Historical option data for CHOLAFIN
20 May 2026 04:10 PM IST
| CHOLAFIN 26-May-2026 (5d) 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.01
Theta: -2.15
Gamma: 0.00551
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 1518.90 | 17.5 | 0.5 (2.94%) | 34.52 | 588 | 10 | 281 | |||||||||
| 19 May | 1511.40 | 16.6 | -9.4 (-36.15%) | 31.78 | 827 | 35 | 274 | |||||||||
| 18 May | 1527.90 | 26.15 | -16.85 (-39.19%) | 35.97 | 535 | 47 | 241 | |||||||||
| 15 May | 1546.30 | 41.75 | -13.25 (-24.09%) | 32.33 | 263 | 25 | 196 | |||||||||
| 14 May | 1567.10 | 54.35 | -11.65 (-17.65%) | 32.94 | 186 | 24 | 170 | |||||||||
| 13 May | 1574.60 | 66.7 | 7.7 (13.05%) | 0 | 86 | 23 | 146 | |||||||||
| 12 May | 1561.00 | 63 | -43 (-40.57%) | 0 | 61 | 12 | 124 | |||||||||
| 11 May | 1624.50 | 105.9 | -52.1 (-32.97%) | 0 | 5 | 0 | 113 | |||||||||
| 8 May | 1674.10 | 158.15 | -7.85 (-4.73%) | 37.65 | 7 | -3 | 113 | |||||||||
| 7 May | 1689.20 | 166 | -15.95 (-8.77%) | 40.92 | 1 | 0 | 116 | |||||||||
| 6 May | 1711.90 | 181.95 | 46.65 (34.48%) | 36.76 | 20 | -8 | 116 | |||||||||
| 5 May | 1657.40 | 134.4 | 12.6 (10.34%) | 34 | 43 | -21 | 125 | |||||||||
| 4 May | 1639.50 | 121.7 | 45.8 (60.34%) | 34.13 | 282 | 34 | 146 | |||||||||
| 30 Apr | 1562.90 | 78.2 | 7.15 (10.06%) | 35.88 | 3,240 | 121 | 233 | |||||||||
| 29 Apr | 1553.30 | 70.9 | 4.5 (6.78%) | 39.1 | 497 | 24 | 111 | |||||||||
| 28 Apr | 1536.40 | 66.55 | -21.2 (-24.16%) | 37.75 | 174 | 61 | 84 | |||||||||
| 27 Apr | 1560.70 | 87.75 | 19.45 (28.48%) | 39.99 | 43 | 21 | 24 | |||||||||
| 24 Apr | 1568.20 | 68.3 | 0 (0.00%) | 34.25 | 0 | 0 | 3 | |||||||||
| 23 Apr | 1543.40 | 68.3 | 40.6 (146.57%) | 34.25 | 5 | 3 | 3 | |||||||||
| 22 Apr | 1565.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1589.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1569.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1579.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1569.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1550.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1507.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1581.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1533.10 | 27.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1554.30 | 27.7 | 0 (0.00%) | 0.45 | 0 | 0 | 0 | |||||||||
| 7 Apr | 1415.00 | 27.7 | 0 (0.00%) | 5.97 | 0 | 0 | 0 | |||||||||
For Cholamandalam In & Fin Co - strike price 1540 expiring on 26MAY2026
Delta for 1540 CE is 0.38
Historical price for 1540 CE is as follows
On 20 May CHOLAFIN was trading at 1518.90. The strike last trading price was 17.5, which was 0.5 higher than the previous day. The implied volatity was 34.52, the open interest changed by 10 which increased total open position to 281
On 19 May CHOLAFIN was trading at 1511.40. The strike last trading price was 16.6, which was -9.4 lower than the previous day. The implied volatity was 31.78, the open interest changed by 35 which increased total open position to 274
On 18 May CHOLAFIN was trading at 1527.90. The strike last trading price was 26.15, which was -16.85 lower than the previous day. The implied volatity was 35.97, the open interest changed by 47 which increased total open position to 241
On 15 May CHOLAFIN was trading at 1546.30. The strike last trading price was 41.75, which was -13.25 lower than the previous day. The implied volatity was 32.33, the open interest changed by 25 which increased total open position to 196
On 14 May CHOLAFIN was trading at 1567.10. The strike last trading price was 54.35, which was -11.65 lower than the previous day. The implied volatity was 32.94, the open interest changed by 24 which increased total open position to 170
On 13 May CHOLAFIN was trading at 1574.60. The strike last trading price was 66.7, which was 7.7 higher than the previous day. The implied volatity was 0, the open interest changed by 23 which increased total open position to 146
On 12 May CHOLAFIN was trading at 1561.00. The strike last trading price was 63, which was -43 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 124
