SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
14 Nov 2024 04:13 PM IST
| SHRIRAMFIN 28NOV2024 3000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 1.54
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2822.60 | 18.45 | -8.55 | 31.21 | 1,590 | 120.5 | 668 | |||
| 13 Nov | 2853.85 | 27 | -21.35 | 30.33 | 1,639 | 95.5 | 550 | |||
| 12 Nov | 2931.20 | 48.35 | -40.05 | 29.67 | 1,383 | 181.5 | 456.5 | |||
| 11 Nov | 2999.45 | 88.4 | -4.60 | 31.74 | 990 | 86.5 | 274.5 | |||
| 8 Nov | 3007.95 | 93 | -48.25 | 28.28 | 573 | 110 | 184 | |||
| 7 Nov | 3070.15 | 141.25 | -59.00 | 31.21 | 79.5 | 24 | 74 | |||
| 6 Nov | 3186.70 | 200.25 | 14.85 | 15.53 | 19.5 | 3.5 | 50 | |||
| 5 Nov | 3162.30 | 185.4 | -1.50 | 23.38 | 75 | 12.5 | 46.5 | |||
| 4 Nov | 3147.90 | 186.9 | -9.70 | 26.17 | 34.5 | 13.5 | 34 | |||
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| 1 Nov | 3150.95 | 196.6 | -3.40 | 25.36 | 1 | 0.5 | 20.5 | |||
| 31 Oct | 3138.90 | 200 | -37.65 | - | 27 | 11 | 20 | |||
| 30 Oct | 3185.80 | 237.65 | 2.65 | - | 5 | 4 | 8 | |||
| 29 Oct | 3265.80 | 235 | -171.90 | - | 3 | 0 | 1 | |||
| 28 Oct | 3259.30 | 406.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3092.65 | 406.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3245.10 | 406.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3197.75 | 406.9 | 0.00 | - | 0 | 0 | 1 | |||
| 22 Oct | 3254.50 | 406.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3313.30 | 406.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3344.65 | 406.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3258.60 | 406.9 | 1.30 | - | 0 | 0 | 0 | |||
| 8 Oct | 3329.30 | 405.6 | 405.60 | - | 0 | 0 | 0 | |||
| 17 Sept | 3424.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 3418.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 3368.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 3400.75 | 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 3000 expiring on 28NOV2024
Delta for 3000 CE is 0.20
Historical price for 3000 CE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 18.45, which was -8.55 lower than the previous day. The implied volatity was 31.21, the open interest changed by 241 which increased total open position to 1336
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 27, which was -21.35 lower than the previous day. The implied volatity was 30.33, the open interest changed by 191 which increased total open position to 1100
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 48.35, which was -40.05 lower than the previous day. The implied volatity was 29.67, the open interest changed by 363 which increased total open position to 913
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 88.4, which was -4.60 lower than the previous day. The implied volatity was 31.74, the open interest changed by 173 which increased total open position to 549
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 93, which was -48.25 lower than the previous day. The implied volatity was 28.28, the open interest changed by 220 which increased total open position to 368
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 141.25, which was -59.00 lower than the previous day. The implied volatity was 31.21, the open interest changed by 48 which increased total open position to 148
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 200.25, which was 14.85 higher than the previous day. The implied volatity was 15.53, the open interest changed by 7 which increased total open position to 100
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 185.4, which was -1.50 lower than the previous day. The implied volatity was 23.38, the open interest changed by 25 which increased total open position to 93
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 186.9, which was -9.70 lower than the previous day. The implied volatity was 26.17, the open interest changed by 27 which increased total open position to 68
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 196.6, which was -3.40 lower than the previous day. The implied volatity was 25.36, the open interest changed by 1 which increased total open position to 41
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 200, which was -37.65 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 237.65, which was 2.65 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 235, which was -171.90 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 406.9, 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 406.9, 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 406.9, 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 406.9, 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 22 Oct SHRIRAMFIN was trading at 3254.50. The strike last trading price was 406.9, 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 21 Oct SHRIRAMFIN was trading at 3313.30. The strike last trading price was 406.9, 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 18 Oct SHRIRAMFIN was trading at 3344.65. The strike last trading price was 406.9, 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 17 Oct SHRIRAMFIN was trading at 3258.60. The strike last trading price was 406.9, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SHRIRAMFIN was trading at 3329.30. The strike last trading price was 405.6, which was 405.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept SHRIRAMFIN was trading at 3424.60. 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 16 Sept SHRIRAMFIN was trading at 3418.95. 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 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 12 Sept SHRIRAMFIN was trading at 3400.75. 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 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 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 1.57
