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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 3250 CE
Delta: 0.38
Vega: 3.00
Theta: -2.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 3155.55 59 16.45 29.82 5,933 108 1,116
2 Dec 3094.20 42.55 13.35 29.09 1,201 63 1,008
29 Nov 3019.65 29.2 -7.65 30.03 1,198 663 944
28 Nov 3043.70 36.85 -0.45 30.35 376 234 264
27 Nov 3019.00 37.3 -15.40 31.47 41 22 30
26 Nov 3046.35 52.7 -119.75 34.06 9 7 7
25 Nov 2947.80 172.45 0.00 7.65 0 0 0
22 Nov 2850.05 172.45 0.00 10.38 0 0 0
21 Nov 2802.20 172.45 0.00 11.26 0 0 0
20 Nov 2824.75 172.45 0.00 10.74 0 0 0
19 Nov 2824.75 172.45 0.00 10.74 0 0 0
18 Nov 2848.15 172.45 0.00 9.08 0 0 0
14 Nov 2822.60 172.45 0.00 9.00 0 0 0
13 Nov 2853.85 172.45 0.00 8.40 0 0 0
12 Nov 2931.20 172.45 0.00 6.67 0 0 0
11 Nov 2999.45 172.45 0.00 4.98 0 0 0
8 Nov 3007.95 172.45 0.00 4.73 0 0 0
7 Nov 3070.15 172.45 0.00 3.09 0 0 0
6 Nov 3186.70 172.45 0.00 0.63 0 0 0
5 Nov 3162.30 172.45 0.00 1.34 0 0 0
4 Nov 3147.90 172.45 172.45 1.34 0 0 0
1 Nov 3150.95 0 1.06 0 0 0


For Shriram Finance Limited - strike price 3250 expiring on 26DEC2024

Delta for 3250 CE is 0.38

Historical price for 3250 CE is as follows

On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 59, which was 16.45 higher than the previous day. The implied volatity was 29.82, the open interest changed by 108 which increased total open position to 1116


On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 42.55, which was 13.35 higher than the previous day. The implied volatity was 29.09, the open interest changed by 63 which increased total open position to 1008


On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 29.2, which was -7.65 lower than the previous day. The implied volatity was 30.03, the open interest changed by 663 which increased total open position to 944


On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 36.85, which was -0.45 lower than the previous day. The implied volatity was 30.35, the open interest changed by 234 which increased total open position to 264


On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 37.3, which was -15.40 lower than the previous day. The implied volatity was 31.47, the open interest changed by 22 which increased total open position to 30


On 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 52.7, which was -119.75 lower than the previous day. The implied volatity was 34.06, the open interest changed by 7 which increased total open position to 7


On 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 172.45, which was 0.00 lower than the previous day. The implied volatity was 7.65, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 10.38, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 11.26, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 10.74, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 10.74, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 9.08, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 9.00, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 8.40, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 6.67, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 4.98, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 4.73, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 0.63, 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 172.45, which was 0.00 lower than the previous day. The implied volatity was 1.34, 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 172.45, which was 172.45 higher than the previous day. The implied volatity was 1.34, 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 1.06, the open interest changed by 0 which decreased total open position to 0


SHRIRAMFIN 26DEC2024 3250 PE
Delta: -0.61
Vega: 3.03
Theta: -1.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 3155.55 153.55 -29.15 33.32 340 96 103
2 Dec 3094.20 182.7 -70.20 32.11 8 2 7
29 Nov 3019.65 252.9 20.75 35.21 4 3 5
28 Nov 3043.70 232.15 -15.30 33.30 3 2 2
27 Nov 3019.00 247.45 0.00 - 0 0 0
26 Nov 3046.35 247.45 0.00 - 0 0 0
25 Nov 2947.80 247.45 0.00 - 0 0 0
22 Nov 2850.05 247.45 0.00 - 0 0 0
21 Nov 2802.20 247.45 0.00 - 0 0 0
20 Nov 2824.75 247.45 0.00 - 0 0 0
19 Nov 2824.75 247.45 0.00 - 0 0 0
18 Nov 2848.15 247.45 0.00 - 0 0 0
14 Nov 2822.60 247.45 0.00 - 0 0 0
13 Nov 2853.85 247.45 0.00 - 0 0 0
12 Nov 2931.20 247.45 0.00 - 0 0 0
11 Nov 2999.45 247.45 0.00 - 0 0 0
8 Nov 3007.95 247.45 0.00 - 0 0 0
7 Nov 3070.15 247.45 0.00 - 0 0 0
6 Nov 3186.70 247.45 0.00 - 0 0 0
5 Nov 3162.30 247.45 0.00 - 0 0 0
4 Nov 3147.90 247.45 247.45 - 0 0 0
1 Nov 3150.95 0 - 0 0 0


For Shriram Finance Limited - strike price 3250 expiring on 26DEC2024

Delta for 3250 PE is -0.61

Historical price for 3250 PE is as follows

On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 153.55, which was -29.15 lower than the previous day. The implied volatity was 33.32, the open interest changed by 96 which increased total open position to 103


On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 182.7, which was -70.20 lower than the previous day. The implied volatity was 32.11, the open interest changed by 2 which increased total open position to 7


On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 252.9, which was 20.75 higher than the previous day. The implied volatity was 35.21, the open interest changed by 3 which increased total open position to 5


On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 232.15, which was -15.30 lower than the previous day. The implied volatity was 33.30, the open interest changed by 2 which increased total open position to 2


On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 247.45, 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 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 247.45, 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 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 247.45, 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 22 Nov SHRIRAMFIN was trading at 2850.05. The strike last trading price was 247.45, 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 247.45, 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 247.45, 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 247.45, 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 247.45, 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 247.45, 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 247.45, 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 247.45, 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 247.45, 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 247.45, 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 247.45, 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 247.45, 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 247.45, 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 247.45, which was 247.45 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