SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
03 Dec 2024 04:13 PM IST
SHRIRAMFIN 26DEC2024 3500 CE | ||||||||||
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Delta: 0.11
Vega: 1.47
Theta: -1.09
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.86
Vega: 1.74
Theta: -0.50
Gamma: 0.00
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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