Historical option data for SHRIRAMFIN
22 Jun 2026 01:17 PM IST
| SHRIRAMFIN 28-Jul-2026 (36d) 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0.01
Theta: -0.57
Gamma: 0.00427
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 990.40 | 35.4 | -5.6 (-13.66%) | 29.83 | 204 | 84 | 392 | |||||||||
| 19 Jun | 1001.90 | 41.8 | -2.2 (-5.00%) | 29.29 | 42 | 2 | 306 | |||||||||
| 18 Jun | 1002.70 | 44 | -1 (-2.22%) | 28.28 | 75 | 18 | 304 | |||||||||
| 17 Jun | 1007.50 | 44.8 | 0.8 (1.82%) | 27.96 | 59 | 14 | 286 | |||||||||
| 16 Jun | 1005.75 | 44 | 2 (4.76%) | 28.04 | 90 | 0 | 272 | |||||||||
| 15 Jun | 1000.65 | 42.35 | 14.35 (51.25%) | 28.94 | 572 | -31 | 276 | |||||||||
| 12 Jun | 954.95 | 29.3 | 17.3 (144.17%) | 32.22 | 628 | -322 | 314 | |||||||||
| 11 Jun | 886.25 | 12 | -1 (-7.69%) | 34.71 | 464 | 319 | 636 | |||||||||
| 10 Jun | 897.35 | 12.95 | -4.05 (-23.82%) | 33.6 | 204 | 102 | 312 | |||||||||
| 9 Jun | 911.70 | 17 | 2 (13.33%) | 33.28 | 33 | 0 | 209 | |||||||||
| 8 Jun | 896.65 | 14.7 | -6.3 (-30.00%) | 35.01 | 170 | 94 | 209 | |||||||||
| 5 Jun | 923.30 | 21 | 1 (5.00%) | 32.89 | 74 | -13 | 117 | |||||||||
| 4 Jun | 915.80 | 20.05 | 0.05 (0.25%) | 33.21 | 129 | -36 | 132 | |||||||||
| 3 Jun | 912.95 | 20.5 | 1.5 (7.89%) | 33.82 | 115 | 92 | 168 | |||||||||
| 2 Jun | 911.70 | 19.2 | -2.8 (-12.73%) | 32.73 | 80 | 60 | 75 | |||||||||
| 1 Jun | 919.05 | 22 | -10 (-31.25%) | 32.56 | 5 | 3 | 14 | |||||||||
| 29 May | 947.15 | 32.4 | -3.6 (-10.00%) | 30.51 | 15 | 8 | 11 | |||||||||
| 27 May | 963.20 | 36.4 | 0.4 (1.11%) | - | 3 | 0 | 3 | |||||||||
| 26 May | 952.15 | 36.4 | 0.4 (1.11%) | 29.89 | 3 | 0 | 3 | |||||||||
| 25 May | 961.95 | 36.4 | -35.6 (-49.44%) | 29.89 | 3 | 1 | 1 | |||||||||
| 30 Apr | 937.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 1000 expiring on 28JUL2026
Delta for 1000 CE is 0.5
Historical price for 1000 CE is as follows
On 22 Jun SHRIRAMFIN was trading at 990.40. The strike last trading price was 35.4, which was -5.6 lower than the previous day. The implied volatity was 29.83, the open interest changed by 84 which increased total open position to 392
On 19 Jun SHRIRAMFIN was trading at 1001.90. The strike last trading price was 41.8, which was -2.2 lower than the previous day. The implied volatity was 29.29, the open interest changed by 2 which increased total open position to 306
On 18 Jun SHRIRAMFIN was trading at 1002.70. The strike last trading price was 44, which was -1 lower than the previous day. The implied volatity was 28.28, the open interest changed by 18 which increased total open position to 304
On 17 Jun SHRIRAMFIN was trading at 1007.50. The strike last trading price was 44.8, which was 0.8 higher than the previous day. The implied volatity was 27.96, the open interest changed by 14 which increased total open position to 286
On 16 Jun SHRIRAMFIN was trading at 1005.75. The strike last trading price was 44, which was 2 higher than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 272
On 15 Jun SHRIRAMFIN was trading at 1000.65. The strike last trading price was 42.35, which was 14.35 higher than the previous day. The implied volatity was 28.94, the open interest changed by -31 which decreased total open position to 276
On 12 Jun SHRIRAMFIN was trading at 954.95. The strike last trading price was 29.3, which was 17.3 higher than the previous day. The implied volatity was 32.22, the open interest changed by -322 which decreased total open position to 314
On 11 Jun SHRIRAMFIN was trading at 886.25. The strike last trading price was 12, which was -1 lower than the previous day. The implied volatity was 34.71, the open interest changed by 319 which increased total open position to 636
On 10 Jun SHRIRAMFIN was trading at 897.35. The strike last trading price was 12.95, which was -4.05 lower than the previous day. The implied volatity was 33.6, the open interest changed by 102 which increased total open position to 312
