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

2822.6 -31.25 (-1.10%)

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Historical option data for SHRIRAMFIN

14 Nov 2024 04:13 PM IST
SHRIRAMFIN 28NOV2024 3250 CE
Delta: 0.05
Vega: 0.55
Theta: -0.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2822.60 4.25 -1.05 40.04 280 -3.5 353
13 Nov 2853.85 5.3 -3.15 37.30 422 -13 356
12 Nov 2931.20 8.45 -6.30 34.32 584 -3.5 377
11 Nov 2999.45 14.75 -4.85 31.93 507.5 -54 380.5
8 Nov 3007.95 19.6 -15.60 31.05 496.5 67.5 433.5
7 Nov 3070.15 35.2 -23.60 31.36 395.5 81 367.5
6 Nov 3186.70 58.8 0.30 25.99 376 -0.5 286.5
5 Nov 3162.30 58.5 -0.75 29.13 594.5 6 288
4 Nov 3147.90 59.25 -7.35 29.61 247.5 25 282
1 Nov 3150.95 66.6 -2.40 29.03 35.5 12 257
31 Oct 3138.90 69 -28.00 - 296 68 256
30 Oct 3185.80 97 -33.00 - 227 77 190
29 Oct 3265.80 130 -11.50 - 191 48 112
28 Oct 3259.30 141.5 43.00 - 412 45 63
25 Oct 3092.65 98.5 -142.50 - 37 15 18
24 Oct 3245.10 241 0.00 - 0 0 0
23 Oct 3197.75 241 0.00 - 0 0 0
22 Oct 3254.50 241 0.00 - 0 0 0
21 Oct 3313.30 241 0.00 - 0 3 0
18 Oct 3344.65 241 -260.20 - 3 0 0
17 Oct 3258.60 501.2 0.00 - 0 0 0
15 Oct 3401.15 501.2 0.00 - 0 0 0
14 Oct 3395.30 501.2 0.00 - 0 0 0
11 Oct 3341.20 501.2 0.00 - 0 0 0
10 Oct 3337.65 501.2 0.00 - 0 0 0
9 Oct 3387.95 501.2 0.00 - 0 0 0
8 Oct 3329.30 501.2 - 0 0 0


For Shriram Finance Limited - strike price 3250 expiring on 28NOV2024

Delta for 3250 CE is 0.05

Historical price for 3250 CE is as follows

On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 4.25, which was -1.05 lower than the previous day. The implied volatity was 40.04, the open interest changed by -7 which decreased total open position to 706


On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 5.3, which was -3.15 lower than the previous day. The implied volatity was 37.30, the open interest changed by -26 which decreased total open position to 712


On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 8.45, which was -6.30 lower than the previous day. The implied volatity was 34.32, the open interest changed by -7 which decreased total open position to 754


On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 14.75, which was -4.85 lower than the previous day. The implied volatity was 31.93, the open interest changed by -108 which decreased total open position to 761


On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 19.6, which was -15.60 lower than the previous day. The implied volatity was 31.05, the open interest changed by 135 which increased total open position to 867


On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 35.2, which was -23.60 lower than the previous day. The implied volatity was 31.36, the open interest changed by 162 which increased total open position to 735


On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 58.8, which was 0.30 higher than the previous day. The implied volatity was 25.99, the open interest changed by -1 which decreased total open position to 573


On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 58.5, which was -0.75 lower than the previous day. The implied volatity was 29.13, the open interest changed by 12 which increased total open position to 576


On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 59.25, which was -7.35 lower than the previous day. The implied volatity was 29.61, the open interest changed by 50 which increased total open position to 564


On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 66.6, which was -2.40 lower than the previous day. The implied volatity was 29.03, the open interest changed by 24 which increased total open position to 514


