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

2802.2 -22.55 (-0.80%)

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Historical option data for SHRIRAMFIN

21 Nov 2024 04:13 PM IST
SHRIRAMFIN 28NOV2024 3100 CE
Delta: 0.04
Vega: 0.36
Theta: -1.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2802.20 2.85 -0.45 41.60 967 -129 603
20 Nov 2824.75 3.3 0.00 36.47 1,505.5 12.5 732
19 Nov 2824.75 3.3 -2.55 36.47 1,505.5 12.5 732
18 Nov 2848.15 5.85 -2.70 35.59 751 30.5 718
14 Nov 2822.60 8.55 -3.05 33.62 801.5 21.5 687.5
13 Nov 2853.85 11.6 -11.30 31.52 1,063 10.5 671
12 Nov 2931.20 22.9 -22.10 30.73 1,412.5 124.5 670.5
11 Nov 2999.45 45 -6.00 30.95 1,988 50.5 545.5
8 Nov 3007.95 51 -34.70 28.99 1,042.5 146.5 493
7 Nov 3070.15 85.7 -44.30 30.98 916.5 172 343.5
6 Nov 3186.70 130 6.90 22.80 223 2 171.5
5 Nov 3162.30 123.1 -0.85 26.94 1,015.5 26.5 170
4 Nov 3147.90 123.95 -11.05 28.09 231.5 27.5 143.5
1 Nov 3150.95 135 0.00 27.97 22 2 116
31 Oct 3138.90 135 -40.10 - 366 61 115
30 Oct 3185.80 175.1 -47.25 - 6 2 54
29 Oct 3265.80 222.35 0.00 - 12 4 52
28 Oct 3259.30 222.35 61.35 - 91 4 49
25 Oct 3092.65 161 -54.00 - 95 45 45
24 Oct 3245.10 215 -133.45 - 2 1 1
23 Oct 3197.75 348.45 0.00 - 0 0 0
22 Oct 3254.50 348.45 0.00 - 0 0 0
21 Oct 3313.30 348.45 0.00 - 0 0 0
18 Oct 3344.65 348.45 0.00 - 0 0 0
17 Oct 3258.60 348.45 0.00 - 0 0 0
14 Oct 3395.30 348.45 0.00 - 0 0 0
8 Oct 3329.30 348.45 348.45 - 0 0 0
25 Sept 3524.05 0 0.00 - 0 0 0
24 Sept 3516.30 0 0.00 - 0 0 0
23 Sept 3567.70 0 0.00 - 0 0 0
20 Sept 3532.10 0 0.00 - 0 0 0
19 Sept 3525.35 0 0.00 - 0 0 0
18 Sept 3574.70 0 0.00 - 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 3100 expiring on 28NOV2024

Delta for 3100 CE is 0.04

Historical price for 3100 CE is as follows

On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 2.85, which was -0.45 lower than the previous day. The implied volatity was 41.60, the open interest changed by -258 which decreased total open position to 1206


On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 36.47, the open interest changed by 25 which increased total open position to 1464


On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 3.3, which was -2.55 lower than the previous day. The implied volatity was 36.47, the open interest changed by 25 which increased total open position to 1464


On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 5.85, which was -2.70 lower than the previous day. The implied volatity was 35.59, the open interest changed by 61 which increased total open position to 1436


On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 8.55, which was -3.05 lower than the previous day. The implied volatity was 33.62, the open interest changed by 43 which increased total open position to 1375


On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 11.6, which was -11.30 lower than the previous day. The implied volatity was 31.52, the open interest changed by 21 which increased total open position to 1342


On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 22.9, which was -22.10 lower than the previous day. The implied volatity was 30.73, the open interest changed by 249 which increased total open position to 1341


On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 45, which was -6.00 lower than the previous day. The implied volatity was 30.95, the open interest changed by 101 which increased total open position to 1091


On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 51, which was -34.70 lower than the previous day. The implied volatity was 28.99, the open interest changed by 293 which increased total open position to 986


On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 85.7, which was -44.30 lower than the previous day. The implied volatity was 30.98, the open interest changed by 344 which increased total open position to 687


On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 130, which was 6.90 higher than the previous day. The implied volatity was 22.80, the open interest changed by 4 which increased total open position to 343


On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 123.1, which was -0.85 lower than the previous day. The implied volatity was 26.94, the open interest changed by 53 which increased total open position to 340


On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 123.95, which was -11.05 lower than the previous day. The implied volatity was 28.09, the open interest changed by 55 which increased total open position to 287


On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 135, which was 0.00 lower than the previous day. The implied volatity was 27.97, the open interest changed by 4 which increased total open position to 232


On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 135, which was -40.10 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 175.1, which was -47.25 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 222.35, 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 222.35, which was 61.35 higher 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 161, which was -54.00 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 215, which was -133.45 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 348.45, 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 348.45, 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 348.45, 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 348.45, 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 348.45, 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 14 Oct SHRIRAMFIN was trading at 3395.30. The strike last trading price was 348.45, 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 348.45, which was 348.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept SHRIRAMFIN was trading at 3524.05. 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 24 Sept SHRIRAMFIN was trading at 3516.30. 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 which decreased total open position to


