SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
14 Nov 2024 04:13 PM IST
| SHRIRAMFIN 28NOV2024 3150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.79
Theta: -1.07
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2822.60 | 6.6 | -1.45 | 35.76 | 792.5 | 11.5 | 371.5 | |||
| 13 Nov | 2853.85 | 8.05 | -7.95 | 32.77 | 509.5 | -29 | 370.5 | |||
| 12 Nov | 2931.20 | 16 | -14.90 | 31.71 | 597.5 | 69.5 | 420 | |||
| 11 Nov | 2999.45 | 30.9 | -6.55 | 30.91 | 621 | 55.5 | 351 | |||
| 8 Nov | 3007.95 | 37.45 | -26.50 | 29.69 | 475 | 56.5 | 295 | |||
| 7 Nov | 3070.15 | 63.95 | -38.85 | 30.74 | 490.5 | 89.5 | 244.5 | |||
| 6 Nov | 3186.70 | 102.8 | 3.60 | 24.54 | 448.5 | 10.5 | 154 | |||
| 5 Nov | 3162.30 | 99.2 | 1.55 | 28.35 | 785.5 | 3 | 143.5 | |||
| 4 Nov | 3147.90 | 97.65 | -9.00 | 28.43 | 410.5 | 42 | 139.5 | |||
| 1 Nov | 3150.95 | 106.65 | -1.35 | 27.88 | 30 | 3 | 98 | |||
| 31 Oct | 3138.90 | 108 | -34.55 | - | 253 | 87 | 93 | |||
| 30 Oct | 3185.80 | 142.55 | -433.90 | - | 6 | 5 | 5 | |||
| 29 Oct | 3265.80 | 576.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3259.30 | 576.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3092.65 | 576.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3245.10 | 576.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3197.75 | 576.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3254.50 | 576.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3313.30 | 576.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3344.65 | 576.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3258.60 | 576.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Oct | 3395.30 | 576.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3329.30 | 576.45 | - | 0 | 0 | 0 | ||||
For Shriram Finance Limited - strike price 3150 expiring on 28NOV2024
Delta for 3150 CE is 0.08
Historical price for 3150 CE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 6.6, which was -1.45 lower than the previous day. The implied volatity was 35.76, the open interest changed by 23 which increased total open position to 743
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 8.05, which was -7.95 lower than the previous day. The implied volatity was 32.77, the open interest changed by -58 which decreased total open position to 741
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 16, which was -14.90 lower than the previous day. The implied volatity was 31.71, the open interest changed by 139 which increased total open position to 840
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 30.9, which was -6.55 lower than the previous day. The implied volatity was 30.91, the open interest changed by 111 which increased total open position to 702
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 37.45, which was -26.50 lower than the previous day. The implied volatity was 29.69, the open interest changed by 113 which increased total open position to 590
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 63.95, which was -38.85 lower than the previous day. The implied volatity was 30.74, the open interest changed by 179 which increased total open position to 489
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 102.8, which was 3.60 higher than the previous day. The implied volatity was 24.54, the open interest changed by 21 which increased total open position to 308
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 99.2, which was 1.55 higher than the previous day. The implied volatity was 28.35, the open interest changed by 6 which increased total open position to 287
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 97.65, which was -9.00 lower than the previous day. The implied volatity was 28.43, the open interest changed by 84 which increased total open position to 279
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 106.65, which was -1.35 lower than the previous day. The implied volatity was 27.88, the open interest changed by 6 which increased total open position to 196
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 108, which was -34.55 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 142.55, which was -433.90 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 576.45, 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 28 Oct SHRIRAMFIN was trading at 3259.30. The strike last trading price was 576.45, 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 25 Oct SHRIRAMFIN was trading at 3092.65. The strike last trading price was 576.45, 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 24 Oct SHRIRAMFIN was trading at 3245.10. The strike last trading price was 576.45, 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 23 Oct SHRIRAMFIN was trading at 3197.75. The strike last trading price was 576.45, 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 576.45, 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 576.45, 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 576.45, 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 576.45, 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 576.45, 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 576.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SHRIRAMFIN 28NOV2024 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 1.67
