SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
20 Dec 2024 04:13 PM IST
| SHRIRAMFIN 26DEC2024 3150 CE | ||||||||||
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Delta: 0.05
Vega: 0.40
Theta: -1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2877.25 | 3.35 | -6.40 | 41.87 | 3,971 | -610 | 2,091 | |||
| 19 Dec | 2945.45 | 9.75 | -1.90 | 40.33 | 4,150 | -174 | 2,711 | |||
| 18 Dec | 2931.40 | 11.65 | -6.60 | 39.98 | 5,270 | 284 | 2,890 | |||
| 17 Dec | 2976.90 | 18.25 | -39.40 | 38.83 | 7,118 | 1,376 | 2,612 | |||
| 16 Dec | 3137.45 | 57.65 | -25.35 | 30.50 | 3,583 | 463 | 1,232 | |||
| 13 Dec | 3162.55 | 83 | -50.00 | 28.14 | 6,169 | 400 | 776 | |||
| 12 Dec | 3248.10 | 133 | -0.45 | 25.39 | 124 | -5 | 377 | |||
| 11 Dec | 3248.25 | 133.45 | 26.90 | 24.81 | 1,279 | -350 | 386 | |||
| 10 Dec | 3186.50 | 106.55 | 41.55 | 31.03 | 7,461 | -436 | 735 | |||
| 9 Dec | 3106.90 | 65 | -14.80 | 29.51 | 1,446 | 373 | 1,172 | |||
| 6 Dec | 3126.35 | 79.8 | -6.15 | 28.80 | 2,562 | 169 | 799 | |||
| 5 Dec | 3126.30 | 85.95 | -2.10 | 29.69 | 2,403 | 37 | 623 | |||
| 4 Dec | 3132.30 | 88.05 | -12.75 | 28.79 | 1,260 | 88 | 587 | |||
| 3 Dec | 3155.55 | 100.8 | 23.80 | 29.57 | 5,515 | 277 | 508 | |||
| 2 Dec | 3094.20 | 77 | 23.65 | 28.98 | 1,918 | 72 | 231 | |||
| 29 Nov | 3019.65 | 53.35 | -12.85 | 29.79 | 419 | 83 | 160 | |||
| 28 Nov | 3043.70 | 66.2 | 4.20 | 30.65 | 241 | 40 | 77 | |||
| 27 Nov | 3019.00 | 62 | -12.95 | 30.69 | 72 | 7 | 36 | |||
| 26 Nov | 3046.35 | 74.95 | 25.95 | 31.33 | 86 | 22 | 27 | |||
| 25 Nov | 2947.80 | 49 | -167.75 | 32.00 | 5 | 4 | 4 | |||
| 22 Nov | 2850.05 | 216.75 | 0.00 | 7.62 | 0 | 0 | 0 | |||
| 21 Nov | 2802.20 | 216.75 | 0.00 | 8.56 | 0 | 0 | 0 | |||
| 20 Nov | 2824.75 | 216.75 | 0.00 | 8.09 | 0 | 0 | 0 | |||
| 19 Nov | 2824.75 | 216.75 | 0.00 | 8.09 | 0 | 0 | 0 | |||
| 18 Nov | 2848.15 | 216.75 | 0.00 | 7.18 | 0 | 0 | 0 | |||
| 14 Nov | 2822.60 | 216.75 | 0.00 | 6.98 | 0 | 0 | 0 | |||
| 13 Nov | 2853.85 | 216.75 | 0.00 | 6.50 | 0 | 0 | 0 | |||
| 12 Nov | 2931.20 | 216.75 | 0.00 | 4.35 | 0 | 0 | 0 | |||
| 11 Nov | 2999.45 | 216.75 | 0.00 | 2.74 | 0 | 0 | 0 | |||
| 8 Nov | 3007.95 | 216.75 | 0.00 | 2.37 | 0 | 0 | 0 | |||
| 7 Nov | 3070.15 | 216.75 | 0.00 | 0.91 | 0 | 0 | 0 | |||
| 6 Nov | 3186.70 | 216.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3162.30 | 216.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3147.90 | 216.75 | 216.75 | - | 0 | 0 | 0 | |||
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| 1 Nov | 3150.95 | 0 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 3150 expiring on 26DEC2024
Delta for 3150 CE is 0.05
Historical price for 3150 CE is as follows
On 20 Dec SHRIRAMFIN was trading at 2877.25. The strike last trading price was 3.35, which was -6.40 lower than the previous day. The implied volatity was 41.87, the open interest changed by -610 which decreased total open position to 2091
On 19 Dec SHRIRAMFIN was trading at 2945.45. The strike last trading price was 9.75, which was -1.90 lower than the previous day. The implied volatity was 40.33, the open interest changed by -174 which decreased total open position to 2711
On 18 Dec SHRIRAMFIN was trading at 2931.40. The strike last trading price was 11.65, which was -6.60 lower than the previous day. The implied volatity was 39.98, the open interest changed by 284 which increased total open position to 2890
On 17 Dec SHRIRAMFIN was trading at 2976.90. The strike last trading price was 18.25, which was -39.40 lower than the previous day. The implied volatity was 38.83, the open interest changed by 1376 which increased total open position to 2612
On 16 Dec SHRIRAMFIN was trading at 3137.45. The strike last trading price was 57.65, which was -25.35 lower than the previous day. The implied volatity was 30.50, the open interest changed by 463 which increased total open position to 1232
On 13 Dec SHRIRAMFIN was trading at 3162.55. The strike last trading price was 83, which was -50.00 lower than the previous day. The implied volatity was 28.14, the open interest changed by 400 which increased total open position to 776
On 12 Dec SHRIRAMFIN was trading at 3248.10. The strike last trading price was 133, which was -0.45 lower than the previous day. The implied volatity was 25.39, the open interest changed by -5 which decreased total open position to 377
