Historical option data for CHOLAFIN
01 Jun 2026 04:10 PM IST
| CHOLAFIN 30-Jun-2026 (28d) 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.4
Vega: 0.02
Theta: -0.97
Gamma: 0.00287
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 1492.90 | 36.55 | -25.45 (-41.05%) | 31.82 | 571 | 218 | 364 | |||||||||
| 29 May | 1537.70 | 60.35 | -22.65 (-27.29%) | 32.03 | 54 | -12 | 145 | |||||||||
| 27 May | 1579.20 | 83 | 5 (6.41%) | 29.74 | 5 | -1 | 157 | |||||||||
| 26 May | 1567.30 | 75.9 | -20.1 (-20.94%) | 29.79 | 26 | -13 | 158 | |||||||||
| 25 May | 1591.00 | 96.2 | 29.2 (43.58%) | 31.21 | 228 | 3 | 173 | |||||||||
| 22 May | 1539.80 | 68.1 | 13.1 (23.82%) | 29.35 | 412 | 150 | 170 | |||||||||
| 21 May | 1504.00 | 55.4 | 2.4 (4.53%) | 33.72 | 18 | 7 | 17 | |||||||||
| 20 May | 1518.90 | 53 | -5 (-8.62%) | 32.64 | 8 | 4 | 8 | |||||||||
| 19 May | 1511.40 | 58 | -51 (-46.79%) | 32.41 | 4 | 3 | 3 | |||||||||
| 18 May | 1527.90 | 0 | -108.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1546.30 | 0 | -108.8 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1567.10 | 0 | -108.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1574.60 | 0 | -108.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1561.00 | 0 | -108.8 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1624.50 | 0 | -108.8 (-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 1540 expiring on 30JUN2026
Delta for 1540 CE is 0.4
Historical price for 1540 CE is as follows
On 1 Jun CHOLAFIN was trading at 1492.90. The strike last trading price was 36.55, which was -25.45 lower than the previous day. The implied volatity was 31.82, the open interest changed by 218 which increased total open position to 364
On 29 May CHOLAFIN was trading at 1537.70. The strike last trading price was 60.35, which was -22.65 lower than the previous day. The implied volatity was 32.03, the open interest changed by -12 which decreased total open position to 145
On 27 May CHOLAFIN was trading at 1579.20. The strike last trading price was 83, which was 5 higher than the previous day. The implied volatity was 29.74, the open interest changed by -1 which decreased total open position to 157
On 26 May CHOLAFIN was trading at 1567.30. The strike last trading price was 75.9, which was -20.1 lower than the previous day. The implied volatity was 29.79, the open interest changed by -13 which decreased total open position to 158
On 25 May CHOLAFIN was trading at 1591.00. The strike last trading price was 96.2, which was 29.2 higher than the previous day. The implied volatity was 31.21, the open interest changed by 3 which increased total open position to 173
On 22 May CHOLAFIN was trading at 1539.80. The strike last trading price was 68.1, which was 13.1 higher than the previous day. The implied volatity was 29.35, the open interest changed by 150 which increased total open position to 170
On 21 May CHOLAFIN was trading at 1504.00. The strike last trading price was 55.4, which was 2.4 higher than the previous day. The implied volatity was 33.72, the open interest changed by 7 which increased total open position to 17
On 20 May CHOLAFIN was trading at 1518.90. The strike last trading price was 53, which was -5 lower than the previous day. The implied volatity was 32.64, the open interest changed by 4 which increased total open position to 8
On 19 May CHOLAFIN was trading at 1511.40. The strike last trading price was 58, which was -51 lower than the previous day. The implied volatity was 32.41, the open interest changed by 3 which increased total open position to 3
On 18 May CHOLAFIN was trading at 1527.90. The strike last trading price was 0, which was -108.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May CHOLAFIN was trading at 1546.30. The strike last trading price was 0, which was -108.8 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 -108.8 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 -108.8 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 -108.8 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 -108.8 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 (28d) 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.02
Theta: -0.62
Gamma: 0.00324
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 1492.90 | 70.45 | 24.3 (52.65%) | 27.87 | 216 | 28 | 149 |
| 29 May | 1537.70 | 48.75 | 17.75 (57.26%) | 27.84 | 80 | 0 | 121 |
| 27 May | 1579.20 | 30.8 | -7 (-18.52%) | 26.91 | 45 | 5 | 121 |
| 26 May | 1567.30 | 39.05 | 5.2 (15.36%) | 28.98 | 84 | 13 | 116 |
| 25 May | 1591.00 | 33.6 | -24.25 (-41.92%) | 29.86 | 251 | 1 | 103 |
| 22 May | 1539.80 | 57.1 | -20.85 (-26.75%) | 31 | 352 | 72 | 101 |
| 21 May | 1504.00 | 77.95 | -19.1 (-19.68%) | 31.69 | 34 | 21 | 21 |
| 20 May | 1518.90 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 1511.40 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1527.90 | 0 | -97.05 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1546.30 | 0 | -97.05 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1567.10 | 0 | -97.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1574.60 | 0 | -97.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1561.00 | 0 | -97.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1624.50 | 0 | -97.05 (-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 1540 expiring on 30JUN2026
Delta for 1540 PE is -0.62
Historical price for 1540 PE is as follows
On 1 Jun CHOLAFIN was trading at 1492.90. The strike last trading price was 70.45, which was 24.3 higher than the previous day. The implied volatity was 27.87, the open interest changed by 28 which increased total open position to 149
On 29 May CHOLAFIN was trading at 1537.70. The strike last trading price was 48.75, which was 17.75 higher than the previous day. The implied volatity was 27.84, the open interest changed by 0 which decreased total open position to 121
On 27 May CHOLAFIN was trading at 1579.20. The strike last trading price was 30.8, which was -7 lower than the previous day. The implied volatity was 26.91, the open interest changed by 5 which increased total open position to 121
On 26 May CHOLAFIN was trading at 1567.30. The strike last trading price was 39.05, which was 5.2 higher than the previous day. The implied volatity was 28.98, the open interest changed by 13 which increased total open position to 116
On 25 May CHOLAFIN was trading at 1591.00. The strike last trading price was 33.6, which was -24.25 lower than the previous day. The implied volatity was 29.86, the open interest changed by 1 which increased total open position to 103
On 22 May CHOLAFIN was trading at 1539.80. The strike last trading price was 57.1, which was -20.85 lower than the previous day. The implied volatity was 31, the open interest changed by 72 which increased total open position to 101
On 21 May CHOLAFIN was trading at 1504.00. The strike last trading price was 77.95, which was -19.1 lower than the previous day. The implied volatity was 31.69, the open interest changed by 21 which increased total open position to 21
On 20 May CHOLAFIN was trading at 1518.90. 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 19 May CHOLAFIN was trading at 1511.40. 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 18 May CHOLAFIN was trading at 1527.90. The strike last trading price was 0, which was -97.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May CHOLAFIN was trading at 1546.30. The strike last trading price was 0, which was -97.05 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 -97.05 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 -97.05 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 -97.05 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 -97.05 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
