SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Nov 2024 04:13 PM IST
| SHRIRAMFIN 28NOV2024 3050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.46
Theta: -1.31
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2802.20 | 3.75 | -1.20 | 38.20 | 868 | 21 | 317.5 | |||
| 20 Nov | 2824.75 | 4.95 | 0.00 | 34.54 | 506.5 | 14 | 299 | |||
| 19 Nov | 2824.75 | 4.95 | -3.60 | 34.54 | 506.5 | 16.5 | 299 | |||
| 18 Nov | 2848.15 | 8.55 | -3.75 | 33.59 | 441.5 | 11.5 | 282.5 | |||
| 14 Nov | 2822.60 | 12.3 | -4.55 | 32.23 | 691 | -16 | 274.5 | |||
| 13 Nov | 2853.85 | 16.85 | -16.15 | 30.27 | 774.5 | 63 | 291.5 | |||
| 12 Nov | 2931.20 | 33 | -31.35 | 29.90 | 839 | 85.5 | 272.5 | |||
| 11 Nov | 2999.45 | 64.35 | -4.40 | 31.36 | 683.5 | 35.5 | 186.5 | |||
| 8 Nov | 3007.95 | 68.75 | -42.50 | 28.32 | 646 | 72 | 151 | |||
| 7 Nov | 3070.15 | 111.25 | -59.60 | 31.07 | 158 | 37 | 78.5 | |||
| 6 Nov | 3186.70 | 170.85 | 14.95 | 24.43 | 7.5 | 0 | 41.5 | |||
| 5 Nov | 3162.30 | 155.9 | -1.45 | 26.94 | 152.5 | 12.5 | 41.5 | |||
| 4 Nov | 3147.90 | 157.35 | -10.90 | 28.69 | 20 | 2 | 29 | |||
| 1 Nov | 3150.95 | 168.25 | 0.70 | 28.36 | 4.5 | 0.5 | 27.5 | |||
| 31 Oct | 3138.90 | 167.55 | 9.00 | - | 49 | 28 | 29 | |||
| 30 Oct | 3185.80 | 158.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3265.80 | 158.55 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 3259.30 | 158.55 | -498.50 | - | 1 | 0 | 0 | |||
| 25 Oct | 3092.65 | 657.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3245.10 | 657.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3197.75 | 657.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3254.50 | 657.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 3313.30 | 657.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3344.65 | 657.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3258.60 | 657.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3329.30 | 657.05 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 3050 expiring on 28NOV2024
Delta for 3050 CE is 0.06
Historical price for 3050 CE is as follows
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 3.75, which was -1.20 lower than the previous day. The implied volatity was 38.20, the open interest changed by 42 which increased total open position to 635
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 34.54, the open interest changed by 28 which increased total open position to 598
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 4.95, which was -3.60 lower than the previous day. The implied volatity was 34.54, the open interest changed by 33 which increased total open position to 598
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 8.55, which was -3.75 lower than the previous day. The implied volatity was 33.59, the open interest changed by 23 which increased total open position to 565
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 12.3, which was -4.55 lower than the previous day. The implied volatity was 32.23, the open interest changed by -32 which decreased total open position to 549
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 16.85, which was -16.15 lower than the previous day. The implied volatity was 30.27, the open interest changed by 126 which increased total open position to 583
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 33, which was -31.35 lower than the previous day. The implied volatity was 29.90, the open interest changed by 171 which increased total open position to 545
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 64.35, which was -4.40 lower than the previous day. The implied volatity was 31.36, the open interest changed by 71 which increased total open position to 373
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 68.75, which was -42.50 lower than the previous day. The implied volatity was 28.32, the open interest changed by 144 which increased total open position to 302
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 111.25, which was -59.60 lower than the previous day. The implied volatity was 31.07, the open interest changed by 74 which increased total open position to 157
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 170.85, which was 14.95 higher than the previous day. The implied volatity was 24.43, the open interest changed by 0 which decreased total open position to 83
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 155.9, which was -1.45 lower than the previous day. The implied volatity was 26.94, the open interest changed by 25 which increased total open position to 83
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 157.35, which was -10.90 lower than the previous day. The implied volatity was 28.69, the open interest changed by 4 which increased total open position to 58
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 168.25, which was 0.70 higher than the previous day. The implied volatity was 28.36, the open interest changed by 1 which increased total open position to 55
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 167.55, which was 9.00 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 158.55, 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 158.55, 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 158.55, which was -498.50 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 657.05, 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 657.05, 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 657.05, 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 657.05, 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 657.05, 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 657.05, 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 657.05, 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 8 Oct SHRIRAMFIN was trading at 3329.30. The strike last trading price was 657.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHRIRAMFIN 28NOV2024 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.57
