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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 3500 CE
Delta: 0.11
Vega: 1.47
Theta: -1.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 3155.55 12.55 3.40 31.42 2,872 342 738
2 Dec 3094.20 9.15 1.45 31.60 1,458 139 401
29 Nov 3019.65 7.7 -4.60 33.57 499 81 251
28 Nov 3043.70 12.3 1.90 35.20 387 63 170
27 Nov 3019.00 10.4 -3.10 34.22 86 24 107
26 Nov 3046.35 13.5 -383.10 34.32 142 84 84
25 Nov 2947.80 396.6 0.00 13.27 0 0 0
30 Oct 3185.80 396.6 0.00 - 0 0 0
29 Oct 3265.80 396.6 0.00 - 0 0 0
28 Oct 3259.30 396.6 0.00 - 0 0 0
25 Oct 3092.65 396.6 0.00 - 0 0 0
24 Oct 3245.10 396.6 0.00 - 0 0 0
23 Oct 3197.75 396.6 396.60 - 0 0 0
7 Oct 3299.35 0 0.00 - 0 0 0
4 Oct 3336.30 0 0.00 - 0 0 0
3 Oct 3409.50 0 0.00 - 0 0 0
1 Oct 3570.40 0 0.00 - 0 0 0
30 Sept 3576.95 0 - 0 0 0


For Shriram Finance Limited - strike price 3500 expiring on 26DEC2024

Delta for 3500 CE is 0.11

Historical price for 3500 CE is as follows

On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 12.55, which was 3.40 higher than the previous day. The implied volatity was 31.42, the open interest changed by 342 which increased total open position to 738


On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 9.15, which was 1.45 higher than the previous day. The implied volatity was 31.60, the open interest changed by 139 which increased total open position to 401


On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 7.7, which was -4.60 lower than the previous day. The implied volatity was 33.57, the open interest changed by 81 which increased total open position to 251


On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 12.3, which was 1.90 higher than the previous day. The implied volatity was 35.20, the open interest changed by 63 which increased total open position to 170


On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 10.4, which was -3.10 lower than the previous day. The implied volatity was 34.22, the open interest changed by 24 which increased total open position to 107


On 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 13.5, which was -383.10 lower than the previous day. The implied volatity was 34.32, the open interest changed by 84 which increased total open position to 84


On 25 Nov SHRIRAMFIN was trading at 2947.80. The strike last trading price was 396.6, which was 0.00 lower than the previous day. The implied volatity was 13.27, the open interest changed by 0 which decreased total open position to 0


On 30 Oct SHRIRAMFIN was trading at 3185.80. The strike last trading price was 396.6, 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 29 Oct SHRIRAMFIN was trading at 3265.80. The strike last trading price was 396.6, 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 396.6, 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 396.6, 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 396.6, 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 396.6, which was 396.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct SHRIRAMFIN was trading at 3299.35. The strike last trading price was 0, 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 4 Oct SHRIRAMFIN was trading at 3336.30. The strike last trading price was 0, 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 3 Oct SHRIRAMFIN was trading at 3409.50. The strike last trading price was 0, 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 1 Oct SHRIRAMFIN was trading at 3570.40. The strike last trading price was 0, 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 30 Sept SHRIRAMFIN was trading at 3576.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SHRIRAMFIN 26DEC2024 3500 PE
Delta: -0.86
Vega: 1.74
Theta: -0.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 3155.55 351.2 -41.65 35.29 21 17 30
2 Dec 3094.20 392.85 -70.65 34.37 36 9 13
29 Nov 3019.65 463.5 -30.85 30.41 2 1 3
28 Nov 3043.70 494.35 20.15 58.07 1 0 1
27 Nov 3019.00 474.2 0.00 0.00 0 1 0
26 Nov 3046.35 474.2 269.15 50.62 1 0 0
25 Nov 2947.80 205.05 205.05 - 0 0 0
30 Oct 3185.80 0 0.00 - 0 0 0
29 Oct 3265.80 0 0.00 - 0 0 0
28 Oct 3259.30 0 0.00 - 0 0 0
25 Oct 3092.65 0 0.00 - 0 0 0
24 Oct 3245.10 0 0.00 - 0 0 0
23 Oct 3197.75 0 0.00 - 0 0 0
7 Oct 3299.35 0 0.00 - 0 0 0
4 Oct 3336.30 0 0.00 - 0 0 0
3 Oct 3409.50 0 0.00 - 0 0 0
1 Oct 3570.40 0 0.00 - 0 0 0
30 Sept 3576.95 0 - 0 0 0


For Shriram Finance Limited - strike price 3500 expiring on 26DEC2024

Delta for 3500 PE is -0.86

Historical price for 3500 PE is as follows

On 3 Dec SHRIRAMFIN was trading at 3155.55. The strike last trading price was 351.2, which was -41.65 lower than the previous day. The implied volatity was 35.29, the open interest changed by 17 which increased total open position to 30


On 2 Dec SHRIRAMFIN was trading at 3094.20. The strike last trading price was 392.85, which was -70.65 lower than the previous day. The implied volatity was 34.37, the open interest changed by 9 which increased total open position to 13


On 29 Nov SHRIRAMFIN was trading at 3019.65. The strike last trading price was 463.5, which was -30.85 lower than the previous day. The implied volatity was 30.41, the open interest changed by 1 which increased total open position to 3


On 28 Nov SHRIRAMFIN was trading at 3043.70. The strike last trading price was 494.35, which was 20.15 higher than the previous day. The implied volatity was 58.07, the open interest changed by 0 which decreased total open position to 1


On 27 Nov SHRIRAMFIN was trading at 3019.00. The strike last trading price was 474.2, 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 26 Nov SHRIRAMFIN was trading at 3046.35. The strike last trading price was 474.2, which was 269.15 higher than the previous day. The implied volatity was 50.62, 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 205.05, which was 205.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct SHRIRAMFIN was trading at 3185.80. The strike last trading price was 0, 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 29 Oct SHRIRAMFIN was trading at 3265.80. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 7 Oct SHRIRAMFIN was trading at 3299.35. The strike last trading price was 0, 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 4 Oct SHRIRAMFIN was trading at 3336.30. The strike last trading price was 0, 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 3 Oct SHRIRAMFIN was trading at 3409.50. The strike last trading price was 0, 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 1 Oct SHRIRAMFIN was trading at 3570.40. The strike last trading price was 0, 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 30 Sept SHRIRAMFIN was trading at 3576.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to