Historical option data for SHRIRAMFIN
29 Jun 2026 10:50 AM IST
| SHRIRAMFIN 28-Jul-2026 (27d) 1030 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.01
Theta: -0.66
Gamma: 0.00425
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1043.75 | 45.55 | 5.55 (13.87%) | 30.73 | 98 | -19 | 67 | |||||||||
| 25 Jun | 1031.80 | 38.45 | 2.45 (6.81%) | 28.83 | 207 | 21 | 84 | |||||||||
| 24 Jun | 1019.00 | 36 | 12 (50.00%) | 31.42 | 167 | 50 | 62 | |||||||||
| 23 Jun | 993.35 | 24.15 | -3.85 (-13.75%) | 30.33 | 12 | 7 | 12 | |||||||||
| 22 Jun | 992.85 | 27.65 | -0.35 (-1.25%) | - | 1 | 0 | 5 | |||||||||
| 19 Jun | 1001.90 | 27.65 | -0.35 (-1.25%) | - | 1 | 0 | 5 | |||||||||
| 18 Jun | 1002.70 | 27.65 | -0.35 (-1.25%) | - | 1 | 0 | 5 | |||||||||
| 17 Jun | 1007.50 | 27.65 | -0.35 (-1.25%) | 29.02 | 1 | 0 | 5 | |||||||||
| 16 Jun | 1005.75 | 27.65 | -8.35 (-23.19%) | 29.02 | 1 | 0 | 5 | |||||||||
| 15 Jun | 1000.65 | 36.3 | 16.3 (81.50%) | 31.37 | 5 | 3 | 5 | |||||||||
| 12 Jun | 954.95 | 19.65 | -24.35 (-55.34%) | 31.85 | 6 | 3 | 3 | |||||||||
For Shriram Finance Limited - strike price 1030 expiring on 28JUL2026
Delta for 1030 CE is 0.59
Historical price for 1030 CE is as follows
On 29 Jun SHRIRAMFIN was trading at 1043.75. The strike last trading price was 45.55, which was 5.55 higher than the previous day. The implied volatity was 30.73, the open interest changed by -19 which decreased total open position to 67
On 25 Jun SHRIRAMFIN was trading at 1031.80. The strike last trading price was 38.45, which was 2.45 higher than the previous day. The implied volatity was 28.83, the open interest changed by 21 which increased total open position to 84
On 24 Jun SHRIRAMFIN was trading at 1019.00. The strike last trading price was 36, which was 12 higher than the previous day. The implied volatity was 31.42, the open interest changed by 50 which increased total open position to 62
On 23 Jun SHRIRAMFIN was trading at 993.35. The strike last trading price was 24.15, which was -3.85 lower than the previous day. The implied volatity was 30.33, the open interest changed by 7 which increased total open position to 12
On 22 Jun SHRIRAMFIN was trading at 992.85. The strike last trading price was 27.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Jun SHRIRAMFIN was trading at 1001.90. The strike last trading price was 27.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Jun SHRIRAMFIN was trading at 1002.70. The strike last trading price was 27.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Jun SHRIRAMFIN was trading at 1007.50. The strike last trading price was 27.65, which was -0.35 lower than the previous day. The implied volatity was 29.02, the open interest changed by 0 which decreased total open position to 5
On 16 Jun SHRIRAMFIN was trading at 1005.75. The strike last trading price was 27.65, which was -8.35 lower than the previous day. The implied volatity was 29.02, the open interest changed by 0 which decreased total open position to 5
On 15 Jun SHRIRAMFIN was trading at 1000.65. The strike last trading price was 36.3, which was 16.3 higher than the previous day. The implied volatity was 31.37, the open interest changed by 3 which increased total open position to 5
On 12 Jun SHRIRAMFIN was trading at 954.95. The strike last trading price was 19.65, which was -24.35 lower than the previous day. The implied volatity was 31.85, the open interest changed by 3 which increased total open position to 3
| SHRIRAMFIN 28-Jul-2026 (27d) 1030 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.01
Theta: -0.62
Gamma: 0.00362
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1043.75 | 34 | -5.2 (-13.27%) | 36.25 | 112 | 37 | 128 |
| 25 Jun | 1031.80 | 39 | -5.2 (-11.76%) | 34.25 | 137 | 44 | 91 |
| 24 Jun | 1019.00 | 43.85 | -67.35 (-60.57%) | 31.95 | 70 | 48 | 48 |
| 23 Jun | 993.35 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jun | 992.85 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 1001.90 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 1002.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1007.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 1005.75 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1000.65 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 954.95 | 0 | 0 | - | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 1030 expiring on 28JUL2026
Delta for 1030 PE is -0.41
Historical price for 1030 PE is as follows
On 29 Jun SHRIRAMFIN was trading at 1043.75. The strike last trading price was 34, which was -5.2 lower than the previous day. The implied volatity was 36.25, the open interest changed by 37 which increased total open position to 128
On 25 Jun SHRIRAMFIN was trading at 1031.80. The strike last trading price was 39, which was -5.2 lower than the previous day. The implied volatity was 34.25, the open interest changed by 44 which increased total open position to 91
On 24 Jun SHRIRAMFIN was trading at 1019.00. The strike last trading price was 43.85, which was -67.35 lower than the previous day. The implied volatity was 31.95, the open interest changed by 48 which increased total open position to 48
On 23 Jun SHRIRAMFIN was trading at 993.35. 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
On 22 Jun SHRIRAMFIN was trading at 992.85. 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 Jun SHRIRAMFIN was trading at 1001.90. 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 18 Jun SHRIRAMFIN was trading at 1002.70. 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 17 Jun SHRIRAMFIN was trading at 1007.50. 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 16 Jun SHRIRAMFIN was trading at 1005.75. 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 15 Jun SHRIRAMFIN was trading at 1000.65. 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 12 Jun SHRIRAMFIN was trading at 954.95. 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