On 11 May CHOLAFIN was trading at 1624.50. The strike last trading price was 105.9, which was -52.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 113
On 8 May CHOLAFIN was trading at 1674.10. The strike last trading price was 158.15, which was -7.85 lower than the previous day. The implied volatity was 37.65, the open interest changed by -3 which decreased total open position to 113
On 7 May CHOLAFIN was trading at 1689.20. The strike last trading price was 166, which was -15.95 lower than the previous day. The implied volatity was 40.92, the open interest changed by 0 which decreased total open position to 116
On 6 May CHOLAFIN was trading at 1711.90. The strike last trading price was 181.95, which was 46.65 higher than the previous day. The implied volatity was 36.76, the open interest changed by -8 which decreased total open position to 116
On 5 May CHOLAFIN was trading at 1657.40. The strike last trading price was 134.4, which was 12.6 higher than the previous day. The implied volatity was 34, the open interest changed by -21 which decreased total open position to 125
On 4 May CHOLAFIN was trading at 1639.50. The strike last trading price was 121.7, which was 45.8 higher than the previous day. The implied volatity was 34.13, the open interest changed by 34 which increased total open position to 146
On 30 Apr CHOLAFIN was trading at 1562.90. The strike last trading price was 78.2, which was 7.15 higher than the previous day. The implied volatity was 35.88, the open interest changed by 121 which increased total open position to 233
On 29 Apr CHOLAFIN was trading at 1553.30. The strike last trading price was 70.9, which was 4.5 higher than the previous day. The implied volatity was 39.1, the open interest changed by 24 which increased total open position to 111
On 28 Apr CHOLAFIN was trading at 1536.40. The strike last trading price was 66.55, which was -21.2 lower than the previous day. The implied volatity was 37.75, the open interest changed by 61 which increased total open position to 84
On 27 Apr CHOLAFIN was trading at 1560.70. The strike last trading price was 87.75, which was 19.45 higher than the previous day. The implied volatity was 39.99, the open interest changed by 21 which increased total open position to 24
On 24 Apr CHOLAFIN was trading at 1568.20. The strike last trading price was 68.3, which was 0 lower than the previous day. The implied volatity was 34.25, the open interest changed by 0 which decreased total open position to 3
On 23 Apr CHOLAFIN was trading at 1543.40. The strike last trading price was 68.3, which was 40.6 higher than the previous day. The implied volatity was 34.25, the open interest changed by 3 which increased total open position to 3
On 22 Apr CHOLAFIN was trading at 1565.60. 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 21 Apr CHOLAFIN was trading at 1589.20. 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 20 Apr CHOLAFIN was trading at 1569.30. 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 17 Apr CHOLAFIN was trading at 1579.00. 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 16 Apr CHOLAFIN was trading at 1569.90. 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 15 Apr CHOLAFIN was trading at 1550.60. 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 13 Apr CHOLAFIN was trading at 1507.20. 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 10 Apr CHOLAFIN was trading at 1581.20. 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 9 Apr CHOLAFIN was trading at 1533.10. The strike last trading price was 27.7, 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 8 Apr CHOLAFIN was trading at 1554.30. The strike last trading price was 27.7, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 7 Apr CHOLAFIN was trading at 1415.00. The strike last trading price was 27.7, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 26-May-2026 (5d) 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.01
Theta: -1.41
Gamma: 0.00677
