | 1386.15 | 29.05 | 19.90 | - | 4 | 2 | 2 |
| 23 Oct | 1406.70 | 9.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1411.20 | 9.15 | - | 0 | 0 | 0 | |
For Cholamandalam In & Fin Co - strike price 1340 expiring on 28NOV2024
Delta for 1340 PE is -
Historical price for 1340 PE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 130.6, which was 29.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 101.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 32
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 101.4, which was -28.60 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 32
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 130, 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 130, 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 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 130, which was 47.95 higher than the previous day. The implied volatity was 36.46, the open interest changed by 2 which increased total open position to 34
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 82.05, 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 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 82.05, which was 5.05 higher than the previous day. The implied volatity was 34.18, the open interest changed by 0 which decreased total open position to 33
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 77, which was 11.55 higher than the previous day. The implied volatity was 21.46, the open interest changed by 0 which decreased total open position to 25
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 65.45, which was 10.75 higher than the previous day. The implied volatity was 28.36, the open interest changed by 1 which increased total open position to 27
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 54.7, which was -54.65 lower than the previous day. The implied volatity was 30.60, the open interest changed by -3 which decreased total open position to 26
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 109.35, which was 19.35 higher than the previous day. The implied volatity was 59.77, the open interest changed by 0 which decreased total open position to 29
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 90, which was 5.00 higher than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 29
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 85, 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 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 85, which was 0.30 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 84.7, which was 3.20 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 81.5, which was 1.45 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 80.05, which was 35.35 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 44.7, which was 15.65 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 29.05, which was 19.90 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 9.15, 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 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