On 11 Dec SHRIRAMFIN was trading at 3248.25. The strike last trading price was 133.45, which was 26.90 higher than the previous day. The implied volatity was 24.81, the open interest changed by -350 which decreased total open position to 386
On 10 Dec SHRIRAMFIN was trading at 3186.50. The strike last trading price was 106.55, which was 41.55 higher than the previous day. The implied volatity was 31.03, the open interest changed by -436 which decreased total open position to 735
On 9 Dec SHRIRAMFIN was trading at 3106.90. The strike last trading price was 65, which was -14.80 lower than the previous day. The implied volatity was 29.51, the open interest changed by 373 which increased total open position to 1172
On 6 Dec SHRIRAMFIN was trading at 3126.35. The strike last trading price was 79.8, which was -6.15 lower than the previous day. The implied volatity was 28.80, the open interest changed by 169 which increased total open position to 799
On 5 Dec SHRIRAMFIN was trading at 3126.30. The strike last trading price was 85.95, which was -2.10 lower than the previous day. The implied volatity was 29.69, the open interest changed by 37 which increased total open position to 623
On 4 Dec SHRIRAMFIN was trading at 3132.30. The strike last trading price was 88.05, which was -12.75 lower than the previous day. The implied volatity was 28.79, the open interest changed by 88 which increased total open position to 587
On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 100.8, which was 23.80 higher than the previous day. The implied volatity was 29.57, the open interest changed by 277 which increased total open position to 508
On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 77, which was 23.65 higher than the previous day. The implied volatity was 28.98, the open interest changed by 72 which increased total open position to 231
On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 53.35, which was -12.85 lower than the previous day. The implied volatity was 29.79, the open interest changed by 83 which increased total open position to 160
On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 66.2, which was 4.20 higher than the previous day. The implied volatity was 30.65, the open interest changed by 40 which increased total open position to 77
On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 62, which was -12.95 lower than the previous day. The implied volatity was 30.69, the open interest changed by 7 which increased total open position to 36
On 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 74.95, which was 25.95 higher than the previous day. The implied volatity was 31.33, the open interest changed by 22 which increased total open position to 27
On 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 49, which was -167.75 lower than the previous day. The implied volatity was 32.00, the open interest changed by 4 which increased total open position to 4
On 22 Nov SHRIRAMFIN was trading at 2850.05. The strike last trading price was 216.75, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 216.75, which was 0.00 lower than the previous day. The implied volatity was 8.56, 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 216.75, which was 0.00 lower than the previous day. The implied volatity was 8.09, 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 216.75, which was 0.00 lower than the previous day. The implied volatity was 8.09, 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 216.75, which was 0.00 lower than the previous day. The implied volatity was 7.18, 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 216.75, which was 0.00 lower than the previous day. The implied volatity was 6.98, 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 216.75, which was 0.00 lower than the previous day. The implied volatity was 6.50, 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 216.75, which was 0.00 lower than the previous day. The implied volatity was 4.35, 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 216.75, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 216.75, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 216.75, which was 0.00 lower than the previous day. The implied volatity was 0.91, 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 216.75, 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 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 216.75, 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 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 216.75, which was 216.75 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 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.96
