SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
14 Nov 2024 04:13 PM IST
| SHRIRAMFIN 28NOV2024 2800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 2.13
Theta: -2.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2822.60 | 91.4 | -29.15 | 31.03 | 1,508.5 | 96.5 | 130.5 | |||
| 13 Nov | 2853.85 | 120.55 | -42.60 | 32.74 | 151 | 23.5 | 33 | |||
| 12 Nov | 2931.20 | 163.15 | -66.85 | 29.44 | 8.5 | 2.5 | 8.5 | |||
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| 11 Nov | 2999.45 | 230 | -18.20 | 34.20 | 2 | 0.5 | 5.5 | |||
| 8 Nov | 3007.95 | 248.2 | -50.25 | 35.70 | 2 | 0.5 | 5.5 | |||
| 7 Nov | 3070.15 | 298.45 | -71.55 | 32.56 | 1.5 | -0.5 | 5 | |||
| 6 Nov | 3186.70 | 370 | 84.05 | - | 0.5 | 0 | 5.5 | |||
| 5 Nov | 3162.30 | 285.95 | -234.55 | - | 2.5 | 1.5 | 4.5 | |||
| 4 Nov | 3147.90 | 520.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 3150.95 | 520.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 3138.90 | 520.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3185.80 | 520.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3265.80 | 520.5 | 0.00 | - | 0 | 3 | 0 | |||
| 28 Oct | 3259.30 | 520.5 | -17.30 | - | 3 | 0 | 0 | |||
| 25 Oct | 3092.65 | 537.8 | 537.80 | - | 0 | 0 | 0 | |||
| 11 Sept | 3279.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 3260.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 3235.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 3245.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 3243.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 3271.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 3225.25 | 0 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 2800 expiring on 28NOV2024
Delta for 2800 CE is 0.61
Historical price for 2800 CE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 91.4, which was -29.15 lower than the previous day. The implied volatity was 31.03, the open interest changed by 193 which increased total open position to 261
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 120.55, which was -42.60 lower than the previous day. The implied volatity was 32.74, the open interest changed by 47 which increased total open position to 66
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 163.15, which was -66.85 lower than the previous day. The implied volatity was 29.44, the open interest changed by 5 which increased total open position to 17
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 230, which was -18.20 lower than the previous day. The implied volatity was 34.20, the open interest changed by 1 which increased total open position to 11
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 248.2, which was -50.25 lower than the previous day. The implied volatity was 35.70, the open interest changed by 1 which increased total open position to 11
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 298.45, which was -71.55 lower than the previous day. The implied volatity was 32.56, the open interest changed by -1 which decreased total open position to 10
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 370, which was 84.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 285.95, which was -234.55 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 520.5, 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 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 520.5, 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 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 520.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SHRIRAMFIN was trading at 3185.80. The strike last trading price was 520.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SHRIRAMFIN was trading at 3265.80. The strike last trading price was 520.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHRIRAMFIN was trading at 3259.30. The strike last trading price was 520.5, which was -17.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SHRIRAMFIN was trading at 3092.65. The strike last trading price was 537.8, which was 537.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept SHRIRAMFIN was trading at 3279.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept SHRIRAMFIN was trading at 3260.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept SHRIRAMFIN was trading at 3235.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept SHRIRAMFIN was trading at 3245.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept SHRIRAMFIN was trading at 3243.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept SHRIRAMFIN was trading at 3271.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept SHRIRAMFIN was trading at 3225.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHRIRAMFIN 28NOV2024 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 2.13
Theta: -2.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2822.60 | 48 | 9.10 | 30.55 | 2,730.5 | 263 | 709 |
| 13 Nov | 2853.85 | 38.9 | 13.55 | 31.22 | 1,002 | 245 | 446 |
