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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 3150 CE
Delta: 0.54
Vega: 3.13
Theta: -2.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
1 Nov 3150.95 0 - 0 0 0


For Shriram Finance Limited - strike price 3150 expiring on 26DEC2024

Delta for 3150 CE is 0.54

Historical price for 3150 CE is as follows

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
Delta: -0.46
Vega: 3.13
Theta: -1.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.46

Historical price for 3150 PE is as follows

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