SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
14 Nov 2024 04:13 PM IST
| SHRIRAMFIN 28NOV2024 2900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 2.12
Theta: -2.62
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2822.60 | 44.25 | -14.60 | 30.94 | 4,732.5 | 640 | 927 | |||
| 13 Nov | 2853.85 | 58.85 | -36.15 | 29.61 | 1,720 | 233 | 286 | |||
| 12 Nov | 2931.20 | 95 | -58.25 | 29.49 | 118 | 27 | 54 | |||
| 11 Nov | 2999.45 | 153.25 | -5.85 | 33.76 | 13.5 | 0 | 25.5 | |||
| 8 Nov | 3007.95 | 159.1 | -54.55 | 29.50 | 35.5 | 5 | 26 | |||
| 7 Nov | 3070.15 | 213.65 | -74.10 | 31.80 | 13 | 2.5 | 20.5 | |||
| 6 Nov | 3186.70 | 287.75 | 15.85 | - | 1 | 0 | 18.5 | |||
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| 5 Nov | 3162.30 | 271.9 | 11.15 | 22.25 | 3 | 1 | 18.5 | |||
| 4 Nov | 3147.90 | 260.75 | -13.70 | - | 5 | 3.5 | 17.5 | |||
| 1 Nov | 3150.95 | 274.45 | 0.00 | 0.00 | 0 | 13 | 0 | |||
| 31 Oct | 3138.90 | 274.45 | -45.55 | - | 21 | 13 | 14 | |||
| 30 Oct | 3185.80 | 320 | -148.70 | - | 1 | 0 | 0 | |||
| 29 Oct | 3265.80 | 468.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3259.30 | 468.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3092.65 | 468.7 | 468.70 | - | 0 | 0 | 0 | |||
| 13 Sept | 3368.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 3279.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 3260.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 3315.70 | 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 2900 expiring on 28NOV2024
Delta for 2900 CE is 0.38
Historical price for 2900 CE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 44.25, which was -14.60 lower than the previous day. The implied volatity was 30.94, the open interest changed by 1280 which increased total open position to 1854
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 58.85, which was -36.15 lower than the previous day. The implied volatity was 29.61, the open interest changed by 466 which increased total open position to 572
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 95, which was -58.25 lower than the previous day. The implied volatity was 29.49, the open interest changed by 54 which increased total open position to 108
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 153.25, which was -5.85 lower than the previous day. The implied volatity was 33.76, the open interest changed by 0 which decreased total open position to 51
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 159.1, which was -54.55 lower than the previous day. The implied volatity was 29.50, the open interest changed by 10 which increased total open position to 52
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 213.65, which was -74.10 lower than the previous day. The implied volatity was 31.80, the open interest changed by 5 which increased total open position to 41
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 287.75, which was 15.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 271.9, which was 11.15 higher than the previous day. The implied volatity was 22.25, the open interest changed by 2 which increased total open position to 37
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 260.75, which was -13.70 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 35
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 274.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 274.45, which was -45.55 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 320, which was -148.70 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 468.7, 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 468.7, 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 468.7, which was 468.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept SHRIRAMFIN was trading at 3368.25. 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 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 9 Sept SHRIRAMFIN was trading at 3315.70. 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 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 2.12
Theta: -1.87
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2822.60 | 102.45 | 22.05 | 31.39 | 846.5 | -66 | 228 |
| 13 Nov | 2853.85 | 80.4 | 22.80 | 29.80 | 1,381 | 85.5 | 295 |
| 12 Nov | 2931.20 | 57.6 | 19.10 | 31.73 | 631.5 | 38.5 | 207.5 |
| 11 Nov | 2999.45 | 38.5 | -3.25 | 32.72 | 285 | -4.5 | 170.5 |
| 8 Nov | 3007.95 | 41.75 | 13.65 | 33.14 | 432 | 78.5 | 175 |
| 7 Nov | 3070.15 | 28.1 | 9.80 | 32.82 | 244 | -18 | 95 |
| 6 Nov | 3186.70 | 18.3 | -9.20 | 36.22 | 117 | 9.5 | 113.5 |
| 5 Nov | 3162.30 | 27.5 | -3.45 | 38.16 | 332.5 | 10 | 106 |
| 4 Nov | 3147.90 | 30.95 | -0.35 | 38.47 | 220 | 18 | 96 |
| 1 Nov | 3150.95 | 31.3 | -3.70 | 37.37 | 7.5 | 2 | 78 |
| 31 Oct | 3138.90 | 35 | 8.70 | - | 226 | 40 | 74 |
| 30 Oct | 3185.80 | 26.3 | 7.25 | - | 25 | 12 | 34 |
| 29 Oct | 3265.80 | 19.05 | -3.95 | - | 40 | 21 | 22 |
| 28 Oct | 3259.30 | 23 | -93.05 | - | 1 | 0 | 0 |
| 25 Oct | 3092.65 | 116.05 | 116.05 | - | 0 | 0 | 0 |
| 13 Sept | 3368.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 3279.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 3260.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 3315.70 | 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 2900 expiring on 28NOV2024
Delta for 2900 PE is -0.62
Historical price for 2900 PE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 102.45, which was 22.05 higher than the previous day. The implied volatity was 31.39, the open interest changed by -132 which decreased total open position to 456
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 80.4, which was 22.80 higher than the previous day. The implied volatity was 29.80, the open interest changed by 171 which increased total open position to 590
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 57.6, which was 19.10 higher than the previous day. The implied volatity was 31.73, the open interest changed by 77 which increased total open position to 415
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 38.5, which was -3.25 lower than the previous day. The implied volatity was 32.72, the open interest changed by -9 which decreased total open position to 341
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 41.75, which was 13.65 higher than the previous day. The implied volatity was 33.14, the open interest changed by 157 which increased total open position to 350
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 28.1, which was 9.80 higher than the previous day. The implied volatity was 32.82, the open interest changed by -36 which decreased total open position to 190
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 18.3, which was -9.20 lower than the previous day. The implied volatity was 36.22, the open interest changed by 19 which increased total open position to 227
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 27.5, which was -3.45 lower than the previous day. The implied volatity was 38.16, the open interest changed by 20 which increased total open position to 212
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 30.95, which was -0.35 lower than the previous day. The implied volatity was 38.47, the open interest changed by 36 which increased total open position to 192
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 31.3, which was -3.70 lower than the previous day. The implied volatity was 37.37, the open interest changed by 4 which increased total open position to 156
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 35, which was 8.70 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 26.3, which was 7.25 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 19.05, which was -3.95 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 23, which was -93.05 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 116.05, which was 116.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept SHRIRAMFIN was trading at 3368.25. 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 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 9 Sept SHRIRAMFIN was trading at 3315.70. 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
