Historical option data for CHOLAFIN
08 Jun 2026 04:10 PM IST
| CHOLAFIN 30-Jun-2026 (21d) 1500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 0.01
Theta: -1.06
Gamma: 0.00326
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 1456.00 | 28.1 | -24.9 (-46.98%) | 32.23 | 665 | 70 | 671 | |||||||||
| 5 Jun | 1503.20 | 53 | 7 (15.22%) | 29.76 | 1,641 | -28 | 601 | |||||||||
| 4 Jun | 1486.00 | 45.05 | 3.05 (7.26%) | 31.39 | 807 | 40 | 628 | |||||||||
| 3 Jun | 1470.60 | 41.9 | -5.1 (-10.85%) | 32.1 | 898 | 99 | 588 | |||||||||
| 2 Jun | 1482.80 | 46.6 | -6.4 (-12.08%) | 32.42 | 1,278 | 244 | 489 | |||||||||
| 1 Jun | 1492.90 | 53.8 | -31.2 (-36.71%) | 32.2 | 293 | 121 | 243 | |||||||||
| 29 May | 1537.70 | 83.2 | -28.8 (-25.71%) | 33.94 | 61 | 7 | 122 | |||||||||
| 27 May | 1579.20 | 111.5 | 9.5 (9.31%) | 30.33 | 30 | 1 | 114 | |||||||||
| 26 May | 1567.30 | 102.1 | -13.9 (-11.98%) | 31.03 | 20 | 12 | 113 | |||||||||
| 25 May | 1591.00 | 116 | 26 (28.89%) | 31.83 | 87 | 32 | 101 | |||||||||
| 22 May | 1539.80 | 89.5 | 16.5 (22.60%) | 30.82 | 55 | 5 | 74 | |||||||||
| 21 May | 1504.00 | 74.45 | -6.55 (-8.09%) | 34.11 | 29 | 1 | 67 | |||||||||
| 20 May | 1518.90 | 81 | 1 (1.25%) | 32.57 | 66 | 43 | 62 | |||||||||
| 19 May | 1511.40 | 79.9 | -7.1 (-8.16%) | 33.67 | 5 | 2 | 18 | |||||||||
| 18 May | 1527.90 | 89.3 | -39.7 (-30.78%) | 34.6 | 16 | 15 | 15 | |||||||||
| 15 May | 1546.30 | 0 | -129.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1567.10 | 0 | -129.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1574.60 | 0 | -129.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1561.00 | 0 | -129.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1624.50 | 0 | -129.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1674.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1689.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1711.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1657.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1639.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1562.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Cholamandalam In & Fin Co - strike price 1500 expiring on 30JUN2026
Delta for 1500 CE is 0.37
Historical price for 1500 CE is as follows
On 8 Jun CHOLAFIN was trading at 1456.00. The strike last trading price was 28.1, which was -24.9 lower than the previous day. The implied volatity was 32.23, the open interest changed by 70 which increased total open position to 671
On 5 Jun CHOLAFIN was trading at 1503.20. The strike last trading price was 53, which was 7 higher than the previous day. The implied volatity was 29.76, the open interest changed by -28 which decreased total open position to 601
On 4 Jun CHOLAFIN was trading at 1486.00. The strike last trading price was 45.05, which was 3.05 higher than the previous day. The implied volatity was 31.39, the open interest changed by 40 which increased total open position to 628
On 3 Jun CHOLAFIN was trading at 1470.60. The strike last trading price was 41.9, which was -5.1 lower than the previous day. The implied volatity was 32.1, the open interest changed by 99 which increased total open position to 588
On 2 Jun CHOLAFIN was trading at 1482.80. The strike last trading price was 46.6, which was -6.4 lower than the previous day. The implied volatity was 32.42, the open interest changed by 244 which increased total open position to 489
On 1 Jun CHOLAFIN was trading at 1492.90. The strike last trading price was 53.8, which was -31.2 lower than the previous day. The implied volatity was 32.2, the open interest changed by 121 which increased total open position to 243
On 29 May CHOLAFIN was trading at 1537.70. The strike last trading price was 83.2, which was -28.8 lower than the previous day. The implied volatity was 33.94, the open interest changed by 7 which increased total open position to 122
On 27 May CHOLAFIN was trading at 1579.20. The strike last trading price was 111.5, which was 9.5 higher than the previous day. The implied volatity was 30.33, the open interest changed by 1 which increased total open position to 114
On 26 May CHOLAFIN was trading at 1567.30. The strike last trading price was 102.1, which was -13.9 lower than the previous day. The implied volatity was 31.03, the open interest changed by 12 which increased total open position to 113
On 25 May CHOLAFIN was trading at 1591.00. The strike last trading price was 116, which was 26 higher than the previous day. The implied volatity was 31.83, the open interest changed by 32 which increased total open position to 101
On 22 May CHOLAFIN was trading at 1539.80. The strike last trading price was 89.5, which was 16.5 higher than the previous day. The implied volatity was 30.82, the open interest changed by 5 which increased total open position to 74
On 21 May CHOLAFIN was trading at 1504.00. The strike last trading price was 74.45, which was -6.55 lower than the previous day. The implied volatity was 34.11, the open interest changed by 1 which increased total open position to 67