Theta: -3.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2822.60 | 350 | 46.85 | 64.22 | 17.5 | -11 | 52 |
| 13 Nov | 2853.85 | 303.15 | 76.15 | 51.15 | 14 | -5.5 | 63 |
| 12 Nov | 2931.20 | 227 | 56.00 | 34.76 | 40.5 | -8.5 | 71 |
| 11 Nov | 2999.45 | 171 | 2.60 | 32.65 | 35 | -2.5 | 79.5 |
| 8 Nov | 3007.95 | 168.4 | 40.15 | 32.98 | 106 | -3.5 | 82.5 |
| 7 Nov | 3070.15 | 128.25 | 42.05 | 31.91 | 402 | -39 | 84.5 |
| 6 Nov | 3186.70 | 86.2 | -21.15 | 35.25 | 318 | 20.5 | 123.5 |
| 5 Nov | 3162.30 | 107.35 | -9.10 | 37.17 | 416 | 21 | 103.5 |
| 4 Nov | 3147.90 | 116.45 | 3.45 | 38.26 | 148.5 | 21.5 | 82 |
| 1 Nov | 3150.95 | 113 | -3.30 | 36.59 | 8 | 1.5 | 60.5 |
| 31 Oct | 3138.90 | 116.3 | 15.70 | - | 162 | 39 | 58 |
| 30 Oct | 3185.80 | 100.6 | 15.30 | - | 42 | 13 | 20 |
| 29 Oct | 3265.80 | 85.3 | 0.00 | - | 0 | 4 | 0 |
| 28 Oct | 3259.30 | 85.3 | -16.10 | - | 7 | 7 | 7 |
| 25 Oct | 3092.65 | 101.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3245.10 | 101.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3197.75 | 101.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3254.50 | 101.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3313.30 | 101.4 | 0.00 | - | 0 | 3 | 0 |
| 18 Oct | 3344.65 | 101.4 | 42.85 | - | 3 | 0 | 0 |
| 17 Oct | 3258.60 | 58.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3395.30 | 58.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3329.30 | 58.55 | - | 0 | 0 | 0 | |
For Shriram Finance Limited - strike price 3150 expiring on 28NOV2024
Delta for 3150 PE is -0.77
Historical price for 3150 PE is as follows
On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 350, which was 46.85 higher than the previous day. The implied volatity was 64.22, the open interest changed by -22 which decreased total open position to 104
On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 303.15, which was 76.15 higher than the previous day. The implied volatity was 51.15, the open interest changed by -11 which decreased total open position to 126
On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 227, which was 56.00 higher than the previous day. The implied volatity was 34.76, the open interest changed by -17 which decreased total open position to 142
On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 171, which was 2.60 higher than the previous day. The implied volatity was 32.65, the open interest changed by -5 which decreased total open position to 159
On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 168.4, which was 40.15 higher than the previous day. The implied volatity was 32.98, the open interest changed by -7 which decreased total open position to 165
On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 128.25, which was 42.05 higher than the previous day. The implied volatity was 31.91, the open interest changed by -78 which decreased total open position to 169
On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 86.2, which was -21.15 lower than the previous day. The implied volatity was 35.25, the open interest changed by 41 which increased total open position to 247
On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 107.35, which was -9.10 lower than the previous day. The implied volatity was 37.17, the open interest changed by 42 which increased total open position to 207
On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 116.45, which was 3.45 higher than the previous day. The implied volatity was 38.26, the open interest changed by 43 which increased total open position to 164
On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 113, which was -3.30 lower than the previous day. The implied volatity was 36.59, the open interest changed by 3 which increased total open position to 121
On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 116.3, which was 15.70 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 100.6, which was 15.30 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 85.3, 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 85.3, which was -16.10 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 101.4, 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 24 Oct SHRIRAMFIN was trading at 3245.10. The strike last trading price was 101.4, 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 101.4, 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 101.4, 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 101.4, 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 101.4, which was 42.85 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 58.55, 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 14 Oct SHRIRAMFIN was trading at 3395.30. The strike last trading price was 58.55, 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 8 Oct SHRIRAMFIN was trading at 3329.30. The strike last trading price was 58.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
