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[--[65.84.65.76]--]
CHOLAFIN
Cholamandalam In & Fin Co

1566.8 0.40 (0.03%)

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Historical option data for CHOLAFIN

23 Apr 2025 04:10 PM IST
CHOLAFIN 24APR2025 1640 CE
Delta: 0.09
Vega: 0.13
Theta: -4.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Apr 1566.80 2.05 -2.85 61.60 2,695 -102 582
22 Apr 1566.40 4.4 -16.65 58.10 2,642 281 684
21 Apr 1659.80 21 14.45 10.59 5,263 123 401
17 Apr 1587.30 6.2 -2.65 25.52 1,485 -154 277
16 Apr 1611.90 9.25 3.9 25.11 1,410 328 441
15 Apr 1560.30 6.25 3.4 30.15 177 26 113
11 Apr 1475.70 2.75 0.2 36.36 122 -3 87
9 Apr 1430.60 2.6 -2.65 39.34 93 -11 90
8 Apr 1463.30 5.8 3.5 38.88 116 10 101
7 Apr 1386.10 2.3 -0.95 44.16 71 -23 91
4 Apr 1453.30 3.25 -0.15 32.69 54 -1 114
3 Apr 1445.45 3.4 -1.5 32.81 70 13 117
2 Apr 1460.25 4.95 -0.5 33.08 141 -15 104
1 Apr 1468.25 5.55 -9.55 31.70 400 48 118
28 Mar 1519.95 15 -5.1 29.56 362 32 70
27 Mar 1531.70 20.3 1.95 32.54 74 12 39
26 Mar 1522.25 18.5 -4.7 32.39 9 3 26
25 Mar 1529.05 23.2 -0.75 33.92 26 5 22
24 Mar 1529.30 22 0.7 31.15 34 3 19
21 Mar 1538.50 21.3 7.4 27.53 31 10 16
20 Mar 1493.20 13.9 -1.1 29.06 7 1 2


For Cholamandalam In & Fin Co - strike price 1640 expiring on 24APR2025

Delta for 1640 CE is 0.09

Historical price for 1640 CE is as follows

On 23 Apr CHOLAFIN was trading at 1566.80. The strike last trading price was 2.05, which was -2.85 lower than the previous day. The implied volatity was 61.60, the open interest changed by -102 which decreased total open position to 582


On 22 Apr CHOLAFIN was trading at 1566.40. The strike last trading price was 4.4, which was -16.65 lower than the previous day. The implied volatity was 58.10, the open interest changed by 281 which increased total open position to 684


On 21 Apr CHOLAFIN was trading at 1659.80. The strike last trading price was 21, which was 14.45 higher than the previous day. The implied volatity was 10.59, the open interest changed by 123 which increased total open position to 401


On 17 Apr CHOLAFIN was trading at 1587.30. The strike last trading price was 6.2, which was -2.65 lower than the previous day. The implied volatity was 25.52, the open interest changed by -154 which decreased total open position to 277


On 16 Apr CHOLAFIN was trading at 1611.90. The strike last trading price was 9.25, which was 3.9 higher than the previous day. The implied volatity was 25.11, the open interest changed by 328 which increased total open position to 441


On 15 Apr CHOLAFIN was trading at 1560.30. The strike last trading price was 6.25, which was 3.4 higher than the previous day. The implied volatity was 30.15, the open interest changed by 26 which increased total open position to 113


On 11 Apr CHOLAFIN was trading at 1475.70. The strike last trading price was 2.75, which was 0.2 higher than the previous day. The implied volatity was 36.36, the open interest changed by -3 which decreased total open position to 87


On 9 Apr CHOLAFIN was trading at 1430.60. The strike last trading price was 2.6, which was -2.65 lower than the previous day. The implied volatity was 39.34, the open interest changed by -11 which decreased total open position to 90


On 8 Apr CHOLAFIN was trading at 1463.30. The strike last trading price was 5.8, which was 3.5 higher than the previous day. The implied volatity was 38.88, the open interest changed by 10 which increased total open position to 101


On 7 Apr CHOLAFIN was trading at 1386.10. The strike last trading price was 2.3, which was -0.95 lower than the previous day. The implied volatity was 44.16, the open interest changed by -23 which decreased total open position to 91


On 4 Apr CHOLAFIN was trading at 1453.30. The strike last trading price was 3.25, which was -0.15 lower than the previous day. The implied volatity was 32.69, the open interest changed by -1 which decreased total open position to 114


On 3 Apr CHOLAFIN was trading at 1445.45. The strike last trading price was 3.4, which was -1.5 lower than the previous day. The implied volatity was 32.81, the open interest changed by 13 which increased total open position to 117


On 2 Apr CHOLAFIN was trading at 1460.25. The strike last trading price was 4.95, which was -0.5 lower than the previous day. The implied volatity was 33.08, the open interest changed by -15 which decreased total open position to 104


On 1 Apr CHOLAFIN was trading at 1468.25. The strike last trading price was 5.55, which was -9.55 lower than the previous day. The implied volatity was 31.70, the open interest changed by 48 which increased total open position to 118


On 28 Mar CHOLAFIN was trading at 1519.95. The strike last trading price was 15, which was -5.1 lower than the previous day. The implied volatity was 29.56, the open interest changed by 32 which increased total open position to 70


On 27 Mar CHOLAFIN was trading at 1531.70. The strike last trading price was 20.3, which was 1.95 higher than the previous day. The implied volatity was 32.54, the open interest changed by 12 which increased total open position to 39