Theta: -4.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2877.25 | 290 | 74.35 | 70.70 | 16 | 0 | 526 |
| 19 Dec | 2945.45 | 215.65 | -5.20 | 44.76 | 43 | -18 | 526 |
| 18 Dec | 2931.40 | 220.85 | 33.85 | 45.84 | 55 | -10 | 544 |
| 17 Dec | 2976.90 | 187 | 116.45 | 37.63 | 733 | 38 | 554 |
| 16 Dec | 3137.45 | 70.55 | 19.65 | 31.26 | 1,884 | 39 | 511 |
| 13 Dec | 3162.55 | 50.9 | 20.60 | 27.33 | 5,786 | -111 | 473 |
| 12 Dec | 3248.10 | 30.3 | -4.70 | 29.03 | 717 | -125 | 582 |
| 11 Dec | 3248.25 | 35 | -26.10 | 30.20 | 1,924 | 91 | 711 |
| 10 Dec | 3186.50 | 61.1 | -46.55 | 31.01 | 3,251 | 277 | 621 |
| 9 Dec | 3106.90 | 107.65 | 10.75 | 34.13 | 458 | 40 | 338 |
| 6 Dec | 3126.35 | 96.9 | -1.85 | 31.65 | 1,182 | -4 | 299 |
| 5 Dec | 3126.30 | 98.75 | 1.20 | 31.99 | 909 | -4 | 301 |
| 4 Dec | 3132.30 | 97.55 | -0.50 | 31.75 | 1,138 | 94 | 305 |
| 3 Dec | 3155.55 | 98.05 | -20.90 | 33.60 | 2,549 | 95 | 219 |
| 2 Dec | 3094.20 | 118.95 | -31.05 | 32.02 | 172 | 68 | 123 |
| 29 Nov | 3019.65 | 150 | -6.80 | 24.82 | 113 | 43 | 54 |
| 28 Nov | 3043.70 | 156.8 | -17.90 | 31.47 | 1 | 0 | 10 |
| 27 Nov | 3019.00 | 174.7 | -45.30 | 33.37 | 9 | 8 | 9 |
| 26 Nov | 3046.35 | 220 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 2947.80 | 220 | 27.15 | 33.76 | 1 | 0 | 0 |
| 22 Nov | 2850.05 | 192.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2802.20 | 192.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2824.75 | 192.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2824.75 | 192.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2848.15 | 192.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2822.60 | 192.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2853.85 | 192.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2931.20 | 192.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2999.45 | 192.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3007.95 | 192.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3070.15 | 192.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 3186.70 | 192.85 | 0.00 | 1.67 | 0 | 0 | 0 |
| 5 Nov | 3162.30 | 192.85 | 0.00 | 1.07 | 0 | 0 | 0 |
| 4 Nov | 3147.90 | 192.85 | 192.85 | 0.89 | 0 | 0 | 0 |
| 1 Nov | 3150.95 | 0 | 1.25 | 0 | 0 | 0 | |
For Shriram Finance Limited - strike price 3150 expiring on 26DEC2024
Delta for 3150 PE is -0.82
Historical price for 3150 PE is as follows
On 20 Dec SHRIRAMFIN was trading at 2877.25. The strike last trading price was 290, which was 74.35 higher than the previous day. The implied volatity was 70.70, the open interest changed by 0 which decreased total open position to 526
On 19 Dec SHRIRAMFIN was trading at 2945.45. The strike last trading price was 215.65, which was -5.20 lower than the previous day. The implied volatity was 44.76, the open interest changed by -18 which decreased total open position to 526
On 18 Dec SHRIRAMFIN was trading at 2931.40. The strike last trading price was 220.85, which was 33.85 higher than the previous day. The implied volatity was 45.84, the open interest changed by -10 which decreased total open position to 544
On 17 Dec SHRIRAMFIN was trading at 2976.90. The strike last trading price was 187, which was 116.45 higher than the previous day. The implied volatity was 37.63, the open interest changed by 38 which increased total open position to 554
On 16 Dec SHRIRAMFIN was trading at 3137.45. The strike last trading price was 70.55, which was 19.65 higher than the previous day. The implied volatity was 31.26, the open interest changed by 39 which increased total open position to 511
On 13 Dec SHRIRAMFIN was trading at 3162.55. The strike last trading price was 50.9, which was 20.60 higher than the previous day. The implied volatity was 27.33, the open interest changed by -111 which decreased total open position to 473
