SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
26 Dec 2024 04:13 PM IST
| SHRIRAMFIN 30JAN2025 3100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 3.22
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 2926.90 | 51.3 | 5.60 | 29.13 | 736 | 73 | 446 | |||
| 24 Dec | 2882.95 | 45.7 | -8.10 | 30.87 | 470 | 58 | 373 | |||
| 23 Dec | 2882.90 | 53.8 | -6.20 | 33.24 | 462 | 89 | 317 | |||
| 20 Dec | 2877.25 | 60 | -22.60 | 33.51 | 136 | 19 | 229 | |||
| 19 Dec | 2945.45 | 82.6 | -2.40 | 33.27 | 205 | 35 | 207 | |||
| 18 Dec | 2931.40 | 85 | -17.15 | 33.63 | 133 | 41 | 173 | |||
| 17 Dec | 2976.90 | 102.15 | -77.60 | 34.24 | 200 | 114 | 132 | |||
| 16 Dec | 3137.45 | 179.75 | -11.50 | 33.03 | 5 | 3 | 18 | |||
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| 13 Dec | 3162.55 | 191.25 | -28.65 | 28.69 | 19 | 8 | 15 | |||
| 12 Dec | 3248.10 | 219.9 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 11 Dec | 3248.25 | 219.9 | 9.90 | 21.63 | 6 | 1 | 2 | |||
| 10 Dec | 3186.50 | 210 | 25.65 | 29.88 | 3 | -1 | 0 | |||
| 9 Dec | 3106.90 | 184.35 | -5.65 | 34.24 | 1 | 0 | 0 | |||
| 6 Dec | 3126.35 | 190 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 3126.30 | 190 | -3.00 | 31.21 | 3 | 1 | 1 | |||
| 4 Dec | 3132.30 | 193 | -114.75 | 30.88 | 2 | 1 | 1 | |||
| 3 Dec | 3155.55 | 307.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3094.20 | 307.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 3019.65 | 307.75 | 0.00 | 0.65 | 0 | 0 | 0 | |||
| 28 Nov | 3043.70 | 307.75 | 0.00 | 0.03 | 0 | 0 | 0 | |||
| 27 Nov | 3019.00 | 307.75 | 0.00 | 0.61 | 0 | 0 | 0 | |||
| 26 Nov | 3046.35 | 307.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2947.80 | 307.75 | 0.00 | 1.49 | 0 | 0 | 0 | |||
| 22 Nov | 2850.05 | 307.75 | 0.00 | 3.87 | 0 | 0 | 0 | |||
| 21 Nov | 2802.20 | 307.75 | 307.75 | 5.40 | 0 | 0 | 0 | |||
| 20 Nov | 2824.75 | 0 | 0.00 | 4.29 | 0 | 0 | 0 | |||
| 19 Nov | 2824.75 | 0 | 0.00 | 4.29 | 0 | 0 | 0 | |||
| 18 Nov | 2848.15 | 0 | 0.00 | 3.79 | 0 | 0 | 0 | |||
| 14 Nov | 2822.60 | 0 | 0.00 | 4.62 | 0 | 0 | 0 | |||
| 13 Nov | 2853.85 | 0 | 0.00 | 3.73 | 0 | 0 | 0 | |||
| 12 Nov | 2931.20 | 0 | 0.00 | 1.94 | 0 | 0 | 0 | |||
| 11 Nov | 2999.45 | 0 | 0.00 | 0.73 | 0 | 0 | 0 | |||
| 8 Nov | 3007.95 | 0 | 0.00 | 0.40 | 0 | 0 | 0 | |||
| 7 Nov | 3070.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3186.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3162.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3147.90 | 0 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 3100 expiring on 30JAN2025
Delta for 3100 CE is 0.32
Historical price for 3100 CE is as follows
On 26 Dec SHRIRAMFIN was trading at 2926.90. The strike last trading price was 51.3, which was 5.60 higher than the previous day. The implied volatity was 29.13, the open interest changed by 73 which increased total open position to 446
On 24 Dec SHRIRAMFIN was trading at 2882.95. The strike last trading price was 45.7, which was -8.10 lower than the previous day. The implied volatity was 30.87, the open interest changed by 58 which increased total open position to 373
On 23 Dec SHRIRAMFIN was trading at 2882.90. The strike last trading price was 53.8, which was -6.20 lower than the previous day. The implied volatity was 33.24, the open interest changed by 89 which increased total open position to 317
On 20 Dec SHRIRAMFIN was trading at 2877.25. The strike last trading price was 60, which was -22.60 lower than the previous day. The implied volatity was 33.51, the open interest changed by 19 which increased total open position to 229
On 19 Dec SHRIRAMFIN was trading at 2945.45. The strike last trading price was 82.6, which was -2.40 lower than the previous day. The implied volatity was 33.27, the open interest changed by 35 which increased total open position to 207
On 18 Dec SHRIRAMFIN was trading at 2931.40. The strike last trading price was 85, which was -17.15 lower than the previous day. The implied volatity was 33.63, the open interest changed by 41 which increased total open position to 173
On 17 Dec SHRIRAMFIN was trading at 2976.90. The strike last trading price was 102.15, which was -77.60 lower than the previous day. The implied volatity was 34.24, the open interest changed by 114 which increased total open position to 132
On 16 Dec SHRIRAMFIN was trading at 3137.45. The strike last trading price was 179.75, which was -11.50 lower than the previous day. The implied volatity was 33.03, the open interest changed by 3 which increased total open position to 18
On 13 Dec SHRIRAMFIN was trading at 3162.55. The strike last trading price was 191.25, which was -28.65 lower than the previous day. The implied volatity was 28.69, the open interest changed by 8 which increased total open position to 15
On 12 Dec SHRIRAMFIN was trading at 3248.10. The strike last trading price was 219.9, 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 11 Dec SHRIRAMFIN was trading at 3248.25. The strike last trading price was 219.9, which was 9.90 higher than the previous day. The implied volatity was 21.63, the open interest changed by 1 which increased total open position to 2
On 10 Dec SHRIRAMFIN was trading at 3186.50. The strike last trading price was 210, which was 25.65 higher than the previous day. The implied volatity was 29.88, the open interest changed by -1 which decreased total open position to 0