On 9 Jun SHRIRAMFIN was trading at 911.70. The strike last trading price was 17, which was 2 higher than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 209
On 8 Jun SHRIRAMFIN was trading at 896.65. The strike last trading price was 14.7, which was -6.3 lower than the previous day. The implied volatity was 35.01, the open interest changed by 94 which increased total open position to 209
On 5 Jun SHRIRAMFIN was trading at 923.30. The strike last trading price was 21, which was 1 higher than the previous day. The implied volatity was 32.89, the open interest changed by -13 which decreased total open position to 117
On 4 Jun SHRIRAMFIN was trading at 915.80. The strike last trading price was 20.05, which was 0.05 higher than the previous day. The implied volatity was 33.21, the open interest changed by -36 which decreased total open position to 132
On 3 Jun SHRIRAMFIN was trading at 912.95. The strike last trading price was 20.5, which was 1.5 higher than the previous day. The implied volatity was 33.82, the open interest changed by 92 which increased total open position to 168
On 2 Jun SHRIRAMFIN was trading at 911.70. The strike last trading price was 19.2, which was -2.8 lower than the previous day. The implied volatity was 32.73, the open interest changed by 60 which increased total open position to 75
On 1 Jun SHRIRAMFIN was trading at 919.05. The strike last trading price was 22, which was -10 lower than the previous day. The implied volatity was 32.56, the open interest changed by 3 which increased total open position to 14
On 29 May SHRIRAMFIN was trading at 947.15. The strike last trading price was 32.4, which was -3.6 lower than the previous day. The implied volatity was 30.51, the open interest changed by 8 which increased total open position to 11
On 27 May SHRIRAMFIN was trading at 963.20. The strike last trading price was 36.4, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 May SHRIRAMFIN was trading at 952.15. The strike last trading price was 36.4, which was 0.4 higher than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 3
On 25 May SHRIRAMFIN was trading at 961.95. The strike last trading price was 36.4, which was -35.6 lower than the previous day. The implied volatity was 29.89, the open interest changed by 1 which increased total open position to 1
On 30 Apr SHRIRAMFIN was trading at 937.35. 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
| SHRIRAMFIN 28-Jul-2026 (36d) 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.01
Theta: -0.46
Gamma: 0.00398
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 990.40 | 41.5 | 1.5 (3.75%) | 31.97 | 137 | 73 | 234 |
| 19 Jun | 1001.90 | 40 | 3.8 (10.50%) | 32.61 | 46 | 4 | 161 |
| 18 Jun | 1002.70 | 35.35 | -0.85 (-2.35%) | 31.27 | 38 | 9 | 158 |
| 17 Jun | 1007.50 | 36 | -2.4 (-6.25%) | 31.64 | 87 | 21 | 148 |
| 16 Jun | 1005.75 | 37.55 | -3.6 (-8.75%) | 31.68 | 62 | 14 | 126 |
| 15 Jun | 1000.65 | 41.2 | -28.6 (-40.97%) | 32.06 | 141 | 81 | 111 |
| 12 Jun | 954.95 | 68 | -40.85 (-37.53%) | 34.86 | 11 | 4 | 30 |
| 11 Jun | 886.25 | 108.85 | 108.85 (14.86%) | 35.79 | 4 | 0 | 26 |
| 10 Jun | 897.35 | 110.5 | 14.3 (14.86%) | 35.79 | 4 | 3 | 26 |
| 9 Jun | 911.70 | 96.2 | -1.75 (-1.79%) | 33.88 | 22 | 19 | 23 |
| 8 Jun | 896.65 | 111.9 | 111.9 | - | 1 | 0 | 4 |
| 5 Jun | 923.30 | 111.9 | 111.9 | - | 1 | 0 | 4 |
| 4 Jun | 915.80 | 111.9 | 111.9 | - | 1 | 0 | 4 |
| 3 Jun | 912.95 | 111.9 | 111.9 (38.94%) | 31.58 | 1 | 0 | 4 |
| 2 Jun | 911.70 | 97.95 | 27.45 (38.94%) | 31.58 | 1 | 0 | 3 |
| 1 Jun | 919.05 | 70.5 | 70.5 (-32.18%) | 32.02 | 3 | 0 | 3 |
| 29 May | 947.15 | 70.5 | -33.45 (-32.18%) | 32.02 | 3 | 3 | 3 |
| 27 May | 963.20 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 952.15 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 961.95 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 937.35 | 0 | 0 | - | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 1000 expiring on 28JUL2026
Delta for 1000 PE is -0.49
Historical price for 1000 PE is as follows