On 23 Sept SHRIRAMFIN was trading at 3567.70. 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 20 Sept SHRIRAMFIN was trading at 3532.10. 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 19 Sept SHRIRAMFIN was trading at 3525.35. 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 18 Sept SHRIRAMFIN was trading at 3574.70. 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 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 3100 PE
Delta: -0.89
Vega: 0.73
Theta: -2.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2802.20 305.45 27.05 56.89 17.5 -4.5 374
20 Nov 2824.75 278.4 0.00 - 17.5 -4 379
19 Nov 2824.75 278.4 27.40 - 17.5 -3.5 379
18 Nov 2848.15 251 -13.20 - 18.5 0.5 383
14 Nov 2822.60 264.2 38.35 32.74 52.5 -14 382
13 Nov 2853.85 225.85 43.10 25.86 106 21.5 395.5
12 Nov 2931.20 182.75 48.25 32.58 265 -23 391
11 Nov 2999.45 134.5 -2.45 32.16 226 -19 414
8 Nov 3007.95 136.95 38.35 33.75 632.5 36 432.5
7 Nov 3070.15 98.6 34.30 31.56 980.5 77 396.5
6 Nov 3186.70 64.3 -19.70 34.72 493.5 -37.5 317.5
5 Nov 3162.30 84 -7.20 36.97 1,737 -34.5 355
4 Nov 3147.90 91.2 2.15 37.66 1,546 131.5 390.5
1 Nov 3150.95 89.05 -7.65 36.22 40.5 12 259
31 Oct 3138.90 96.7 16.70 - 724 84 250
30 Oct 3185.80 80 22.00 - 280 28 165
29 Oct 3265.80 58 -8.50 - 328 14 136
28 Oct 3259.30 66.5 -87.45 - 370 63 124
25 Oct 3092.65 153.95 68.95 - 97 49 61
24 Oct 3245.10 85 9.65 - 2 1 12
23 Oct 3197.75 75.35 0.00 - 0 -1 0
22 Oct 3254.50 75.35 10.00 - 1 0 12
21 Oct 3313.30 65.35 7.40 - 9 3 9
18 Oct 3344.65 57.95 12.95 - 13 5 6
17 Oct 3258.60 45 0.00 - 0 0 0
14 Oct 3395.30 45 -147.15 - 2 1 1
8 Oct 3329.30 192.15 192.15 - 0 0 0
25 Sept 3524.05 0 0.00 - 0 0 0
24 Sept 3516.30 0 0.00 - 0 0 0
23 Sept 3567.70 0 0.00 - 0 0 0
20 Sept 3532.10 0 0.00 - 0 0 0
19 Sept 3525.35 0 0.00 - 0 0 0
18 Sept 3574.70 0 0.00 - 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 3100 expiring on 28NOV2024

Delta for 3100 PE is -0.89

Historical price for 3100 PE is as follows

On 21 Nov SHRIRAMFIN was trading at 2802.20. The strike last trading price was 305.45, which was 27.05 higher than the previous day. The implied volatity was 56.89, the open interest changed by -9 which decreased total open position to 748


On 20 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 278.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 758


On 19 Nov SHRIRAMFIN was trading at 2824.75. The strike last trading price was 278.4, which was 27.40 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 758


On 18 Nov SHRIRAMFIN was trading at 2848.15. The strike last trading price was 251, which was -13.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 766


On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 264.2, which was 38.35 higher than the previous day. The implied volatity was 32.74, the open interest changed by -28 which decreased total open position to 764


On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 225.85, which was 43.10 higher than the previous day. The implied volatity was 25.86, the open interest changed by 43 which increased total open position to 791


On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 182.75, which was 48.25 higher than the previous day. The implied volatity was 32.58, the open interest changed by -46 which decreased total open position to 782


On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 134.5, which was -2.45 lower than the previous day. The implied volatity was 32.16, the open interest changed by -38 which decreased total open position to 828


On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 136.95, which was 38.35 higher than the previous day. The implied volatity was 33.75, the open interest changed by 72 which increased total open position to 865


On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 98.6, which was 34.30 higher than the previous day. The implied volatity was 31.56, the open interest changed by 154 which increased total open position to 793


On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 64.3, which was -19.70 lower than the previous day. The implied volatity was 34.72, the open interest changed by -75 which decreased total open position to 635


On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 84, which was -7.20 lower than the previous day. The implied volatity was 36.97, the open interest changed by -69 which decreased total open position to 710


On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 91.2, which was 2.15 higher than the previous day. The implied volatity was 37.66, the open interest changed by 263 which increased total open position to 781


On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 89.05, which was -7.65 lower than the previous day. The implied volatity was 36.22, the open interest changed by 24 which increased total open position to 518


On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 96.7, which was 16.70 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 80, which was 22.00 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 58, which was -8.50 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 66.5, which was -87.45 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 153.95, which was 68.95 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 85, which was 9.65 higher 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 75.35, 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 75.35, 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 21 Oct SHRIRAMFIN was trading at 3313.30. The strike last trading price was 65.35, which was 7.40 higher 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 57.95, which was 12.95 higher 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 45, 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 14 Oct SHRIRAMFIN was trading at 3395.30. The strike last trading price was 45, which was -147.15 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 192.15, which was 192.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept SHRIRAMFIN was trading at 3524.05. 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 24 Sept SHRIRAMFIN was trading at 3516.30. 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 which decreased total open position to


On 23 Sept SHRIRAMFIN was trading at 3567.70. 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 20 Sept SHRIRAMFIN was trading at 3532.10. 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 19 Sept SHRIRAMFIN was trading at 3525.35. 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 18 Sept SHRIRAMFIN was trading at 3574.70. 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 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