SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
03 Dec 2024 04:13 PM IST
| SHRIRAMFIN 26DEC2024 2900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 1.64
Theta: -1.80
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 3155.55 | 280 | 43.60 | 31.56 | 12 | -2 | 114 | |||
|
|
||||||||||
| 2 Dec | 3094.20 | 236.4 | 50.40 | 29.47 | 114 | 14 | 117 | |||
| 29 Nov | 3019.65 | 186 | -21.10 | 32.39 | 77 | 22 | 103 | |||
| 28 Nov | 3043.70 | 207.1 | 18.10 | 33.31 | 27 | 1 | 79 | |||
| 27 Nov | 3019.00 | 189 | -14.95 | 30.52 | 48 | -11 | 78 | |||
| 26 Nov | 3046.35 | 203.95 | 50.45 | 28.99 | 193 | -34 | 89 | |||
| 25 Nov | 2947.80 | 153.5 | 56.50 | 31.70 | 287 | 82 | 121 | |||
| 22 Nov | 2850.05 | 97 | 18.00 | 32.17 | 100 | 31 | 70 | |||
| 21 Nov | 2802.20 | 79 | -7.70 | 31.84 | 21 | 8 | 35 | |||
| 20 Nov | 2824.75 | 86.7 | 0.00 | 31.88 | 34 | 22 | 26 | |||
| 19 Nov | 2824.75 | 86.7 | -19.60 | 31.88 | 34 | 21 | 26 | |||
| 18 Nov | 2848.15 | 106.3 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 14 Nov | 2822.60 | 106.3 | -713.95 | 31.94 | 8 | 6 | 6 | |||
| 13 Nov | 2853.85 | 820.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2931.20 | 820.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3007.95 | 820.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3070.15 | 820.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3186.70 | 820.25 | 820.25 | - | 0 | 0 | 0 | |||
| 30 Oct | 3185.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3265.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3259.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3092.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3245.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3197.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3299.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3336.30 | 0 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 2900 expiring on 26DEC2024
Delta for 2900 CE is 0.87
Historical price for 2900 CE is as follows
On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 280, which was 43.60 higher than the previous day. The implied volatity was 31.56, the open interest changed by -2 which decreased total open position to 114
On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 236.4, which was 50.40 higher than the previous day. The implied volatity was 29.47, the open interest changed by 14 which increased total open position to 117
On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 186, which was -21.10 lower than the previous day. The implied volatity was 32.39, the open interest changed by 22 which increased total open position to 103
On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 207.1, which was 18.10 higher than the previous day. The implied volatity was 33.31, the open interest changed by 1 which increased total open position to 79
On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 189, which was -14.95 lower than the previous day. The implied volatity was 30.52, the open interest changed by -11 which decreased total open position to 78
On 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 203.95, which was 50.45 higher than the previous day. The implied volatity was 28.99, the open interest changed by -34 which decreased total open position to 89
On 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 153.5, which was 56.50 higher than the previous day. The implied volatity was 31.70, the open interest changed by 82 which increased total open position to 121
On 22 Nov SHRIRAMFIN was trading at 2850.05. The strike last trading price was 97, which was 18.00 higher than the previous day. The implied volatity was 32.17, the open interest changed by 31 which increased total open position to 70
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 79, which was -7.70 lower than the previous day. The implied volatity was 31.84, the open interest changed by 8 which increased total open position to 35
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 86.7, which was 0.00 lower than the previous day. The implied volatity was 31.88, the open interest changed by 22 which increased total open position to 26
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 86.7, which was -19.60 lower than the previous day. The implied volatity was 31.88, the open interest changed by 21 which increased total open position to 26
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 106.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 106.3, which was -713.95 lower than the previous day. The implied volatity was 31.94, the open interest changed by 6 which increased total open position to 6
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 820.25, 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 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 820.25, 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 820.25, 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 820.25, 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 820.25, which was 820.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct SHRIRAMFIN was trading at 3185.80. 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 29 Oct SHRIRAMFIN was trading at 3265.80. 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 28 Oct SHRIRAMFIN was trading at 3259.30. 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 25 Oct SHRIRAMFIN was trading at 3092.65. 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 24 Oct SHRIRAMFIN was trading at 3245.10. 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 23 Oct SHRIRAMFIN was trading at 3197.75. 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 7 Oct SHRIRAMFIN was trading at 3299.35. 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 Oct SHRIRAMFIN was trading at 3336.30. 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 26DEC2024 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 1.81
Theta: -1.23
