SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Nov 2024 04:13 PM IST
| SHRIRAMFIN 28NOV2024 2700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 1.07
Theta: -3.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2802.20 | 119.1 | -22.90 | 32.91 | 134.5 | 10 | 35 | |||
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| 20 Nov | 2824.75 | 142 | 0.00 | 39.74 | 44.5 | -2.5 | 26 | |||
| 19 Nov | 2824.75 | 142 | -19.00 | 39.74 | 44.5 | -1.5 | 26 | |||
| 18 Nov | 2848.15 | 161 | 1.00 | 33.38 | 45.5 | 14 | 27 | |||
| 14 Nov | 2822.60 | 160 | -59.00 | 30.67 | 45.5 | 11 | 13 | |||
| 13 Nov | 2853.85 | 219 | -393.05 | 47.78 | 2 | 0 | 0 | |||
| 12 Nov | 2931.20 | 612.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2999.45 | 612.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3007.95 | 612.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3070.15 | 612.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3186.70 | 612.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3162.30 | 612.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3147.90 | 612.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 3150.95 | 612.05 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 2700 expiring on 28NOV2024
Delta for 2700 CE is 0.81
Historical price for 2700 CE is as follows
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 119.1, which was -22.90 lower than the previous day. The implied volatity was 32.91, the open interest changed by 20 which increased total open position to 70
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 142, which was 0.00 lower than the previous day. The implied volatity was 39.74, the open interest changed by -5 which decreased total open position to 52
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 142, which was -19.00 lower than the previous day. The implied volatity was 39.74, the open interest changed by -3 which decreased total open position to 52
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 161, which was 1.00 higher than the previous day. The implied volatity was 33.38, the open interest changed by 28 which increased total open position to 54
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 160, which was -59.00 lower than the previous day. The implied volatity was 30.67, the open interest changed by 22 which increased total open position to 26
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 219, which was -393.05 lower than the previous day. The implied volatity was 47.78, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 612.05, 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 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 612.05, 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 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 612.05, 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 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 612.05, 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 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 612.05, 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 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 612.05, 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 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 612.05, 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 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 612.05, 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 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 1.11
Theta: -2.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2802.20 | 16.25 | -5.80 | 34.95 | 574.5 | 53.5 | 236.5 |
| 20 Nov | 2824.75 | 22.05 | 0.00 | 37.09 | 708 | 0 | 187.5 |
| 19 Nov | 2824.75 | 22.05 | 5.65 | 37.09 | 708 | 4.5 | 187.5 |
| 18 Nov | 2848.15 | 16.4 | -2.75 | 35.74 | 500 | -6 | 193.5 |
| 14 Nov | 2822.60 | 19.15 | 2.65 | 31.42 | 987 | -58 | 198.5 |
| 13 Nov | 2853.85 | 16.5 | 6.20 | 32.84 | 504 | 62.5 | 258 |
| 12 Nov | 2931.20 | 10.3 | 2.70 | 33.39 | 403 | 65 | 201.5 |
| 11 Nov | 2999.45 | 7.6 | -1.55 | 35.69 | 301 | 26 | 136.5 |
| 8 Nov | 3007.95 | 9.15 | 2.60 | 35.48 | 169 | 31 | 111 |
| 7 Nov | 3070.15 | 6.55 | 1.10 | 36.23 | 92.5 | 30 | 81 |
| 6 Nov | 3186.70 | 5.45 | -2.95 | 40.83 | 51 | 7 | 51 |
| 5 Nov | 3162.30 | 8.4 | -0.85 | 41.83 | 125 | -0.5 | 43 |
| 4 Nov | 3147.90 | 9.25 | -0.65 | 41.42 | 122.5 | 32.5 | 43 |
| 1 Nov | 3150.95 | 9.9 | 40.41 | 1 | 0 | 10 | |
For Shriram Finance Limited - strike price 2700 expiring on 28NOV2024
Delta for 2700 PE is -0.21
Historical price for 2700 PE is as follows
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 16.25, which was -5.80 lower than the previous day. The implied volatity was 34.95, the open interest changed by 107 which increased total open position to 473
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 22.05, which was 0.00 lower than the previous day. The implied volatity was 37.09, the open interest changed by 0 which decreased total open position to 375
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 22.05, which was 5.65 higher than the previous day. The implied volatity was 37.09, the open interest changed by 9 which increased total open position to 375
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 16.4, which was -2.75 lower than the previous day. The implied volatity was 35.74, the open interest changed by -12 which decreased total open position to 387
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 19.15, which was 2.65 higher than the previous day. The implied volatity was 31.42, the open interest changed by -116 which decreased total open position to 397
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 16.5, which was 6.20 higher than the previous day. The implied volatity was 32.84, the open interest changed by 125 which increased total open position to 516
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 10.3, which was 2.70 higher than the previous day. The implied volatity was 33.39, the open interest changed by 130 which increased total open position to 403
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 7.6, which was -1.55 lower than the previous day. The implied volatity was 35.69, the open interest changed by 52 which increased total open position to 273
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 9.15, which was 2.60 higher than the previous day. The implied volatity was 35.48, the open interest changed by 62 which increased total open position to 222
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 6.55, which was 1.10 higher than the previous day. The implied volatity was 36.23, the open interest changed by 60 which increased total open position to 162
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 5.45, which was -2.95 lower than the previous day. The implied volatity was 40.83, the open interest changed by 14 which increased total open position to 102
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 8.4, which was -0.85 lower than the previous day. The implied volatity was 41.83, the open interest changed by -1 which decreased total open position to 86
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 9.25, which was -0.65 lower than the previous day. The implied volatity was 41.42, the open interest changed by 65 which increased total open position to 86
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 9.9, which was lower than the previous day. The implied volatity was 40.41, the open interest changed by 0 which decreased total open position to 20