| 12 Nov | 2931.20 | 25.35 | 7.70 | 31.96 | 439 | -20.5 | 200.5 |
| 11 Nov | 2999.45 | 17.65 | -2.45 | 33.97 | 319 | 14 | 221 |
| 8 Nov | 3007.95 | 20.1 | 6.05 | 34.04 | 291.5 | 51 | 209.5 |
| 7 Nov | 3070.15 | 14.05 | 4.40 | 34.56 | 342.5 | 43 | 159 |
| 6 Nov | 3186.70 | 9.65 | -5.20 | 38.10 | 106.5 | -3 | 116.5 |
| 5 Nov | 3162.30 | 14.85 | -1.85 | 39.52 | 272.5 | 3.5 | 120 |
| 4 Nov | 3147.90 | 16.7 | -0.60 | 39.51 | 197 | 14.5 | 116.5 |
| 1 Nov | 3150.95 | 17.3 | -2.15 | 38.45 | 6 | 0 | 102 |
| 31 Oct | 3138.90 | 19.45 | 4.75 | - | 230 | 26 | 101 |
| 30 Oct | 3185.80 | 14.7 | 5.20 | - | 89 | 15 | 74 |
| 29 Oct | 3265.80 | 9.5 | -3.85 | - | 78 | 6 | 59 |
| 28 Oct | 3259.30 | 13.35 | -33.65 | - | 122 | 24 | 53 |
| 25 Oct | 3092.65 | 47 | -39.90 | - | 33 | 29 | 29 |
| 11 Sept | 3279.90 | 86.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 3260.05 | 86.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 3235.65 | 86.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 3245.50 | 86.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 3243.95 | 86.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 3271.60 | 86.9 | 86.90 | - | 0 | 0 | 0 |
| 2 Sept | 3225.25 | 0 | - | 0 | 0 | 0 | |
For Shriram Finance Limited - strike price 2800 expiring on 28NOV2024
Delta for 2800 PE is -0.39
Historical price for 2800 PE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 48, which was 9.10 higher than the previous day. The implied volatity was 30.55, the open interest changed by 526 which increased total open position to 1418
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 38.9, which was 13.55 higher than the previous day. The implied volatity was 31.22, the open interest changed by 490 which increased total open position to 892
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 25.35, which was 7.70 higher than the previous day. The implied volatity was 31.96, the open interest changed by -41 which decreased total open position to 401
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 17.65, which was -2.45 lower than the previous day. The implied volatity was 33.97, the open interest changed by 28 which increased total open position to 442
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 20.1, which was 6.05 higher than the previous day. The implied volatity was 34.04, the open interest changed by 102 which increased total open position to 419
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 14.05, which was 4.40 higher than the previous day. The implied volatity was 34.56, the open interest changed by 86 which increased total open position to 318
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 9.65, which was -5.20 lower than the previous day. The implied volatity was 38.10, the open interest changed by -6 which decreased total open position to 233
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 14.85, which was -1.85 lower than the previous day. The implied volatity was 39.52, the open interest changed by 7 which increased total open position to 240
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 16.7, which was -0.60 lower than the previous day. The implied volatity was 39.51, the open interest changed by 29 which increased total open position to 233
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 17.3, which was -2.15 lower than the previous day. The implied volatity was 38.45, the open interest changed by 0 which decreased total open position to 204
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 19.45, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SHRIRAMFIN was trading at 3185.80. The strike last trading price was 14.7, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SHRIRAMFIN was trading at 3265.80. The strike last trading price was 9.5, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SHRIRAMFIN was trading at 3259.30. The strike last trading price was 13.35, which was -33.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SHRIRAMFIN was trading at 3092.65. The strike last trading price was 47, which was -39.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept SHRIRAMFIN was trading at 3279.90. The strike last trading price was 86.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept SHRIRAMFIN was trading at 3260.05. The strike last trading price was 86.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept SHRIRAMFIN was trading at 3235.65. The strike last trading price was 86.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept SHRIRAMFIN was trading at 3245.50. The strike last trading price was 86.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept SHRIRAMFIN was trading at 3243.95. The strike last trading price was 86.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept SHRIRAMFIN was trading at 3271.60. The strike last trading price was 86.9, which was 86.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept SHRIRAMFIN was trading at 3225.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