On 20 May CHOLAFIN was trading at 1518.90. The strike last trading price was 81, which was 1 higher than the previous day. The implied volatity was 32.57, the open interest changed by 43 which increased total open position to 62
On 19 May CHOLAFIN was trading at 1511.40. The strike last trading price was 79.9, which was -7.1 lower than the previous day. The implied volatity was 33.67, the open interest changed by 2 which increased total open position to 18
On 18 May CHOLAFIN was trading at 1527.90. The strike last trading price was 89.3, which was -39.7 lower than the previous day. The implied volatity was 34.6, the open interest changed by 15 which increased total open position to 15
On 15 May CHOLAFIN was trading at 1546.30. The strike last trading price was 0, which was -129.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May CHOLAFIN was trading at 1567.10. The strike last trading price was 0, which was -129.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May CHOLAFIN was trading at 1574.60. The strike last trading price was 0, which was -129.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May CHOLAFIN was trading at 1561.00. The strike last trading price was 0, which was -129.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May CHOLAFIN was trading at 1624.50. The strike last trading price was 0, which was -129.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May CHOLAFIN was trading at 1674.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May CHOLAFIN was trading at 1689.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May CHOLAFIN was trading at 1711.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May CHOLAFIN was trading at 1657.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May CHOLAFIN was trading at 1639.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr CHOLAFIN was trading at 1562.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 30-Jun-2026 (21d) 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.01
Theta: -0.8
Gamma: 0.00334
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 1456.00 | 70.9 | 29.65 (71.88%) | 31.38 | 252 | 84 | 594 |
| 5 Jun | 1503.20 | 40 | -12.35 (-23.59%) | 29.08 | 778 | 23 | 512 |
| 4 Jun | 1486.00 | 51.85 | -5.6 (-9.75%) | 29.15 | 179 | 52 | 483 |
| 3 Jun | 1470.60 | 57 | 6.65 (13.21%) | 28.07 | 124 | 41 | 431 |
| 2 Jun | 1482.80 | 50.5 | 2.3 (4.77%) | 25.94 | 715 | 84 | 391 |
| 1 Jun | 1492.90 | 47 | 17 (56.67%) | 27.52 | 654 | 113 | 308 |
| 29 May | 1537.70 | 28.9 | 9.55 (49.35%) | 28.66 | 217 | 25 | 200 |
| 27 May | 1579.20 | 19.2 | -5 (-20.66%) | 27.58 | 131 | 38 | 176 |
| 26 May | 1567.30 | 24.5 | 2.75 (12.64%) | 28.15 | 165 | 16 | 137 |
| 25 May | 1591.00 | 21.35 | -18.5 (-46.42%) | 29.91 | 266 | -15 | 119 |
| 22 May | 1539.80 | 39.2 | -17.45 (-30.80%) | 31.99 | 114 | 45 | 135 |
| 21 May | 1504.00 | 55.55 | 7.55 (15.73%) | 32.31 | 57 | 27 | 89 |
| 20 May | 1518.90 | 48 | -6.2 (-11.44%) | 29.44 | 34 | 11 | 60 |
| 19 May | 1511.40 | 54.2 | 3.85 (7.65%) | 31.39 | 43 | 13 | 49 |
| 18 May | 1527.90 | 51 | 6.05 (13.46%) | 32.71 | 33 | 6 | 36 |
| 15 May | 1546.30 | 45.15 | 7.7 (20.56%) | 32.41 | 58 | -9 | 34 |
| 14 May | 1567.10 | 37.45 | 3.9 (11.62%) | 32.64 | 25 | -2 | 43 |
| 13 May | 1574.60 | 33.55 | -6 (-15.17%) | 0 | 15 | -2 | 45 |
| 12 May | 1561.00 | 38 | 19.7 (107.65%) | 33.06 | 28 | -10 | 49 |
| 11 May | 1624.50 | 18.5 | 0.2 (1.09%) | 0 | 0 | 0 | 59 |
| 8 May | 1674.10 | 18.5 | 1.6 (9.47%) | 32.73 | 9 | 7 | 58 |
| 7 May | 1689.20 | 16.9 | 3.15 (22.91%) | 32.48 | 11 | 7 | 51 |
| 6 May | 1711.90 | 13.45 | -10.05 (-42.77%) | 32.53 | 19 | 1 | 44 |
| 5 May | 1657.40 | 23.5 | -4.9 (-17.25%) | 33.19 | 44 | 30 | 42 |
| 4 May | 1639.50 | 28.4 | -36.6 (-56.31%) | 33.1 | 14 | 10 | 11 |
| 30 Apr | 1562.90 | 65 | -12.85 (-16.51%) | 40.72 | 1 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1500 expiring on 30JUN2026
Delta for 1500 PE is -0.64
Historical price for 1500 PE is as follows
On 8 Jun CHOLAFIN was trading at 1456.00. The strike last trading price was 70.9, which was 29.65 higher than the previous day. The implied volatity was 31.38, the open interest changed by 84 which increased total open position to 594
On 5 Jun CHOLAFIN was trading at 1503.20. The strike last trading price was 40, which was -12.35 lower than the previous day. The implied volatity was 29.08, the open interest changed by 23 which increased total open position to 512
On 4 Jun CHOLAFIN was trading at 1486.00. The strike last trading price was 51.85, which was -5.6 lower than the previous day. The implied volatity was 29.15, the open interest changed by 52 which increased total open position to 483
On 3 Jun CHOLAFIN was trading at 1470.60. The strike last trading price was 57, which was 6.65 higher than the previous day. The implied volatity was 28.07, the open interest changed by 41 which increased total open position to 431
