SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
03 Dec 2024 04:13 PM IST
| SHRIRAMFIN 26DEC2024 2950 CE | ||||||||||
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Delta: 0.82
Vega: 2.05
Theta: -2.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 3155.55 | 239.05 | 42.65 | 31.72 | 18 | 2 | 49 | |||
| 2 Dec | 3094.20 | 196.4 | 45.05 | 29.13 | 44 | 5 | 47 | |||
| 29 Nov | 3019.65 | 151.35 | -19.65 | 31.60 | 138 | 27 | 42 | |||
| 28 Nov | 3043.70 | 171 | -1.10 | 32.41 | 28 | 6 | 16 | |||
| 27 Nov | 3019.00 | 172.1 | -10.00 | 35.61 | 1 | 0 | 10 | |||
| 26 Nov | 3046.35 | 182.1 | 57.45 | 33.22 | 66 | 7 | 10 | |||
| 25 Nov | 2947.80 | 124.65 | -203.65 | 31.47 | 14 | 3 | 3 | |||
| 22 Nov | 2850.05 | 328.3 | 0.00 | 2.42 | 0 | 0 | 0 | |||
| 21 Nov | 2802.20 | 328.3 | 0.00 | 3.60 | 0 | 0 | 0 | |||
| 20 Nov | 2824.75 | 328.3 | 0.00 | 3.20 | 0 | 0 | 0 | |||
| 19 Nov | 2824.75 | 328.3 | 0.00 | 3.20 | 0 | 0 | 0 | |||
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| 18 Nov | 2848.15 | 328.3 | 0.00 | 2.12 | 0 | 0 | 0 | |||
| 14 Nov | 2822.60 | 328.3 | 0.00 | 2.24 | 0 | 0 | 0 | |||
| 13 Nov | 2853.85 | 328.3 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 12 Nov | 2931.20 | 328.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3007.95 | 328.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3070.15 | 328.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3186.70 | 328.3 | 328.30 | - | 0 | 0 | 0 | |||
| 1 Nov | 3150.95 | 0 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 2950 expiring on 26DEC2024
Delta for 2950 CE is 0.82
Historical price for 2950 CE is as follows
On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 239.05, which was 42.65 higher than the previous day. The implied volatity was 31.72, the open interest changed by 2 which increased total open position to 49
On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 196.4, which was 45.05 higher than the previous day. The implied volatity was 29.13, the open interest changed by 5 which increased total open position to 47
On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 151.35, which was -19.65 lower than the previous day. The implied volatity was 31.60, the open interest changed by 27 which increased total open position to 42
On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 171, which was -1.10 lower than the previous day. The implied volatity was 32.41, the open interest changed by 6 which increased total open position to 16
On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 172.1, which was -10.00 lower than the previous day. The implied volatity was 35.61, the open interest changed by 0 which decreased total open position to 10
On 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 182.1, which was 57.45 higher than the previous day. The implied volatity was 33.22, the open interest changed by 7 which increased total open position to 10
On 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 124.65, which was -203.65 lower than the previous day. The implied volatity was 31.47, the open interest changed by 3 which increased total open position to 3
On 22 Nov SHRIRAMFIN was trading at 2850.05. The strike last trading price was 328.3, which was 0.00 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 328.3, which was 0.00 lower than the previous day. The implied volatity was 3.60, the open interest changed by 0 which decreased total open position to 0
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 328.3, which was 0.00 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 328.3, which was 0.00 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 328.3, which was 0.00 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 328.3, which was 0.00 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 328.3, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 328.3, 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 328.3, 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 328.3, 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 328.3, which was 328.30 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SHRIRAMFIN 26DEC2024 2950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 2.15
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 3155.55 | 29 | -9.75 | 33.66 | 789 | 58 | 235 |
| 2 Dec | 3094.20 | 38.75 | -22.40 | 32.72 | 627 | 53 | 177 |
| 29 Nov | 3019.65 | 61.15 | 5.25 | 30.61 | 518 | 22 | 124 |
| 28 Nov | 3043.70 | 55.9 | -12.90 | 30.88 | 139 | 18 | 104 |
| 27 Nov | 3019.00 | 68.8 | -0.25 | 32.78 | 47 | 8 | 86 |
| 26 Nov | 3046.35 | 69.05 | -37.00 | 34.85 | 105 | 19 | 79 |
| 25 Nov | 2947.80 | 106.05 | -0.55 | 35.59 | 128 | 60 | 60 |
| 22 Nov | 2850.05 | 106.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2802.20 | 106.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2824.75 | 106.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2824.75 | 106.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2848.15 | 106.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2822.60 | 106.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2853.85 | 106.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2931.20 | 106.6 | 0.00 | 0.47 | 0 | 0 | 0 |
| 8 Nov | 3007.95 | 106.6 | 0.00 | 2.42 | 0 | 0 | 0 |
| 7 Nov | 3070.15 | 106.6 | 0.00 | 3.81 | 0 | 0 | 0 |
| 6 Nov | 3186.70 | 106.6 | 106.60 | 6.08 | 0 | 0 | 0 |
| 1 Nov | 3150.95 | 0 | 5.44 | 0 | 0 | 0 | |
For Shriram Finance Limited - strike price 2950 expiring on 26DEC2024
Delta for 2950 PE is -0.19
Historical price for 2950 PE is as follows
On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 29, which was -9.75 lower than the previous day. The implied volatity was 33.66, the open interest changed by 58 which increased total open position to 235
On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 38.75, which was -22.40 lower than the previous day. The implied volatity was 32.72, the open interest changed by 53 which increased total open position to 177
On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 61.15, which was 5.25 higher than the previous day. The implied volatity was 30.61, the open interest changed by 22 which increased total open position to 124
On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 55.9, which was -12.90 lower than the previous day. The implied volatity was 30.88, the open interest changed by 18 which increased total open position to 104
On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 68.8, which was -0.25 lower than the previous day. The implied volatity was 32.78, the open interest changed by 8 which increased total open position to 86
On 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 69.05, which was -37.00 lower than the previous day. The implied volatity was 34.85, the open interest changed by 19 which increased total open position to 79
On 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 106.05, which was -0.55 lower than the previous day. The implied volatity was 35.59, the open interest changed by 60 which increased total open position to 60
On 22 Nov SHRIRAMFIN was trading at 2850.05. The strike last trading price was 106.6, 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 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 106.6, 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 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 106.6, 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 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 106.6, 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 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 106.6, 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 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 106.6, 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 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 106.6, 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 106.6, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 106.6, which was 0.00 lower than the previous day. The implied volatity was 2.42, 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 106.6, which was 0.00 lower than the previous day. The implied volatity was 3.81, 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 106.6, which was 106.60 higher than the previous day. The implied volatity was 6.08, 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 0, which was lower than the previous day. The implied volatity was 5.44, the open interest changed by 0 which decreased total open position to 0
