CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
21 Nov 2024 04:10 PM IST
CHOLAFIN 28NOV2024 1420 CE | ||||||||||
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Delta: 0.01
Vega: 0.03
Theta: -0.10
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 1204.90 | 0.15 | -0.25 | 46.30 | 15 | -2 | 70 | |||
20 Nov | 1236.00 | 0.4 | 0.00 | 41.53 | 42 | -12 | 72 | |||
19 Nov | 1236.00 | 0.4 | 0.00 | 41.53 | 42 | -12 | 72 | |||
18 Nov | 1242.80 | 0.4 | 0.05 | 36.59 | 6 | -2 | 85 | |||
14 Nov | 1205.70 | 0.35 | -0.45 | 34.22 | 19 | -6 | 87 | |||
13 Nov | 1205.05 | 0.8 | -0.20 | 38.27 | 22 | -12 | 93 | |||
12 Nov | 1239.75 | 1 | -0.50 | 33.00 | 2 | -1 | 107 | |||
11 Nov | 1262.55 | 1.5 | -0.80 | 29.88 | 43 | -20 | 106 | |||
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8 Nov | 1260.70 | 2.3 | -0.90 | 30.71 | 93 | -1 | 126 | |||
7 Nov | 1283.00 | 3.2 | -2.35 | 28.14 | 171 | -24 | 126 | |||
6 Nov | 1304.55 | 5.55 | 0.15 | 28.26 | 395 | 50 | 150 | |||
5 Nov | 1283.00 | 5.4 | 1.15 | 32.12 | 163 | 1 | 99 | |||
4 Nov | 1251.25 | 4.25 | -4.40 | 33.81 | 114 | 28 | 99 | |||
1 Nov | 1283.20 | 8.65 | 0.45 | 32.12 | 8 | 3 | 69 | |||
31 Oct | 1272.75 | 8.2 | -0.60 | - | 36 | 0 | 66 | |||
30 Oct | 1274.50 | 8.8 | -3.20 | - | 16 | -3 | 68 | |||
29 Oct | 1292.40 | 12 | -0.95 | - | 64 | 0 | 71 | |||
28 Oct | 1280.35 | 12.95 | -39.05 | - | 217 | -1 | 71 | |||
25 Oct | 1372.20 | 52 | 5.60 | - | 91 | 67 | 72 | |||
24 Oct | 1386.15 | 46.4 | -23.60 | - | 3 | 2 | 5 | |||
23 Oct | 1406.70 | 70 | -189.40 | - | 3 | 2 | 2 | |||
22 Oct | 1411.20 | 259.4 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 1438.70 | 259.4 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 1497.40 | 259.4 | - | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1420 expiring on 28NOV2024
Delta for 1420 CE is 0.01
Historical price for 1420 CE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was 46.30, the open interest changed by -2 which decreased total open position to 70
On 20 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 41.53, the open interest changed by -12 which decreased total open position to 72
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 41.53, the open interest changed by -12 which decreased total open position to 72
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 36.59, the open interest changed by -2 which decreased total open position to 85
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 34.22, the open interest changed by -6 which decreased total open position to 87
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 38.27, the open interest changed by -12 which decreased total open position to 93
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 1, which was -0.50 lower than the previous day. The implied volatity was 33.00, the open interest changed by -1 which decreased total open position to 107
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 1.5, which was -0.80 lower than the previous day. The implied volatity was 29.88, the open interest changed by -20 which decreased total open position to 106
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 2.3, which was -0.90 lower than the previous day. The implied volatity was 30.71, the open interest changed by -1 which decreased total open position to 126
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 3.2, which was -2.35 lower than the previous day. The implied volatity was 28.14, the open interest changed by -24 which decreased total open position to 126
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 5.55, which was 0.15 higher than the previous day. The implied volatity was 28.26, the open interest changed by 50 which increased total open position to 150
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 5.4, which was 1.15 higher than the previous day. The implied volatity was 32.12, the open interest changed by 1 which increased total open position to 99
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 4.25, which was -4.40 lower than the previous day. The implied volatity was 33.81, the open interest changed by 28 which increased total open position to 99
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 8.65, which was 0.45 higher than the previous day. The implied volatity was 32.12, the open interest changed by 3 which increased total open position to 69
On 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 8.2, which was -0.60 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 8.8, which was -3.20 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 12, which was -0.95 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 12.95, which was -39.05 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 52, which was 5.60 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 46.4, which was -23.60 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 70, which was -189.40 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 259.4, 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 21 Oct CHOLAFIN was trading at 1438.70. The strike last trading price was 259.4, 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 4 Oct CHOLAFIN was trading at 1497.40. The strike last trading price was 259.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
