CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
03 Dec 2024 04:10 PM IST
| CHOLAFIN 26DEC2024 1460 CE | ||||||||||
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Delta: 0.04
Vega: 0.26
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1253.65 | 1.45 | 0.25 | 31.48 | 186 | 10 | 81 | |||
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| 2 Dec | 1249.20 | 1.2 | -0.95 | 30.59 | 93 | 56 | 71 | |||
| 29 Nov | 1233.95 | 2.15 | -1.00 | 34.18 | 1 | 0 | 15 | |||
| 28 Nov | 1268.35 | 3.15 | -0.35 | 30.92 | 1 | 0 | 15 | |||
| 27 Nov | 1279.15 | 3.5 | -0.95 | 29.68 | 24 | 1 | 6 | |||
| 26 Nov | 1265.45 | 4.45 | 32.93 | 6 | 3 | 3 | ||||
For Cholamandalam In & Fin Co - strike price 1460 expiring on 26DEC2024
Delta for 1460 CE is 0.04
Historical price for 1460 CE is as follows
On 3 Dec CHOLAFIN was trading at 1253.65. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was 31.48, the open interest changed by 10 which increased total open position to 81
On 2 Dec CHOLAFIN was trading at 1249.20. The strike last trading price was 1.2, which was -0.95 lower than the previous day. The implied volatity was 30.59, the open interest changed by 56 which increased total open position to 71
On 29 Nov CHOLAFIN was trading at 1233.95. The strike last trading price was 2.15, which was -1.00 lower than the previous day. The implied volatity was 34.18, the open interest changed by 0 which decreased total open position to 15
On 28 Nov CHOLAFIN was trading at 1268.35. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 15
On 27 Nov CHOLAFIN was trading at 1279.15. The strike last trading price was 3.5, which was -0.95 lower than the previous day. The implied volatity was 29.68, the open interest changed by 1 which increased total open position to 6
On 26 Nov CHOLAFIN was trading at 1265.45. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was 32.93, the open interest changed by 3 which increased total open position to 3
| CHOLAFIN 26DEC2024 1460 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 |
| 3 Dec | 1253.65 | 165 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1249.20 | 165 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1233.95 | 165 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 1268.35 | 165 | -20.00 | - | 1 | 0 | 2 |
| 27 Nov | 1279.15 | 185 | 0.00 | 0.00 | 0 | 2 | 0 |
| 26 Nov | 1265.45 | 185 | 29.99 | 2 | 1 | 1 | |
For Cholamandalam In & Fin Co - strike price 1460 expiring on 26DEC2024
Delta for 1460 PE is 0.00
Historical price for 1460 PE is as follows
On 3 Dec CHOLAFIN was trading at 1253.65. The strike last trading price was 165, 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 2 Dec CHOLAFIN was trading at 1249.20. The strike last trading price was 165, 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 29 Nov CHOLAFIN was trading at 1233.95. The strike last trading price was 165, 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 28 Nov CHOLAFIN was trading at 1268.35. The strike last trading price was 165, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Nov CHOLAFIN was trading at 1279.15. The strike last trading price was 185, 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 26 Nov CHOLAFIN was trading at 1265.45. The strike last trading price was 185, which was lower than the previous day. The implied volatity was 29.99, the open interest changed by 1 which increased total open position to 1