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 3155.55 | 21.45 | -6.30 | 34.62 | 1,476 | 47 | 404 |
| 2 Dec | 3094.20 | 27.75 | -18.70 | 33.09 | 981 | 41 | 364 |
| 29 Nov | 3019.65 | 46.45 | 2.20 | 31.41 | 677 | 2 | 323 |
| 28 Nov | 3043.70 | 44.25 | -8.95 | 32.31 | 517 | 71 | 324 |
| 27 Nov | 3019.00 | 53.2 | 0.00 | 33.37 | 205 | 28 | 254 |
| 26 Nov | 3046.35 | 53.2 | -29.30 | 35.08 | 273 | 82 | 226 |
| 25 Nov | 2947.80 | 82.5 | -42.95 | 35.14 | 299 | 125 | 145 |
| 22 Nov | 2850.05 | 125.45 | -29.50 | 31.39 | 5 | 2 | 22 |
| 21 Nov | 2802.20 | 154.95 | 23.35 | 32.88 | 2 | 0 | 20 |
| 20 Nov | 2824.75 | 131.6 | 0.00 | 27.08 | 11 | 8 | 20 |
| 19 Nov | 2824.75 | 131.6 | -10.50 | 27.08 | 11 | 8 | 20 |
| 18 Nov | 2848.15 | 142.1 | -23.20 | 34.45 | 3 | 0 | 9 |
| 14 Nov | 2822.60 | 165.3 | 27.40 | 38.16 | 15 | 2 | 9 |
| 13 Nov | 2853.85 | 137.9 | 47.90 | 35.28 | 11 | 6 | 7 |
| 12 Nov | 2931.20 | 90 | 50.50 | 29.81 | 1 | 0 | 0 |
| 8 Nov | 3007.95 | 39.5 | 0.00 | 3.63 | 0 | 0 | 0 |
| 7 Nov | 3070.15 | 39.5 | 0.00 | 4.96 | 0 | 0 | 0 |
| 6 Nov | 3186.70 | 39.5 | 0.00 | 7.15 | 0 | 0 | 0 |
| 30 Oct | 3185.80 | 39.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3265.80 | 39.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3259.30 | 39.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3092.65 | 39.5 | 39.50 | - | 0 | 0 | 0 |
| 24 Oct | 3245.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3197.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3299.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3336.30 | 0 | - | 0 | 0 | 0 | |
For Shriram Finance Limited - strike price 2900 expiring on 26DEC2024
Delta for 2900 PE is -0.15
Historical price for 2900 PE is as follows
On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 21.45, which was -6.30 lower than the previous day. The implied volatity was 34.62, the open interest changed by 47 which increased total open position to 404
On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 27.75, which was -18.70 lower than the previous day. The implied volatity was 33.09, the open interest changed by 41 which increased total open position to 364
On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 46.45, which was 2.20 higher than the previous day. The implied volatity was 31.41, the open interest changed by 2 which increased total open position to 323
On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 44.25, which was -8.95 lower than the previous day. The implied volatity was 32.31, the open interest changed by 71 which increased total open position to 324
On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 53.2, which was 0.00 lower than the previous day. The implied volatity was 33.37, the open interest changed by 28 which increased total open position to 254
On 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 53.2, which was -29.30 lower than the previous day. The implied volatity was 35.08, the open interest changed by 82 which increased total open position to 226
On 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 82.5, which was -42.95 lower than the previous day. The implied volatity was 35.14, the open interest changed by 125 which increased total open position to 145
On 22 Nov SHRIRAMFIN was trading at 2850.05. The strike last trading price was 125.45, which was -29.50 lower than the previous day. The implied volatity was 31.39, the open interest changed by 2 which increased total open position to 22
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 154.95, which was 23.35 higher than the previous day. The implied volatity was 32.88, the open interest changed by 0 which decreased total open position to 20
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 131.6, which was 0.00 lower than the previous day. The implied volatity was 27.08, the open interest changed by 8 which increased total open position to 20
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 131.6, which was -10.50 lower than the previous day. The implied volatity was 27.08, the open interest changed by 8 which increased total open position to 20
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 142.1, which was -23.20 lower than the previous day. The implied volatity was 34.45, the open interest changed by 0 which decreased total open position to 9
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 165.3, which was 27.40 higher than the previous day. The implied volatity was 38.16, the open interest changed by 2 which increased total open position to 9
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 137.9, which was 47.90 higher than the previous day. The implied volatity was 35.28, the open interest changed by 6 which increased total open position to 7
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 90, which was 50.50 higher than the previous day. The implied volatity was 29.81, 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 39.5, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 39.5, which was 0.00 lower than the previous day. The implied volatity was 4.96, 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 39.5, which was 0.00 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0
On 30 Oct SHRIRAMFIN was trading at 3185.80. The strike last trading price was 39.5, 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 39.5, 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 39.5, 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 25 Oct SHRIRAMFIN was trading at 3092.65. The strike last trading price was 39.5, which was 39.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SHRIRAMFIN was trading at 3245.10. 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 23 Oct SHRIRAMFIN was trading at 3197.75. 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 7 Oct SHRIRAMFIN was trading at 3299.35. 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 Oct SHRIRAMFIN was trading at 3336.30. 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
