CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
21 Apr 2025 11:00 AM IST
| CHOLAFIN 24APR2025 1680 CE | ||||||||||
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Delta: 0.30
Vega: 0.53
Theta: -2.91
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Apr | 1650.10 | 9.5 | 7 | 33.11 | 527 | 14 | 282 | |||
| 17 Apr | 1587.30 | 2.3 | -1.95 | 27.96 | 457 | -6 | 269 | |||
| 16 Apr | 1611.90 | 4.15 | 1.5 | 28.21 | 500 | 60 | 275 | |||
| 15 Apr | 1560.30 | 3.2 | 1.65 | 33.02 | 287 | 73 | 218 | |||
| 11 Apr | 1475.70 | 1.5 | 0.1 | 37.93 | 21 | -3 | 145 | |||
| 9 Apr | 1430.60 | 1.4 | -1.65 | 40.18 | 79 | 15 | 148 | |||
| 8 Apr | 1463.30 | 3.5 | 2 | 40.10 | 104 | 33 | 134 | |||
| 7 Apr | 1386.10 | 1.5 | 0.1 | 45.69 | 73 | -16 | 101 | |||
| 4 Apr | 1453.30 | 1.4 | -0.25 | 32.22 | 29 | -25 | 118 | |||
| 3 Apr | 1445.45 | 1.65 | -1.2 | 32.83 | 4 | 1 | 143 | |||
| 2 Apr | 1460.25 | 2.85 | -0.5 | 33.87 | 72 | -16 | 146 | |||
| 1 Apr | 1468.25 | 3.3 | -6.15 | 32.72 | 247 | 69 | 195 | |||
| 28 Mar | 1519.95 | 8.85 | -3.2 | 29.76 | 341 | 48 | 126 | |||
| 27 Mar | 1531.70 | 12.35 | 0.6 | 32.18 | 37 | 15 | 79 | |||
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| 26 Mar | 1522.25 | 11.85 | -4.55 | 32.67 | 29 | 11 | 62 | |||
| 25 Mar | 1529.05 | 16.2 | -0.8 | 34.74 | 96 | 12 | 50 | |||
| 24 Mar | 1529.30 | 15.7 | 2.2 | 32.55 | 61 | 31 | 37 | |||
| 21 Mar | 1538.50 | 13.5 | 1.45 | 27.86 | 6 | 3 | 3 | |||
| 20 Mar | 1493.20 | 12.05 | 0 | 8.89 | 0 | 0 | 0 | |||
For Cholamandalam In & Fin Co - strike price 1680 expiring on 24APR2025
Delta for 1680 CE is 0.30
Historical price for 1680 CE is as follows
On 21 Apr CHOLAFIN was trading at 1650.10. The strike last trading price was 9.5, which was 7 higher than the previous day. The implied volatity was 33.11, the open interest changed by 14 which increased total open position to 282
On 17 Apr CHOLAFIN was trading at 1587.30. The strike last trading price was 2.3, which was -1.95 lower than the previous day. The implied volatity was 27.96, the open interest changed by -6 which decreased total open position to 269
On 16 Apr CHOLAFIN was trading at 1611.90. The strike last trading price was 4.15, which was 1.5 higher than the previous day. The implied volatity was 28.21, the open interest changed by 60 which increased total open position to 275
On 15 Apr CHOLAFIN was trading at 1560.30. The strike last trading price was 3.2, which was 1.65 higher than the previous day. The implied volatity was 33.02, the open interest changed by 73 which increased total open position to 218
On 11 Apr CHOLAFIN was trading at 1475.70. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 37.93, the open interest changed by -3 which decreased total open position to 145
On 9 Apr CHOLAFIN was trading at 1430.60. The strike last trading price was 1.4, which was -1.65 lower than the previous day. The implied volatity was 40.18, the open interest changed by 15 which increased total open position to 148
On 8 Apr CHOLAFIN was trading at 1463.30. The strike last trading price was 3.5, which was 2 higher than the previous day. The implied volatity was 40.10, the open interest changed by 33 which increased total open position to 134
On 7 Apr CHOLAFIN was trading at 1386.10. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 45.69, the open interest changed by -16 which decreased total open position to 101
On 4 Apr CHOLAFIN was trading at 1453.30. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 32.22, the open interest changed by -25 which decreased total open position to 118
On 3 Apr CHOLAFIN was trading at 1445.45. The strike last trading price was 1.65, which was -1.2 lower than the previous day. The implied volatity was 32.83, the open interest changed by 1 which increased total open position to 143
On 2 Apr CHOLAFIN was trading at 1460.25. The strike last trading price was 2.85, which was -0.5 lower than the previous day. The implied volatity was 33.87, the open interest changed by -16 which decreased total open position to 146
On 1 Apr CHOLAFIN was trading at 1468.25. The strike last trading price was 3.3, which was -6.15 lower than the previous day. The implied volatity was 32.72, the open interest changed by 69 which increased total open position to 195
On 28 Mar CHOLAFIN was trading at 1519.95. The strike last trading price was 8.85, which was -3.2 lower than the previous day. The implied volatity was 29.76, the open interest changed by 48 which increased total open position to 126
On 27 Mar CHOLAFIN was trading at 1531.70. The strike last trading price was 12.35, which was 0.6 higher than the previous day. The implied volatity was 32.18, the open interest changed by 15 which increased total open position to 79