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 1518.90 | 35.5 | -5.75 (-13.94%) | 27.1 | 368 | -206 | 325 |
| 19 May | 1511.40 | 43 | 4.4 (11.40%) | 33.14 | 757 | 366 | 691 |
| 18 May | 1527.90 | 37.5 | 5.75 (18.11%) | 31.76 | 466 | 52 | 325 |
| 15 May | 1546.30 | 31 | 3.65 (13.35%) | 32.56 | 497 | 79 | 274 |
| 14 May | 1567.10 | 27.95 | 2.4 (9.39%) | 36.21 | 1,131 | 10 | 199 |
| 13 May | 1574.60 | 25 | -7.45 (-22.96%) | 34.25 | 402 | 18 | 191 |
| 12 May | 1561.00 | 30 | 15.25 (103.39%) | 0 | 294 | 3 | 172 |
| 11 May | 1624.50 | 14.1 | 5.5 (63.95%) | 0 | 135 | -13 | 169 |
| 8 May | 1674.10 | 8.5 | 0.7 (8.97%) | 34.95 | 37 | 4 | 180 |
| 7 May | 1689.20 | 7.5 | 1.4 (22.95%) | 35.07 | 108 | 1 | 176 |
| 6 May | 1711.90 | 6 | -8.3 (-58.04%) | 36.31 | 148 | -17 | 174 |
| 5 May | 1657.40 | 13.75 | -4.65 (-25.27%) | 35.79 | 233 | 6 | 191 |
| 4 May | 1639.50 | 17.55 | -24.85 (-58.61%) | 35.02 | 849 | 46 | 176 |
| 30 Apr | 1562.90 | 39.35 | -13.45 (-25.47%) | 32.34 | 1,665 | 95 | 225 |
| 29 Apr | 1553.30 | 53.2 | -8.15 (-13.28%) | 34.64 | 498 | 15 | 130 |
| 28 Apr | 1536.40 | 59.8 | 9.3 (18.42%) | 35.23 | 256 | 59 | 115 |
| 27 Apr | 1560.70 | 50 | -1.25 (-2.44%) | 36.69 | 101 | 17 | 57 |
| 24 Apr | 1568.20 | 50 | -8.5 (-14.53%) | 37.3 | 67 | 4 | 38 |
| 23 Apr | 1543.40 | 58.5 | 15.5 (36.05%) | 34.25 | 3 | 1 | 34 |
| 22 Apr | 1565.60 | 43 | -1.05 (-2.38%) | 32.58 | 38 | 31 | 32 |
| 21 Apr | 1589.20 | 44.05 | -21.45 (-32.75%) | - | 0 | 0 | 1 |
| 20 Apr | 1569.30 | 44.05 | -21.45 (-32.75%) | - | 0 | 0 | 1 |
| 17 Apr | 1579.00 | 44.05 | -21.45 (-32.75%) | 29.83 | 0 | 0 | 1 |
| 16 Apr | 1569.90 | 44.05 | -151.9 (-77.52%) | 29.83 | 1 | 0 | 0 |
| 15 Apr | 1550.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1507.20 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1581.20 | 0 | 0 (0.00%) | 2.51 | 0 | 0 | 0 |
| 9 Apr | 1533.10 | 195.95 | 0 (0.00%) | 0.5 | 0 | 0 | 0 |
| 8 Apr | 1554.30 | 195.95 | 0 (0.00%) | 1.72 | 0 | 0 | 0 |
| 7 Apr | 1415.00 | 195.95 | 0 (0.00%) | - | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1540 expiring on 26MAY2026
Delta for 1540 PE is -0.66
Historical price for 1540 PE is as follows
On 20 May CHOLAFIN was trading at 1518.90. The strike last trading price was 35.5, which was -5.75 lower than the previous day. The implied volatity was 27.1, the open interest changed by -206 which decreased total open position to 325
On 19 May CHOLAFIN was trading at 1511.40. The strike last trading price was 43, which was 4.4 higher than the previous day. The implied volatity was 33.14, the open interest changed by 366 which increased total open position to 691
On 18 May CHOLAFIN was trading at 1527.90. The strike last trading price was 37.5, which was 5.75 higher than the previous day. The implied volatity was 31.76, the open interest changed by 52 which increased total open position to 325
On 15 May CHOLAFIN was trading at 1546.30. The strike last trading price was 31, which was 3.65 higher than the previous day. The implied volatity was 32.56, the open interest changed by 79 which increased total open position to 274
On 14 May CHOLAFIN was trading at 1567.10. The strike last trading price was 27.95, which was 2.4 higher than the previous day. The implied volatity was 36.21, the open interest changed by 10 which increased total open position to 199
On 13 May CHOLAFIN was trading at 1574.60. The strike last trading price was 25, which was -7.45 lower than the previous day. The implied volatity was 34.25, the open interest changed by 18 which increased total open position to 191
On 12 May CHOLAFIN was trading at 1561.00. The strike last trading price was 30, which was 15.25 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 172
On 11 May CHOLAFIN was trading at 1624.50. The strike last trading price was 14.1, which was 5.5 higher than the previous day. The implied volatity was 0, the open interest changed by -13 which decreased total open position to 169
On 8 May CHOLAFIN was trading at 1674.10. The strike last trading price was 8.5, which was 0.7 higher than the previous day. The implied volatity was 34.95, the open interest changed by 4 which increased total open position to 180