CHOLAFIN 28NOV2024 1420 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 1204.90 | 184.8 | 0.00 | 0.00 | 0 | -1 | 0 |
20 Nov | 1236.00 | 184.8 | 0.00 | - | 1 | -1 | 39 |
19 Nov | 1236.00 | 184.8 | 8.45 | - | 1 | 0 | 39 |
18 Nov | 1242.80 | 176.35 | -33.65 | 34.13 | 2 | -1 | 40 |
14 Nov | 1205.70 | 210 | 2.00 | 57.20 | 3 | 0 | 41 |
13 Nov | 1205.05 | 208 | 55.00 | 45.69 | 12 | -6 | 44 |
12 Nov | 1239.75 | 153 | 0.00 | 0.00 | 0 | -2 | 0 |
11 Nov | 1262.55 | 153 | -4.30 | 38.31 | 6 | 0 | 52 |
8 Nov | 1260.70 | 157.3 | 24.90 | 36.98 | 1 | 0 | 53 |
7 Nov | 1283.00 | 132.4 | -8.90 | 28.86 | 1 | 0 | 54 |
6 Nov | 1304.55 | 141.3 | 0.00 | 0.00 | 0 | -17 | 0 |
5 Nov | 1283.00 | 141.3 | -23.30 | 32.15 | 26 | -16 | 55 |
4 Nov | 1251.25 | 164.6 | 17.20 | 32.81 | 70 | -40 | 71 |
1 Nov | 1283.20 | 147.4 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Oct | 1272.75 | 147.4 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 1274.50 | 147.4 | 22.40 | - | 4 | 2 | 113 |
29 Oct | 1292.40 | 125 | 0.00 | - | 0 | 103 | 0 |
28 Oct | 1280.35 | 125 | 45.60 | - | 106 | 99 | 107 |
25 Oct | 1372.20 | 79.4 | 17.15 | - | 4 | 2 | 8 |
24 Oct | 1386.15 | 62.25 | 42.35 | - | 6 | 4 | 4 |
23 Oct | 1406.70 | 19.9 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 1411.20 | 19.9 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 1438.70 | 19.9 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 1497.40 | 19.9 | - | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1420 expiring on 28NOV2024
Delta for 1420 PE is 0.00
Historical price for 1420 PE is as follows
On 21 Nov CHOLAFIN was trading at 1204.90. The strike last trading price was 184.8, 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 184.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 39
On 19 Nov CHOLAFIN was trading at 1236.00. The strike last trading price was 184.8, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 18 Nov CHOLAFIN was trading at 1242.80. The strike last trading price was 176.35, which was -33.65 lower than the previous day. The implied volatity was 34.13, the open interest changed by -1 which decreased total open position to 40
On 14 Nov CHOLAFIN was trading at 1205.70. The strike last trading price was 210, which was 2.00 higher than the previous day. The implied volatity was 57.20, the open interest changed by 0 which decreased total open position to 41
On 13 Nov CHOLAFIN was trading at 1205.05. The strike last trading price was 208, which was 55.00 higher than the previous day. The implied volatity was 45.69, the open interest changed by -6 which decreased total open position to 44
On 12 Nov CHOLAFIN was trading at 1239.75. The strike last trading price was 153, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Nov CHOLAFIN was trading at 1262.55. The strike last trading price was 153, which was -4.30 lower than the previous day. The implied volatity was 38.31, the open interest changed by 0 which decreased total open position to 52
On 8 Nov CHOLAFIN was trading at 1260.70. The strike last trading price was 157.3, which was 24.90 higher than the previous day. The implied volatity was 36.98, the open interest changed by 0 which decreased total open position to 53
On 7 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 132.4, which was -8.90 lower than the previous day. The implied volatity was 28.86, the open interest changed by 0 which decreased total open position to 54
On 6 Nov CHOLAFIN was trading at 1304.55. The strike last trading price was 141.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0
On 5 Nov CHOLAFIN was trading at 1283.00. The strike last trading price was 141.3, which was -23.30 lower than the previous day. The implied volatity was 32.15, the open interest changed by -16 which decreased total open position to 55
On 4 Nov CHOLAFIN was trading at 1251.25. The strike last trading price was 164.6, which was 17.20 higher than the previous day. The implied volatity was 32.81, the open interest changed by -40 which decreased total open position to 71
On 1 Nov CHOLAFIN was trading at 1283.20. The strike last trading price was 147.4, 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 31 Oct CHOLAFIN was trading at 1272.75. The strike last trading price was 147.4, 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 30 Oct CHOLAFIN was trading at 1274.50. The strike last trading price was 147.4, which was 22.40 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 125, 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 28 Oct CHOLAFIN was trading at 1280.35. The strike last trading price was 125, which was 45.60 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 79.4, which was 17.15 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 62.25, which was 42.35 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 19.9, 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 19.9, 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 21 Oct CHOLAFIN was trading at 1438.70. The strike last trading price was 19.9, 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 4 Oct CHOLAFIN was trading at 1497.40. The strike last trading price was 19.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to