On 22 Jun SHRIRAMFIN was trading at 990.40. The strike last trading price was 41.5, which was 1.5 higher than the previous day. The implied volatity was 31.97, the open interest changed by 73 which increased total open position to 234
On 19 Jun SHRIRAMFIN was trading at 1001.90. The strike last trading price was 40, which was 3.8 higher than the previous day. The implied volatity was 32.61, the open interest changed by 4 which increased total open position to 161
On 18 Jun SHRIRAMFIN was trading at 1002.70. The strike last trading price was 35.35, which was -0.85 lower than the previous day. The implied volatity was 31.27, the open interest changed by 9 which increased total open position to 158
On 17 Jun SHRIRAMFIN was trading at 1007.50. The strike last trading price was 36, which was -2.4 lower than the previous day. The implied volatity was 31.64, the open interest changed by 21 which increased total open position to 148
On 16 Jun SHRIRAMFIN was trading at 1005.75. The strike last trading price was 37.55, which was -3.6 lower than the previous day. The implied volatity was 31.68, the open interest changed by 14 which increased total open position to 126
On 15 Jun SHRIRAMFIN was trading at 1000.65. The strike last trading price was 41.2, which was -28.6 lower than the previous day. The implied volatity was 32.06, the open interest changed by 81 which increased total open position to 111
On 12 Jun SHRIRAMFIN was trading at 954.95. The strike last trading price was 68, which was -40.85 lower than the previous day. The implied volatity was 34.86, the open interest changed by 4 which increased total open position to 30
On 11 Jun SHRIRAMFIN was trading at 886.25. The strike last trading price was 108.85, which was 108.85 higher than the previous day. The implied volatity was 35.79, the open interest changed by 0 which decreased total open position to 26
On 10 Jun SHRIRAMFIN was trading at 897.35. The strike last trading price was 110.5, which was 14.3 higher than the previous day. The implied volatity was 35.79, the open interest changed by 3 which increased total open position to 26
On 9 Jun SHRIRAMFIN was trading at 911.70. The strike last trading price was 96.2, which was -1.75 lower than the previous day. The implied volatity was 33.88, the open interest changed by 19 which increased total open position to 23
On 8 Jun SHRIRAMFIN was trading at 896.65. The strike last trading price was 111.9, which was 111.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Jun SHRIRAMFIN was trading at 923.30. The strike last trading price was 111.9, which was 111.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Jun SHRIRAMFIN was trading at 915.80. The strike last trading price was 111.9, which was 111.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Jun SHRIRAMFIN was trading at 912.95. The strike last trading price was 111.9, which was 111.9 higher than the previous day. The implied volatity was 31.58, the open interest changed by 0 which decreased total open position to 4
On 2 Jun SHRIRAMFIN was trading at 911.70. The strike last trading price was 97.95, which was 27.45 higher than the previous day. The implied volatity was 31.58, the open interest changed by 0 which decreased total open position to 3
On 1 Jun SHRIRAMFIN was trading at 919.05. The strike last trading price was 70.5, which was 70.5 higher than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 3
On 29 May SHRIRAMFIN was trading at 947.15. The strike last trading price was 70.5, which was -33.45 lower than the previous day. The implied volatity was 32.02, the open interest changed by 3 which increased total open position to 3
On 27 May SHRIRAMFIN was trading at 963.20. 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 26 May SHRIRAMFIN was trading at 952.15. 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 25 May SHRIRAMFIN was trading at 961.95. 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 SHRIRAMFIN was trading at 937.35. 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