On 9 Dec SHRIRAMFIN was trading at 3106.90. The strike last trading price was 184.35, which was -5.65 lower than the previous day. The implied volatity was 34.24, the open interest changed by 0 which decreased total open position to 0
On 6 Dec SHRIRAMFIN was trading at 3126.35. The strike last trading price was 190, 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 5 Dec SHRIRAMFIN was trading at 3126.30. The strike last trading price was 190, which was -3.00 lower than the previous day. The implied volatity was 31.21, the open interest changed by 1 which increased total open position to 1
On 4 Dec SHRIRAMFIN was trading at 3132.30. The strike last trading price was 193, which was -114.75 lower than the previous day. The implied volatity was 30.88, the open interest changed by 1 which increased total open position to 1
On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 307.75, 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 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 307.75, 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 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 307.75, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 307.75, which was 0.00 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 307.75, which was 0.00 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 307.75, 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 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 307.75, which was 0.00 lower than the previous day. The implied volatity was 1.49, 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 307.75, which was 0.00 lower than the previous day. The implied volatity was 3.87, 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 307.75, which was 307.75 higher than the previous day. The implied volatity was 5.40, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.62, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.94, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.40, 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 0, 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 0, 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 0, 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 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 30JAN2025 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 3.28
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 2926.90 | 200 | -37.00 | 31.07 | 167 | 110 | 227 |
| 24 Dec | 2882.95 | 237 | -10.00 | 31.72 | 19 | -2 | 116 |
| 23 Dec | 2882.90 | 247 | -15.00 | 33.96 | 44 | 5 | 118 |
| 20 Dec | 2877.25 | 262 | 44.00 | 37.92 | 24 | 20 | 113 |
| 19 Dec | 2945.45 | 218 | -9.00 | 36.63 | 78 | 13 | 93 |
| 18 Dec | 2931.40 | 227 | 36.00 | 38.34 | 38 | 16 | 80 |
| 17 Dec | 2976.90 | 191 | 73.95 | 33.74 | 43 | 11 | 62 |
| 16 Dec | 3137.45 | 117.05 | 15.45 | 34.29 | 30 | 11 | 50 |
| 13 Dec | 3162.55 | 101.6 | 17.95 | 33.32 | 51 | 35 | 37 |
| 12 Dec | 3248.10 | 83.65 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Dec | 3248.25 | 83.65 | -41.35 | 34.59 | 2 | 0 | 3 |
| 10 Dec | 3186.50 | 125 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 3106.90 | 125 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 3126.35 | 125 | -30.45 | 32.99 | 1 | 0 | 2 |
| 5 Dec | 3126.30 | 155.45 | 31.20 | 39.36 | 1 | 0 | 3 |
| 4 Dec | 3132.30 | 124.25 | -2.75 | 32.97 | 3 | 1 | 2 |
| 3 Dec | 3155.55 | 127 | -86.05 | 34.55 | 1 | 0 | 0 |
| 2 Dec | 3094.20 | 213.05 | 0.00 | 0.96 | 0 | 0 | 0 |
| 29 Nov | 3019.65 | 213.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 3043.70 | 213.05 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 3019.00 | 213.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 3046.35 | 213.05 | 213.05 | - | 0 | 0 | 0 |
| 25 Nov | 2947.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2850.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2802.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2824.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2824.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2848.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2822.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2853.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2931.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2999.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3007.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3070.15 | 0 | 0.00 | 0.80 | 0 | 0 | 0 |
| 6 Nov | 3186.70 | 0 | 0.00 | 2.80 | 0 | 0 | 0 |
| 5 Nov | 3162.30 | 0 | 0.00 | 2.51 | 0 | 0 | 0 |
| 4 Nov | 3147.90 | 0 | 2.16 | 0 | 0 | 0 | |
For Shriram Finance Limited - strike price 3100 expiring on 30JAN2025
Delta for 3100 PE is -0.67
Historical price for 3100 PE is as follows
On 26 Dec SHRIRAMFIN was trading at 2926.90. The strike last trading price was 200, which was -37.00 lower than the previous day. The implied volatity was 31.07, the open interest changed by 110 which increased total open position to 227
On 24 Dec SHRIRAMFIN was trading at 2882.95. The strike last trading price was 237, which was -10.00 lower than the previous day. The implied volatity was 31.72, the open interest changed by -2 which decreased total open position to 116