Theta: -0.95
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2802.20 | 250 | 7.35 | 42.04 | 5.5 | 0 | 97.5 |
| 20 Nov | 2824.75 | 242.65 | 0.00 | 40.34 | 2 | 2 | 96 |
| 19 Nov | 2824.75 | 242.65 | 30.65 | 40.34 | 2 | 0.5 | 96 |
| 18 Nov | 2848.15 | 212 | -5.00 | 35.49 | 1 | 0 | 95.5 |
| 14 Nov | 2822.60 | 217 | 24.65 | 30.57 | 15 | 1 | 96.5 |
| 13 Nov | 2853.85 | 192.35 | 48.55 | 33.41 | 105.5 | -19.5 | 112 |
| 12 Nov | 2931.20 | 143.8 | 40.20 | 31.84 | 257.5 | 12.5 | 214.5 |
| 11 Nov | 2999.45 | 103.6 | -3.85 | 32.30 | 187.5 | -1 | 202 |
| 8 Nov | 3007.95 | 107.45 | 31.80 | 33.78 | 778 | 46 | 204.5 |
| 7 Nov | 3070.15 | 75.65 | 29.20 | 32.07 | 581 | 49.5 | 157 |
| 6 Nov | 3186.70 | 46.45 | -18.30 | 34.29 | 152.5 | 22.5 | 107 |
| 5 Nov | 3162.30 | 64.75 | -6.25 | 37.02 | 368.5 | 44.5 | 84.5 |
| 4 Nov | 3147.90 | 71 | 2.00 | 37.61 | 89.5 | 19 | 41 |
| 1 Nov | 3150.95 | 69 | -1.95 | 36.05 | 3 | 0 | 23 |
| 31 Oct | 3138.90 | 70.95 | -60.80 | - | 85 | 20 | 22 |
| 30 Oct | 3185.80 | 131.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3265.80 | 131.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3259.30 | 131.75 | 0.00 | - | 0 | 2 | 0 |
| 25 Oct | 3092.65 | 131.75 | 91.35 | - | 3 | 1 | 1 |
| 24 Oct | 3245.10 | 40.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3197.75 | 40.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3254.50 | 40.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3313.30 | 40.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 3344.65 | 40.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3258.60 | 40.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3329.30 | 40.4 | - | 0 | 0 | 0 | |
For Shriram Finance Limited - strike price 3050 expiring on 28NOV2024
Delta for 3050 PE is -0.92
Historical price for 3050 PE is as follows
On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 250, which was 7.35 higher than the previous day. The implied volatity was 42.04, the open interest changed by 0 which decreased total open position to 195
On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 242.65, which was 0.00 lower than the previous day. The implied volatity was 40.34, the open interest changed by 4 which increased total open position to 192
On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 242.65, which was 30.65 higher than the previous day. The implied volatity was 40.34, the open interest changed by 1 which increased total open position to 192
On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 212, which was -5.00 lower than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 191
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 217, which was 24.65 higher than the previous day. The implied volatity was 30.57, the open interest changed by 2 which increased total open position to 193
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 192.35, which was 48.55 higher than the previous day. The implied volatity was 33.41, the open interest changed by -39 which decreased total open position to 224
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 143.8, which was 40.20 higher than the previous day. The implied volatity was 31.84, the open interest changed by 25 which increased total open position to 429
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 103.6, which was -3.85 lower than the previous day. The implied volatity was 32.30, the open interest changed by -2 which decreased total open position to 404
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 107.45, which was 31.80 higher than the previous day. The implied volatity was 33.78, the open interest changed by 92 which increased total open position to 409
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 75.65, which was 29.20 higher than the previous day. The implied volatity was 32.07, the open interest changed by 99 which increased total open position to 314
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 46.45, which was -18.30 lower than the previous day. The implied volatity was 34.29, the open interest changed by 45 which increased total open position to 214
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 64.75, which was -6.25 lower than the previous day. The implied volatity was 37.02, the open interest changed by 89 which increased total open position to 169
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 71, which was 2.00 higher than the previous day. The implied volatity was 37.61, the open interest changed by 38 which increased total open position to 82
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 69, which was -1.95 lower than the previous day. The implied volatity was 36.05, the open interest changed by 0 which decreased total open position to 46
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 70.95, which was -60.80 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 131.75, 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 131.75, 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 131.75, 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 131.75, which was 91.35 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 40.4, 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 40.4, 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 40.4, 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 40.4, 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 40.4, 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 40.4, 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 8 Oct SHRIRAMFIN was trading at 3329.30. The strike last trading price was 40.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