On 12 Dec SHRIRAMFIN was trading at 3248.10. The strike last trading price was 30.3, which was -4.70 lower than the previous day. The implied volatity was 29.03, the open interest changed by -125 which decreased total open position to 582
On 11 Dec SHRIRAMFIN was trading at 3248.25. The strike last trading price was 35, which was -26.10 lower than the previous day. The implied volatity was 30.20, the open interest changed by 91 which increased total open position to 711
On 10 Dec SHRIRAMFIN was trading at 3186.50. The strike last trading price was 61.1, which was -46.55 lower than the previous day. The implied volatity was 31.01, the open interest changed by 277 which increased total open position to 621
On 9 Dec SHRIRAMFIN was trading at 3106.90. The strike last trading price was 107.65, which was 10.75 higher than the previous day. The implied volatity was 34.13, the open interest changed by 40 which increased total open position to 338
On 6 Dec SHRIRAMFIN was trading at 3126.35. The strike last trading price was 96.9, which was -1.85 lower than the previous day. The implied volatity was 31.65, the open interest changed by -4 which decreased total open position to 299
On 5 Dec SHRIRAMFIN was trading at 3126.30. The strike last trading price was 98.75, which was 1.20 higher than the previous day. The implied volatity was 31.99, the open interest changed by -4 which decreased total open position to 301
On 4 Dec SHRIRAMFIN was trading at 3132.30. The strike last trading price was 97.55, which was -0.50 lower than the previous day. The implied volatity was 31.75, the open interest changed by 94 which increased total open position to 305
On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 98.05, which was -20.90 lower than the previous day. The implied volatity was 33.60, the open interest changed by 95 which increased total open position to 219
On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 118.95, which was -31.05 lower than the previous day. The implied volatity was 32.02, the open interest changed by 68 which increased total open position to 123
On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 150, which was -6.80 lower than the previous day. The implied volatity was 24.82, the open interest changed by 43 which increased total open position to 54
On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 156.8, which was -17.90 lower than the previous day. The implied volatity was 31.47, the open interest changed by 0 which decreased total open position to 10
On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 174.7, which was -45.30 lower than the previous day. The implied volatity was 33.37, the open interest changed by 8 which increased total open position to 9
On 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 220, 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 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 220, which was 27.15 higher than the previous day. The implied volatity was 33.76, 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 192.85, 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 192.85, 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 192.85, 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 192.85, 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 192.85, 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 192.85, 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 192.85, 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 192.85, 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 192.85, 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 192.85, 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 192.85, 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 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 192.85, which was 0.00 lower than the previous day. The implied volatity was 1.67, 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 192.85, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 192.85, which was 192.85 higher than the previous day. The implied volatity was 0.89, 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 1.25, the open interest changed by 0 which decreased total open position to 0
