SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
14 Nov 2024 04:13 PM IST
| SHRIRAMFIN 28NOV2024 2750 CE | ||||||||||
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Delta: 0.72
Vega: 1.86
Theta: -2.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2822.60 | 121.65 | -40.20 | 30.10 | 299.5 | 37.5 | 38 | |||
| 13 Nov | 2853.85 | 161.85 | -37.85 | 36.32 | 1.5 | -1 | 0 | |||
| 12 Nov | 2931.20 | 199.7 | -723.50 | 25.81 | 1 | 0 | 0 | |||
| 11 Nov | 2999.45 | 923.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 3007.95 | 923.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3070.15 | 923.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 3186.70 | 923.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 3162.30 | 923.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3147.90 | 923.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 3150.95 | 923.2 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 2750 expiring on 28NOV2024
Delta for 2750 CE is 0.72
Historical price for 2750 CE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 121.65, which was -40.20 lower than the previous day. The implied volatity was 30.10, the open interest changed by 75 which increased total open position to 76
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 161.85, which was -37.85 lower than the previous day. The implied volatity was 36.32, the open interest changed by -2 which decreased total open position to 0
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 199.7, which was -723.50 lower than the previous day. The implied volatity was 25.81, 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 923.2, 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 923.2, 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 923.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 923.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 923.2, 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 923.2, 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 923.2, 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 2750 PE | |||||||
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Delta: -0.28
Vega: 1.87
Theta: -1.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2822.60 | 31.15 | 5.05 | 31.00 | 983.5 | 38.5 | 117.5 |
| 13 Nov | 2853.85 | 26.1 | 10.05 | 32.22 | 411 | 25 | 89 |
| 12 Nov | 2931.20 | 16.05 | 4.75 | 32.42 | 150.5 | 32.5 | 65 |
| 11 Nov | 2999.45 | 11.3 | 1.00 | 34.48 | 125.5 | 32 | 32 |
| 8 Nov | 3007.95 | 10.3 | 0.00 | 10.38 | 0 | 0 | 0 |
| 7 Nov | 3070.15 | 10.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 3186.70 | 10.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 3162.30 | 10.3 | 0.00 | 13.85 | 0 | 0 | 0 |
| 4 Nov | 3147.90 | 10.3 | 0.00 | 13.85 | 0 | 0 | 0 |
| 1 Nov | 3150.95 | 10.3 | 12.78 | 0 | 0 | 0 | |
For Shriram Finance Limited - strike price 2750 expiring on 28NOV2024
Delta for 2750 PE is -0.28
Historical price for 2750 PE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 31.15, which was 5.05 higher than the previous day. The implied volatity was 31.00, the open interest changed by 77 which increased total open position to 235
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 26.1, which was 10.05 higher than the previous day. The implied volatity was 32.22, the open interest changed by 50 which increased total open position to 178
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 16.05, which was 4.75 higher than the previous day. The implied volatity was 32.42, the open interest changed by 65 which increased total open position to 130
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 11.3, which was 1.00 higher than the previous day. The implied volatity was 34.48, the open interest changed by 64 which increased total open position to 64
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 10.3, which was 0.00 lower than the previous day. The implied volatity was 10.38, 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 10.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 10.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 10.3, which was 0.00 lower than the previous day. The implied volatity was 13.85, 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 10.3, which was 0.00 lower than the previous day. The implied volatity was 13.85, 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 10.3, which was lower than the previous day. The implied volatity was 12.78, the open interest changed by 0 which decreased total open position to 0
