SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
14 Nov 2024 04:13 PM IST
| SHRIRAMFIN 28NOV2024 2950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 1.86
Theta: -2.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2822.60 | 28.25 | -11.25 | 30.60 | 746.5 | 43.5 | 185 | |||
| 13 Nov | 2853.85 | 39.5 | -30.10 | 29.51 | 809 | 8.5 | 151 | |||
| 12 Nov | 2931.20 | 69.6 | -52.80 | 29.84 | 452 | 112 | 141.5 | |||
| 11 Nov | 2999.45 | 122.4 | -6.00 | 34.25 | 43.5 | 7 | 29.5 | |||
| 8 Nov | 3007.95 | 128.4 | -48.65 | 30.64 | 41.5 | 13 | 23.5 | |||
| 7 Nov | 3070.15 | 177.05 | -56.40 | 32.08 | 12 | 4 | 10 | |||
| 6 Nov | 3186.70 | 233.45 | -8.85 | - | 1.5 | 0.5 | 6.5 | |||
| 5 Nov | 3162.30 | 242.3 | 20.60 | 31.65 | 12 | 2 | 6.5 | |||
| 4 Nov | 3147.90 | 221.7 | 19.00 | 22.95 | 5.5 | 1.5 | 4.5 | |||
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| 1 Nov | 3150.95 | 202.7 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 3138.90 | 202.7 | -539.50 | - | 3 | 2 | 2 | |||
| 30 Oct | 3185.80 | 742.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3265.80 | 742.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3259.30 | 742.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3092.65 | 742.2 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 2950 expiring on 28NOV2024
Delta for 2950 CE is 0.28
Historical price for 2950 CE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 28.25, which was -11.25 lower than the previous day. The implied volatity was 30.60, the open interest changed by 87 which increased total open position to 370
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 39.5, which was -30.10 lower than the previous day. The implied volatity was 29.51, the open interest changed by 17 which increased total open position to 302
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 69.6, which was -52.80 lower than the previous day. The implied volatity was 29.84, the open interest changed by 224 which increased total open position to 283
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 122.4, which was -6.00 lower than the previous day. The implied volatity was 34.25, the open interest changed by 14 which increased total open position to 59
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 128.4, which was -48.65 lower than the previous day. The implied volatity was 30.64, the open interest changed by 26 which increased total open position to 47
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 177.05, which was -56.40 lower than the previous day. The implied volatity was 32.08, the open interest changed by 8 which increased total open position to 20
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 233.45, which was -8.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 242.3, which was 20.60 higher than the previous day. The implied volatity was 31.65, the open interest changed by 4 which increased total open position to 13
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 221.7, which was 19.00 higher than the previous day. The implied volatity was 22.95, the open interest changed by 3 which increased total open position to 9
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 202.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 202.7, which was -539.50 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 742.2, 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 742.2, 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 742.2, 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 742.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHRIRAMFIN 28NOV2024 2950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 1.88
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2822.60 | 136.6 | 26.55 | 31.29 | 280.5 | -49 | 65 |
| 13 Nov | 2853.85 | 110.05 | 28.55 | 29.35 | 379.5 | -49.5 | 115 |
| 12 Nov | 2931.20 | 81.5 | 26.30 | 31.80 | 643 | 102 | 170.5 |
| 11 Nov | 2999.45 | 55.2 | -4.65 | 32.42 | 287 | 24 | 68 |
| 8 Nov | 3007.95 | 59.85 | 19.85 | 33.51 | 281.5 | 9.5 | 44 |
| 7 Nov | 3070.15 | 40 | 14.20 | 32.45 | 177.5 | -0.5 | 34.5 |
| 6 Nov | 3186.70 | 25.8 | -11.00 | 35.78 | 79.5 | 9.5 | 35.5 |
| 5 Nov | 3162.30 | 36.8 | -4.90 | 37.56 | 129 | 5.5 | 28 |
| 4 Nov | 3147.90 | 41.7 | -3.75 | 38.21 | 71 | 7 | 25 |
| 1 Nov | 3150.95 | 45.45 | 0.00 | 0.00 | 0 | 18 | 0 |
| 31 Oct | 3138.90 | 45.45 | 18.65 | - | 50 | 19 | 19 |
| 30 Oct | 3185.80 | 26.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3265.80 | 26.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3259.30 | 26.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3092.65 | 26.8 | - | 0 | 0 | 0 | |
For Shriram Finance Limited - strike price 2950 expiring on 28NOV2024
Delta for 2950 PE is -0.72
Historical price for 2950 PE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 136.6, which was 26.55 higher than the previous day. The implied volatity was 31.29, the open interest changed by -98 which decreased total open position to 130
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 110.05, which was 28.55 higher than the previous day. The implied volatity was 29.35, the open interest changed by -99 which decreased total open position to 230
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 81.5, which was 26.30 higher than the previous day. The implied volatity was 31.80, the open interest changed by 204 which increased total open position to 341
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 55.2, which was -4.65 lower than the previous day. The implied volatity was 32.42, the open interest changed by 48 which increased total open position to 136
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 59.85, which was 19.85 higher than the previous day. The implied volatity was 33.51, the open interest changed by 19 which increased total open position to 88
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 40, which was 14.20 higher than the previous day. The implied volatity was 32.45, the open interest changed by -1 which decreased total open position to 69
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 25.8, which was -11.00 lower than the previous day. The implied volatity was 35.78, the open interest changed by 19 which increased total open position to 71
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 36.8, which was -4.90 lower than the previous day. The implied volatity was 37.56, the open interest changed by 11 which increased total open position to 56
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 41.7, which was -3.75 lower than the previous day. The implied volatity was 38.21, the open interest changed by 14 which increased total open position to 50
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 45.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 45.45, which was 18.65 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 26.8, 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 26.8, 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 26.8, 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 26.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