On 26 Mar CHOLAFIN was trading at 1522.25. The strike last trading price was 18.5, which was -4.7 lower than the previous day. The implied volatity was 32.39, the open interest changed by 3 which increased total open position to 26


On 25 Mar CHOLAFIN was trading at 1529.05. The strike last trading price was 23.2, which was -0.75 lower than the previous day. The implied volatity was 33.92, the open interest changed by 5 which increased total open position to 22


On 24 Mar CHOLAFIN was trading at 1529.30. The strike last trading price was 22, which was 0.7 higher than the previous day. The implied volatity was 31.15, the open interest changed by 3 which increased total open position to 19


On 21 Mar CHOLAFIN was trading at 1538.50. The strike last trading price was 21.3, which was 7.4 higher than the previous day. The implied volatity was 27.53, the open interest changed by 10 which increased total open position to 16


On 20 Mar CHOLAFIN was trading at 1493.20. The strike last trading price was 13.9, which was -1.1 lower than the previous day. The implied volatity was 29.06, the open interest changed by 1 which increased total open position to 2


CHOLAFIN 24APR2025 1640 PE
Delta: -0.96
Vega: 0.07
Theta: -1.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
23 Apr 1566.80 71.15 -4.45 47.29 264 -15 105
22 Apr 1566.40 76.1 53.55 - 720 -103 126
21 Apr 1659.80 19.75 -38.65 48.21 2,219 222 239
17 Apr 1587.30 58.4 -20.35 30.75 6 -2 18
16 Apr 1611.90 75.9 -58.7 56.49 25 16 20
15 Apr 1560.30 134.6 10.6 91.66 5 4 4
11 Apr 1475.70 124 0 0.00 0 0 0
9 Apr 1430.60 124 0 0.00 0 0 0
8 Apr 1463.30 124 0 0.00 0 0 0
7 Apr 1386.10 124 0 0.00 0 0 0
4 Apr 1453.30 124 0 0.00 0 0 0
3 Apr 1445.45 124 0 0.00 0 0 0
2 Apr 1460.25 124 0 0.00 0 0 0
1 Apr 1468.25 124 0 0.00 0 2 0
28 Mar 1519.95 124 -224.8 34.65 4 2 2
27 Mar 1531.70 348.8 0 - 0 0 0
26 Mar 1522.25 348.8 0 - 0 0 0
25 Mar 1529.05 348.8 0 - 0 0 0
24 Mar 1529.30 348.8 0 - 0 0 0
21 Mar 1538.50 348.8 0 - 0 0 0
20 Mar 1493.20 348.8 0 - 0 0 0


For Cholamandalam In & Fin Co - strike price 1640 expiring on 24APR2025

Delta for 1640 PE is -0.96

Historical price for 1640 PE is as follows

On 23 Apr CHOLAFIN was trading at 1566.80. The strike last trading price was 71.15, which was -4.45 lower than the previous day. The implied volatity was 47.29, the open interest changed by -15 which decreased total open position to 105


On 22 Apr CHOLAFIN was trading at 1566.40. The strike last trading price was 76.1, which was 53.55 higher than the previous day. The implied volatity was -, the open interest changed by -103 which decreased total open position to 126


On 21 Apr CHOLAFIN was trading at 1659.80. The strike last trading price was 19.75, which was -38.65 lower than the previous day. The implied volatity was 48.21, the open interest changed by 222 which increased total open position to 239


On 17 Apr CHOLAFIN was trading at 1587.30. The strike last trading price was 58.4, which was -20.35 lower than the previous day. The implied volatity was 30.75, the open interest changed by -2 which decreased total open position to 18


On 16 Apr CHOLAFIN was trading at 1611.90. The strike last trading price was 75.9, which was -58.7 lower than the previous day. The implied volatity was 56.49, the open interest changed by 16 which increased total open position to 20


On 15 Apr CHOLAFIN was trading at 1560.30. The strike last trading price was 134.6, which was 10.6 higher than the previous day. The implied volatity was 91.66, the open interest changed by 4 which increased total open position to 4


On 11 Apr CHOLAFIN was trading at 1475.70. The strike last trading price was 124, which was 0 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 9 Apr CHOLAFIN was trading at 1430.60. The strike last trading price was 124, which was 0 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 8 Apr CHOLAFIN was trading at 1463.30. The strike last trading price was 124, which was 0 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 7 Apr CHOLAFIN was trading at 1386.10. The strike last trading price was 124, which was 0 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 4 Apr CHOLAFIN was trading at 1453.30. The strike last trading price was 124, which was 0 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 3 Apr CHOLAFIN was trading at 1445.45. The strike last trading price was 124, which was 0 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 Apr CHOLAFIN was trading at 1460.25. The strike last trading price was 124, which was 0 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 1 Apr CHOLAFIN was trading at 1468.25. The strike last trading price was 124, which was 0 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 28 Mar CHOLAFIN was trading at 1519.95. The strike last trading price was 124, which was -224.8 lower than the previous day. The implied volatity was 34.65, the open interest changed by 2 which increased total open position to 2


On 27 Mar CHOLAFIN was trading at 1531.70. The strike last trading price was 348.8, 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 26 Mar CHOLAFIN was trading at 1522.25. The strike last trading price was 348.8, 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 25 Mar CHOLAFIN was trading at 1529.05. The strike last trading price was 348.8, 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 24 Mar CHOLAFIN was trading at 1529.30. The strike last trading price was 348.8, 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 Mar CHOLAFIN was trading at 1538.50. The strike last trading price was 348.8, 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 Mar CHOLAFIN was trading at 1493.20. The strike last trading price was 348.8, 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