Theta: -1.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2822.60 | 176.4 | 30.70 | 31.91 | 207.5 | -47 | 348 |
| 13 Nov | 2853.85 | 145.7 | 34.35 | 29.26 | 812.5 | -66.5 | 691.5 |
| 12 Nov | 2931.20 | 111.35 | 34.00 | 32.26 | 1,152 | -21.5 | 758 |
| 11 Nov | 2999.45 | 77.35 | -2.65 | 32.48 | 1,744 | 111.5 | 779 |
| 8 Nov | 3007.95 | 80 | 24.65 | 33.09 | 2,811.5 | 314 | 680 |
| 7 Nov | 3070.15 | 55.35 | 20.00 | 32.07 | 625 | 5 | 363.5 |
| 6 Nov | 3186.70 | 35.35 | -14.65 | 35.24 | 309.5 | 7 | 358.5 |
| 5 Nov | 3162.30 | 50 | -4.25 | 37.54 | 657.5 | -6.5 | 348 |
| 4 Nov | 3147.90 | 54.25 | 1.75 | 37.66 | 466.5 | 6 | 355 |
| 1 Nov | 3150.95 | 52.5 | -7.50 | 36.00 | 30 | 1 | 347 |
| 31 Oct | 3138.90 | 60 | 10.50 | - | 673 | 47 | 347 |
| 30 Oct | 3185.80 | 49.5 | 14.00 | - | 269 | 22 | 300 |
| 29 Oct | 3265.80 | 35.5 | -6.00 | - | 480 | 79 | 276 |
| 28 Oct | 3259.30 | 41.5 | -71.50 | - | 550 | 6 | 199 |
| 25 Oct | 3092.65 | 113 | 63.70 | - | 497 | 109 | 193 |
| 24 Oct | 3245.10 | 49.3 | -10.70 | - | 13 | 0 | 84 |
| 23 Oct | 3197.75 | 60 | 10.00 | - | 16 | 8 | 83 |
| 22 Oct | 3254.50 | 50 | 15.25 | - | 1 | 0 | 74 |
| 21 Oct | 3313.30 | 34.75 | -3.15 | - | 30 | 27 | 74 |
| 18 Oct | 3344.65 | 37.9 | -6.10 | - | 66 | 30 | 45 |
| 17 Oct | 3258.60 | 44 | 4.00 | - | 13 | 8 | 11 |
| 8 Oct | 3329.30 | 40 | 40.00 | - | 2 | 1 | 2 |
| 17 Sept | 3424.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 3418.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 3368.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 3400.75 | 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 3000 expiring on 28NOV2024
Delta for 3000 PE is -0.80
Historical price for 3000 PE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 176.4, which was 30.70 higher than the previous day. The implied volatity was 31.91, the open interest changed by -94 which decreased total open position to 696
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 145.7, which was 34.35 higher than the previous day. The implied volatity was 29.26, the open interest changed by -133 which decreased total open position to 1383
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 111.35, which was 34.00 higher than the previous day. The implied volatity was 32.26, the open interest changed by -43 which decreased total open position to 1516
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 77.35, which was -2.65 lower than the previous day. The implied volatity was 32.48, the open interest changed by 223 which increased total open position to 1558
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 80, which was 24.65 higher than the previous day. The implied volatity was 33.09, the open interest changed by 628 which increased total open position to 1360
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 55.35, which was 20.00 higher than the previous day. The implied volatity was 32.07, the open interest changed by 10 which increased total open position to 727
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 35.35, which was -14.65 lower than the previous day. The implied volatity was 35.24, the open interest changed by 14 which increased total open position to 717
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 50, which was -4.25 lower than the previous day. The implied volatity was 37.54, the open interest changed by -13 which decreased total open position to 696
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 54.25, which was 1.75 higher than the previous day. The implied volatity was 37.66, the open interest changed by 12 which increased total open position to 710
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 52.5, which was -7.50 lower than the previous day. The implied volatity was 36.00, the open interest changed by 2 which increased total open position to 694
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 60, which was 10.50 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 49.5, which was 14.00 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 35.5, which was -6.00 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 41.5, which was -71.50 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 113, which was 63.70 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 49.3, which was -10.70 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 60, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SHRIRAMFIN was trading at 3254.50. The strike last trading price was 50, which was 15.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SHRIRAMFIN was trading at 3313.30. The strike last trading price was 34.75, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SHRIRAMFIN was trading at 3344.65. The strike last trading price was 37.9, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SHRIRAMFIN was trading at 3258.60. The strike last trading price was 44, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SHRIRAMFIN was trading at 3329.30. The strike last trading price was 40, which was 40.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept SHRIRAMFIN was trading at 3424.60. 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 16 Sept SHRIRAMFIN was trading at 3418.95. 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 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 12 Sept SHRIRAMFIN was trading at 3400.75. 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 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
