SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Nov 2024 04:13 PM IST
| SHRIRAMFIN 28NOV2024 2500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2802.20 | 775.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2824.75 | 775.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2824.75 | 775.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2848.15 | 775.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2822.60 | 775.25 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 13 Nov | 2853.85 | 775.25 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 2500 expiring on 28NOV2024
Delta for 2500 CE is -
Historical price for 2500 CE is as follows
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 775.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 775.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 775.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 775.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 775.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 775.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SHRIRAMFIN 28NOV2024 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.30
Theta: -0.97
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2802.20 | 2.55 | -1.05 | 46.68 | 297.5 | 15.5 | 105 |
| 20 Nov | 2824.75 | 3.6 | 0.00 | 45.22 | 161.5 | -30 | 90.5 |
| 19 Nov | 2824.75 | 3.6 | 0.75 | 45.22 | 161.5 | -29 | 90.5 |
| 18 Nov | 2848.15 | 2.85 | -0.15 | 44.01 | 89.5 | -3.5 | 119 |
| 14 Nov | 2822.60 | 3 | -1.00 | 37.13 | 365 | 100.5 | 123.5 |
| 13 Nov | 2853.85 | 4 | 40.68 | 31.5 | 23 | 23 | |
For Shriram Finance Limited - strike price 2500 expiring on 28NOV2024
Delta for 2500 PE is -0.03
Historical price for 2500 PE is as follows
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 2.55, which was -1.05 lower than the previous day. The implied volatity was 46.68, the open interest changed by 31 which increased total open position to 210
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 45.22, the open interest changed by -60 which decreased total open position to 181
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 3.6, which was 0.75 higher than the previous day. The implied volatity was 45.22, the open interest changed by -58 which decreased total open position to 181
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 2.85, which was -0.15 lower than the previous day. The implied volatity was 44.01, the open interest changed by -7 which decreased total open position to 238
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 37.13, the open interest changed by 201 which increased total open position to 247
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 40.68, the open interest changed by 46 which increased total open position to 46
