CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
15 Apr 2025 04:10 PM IST
CHOLAFIN 24APR2025 1720 CE | ||||||||||
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Delta: 0.05
Vega: 0.24
Theta: -0.50
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
15 Apr | 1560.30 | 1.7 | 0.4 | 35.76 | 192 | 42 | 525 | |||
11 Apr | 1475.70 | 1.3 | -0.05 | 42.99 | 55 | 6 | 483 | |||
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9 Apr | 1430.60 | 1.35 | -0.6 | 44.86 | 50 | 3 | 477 | |||
8 Apr | 1463.30 | 2.25 | 1 | 41.71 | 89 | -11 | 474 | |||
7 Apr | 1386.10 | 1.25 | -0.7 | 48.85 | 39 | 16 | 486 | |||
4 Apr | 1453.30 | 1.95 | 0.6 | 38.66 | 42 | 17 | 469 | |||
3 Apr | 1445.45 | 1.4 | -0.45 | 36.13 | 19 | 4 | 452 | |||
2 Apr | 1460.25 | 1.9 | -0.5 | 35.60 | 49 | -14 | 447 | |||
1 Apr | 1468.25 | 2.45 | -3.1 | 35.14 | 605 | 212 | 460 | |||
28 Mar | 1519.95 | 5.4 | -2.1 | 30.52 | 391 | 68 | 248 | |||
27 Mar | 1531.70 | 8.3 | 0.5 | 33.25 | 229 | 52 | 180 | |||
26 Mar | 1522.25 | 7.35 | -2.85 | 32.88 | 28 | 5 | 127 | |||
25 Mar | 1529.05 | 10 | -0.85 | 34.26 | 152 | 3 | 120 | |||
24 Mar | 1529.30 | 10.5 | 2.5 | 33.16 | 161 | 84 | 113 | |||
21 Mar | 1538.50 | 8 | 3.1 | 27.87 | 17 | 11 | 28 | |||
20 Mar | 1493.20 | 5 | -2.05 | 29.26 | 15 | 12 | 16 |
For Cholamandalam In & Fin Co - strike price 1720 expiring on 24APR2025
Delta for 1720 CE is 0.05
Historical price for 1720 CE is as follows
On 15 Apr CHOLAFIN was trading at 1560.30. The strike last trading price was 1.7, which was 0.4 higher than the previous day. The implied volatity was 35.76, the open interest changed by 42 which increased total open position to 525
On 11 Apr CHOLAFIN was trading at 1475.70. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 42.99, the open interest changed by 6 which increased total open position to 483
On 9 Apr CHOLAFIN was trading at 1430.60. The strike last trading price was 1.35, which was -0.6 lower than the previous day. The implied volatity was 44.86, the open interest changed by 3 which increased total open position to 477
On 8 Apr CHOLAFIN was trading at 1463.30. The strike last trading price was 2.25, which was 1 higher than the previous day. The implied volatity was 41.71, the open interest changed by -11 which decreased total open position to 474
On 7 Apr CHOLAFIN was trading at 1386.10. The strike last trading price was 1.25, which was -0.7 lower than the previous day. The implied volatity was 48.85, the open interest changed by 16 which increased total open position to 486
On 4 Apr CHOLAFIN was trading at 1453.30. The strike last trading price was 1.95, which was 0.6 higher than the previous day. The implied volatity was 38.66, the open interest changed by 17 which increased total open position to 469
On 3 Apr CHOLAFIN was trading at 1445.45. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 36.13, the open interest changed by 4 which increased total open position to 452
On 2 Apr CHOLAFIN was trading at 1460.25. The strike last trading price was 1.9, which was -0.5 lower than the previous day. The implied volatity was 35.60, the open interest changed by -14 which decreased total open position to 447
On 1 Apr CHOLAFIN was trading at 1468.25. The strike last trading price was 2.45, which was -3.1 lower than the previous day. The implied volatity was 35.14, the open interest changed by 212 which increased total open position to 460
On 28 Mar CHOLAFIN was trading at 1519.95. The strike last trading price was 5.4, which was -2.1 lower than the previous day. The implied volatity was 30.52, the open interest changed by 68 which increased total open position to 248
On 27 Mar CHOLAFIN was trading at 1531.70. The strike last trading price was 8.3, which was 0.5 higher than the previous day. The implied volatity was 33.25, the open interest changed by 52 which increased total open position to 180