On 26 Mar CHOLAFIN was trading at 1522.25. The strike last trading price was 11.85, which was -4.55 lower than the previous day. The implied volatity was 32.67, the open interest changed by 11 which increased total open position to 62
On 25 Mar CHOLAFIN was trading at 1529.05. The strike last trading price was 16.2, which was -0.8 lower than the previous day. The implied volatity was 34.74, the open interest changed by 12 which increased total open position to 50
On 24 Mar CHOLAFIN was trading at 1529.30. The strike last trading price was 15.7, which was 2.2 higher than the previous day. The implied volatity was 32.55, the open interest changed by 31 which increased total open position to 37
On 21 Mar CHOLAFIN was trading at 1538.50. The strike last trading price was 13.5, which was 1.45 higher than the previous day. The implied volatity was 27.86, the open interest changed by 3 which increased total open position to 3
On 20 Mar CHOLAFIN was trading at 1493.20. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 8.89, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 24APR2025 1680 PE | |||||||
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Delta: -0.59
Vega: 0.60
Theta: -6.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Apr | 1650.10 | 59.05 | -139.95 | 69.80 | 6 | 1 | 2 |
| 17 Apr | 1587.30 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 16 Apr | 1611.90 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 15 Apr | 1560.30 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 1475.70 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 1430.60 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 1463.30 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 1386.10 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 1453.30 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 1445.45 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 1460.25 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 1468.25 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 1519.95 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 1531.70 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 1522.25 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 1529.05 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 1529.30 | 199 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 1538.50 | 199 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Mar | 1493.20 | 199 | -185.7 | 47.45 | 1 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1680 expiring on 24APR2025
Delta for 1680 PE is -0.59
Historical price for 1680 PE is as follows
On 21 Apr CHOLAFIN was trading at 1650.10. The strike last trading price was 59.05, which was -139.95 lower than the previous day. The implied volatity was 69.80, the open interest changed by 1 which increased total open position to 2
On 17 Apr CHOLAFIN was trading at 1587.30. The strike last trading price was 199, 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 16 Apr CHOLAFIN was trading at 1611.90. The strike last trading price was 199, 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 15 Apr CHOLAFIN was trading at 1560.30. The strike last trading price was 199, 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 11 Apr CHOLAFIN was trading at 1475.70. The strike last trading price was 199, 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 199, 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 199, 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 199, 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 199, 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 199, 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 199, 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 199, 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 28 Mar CHOLAFIN was trading at 1519.95. The strike last trading price was 199, 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 27 Mar CHOLAFIN was trading at 1531.70. The strike last trading price was 199, 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 26 Mar CHOLAFIN was trading at 1522.25. The strike last trading price was 199, 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 25 Mar CHOLAFIN was trading at 1529.05. The strike last trading price was 199, 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 24 Mar CHOLAFIN was trading at 1529.30. The strike last trading price was 199, 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 21 Mar CHOLAFIN was trading at 1538.50. The strike last trading price was 199, which was 0 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 20 Mar CHOLAFIN was trading at 1493.20. The strike last trading price was 199, which was -185.7 lower than the previous day. The implied volatity was 47.45, the open interest changed by 0 which decreased total open position to 0