On 7 May CHOLAFIN was trading at 1689.20. The strike last trading price was 7.5, which was 1.4 higher than the previous day. The implied volatity was 35.07, the open interest changed by 1 which increased total open position to 176
On 6 May CHOLAFIN was trading at 1711.90. The strike last trading price was 6, which was -8.3 lower than the previous day. The implied volatity was 36.31, the open interest changed by -17 which decreased total open position to 174
On 5 May CHOLAFIN was trading at 1657.40. The strike last trading price was 13.75, which was -4.65 lower than the previous day. The implied volatity was 35.79, the open interest changed by 6 which increased total open position to 191
On 4 May CHOLAFIN was trading at 1639.50. The strike last trading price was 17.55, which was -24.85 lower than the previous day. The implied volatity was 35.02, the open interest changed by 46 which increased total open position to 176
On 30 Apr CHOLAFIN was trading at 1562.90. The strike last trading price was 39.35, which was -13.45 lower than the previous day. The implied volatity was 32.34, the open interest changed by 95 which increased total open position to 225
On 29 Apr CHOLAFIN was trading at 1553.30. The strike last trading price was 53.2, which was -8.15 lower than the previous day. The implied volatity was 34.64, the open interest changed by 15 which increased total open position to 130
On 28 Apr CHOLAFIN was trading at 1536.40. The strike last trading price was 59.8, which was 9.3 higher than the previous day. The implied volatity was 35.23, the open interest changed by 59 which increased total open position to 115
On 27 Apr CHOLAFIN was trading at 1560.70. The strike last trading price was 50, which was -1.25 lower than the previous day. The implied volatity was 36.69, the open interest changed by 17 which increased total open position to 57
On 24 Apr CHOLAFIN was trading at 1568.20. The strike last trading price was 50, which was -8.5 lower than the previous day. The implied volatity was 37.3, the open interest changed by 4 which increased total open position to 38
On 23 Apr CHOLAFIN was trading at 1543.40. The strike last trading price was 58.5, which was 15.5 higher than the previous day. The implied volatity was 34.25, the open interest changed by 1 which increased total open position to 34
On 22 Apr CHOLAFIN was trading at 1565.60. The strike last trading price was 43, which was -1.05 lower than the previous day. The implied volatity was 32.58, the open interest changed by 31 which increased total open position to 32
On 21 Apr CHOLAFIN was trading at 1589.20. The strike last trading price was 44.05, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr CHOLAFIN was trading at 1569.30. The strike last trading price was 44.05, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr CHOLAFIN was trading at 1579.00. The strike last trading price was 44.05, which was -21.45 lower than the previous day. The implied volatity was 29.83, the open interest changed by 0 which decreased total open position to 1
On 16 Apr CHOLAFIN was trading at 1569.90. The strike last trading price was 44.05, which was -151.9 lower than the previous day. The implied volatity was 29.83, the open interest changed by 0 which decreased total open position to 0
On 15 Apr CHOLAFIN was trading at 1550.60. 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 13 Apr CHOLAFIN was trading at 1507.20. 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 10 Apr CHOLAFIN was trading at 1581.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 9 Apr CHOLAFIN was trading at 1533.10. The strike last trading price was 195.95, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
On 8 Apr CHOLAFIN was trading at 1554.30. The strike last trading price was 195.95, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 7 Apr CHOLAFIN was trading at 1415.00. The strike last trading price was 195.95, 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
