SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Nov 2024 04:13 PM IST
| SHRIRAMFIN 28NOV2024 2550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.29
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 2802.20 | 254.85 | -849.40 | 37.86 | 6.5 | 1.5 | 1.5 | |||
| 20 Nov | 2824.75 | 1104.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2824.75 | 1104.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2848.15 | 1104.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2822.60 | 1104.25 | 1104.25 | - | 0 | 0 | 0 | |||
| 13 Nov | 2853.85 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 2550 expiring on 28NOV2024
Delta for 2550 CE is 0.97
Historical price for 2550 CE is as follows
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 254.85, which was -849.40 lower than the previous day. The implied volatity was 37.86, the open interest changed by 3 which increased total open position to 3
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 1104.25, 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 1104.25, 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 1104.25, 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 1104.25, which was 1104.25 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SHRIRAMFIN 28NOV2024 2550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.40
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2802.20 | 3.6 | -0.90 | 42.82 | 180.5 | 19 | 64.5 |
| 20 Nov | 2824.75 | 4.5 | 0.00 | 40.82 | 99 | -18.5 | 46 |
| 19 Nov | 2824.75 | 4.5 | 0.35 | 40.82 | 99 | -18 | 46 |
| 18 Nov | 2848.15 | 4.15 | -0.35 | 41.38 | 122 | 11.5 | 64 |
| 14 Nov | 2822.60 | 4.5 | 4.50 | 35.12 | 100 | 50 | 50 |
| 13 Nov | 2853.85 | 0 | 0.00 | 0 | 0 | 0 | |
For Shriram Finance Limited - strike price 2550 expiring on 28NOV2024
Delta for 2550 PE is -0.05
Historical price for 2550 PE is as follows
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 3.6, which was -0.90 lower than the previous day. The implied volatity was 42.82, the open interest changed by 38 which increased total open position to 129
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was 40.82, the open interest changed by -37 which decreased total open position to 92
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 4.5, which was 0.35 higher than the previous day. The implied volatity was 40.82, the open interest changed by -36 which decreased total open position to 92
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 4.15, which was -0.35 lower than the previous day. The implied volatity was 41.38, the open interest changed by 23 which increased total open position to 128
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 4.5, which was 4.50 higher than the previous day. The implied volatity was 35.12, the open interest changed by 100 which increased total open position to 100
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