On 26 Mar CHOLAFIN was trading at 1522.25. The strike last trading price was 7.35, which was -2.85 lower than the previous day. The implied volatity was 32.88, the open interest changed by 5 which increased total open position to 127
On 25 Mar CHOLAFIN was trading at 1529.05. The strike last trading price was 10, which was -0.85 lower than the previous day. The implied volatity was 34.26, the open interest changed by 3 which increased total open position to 120
On 24 Mar CHOLAFIN was trading at 1529.30. The strike last trading price was 10.5, which was 2.5 higher than the previous day. The implied volatity was 33.16, the open interest changed by 84 which increased total open position to 113
On 21 Mar CHOLAFIN was trading at 1538.50. The strike last trading price was 8, which was 3.1 higher than the previous day. The implied volatity was 27.87, the open interest changed by 11 which increased total open position to 28
On 20 Mar CHOLAFIN was trading at 1493.20. The strike last trading price was 5, which was -2.05 lower than the previous day. The implied volatity was 29.26, the open interest changed by 12 which increased total open position to 16
CHOLAFIN 24APR2025 1720 PE | |||||||
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Delta: -0.75
Vega: 0.77
Theta: -3.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
15 Apr | 1560.30 | 182.75 | -138.5 | 80.54 | 1 | 0 | 0 |
11 Apr | 1475.70 | 321.25 | 0 | - | 0 | 0 | 0 |
9 Apr | 1430.60 | 321.25 | 0 | - | 0 | 0 | 0 |
8 Apr | 1463.30 | 321.25 | 0 | - | 0 | 0 | 0 |
7 Apr | 1386.10 | 321.25 | 0 | - | 0 | 0 | 0 |
4 Apr | 1453.30 | 321.25 | 0 | - | 0 | 0 | 0 |
3 Apr | 1445.45 | 321.25 | 0 | - | 0 | 0 | 0 |
2 Apr | 1460.25 | 321.25 | 0 | - | 0 | 0 | 0 |
1 Apr | 1468.25 | 321.25 | 0 | - | 0 | 0 | 0 |
28 Mar | 1519.95 | 321.25 | 0 | - | 0 | 0 | 0 |
27 Mar | 1531.70 | 321.25 | 0 | - | 0 | 0 | 0 |
26 Mar | 1522.25 | 321.25 | 0 | - | 0 | 0 | 0 |
25 Mar | 1529.05 | 321.25 | 0 | - | 0 | 0 | 0 |
24 Mar | 1529.30 | 321.25 | 0 | - | 0 | 0 | 0 |
21 Mar | 1538.50 | 321.25 | 0 | - | 0 | 0 | 0 |
20 Mar | 1493.20 | 321.25 | 0 | - | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1720 expiring on 24APR2025
Delta for 1720 PE is -0.75
Historical price for 1720 PE is as follows
On 15 Apr CHOLAFIN was trading at 1560.30. The strike last trading price was 182.75, which was -138.5 lower than the previous day. The implied volatity was 80.54, 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 321.25, 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 1430.60. The strike last trading price was 321.25, 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 1463.30. The strike last trading price was 321.25, 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 Apr CHOLAFIN was trading at 1386.10. The strike last trading price was 321.25, 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 Apr CHOLAFIN was trading at 1453.30. The strike last trading price was 321.25, 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 3 Apr CHOLAFIN was trading at 1445.45. The strike last trading price was 321.25, 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 2 Apr CHOLAFIN was trading at 1460.25. The strike last trading price was 321.25, 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 1 Apr CHOLAFIN was trading at 1468.25. The strike last trading price was 321.25, 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 28 Mar CHOLAFIN was trading at 1519.95. The strike last trading price was 321.25, 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 27 Mar CHOLAFIN was trading at 1531.70. The strike last trading price was 321.25, 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 321.25, 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 321.25, 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 321.25, 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 321.25, 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 321.25, 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