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[--[65.84.65.76]--]
SHRIRAMFIN
Shriram Finance Limited

3155.55 61.35 (1.98%)

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Historical option data for SHRIRAMFIN

03 Dec 2024 04:13 PM IST
SHRIRAMFIN 26DEC2024 3050 CE
Delta: 0.71
Vega: 2.72
Theta: -2.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 3155.55 159.7 29.95 29.45 625 -74 323
2 Dec 3094.20 129.75 36.95 29.50 3,423 -26 396
29 Nov 3019.65 92.8 -15.70 30.12 1,455 51 421
28 Nov 3043.70 108.5 6.85 30.68 2,780 171 370
27 Nov 3019.00 101.65 -15.95 30.62 502 77 195
26 Nov 3046.35 117.6 37.55 31.09 597 107 115
25 Nov 2947.80 80.05 25.05 31.69 10 3 8
22 Nov 2850.05 55 0.00 0.00 0 0 0
21 Nov 2802.20 55 0.00 0.00 0 2 0
20 Nov 2824.75 55 0.00 36.47 3 2 3
19 Nov 2824.75 55 0.00 36.47 3 0 3
18 Nov 2848.15 55 -15.00 33.15 3 0 1
14 Nov 2822.60 70 0.00 0.00 0 -1 0
13 Nov 2853.85 70 -19.20 32.37 1 0 2
12 Nov 2931.20 89.2 -35.80 31.02 3 0 2
11 Nov 2999.45 125 -64.40 31.28 1 0 1
8 Nov 3007.95 189.4 -79.25 43.56 1 0 0
7 Nov 3070.15 268.65 0.00 - 0 0 0
6 Nov 3186.70 268.65 0.00 - 0 0 0
5 Nov 3162.30 268.65 0.00 - 0 0 0
4 Nov 3147.90 268.65 268.65 - 0 0 0
1 Nov 3150.95 0 - 0 0 0


For Shriram Finance Limited - strike price 3050 expiring on 26DEC2024

Delta for 3050 CE is 0.71

Historical price for 3050 CE is as follows

On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 159.7, which was 29.95 higher than the previous day. The implied volatity was 29.45, the open interest changed by -74 which decreased total open position to 323


On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 129.75, which was 36.95 higher than the previous day. The implied volatity was 29.50, the open interest changed by -26 which decreased total open position to 396


On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 92.8, which was -15.70 lower than the previous day. The implied volatity was 30.12, the open interest changed by 51 which increased total open position to 421


On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 108.5, which was 6.85 higher than the previous day. The implied volatity was 30.68, the open interest changed by 171 which increased total open position to 370


On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 101.65, which was -15.95 lower than the previous day. The implied volatity was 30.62, the open interest changed by 77 which increased total open position to 195


On 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 117.6, which was 37.55 higher than the previous day. The implied volatity was 31.09, the open interest changed by 107 which increased total open position to 115


On 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 80.05, which was 25.05 higher than the previous day. The implied volatity was 31.69, the open interest changed by 3 which increased total open position to 8


On 22 Nov SHRIRAMFIN was trading at 2850.05. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 36.47, the open interest changed by 2 which increased total open position to 3


On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 36.47, the open interest changed by 0 which decreased total open position to 3


On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 55, which was -15.00 lower than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 1


On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 70, which was -19.20 lower than the previous day. The implied volatity was 32.37, the open interest changed by 0 which decreased total open position to 2


On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 89.2, which was -35.80 lower than the previous day. The implied volatity was 31.02, the open interest changed by 0 which decreased total open position to 2


On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 125, which was -64.40 lower than the previous day. The implied volatity was 31.28, the open interest changed by 0 which decreased total open position to 1


On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 189.4, which was -79.25 lower than the previous day. The implied volatity was 43.56, 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 268.65, 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 268.65, 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 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 268.65, 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 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 268.65, which was 268.65 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 3050 PE
Delta: -0.31
Vega: 2.80
Theta: -1.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 3155.55 55.1 -14.30 33.13 1,226 41 399
2 Dec 3094.20 69.4 -35.60 31.70 1,620 57 367
29 Nov 3019.65 105 7.95 30.16 1,007 106 311
28 Nov 3043.70 97.05 -16.30 30.63 498 109 206
27 Nov 3019.00 113.35 1.10 32.63 109 34 97
26 Nov 3046.35 112.25 -33.60 35.02 119 62 62
25 Nov 2947.80 145.85 0.00 - 0 0 0
22 Nov 2850.05 145.85 0.00 - 0 0 0
21 Nov 2802.20 145.85 0.00 - 0 0 0
20 Nov 2824.75 145.85 0.00 - 0 0 0
19 Nov 2824.75 145.85 0.00 - 0 0 0
18 Nov 2848.15 145.85 0.00 - 0 0 0
14 Nov 2822.60 145.85 0.00 - 0 0 0
13 Nov 2853.85 145.85 0.00 - 0 0 0
12 Nov 2931.20 145.85 0.00 - 0 0 0
11 Nov 2999.45 145.85 0.00 - 0 0 0
8 Nov 3007.95 145.85 0.00 - 0 0 0
7 Nov 3070.15 145.85 0.00 1.48 0 0 0
6 Nov 3186.70 145.85 0.00 3.90 0 0 0
5 Nov 3162.30 145.85 0.00 3.24 0 0 0
4 Nov 3147.90 145.85 145.85 3.06 0 0 0
1 Nov 3150.95 0 3.32 0 0 0


For Shriram Finance Limited - strike price 3050 expiring on 26DEC2024

Delta for 3050 PE is -0.31

Historical price for 3050 PE is as follows

On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 55.1, which was -14.30 lower than the previous day. The implied volatity was 33.13, the open interest changed by 41 which increased total open position to 399


On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 69.4, which was -35.60 lower than the previous day. The implied volatity was 31.70, the open interest changed by 57 which increased total open position to 367


On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 105, which was 7.95 higher than the previous day. The implied volatity was 30.16, the open interest changed by 106 which increased total open position to 311


On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 97.05, which was -16.30 lower than the previous day. The implied volatity was 30.63, the open interest changed by 109 which increased total open position to 206


On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 113.35, which was 1.10 higher than the previous day. The implied volatity was 32.63, the open interest changed by 34 which increased total open position to 97


On 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 112.25, which was -33.60 lower than the previous day. The implied volatity was 35.02, the open interest changed by 62 which increased total open position to 62


On 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 145.85, 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 22 Nov SHRIRAMFIN was trading at 2850.05. The strike last trading price was 145.85, 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 145.85, 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 145.85, 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 145.85, 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 145.85, 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 145.85, 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 145.85, 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 145.85, 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 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 145.85, 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 145.85, 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 145.85, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 145.85, which was 0.00 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0


On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 145.85, which was 0.00 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 145.85, which was 145.85 higher than the previous day. The implied volatity was 3.06, 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 3.32, the open interest changed by 0 which decreased total open position to 0