On 23 Dec SHRIRAMFIN was trading at 2882.90. The strike last trading price was 247, which was -15.00 lower than the previous day. The implied volatity was 33.96, the open interest changed by 5 which increased total open position to 118
On 20 Dec SHRIRAMFIN was trading at 2877.25. The strike last trading price was 262, which was 44.00 higher than the previous day. The implied volatity was 37.92, the open interest changed by 20 which increased total open position to 113
On 19 Dec SHRIRAMFIN was trading at 2945.45. The strike last trading price was 218, which was -9.00 lower than the previous day. The implied volatity was 36.63, the open interest changed by 13 which increased total open position to 93
On 18 Dec SHRIRAMFIN was trading at 2931.40. The strike last trading price was 227, which was 36.00 higher than the previous day. The implied volatity was 38.34, the open interest changed by 16 which increased total open position to 80
On 17 Dec SHRIRAMFIN was trading at 2976.90. The strike last trading price was 191, which was 73.95 higher than the previous day. The implied volatity was 33.74, the open interest changed by 11 which increased total open position to 62
On 16 Dec SHRIRAMFIN was trading at 3137.45. The strike last trading price was 117.05, which was 15.45 higher than the previous day. The implied volatity was 34.29, the open interest changed by 11 which increased total open position to 50
On 13 Dec SHRIRAMFIN was trading at 3162.55. The strike last trading price was 101.6, which was 17.95 higher than the previous day. The implied volatity was 33.32, the open interest changed by 35 which increased total open position to 37
On 12 Dec SHRIRAMFIN was trading at 3248.10. The strike last trading price was 83.65, 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 11 Dec SHRIRAMFIN was trading at 3248.25. The strike last trading price was 83.65, which was -41.35 lower than the previous day. The implied volatity was 34.59, the open interest changed by 0 which decreased total open position to 3
On 10 Dec SHRIRAMFIN was trading at 3186.50. The strike last trading price was 125, 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 9 Dec SHRIRAMFIN was trading at 3106.90. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Dec SHRIRAMFIN was trading at 3126.35. The strike last trading price was 125, which was -30.45 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 2
On 5 Dec SHRIRAMFIN was trading at 3126.30. The strike last trading price was 155.45, which was 31.20 higher than the previous day. The implied volatity was 39.36, the open interest changed by 0 which decreased total open position to 3
On 4 Dec SHRIRAMFIN was trading at 3132.30. The strike last trading price was 124.25, which was -2.75 lower than the previous day. The implied volatity was 32.97, the open interest changed by 1 which increased total open position to 2
On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 127, which was -86.05 lower than the previous day. The implied volatity was 34.55, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 213.05, which was 0.00 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 213.05, 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 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 213.05, 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 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 213.05, 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 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 213.05, which was 213.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SHRIRAMFIN was trading at 2947.80. 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 0 which decreased total open position to 0
On 22 Nov SHRIRAMFIN was trading at 2850.05. 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 0 which decreased total open position to 0
On 21 Nov SHRIRAMFIN was trading at 2802.20. 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 0 which decreased total open position to 0
On 20 Nov SHRIRAMFIN was trading at 2824.75. 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 0 which decreased total open position to 0
On 19 Nov SHRIRAMFIN was trading at 2824.75. 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 0 which decreased total open position to 0
On 18 Nov SHRIRAMFIN was trading at 2848.15. 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 0 which decreased total open position to 0
On 14 Nov SHRIRAMFIN was trading at 2822.60. 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 0 which decreased total open position to 0
On 13 Nov SHRIRAMFIN was trading at 2853.85. 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 0 which decreased total open position to 0
On 12 Nov SHRIRAMFIN was trading at 2931.20. 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 0 which decreased total open position to 0
On 11 Nov SHRIRAMFIN was trading at 2999.45. 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 0 which decreased total open position to 0
On 8 Nov SHRIRAMFIN was trading at 3007.95. 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 0 which decreased total open position to 0
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.80, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.51, 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 0, which was lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
