SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Nov 2024 04:13 PM IST
| SHRIRAMFIN 28NOV2024 2850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 1.46
Theta: -3.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2802.20 | 30.65 | -11.15 | 31.96 | 1,196 | -1 | 383.5 | |||
| 20 Nov | 2824.75 | 41.8 | 0.00 | 32.31 | 2,424.5 | 141 | 381.5 | |||
| 19 Nov | 2824.75 | 41.8 | -15.95 | 32.31 | 2,424.5 | 138 | 381.5 | |||
| 18 Nov | 2848.15 | 57.75 | -5.25 | 31.37 | 1,308 | 89.5 | 245.5 | |||
| 14 Nov | 2822.60 | 63 | -24.25 | 30.09 | 1,942 | 70 | 160 | |||
| 13 Nov | 2853.85 | 87.25 | -41.35 | 31.21 | 284.5 | 75.5 | 89.5 | |||
| 12 Nov | 2931.20 | 128.6 | -63.35 | 30.43 | 29 | -0.5 | 23.5 | |||
| 11 Nov | 2999.45 | 191.95 | -14.15 | 35.07 | 2.5 | 0.5 | 24 | |||
| 8 Nov | 3007.95 | 206.1 | -46.60 | 34.17 | 24.5 | 23 | 23.5 | |||
| 7 Nov | 3070.15 | 252.7 | -578.45 | 30.84 | 0.5 | 0 | 0 | |||
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| 6 Nov | 3186.70 | 831.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3162.30 | 831.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3147.90 | 831.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 3150.95 | 831.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 3138.90 | 831.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3185.80 | 831.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3265.80 | 831.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3259.30 | 831.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3092.65 | 831.15 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 2850 expiring on 28NOV2024
Delta for 2850 CE is 0.37
Historical price for 2850 CE is as follows
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 30.65, which was -11.15 lower than the previous day. The implied volatity was 31.96, the open interest changed by -2 which decreased total open position to 767
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 41.8, which was 0.00 lower than the previous day. The implied volatity was 32.31, the open interest changed by 282 which increased total open position to 763
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 41.8, which was -15.95 lower than the previous day. The implied volatity was 32.31, the open interest changed by 276 which increased total open position to 763
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 57.75, which was -5.25 lower than the previous day. The implied volatity was 31.37, the open interest changed by 179 which increased total open position to 491
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 63, which was -24.25 lower than the previous day. The implied volatity was 30.09, the open interest changed by 140 which increased total open position to 320
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 87.25, which was -41.35 lower than the previous day. The implied volatity was 31.21, the open interest changed by 151 which increased total open position to 179
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 128.6, which was -63.35 lower than the previous day. The implied volatity was 30.43, the open interest changed by -1 which decreased total open position to 47
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 191.95, which was -14.15 lower than the previous day. The implied volatity was 35.07, the open interest changed by 1 which increased total open position to 48
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 206.1, which was -46.60 lower than the previous day. The implied volatity was 34.17, the open interest changed by 46 which increased total open position to 47
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 252.7, which was -578.45 lower than the previous day. The implied volatity was 30.84, 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 831.15, 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 831.15, 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 831.15, 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 831.15, 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 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 831.15, 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 831.15, 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 831.15, 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 831.15, 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 25 Oct SHRIRAMFIN was trading at 3092.65. The strike last trading price was 831.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHRIRAMFIN 28NOV2024 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 1.48
Theta: -3.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2802.20 | 79.15 | -1.40 | 34.58 | 548 | -9 | 237.5 |
| 20 Nov | 2824.75 | 80.55 | 0.00 | 35.07 | 1,433 | 72.5 | 249.5 |
| 19 Nov | 2824.75 | 80.55 | 17.35 | 35.07 | 1,433 | 75.5 | 249.5 |
| 18 Nov | 2848.15 | 63.2 | -8.50 | 33.10 | 678.5 | 9.5 | 175.5 |
| 14 Nov | 2822.60 | 71.7 | 14.40 | 30.66 | 1,433.5 | 39.5 | 179 |
| 13 Nov | 2853.85 | 57.3 | 18.30 | 30.66 | 719.5 | 84.5 | 140 |
| 12 Nov | 2931.20 | 39 | 12.80 | 31.77 | 221 | 6.5 | 61.5 |
| 11 Nov | 2999.45 | 26.2 | -3.30 | 33.21 | 188.5 | 1.5 | 56 |
| 8 Nov | 3007.95 | 29.5 | 9.80 | 33.65 | 150 | 19 | 57 |
| 7 Nov | 3070.15 | 19.7 | 6.10 | 33.50 | 84 | -11.5 | 38 |
| 6 Nov | 3186.70 | 13.6 | -6.60 | 37.34 | 38 | -1 | 49.5 |
| 5 Nov | 3162.30 | 20.2 | -2.60 | 38.74 | 141.5 | 16.5 | 50 |
| 4 Nov | 3147.90 | 22.8 | 1.95 | 38.92 | 76.5 | 23 | 34 |
| 1 Nov | 3150.95 | 20.85 | -6.70 | 36.49 | 1.5 | 1 | 11 |
| 31 Oct | 3138.90 | 27.55 | 7.55 | - | 13 | 6 | 7 |
| 30 Oct | 3185.80 | 20 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 3265.80 | 20 | 2.95 | - | 1 | 0 | 0 |
| 28 Oct | 3259.30 | 17.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3092.65 | 17.05 | - | 0 | 0 | 0 | |
For Shriram Finance Limited - strike price 2850 expiring on 28NOV2024
Delta for 2850 PE is -0.62
Historical price for 2850 PE is as follows
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 79.15, which was -1.40 lower than the previous day. The implied volatity was 34.58, the open interest changed by -18 which decreased total open position to 475
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 80.55, which was 0.00 lower than the previous day. The implied volatity was 35.07, the open interest changed by 145 which increased total open position to 499
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 80.55, which was 17.35 higher than the previous day. The implied volatity was 35.07, the open interest changed by 151 which increased total open position to 499
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 63.2, which was -8.50 lower than the previous day. The implied volatity was 33.10, the open interest changed by 19 which increased total open position to 351
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 71.7, which was 14.40 higher than the previous day. The implied volatity was 30.66, the open interest changed by 79 which increased total open position to 358
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 57.3, which was 18.30 higher than the previous day. The implied volatity was 30.66, the open interest changed by 169 which increased total open position to 280
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 39, which was 12.80 higher than the previous day. The implied volatity was 31.77, the open interest changed by 13 which increased total open position to 123
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 26.2, which was -3.30 lower than the previous day. The implied volatity was 33.21, the open interest changed by 3 which increased total open position to 112
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 29.5, which was 9.80 higher than the previous day. The implied volatity was 33.65, the open interest changed by 38 which increased total open position to 114
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 19.7, which was 6.10 higher than the previous day. The implied volatity was 33.50, the open interest changed by -23 which decreased total open position to 76
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 13.6, which was -6.60 lower than the previous day. The implied volatity was 37.34, the open interest changed by -2 which decreased total open position to 99
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 20.2, which was -2.60 lower than the previous day. The implied volatity was 38.74, the open interest changed by 33 which increased total open position to 100
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 22.8, which was 1.95 higher than the previous day. The implied volatity was 38.92, the open interest changed by 46 which increased total open position to 68
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 20.85, which was -6.70 lower than the previous day. The implied volatity was 36.49, the open interest changed by 2 which increased total open position to 22
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 27.55, which was 7.55 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 20, 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 20, which was 2.95 higher 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 17.05, 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 25 Oct SHRIRAMFIN was trading at 3092.65. The strike last trading price was 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