On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 69, which was -28.00 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 97, which was -33.00 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 130, which was -11.50 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 141.5, which was 43.00 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 98.5, which was -142.50 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 241, 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 241, 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 241, 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 241, 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 241, which was -260.20 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 501.2, 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 15 Oct SHRIRAMFIN was trading at 3401.15. The strike last trading price was 501.2, 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 501.2, 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 Oct SHRIRAMFIN was trading at 3341.20. The strike last trading price was 501.2, 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 Oct SHRIRAMFIN was trading at 3337.65. The strike last trading price was 501.2, 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 Oct SHRIRAMFIN was trading at 3387.95. The strike last trading price was 501.2, 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 501.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SHRIRAMFIN 28NOV2024 3250 PE
Delta: -0.78
Vega: 1.64
Theta: -3.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2822.60 453.8 79.00 79.33 2 0 113
13 Nov 2853.85 374.8 135.90 37.04 3 0 114
12 Nov 2931.20 238.9 -21.85 - 1 0 114
11 Nov 2999.45 260.75 12.45 38.16 12 9.5 113.5
8 Nov 3007.95 248.3 51.55 34.45 11.5 5.5 104.5
7 Nov 3070.15 196.75 58.25 31.86 39.5 14.5 99.5
6 Nov 3186.70 138.5 -30.85 35.51 44 14.5 84
5 Nov 3162.30 169.35 -7.55 39.27 49 20 69
4 Nov 3147.90 176.9 6.25 39.59 48 7 49
1 Nov 3150.95 170.65 0.00 0.00 0 1 0
31 Oct 3138.90 170.65 11.60 - 37 1 42
30 Oct 3185.80 159.05 44.55 - 44 -11 40
29 Oct 3265.80 114.5 -11.65 - 65 25 50
28 Oct 3259.30 126.15 -152.85 - 66 24 25
25 Oct 3092.65 279 164.80 - 1 0 1
24 Oct 3245.10 114.2 0.00 - 0 0 0
23 Oct 3197.75 114.2 0.00 - 0 0 0
22 Oct 3254.50 114.2 0.00 - 0 0 0
21 Oct 3313.30 114.2 0.00 - 0 1 0
18 Oct 3344.65 114.2 32.15 - 9 2 2
17 Oct 3258.60 82.05 0.00 - 0 0 0
15 Oct 3401.15 82.05 0.00 - 0 0 0
14 Oct 3395.30 82.05 0.00 - 0 0 0
11 Oct 3341.20 82.05 0.00 - 0 0 0
10 Oct 3337.65 82.05 0.00 - 0 0 0
9 Oct 3387.95 82.05 0.00 - 0 0 0
8 Oct 3329.30 82.05 - 0 0 0


For Shriram Finance Limited - strike price 3250 expiring on 28NOV2024

Delta for 3250 PE is -0.78

Historical price for 3250 PE is as follows

On 14 Nov SHRIRAMFIN was trading at 2822.60. The strike last trading price was 453.8, which was 79.00 higher than the previous day. The implied volatity was 79.33, the open interest changed by 0 which decreased total open position to 226


On 13 Nov SHRIRAMFIN was trading at 2853.85. The strike last trading price was 374.8, which was 135.90 higher than the previous day. The implied volatity was 37.04, the open interest changed by 0 which decreased total open position to 228


On 12 Nov SHRIRAMFIN was trading at 2931.20. The strike last trading price was 238.9, which was -21.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 228


On 11 Nov SHRIRAMFIN was trading at 2999.45. The strike last trading price was 260.75, which was 12.45 higher than the previous day. The implied volatity was 38.16, the open interest changed by 19 which increased total open position to 227


On 8 Nov SHRIRAMFIN was trading at 3007.95. The strike last trading price was 248.3, which was 51.55 higher than the previous day. The implied volatity was 34.45, the open interest changed by 11 which increased total open position to 209


On 7 Nov SHRIRAMFIN was trading at 3070.15. The strike last trading price was 196.75, which was 58.25 higher than the previous day. The implied volatity was 31.86, the open interest changed by 29 which increased total open position to 199


On 6 Nov SHRIRAMFIN was trading at 3186.70. The strike last trading price was 138.5, which was -30.85 lower than the previous day. The implied volatity was 35.51, the open interest changed by 29 which increased total open position to 168


On 5 Nov SHRIRAMFIN was trading at 3162.30. The strike last trading price was 169.35, which was -7.55 lower than the previous day. The implied volatity was 39.27, the open interest changed by 40 which increased total open position to 138


On 4 Nov SHRIRAMFIN was trading at 3147.90. The strike last trading price was 176.9, which was 6.25 higher than the previous day. The implied volatity was 39.59, the open interest changed by 14 which increased total open position to 98


On 1 Nov SHRIRAMFIN was trading at 3150.95. The strike last trading price was 170.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 31 Oct SHRIRAMFIN was trading at 3138.90. The strike last trading price was 170.65, which was 11.60 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 159.05, which was 44.55 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 114.5, which was -11.65 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 126.15, which was -152.85 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 279, which was 164.80 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 114.2, 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 114.2, 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 114.2, 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 114.2, 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 114.2, which was 32.15 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 82.05, 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 15 Oct SHRIRAMFIN was trading at 3401.15. The strike last trading price was 82.05, 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 82.05, 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 Oct SHRIRAMFIN was trading at 3341.20. The strike last trading price was 82.05, 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 Oct SHRIRAMFIN was trading at 3337.65. The strike last trading price was 82.05, 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 Oct SHRIRAMFIN was trading at 3387.95. The strike last trading price was 82.05, 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 82.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to