On 2 Jun CHOLAFIN was trading at 1482.80. The strike last trading price was 50.5, which was 2.3 higher than the previous day. The implied volatity was 25.94, the open interest changed by 84 which increased total open position to 391
On 1 Jun CHOLAFIN was trading at 1492.90. The strike last trading price was 47, which was 17 higher than the previous day. The implied volatity was 27.52, the open interest changed by 113 which increased total open position to 308
On 29 May CHOLAFIN was trading at 1537.70. The strike last trading price was 28.9, which was 9.55 higher than the previous day. The implied volatity was 28.66, the open interest changed by 25 which increased total open position to 200
On 27 May CHOLAFIN was trading at 1579.20. The strike last trading price was 19.2, which was -5 lower than the previous day. The implied volatity was 27.58, the open interest changed by 38 which increased total open position to 176
On 26 May CHOLAFIN was trading at 1567.30. The strike last trading price was 24.5, which was 2.75 higher than the previous day. The implied volatity was 28.15, the open interest changed by 16 which increased total open position to 137
On 25 May CHOLAFIN was trading at 1591.00. The strike last trading price was 21.35, which was -18.5 lower than the previous day. The implied volatity was 29.91, the open interest changed by -15 which decreased total open position to 119
On 22 May CHOLAFIN was trading at 1539.80. The strike last trading price was 39.2, which was -17.45 lower than the previous day. The implied volatity was 31.99, the open interest changed by 45 which increased total open position to 135
On 21 May CHOLAFIN was trading at 1504.00. The strike last trading price was 55.55, which was 7.55 higher than the previous day. The implied volatity was 32.31, the open interest changed by 27 which increased total open position to 89
On 20 May CHOLAFIN was trading at 1518.90. The strike last trading price was 48, which was -6.2 lower than the previous day. The implied volatity was 29.44, the open interest changed by 11 which increased total open position to 60
On 19 May CHOLAFIN was trading at 1511.40. The strike last trading price was 54.2, which was 3.85 higher than the previous day. The implied volatity was 31.39, the open interest changed by 13 which increased total open position to 49
On 18 May CHOLAFIN was trading at 1527.90. The strike last trading price was 51, which was 6.05 higher than the previous day. The implied volatity was 32.71, the open interest changed by 6 which increased total open position to 36
On 15 May CHOLAFIN was trading at 1546.30. The strike last trading price was 45.15, which was 7.7 higher than the previous day. The implied volatity was 32.41, the open interest changed by -9 which decreased total open position to 34
On 14 May CHOLAFIN was trading at 1567.10. The strike last trading price was 37.45, which was 3.9 higher than the previous day. The implied volatity was 32.64, the open interest changed by -2 which decreased total open position to 43
On 13 May CHOLAFIN was trading at 1574.60. The strike last trading price was 33.55, which was -6 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 45
On 12 May CHOLAFIN was trading at 1561.00. The strike last trading price was 38, which was 19.7 higher than the previous day. The implied volatity was 33.06, the open interest changed by -10 which decreased total open position to 49
On 11 May CHOLAFIN was trading at 1624.50. The strike last trading price was 18.5, which was 0.2 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 59
On 8 May CHOLAFIN was trading at 1674.10. The strike last trading price was 18.5, which was 1.6 higher than the previous day. The implied volatity was 32.73, the open interest changed by 7 which increased total open position to 58
On 7 May CHOLAFIN was trading at 1689.20. The strike last trading price was 16.9, which was 3.15 higher than the previous day. The implied volatity was 32.48, the open interest changed by 7 which increased total open position to 51
On 6 May CHOLAFIN was trading at 1711.90. The strike last trading price was 13.45, which was -10.05 lower than the previous day. The implied volatity was 32.53, the open interest changed by 1 which increased total open position to 44
On 5 May CHOLAFIN was trading at 1657.40. The strike last trading price was 23.5, which was -4.9 lower than the previous day. The implied volatity was 33.19, the open interest changed by 30 which increased total open position to 42
On 4 May CHOLAFIN was trading at 1639.50. The strike last trading price was 28.4, which was -36.6 lower than the previous day. The implied volatity was 33.1, the open interest changed by 10 which increased total open position to 11
On 30 Apr CHOLAFIN was trading at 1562.90. The strike last trading price was 65, which was -12.85 lower than the previous day. The implied volatity was 40.72, the open interest changed by 0 which decreased total open position to 0
