[--[65.84.65.76]--]

SHRIRAMFIN

Shriram Finance Limited
852.95 +24.80 (2.99%)
L: 828.15 H: 855.7

Back to Option Chain


Historical option data for SHRIRAMFIN

05 Dec 2025 02:47 PM IST
SHRIRAMFIN 30-DEC-2025 840 CE
Delta: 0.63
Vega: 0.84
Theta: -0.56
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 851.50 31.35 9.5 24.89 13,341 217 1,435
4 Dec 828.15 22.5 0.5 27.04 3,507 7 1,231
3 Dec 828.10 22.5 -7.65 28.07 3,811 404 1,227
2 Dec 843.40 30.5 -5.6 26.79 460 23 831
1 Dec 851.55 35.6 -1.5 26.62 297 -21 809
28 Nov 851.65 38.65 -7.9 25.40 584 -161 830
27 Nov 867.65 46.8 6.95 24.68 580 -138 993
26 Nov 856.60 39.5 8.2 26.86 3,242 -473 1,132
25 Nov 838.25 31.4 2.85 27.11 2,760 86 1,599
24 Nov 828.20 28.9 2.95 30.06 3,590 902 1,560
21 Nov 823.30 26.75 -1.35 28.78 1,209 155 660
20 Nov 826.60 27.5 2 27.91 364 5 505
19 Nov 818.05 25 -3.05 28.05 303 5 500
18 Nov 820.20 28.35 -1.1 28.53 566 235 494
17 Nov 817.90 29.3 2.75 31.26 193 39 258
14 Nov 809.30 26.35 -1.85 30.94 130 16 217
13 Nov 814.00 28.2 -4.65 30.23 32 -4 201
12 Nov 822.50 32.7 -4.6 30.20 11 0 207
11 Nov 832.30 37.3 1.3 29.85 65 3 203
10 Nov 821.10 36 5.2 32.64 24 8 200
7 Nov 816.35 31 11.9 28.69 60 21 190
6 Nov 792.50 18 -3.3 26.42 119 67 146
4 Nov 796.50 21.8 0.35 27.84 47 1 79
3 Nov 796.45 21 9 27.09 115 78 81
31 Oct 748.90 12 0 - 3 1 2


For Shriram Finance Limited - strike price 840 expiring on 30DEC2025

Delta for 840 CE is 0.63

Historical price for 840 CE is as follows

On 5 Dec SHRIRAMFIN was trading at 851.50. The strike last trading price was 31.35, which was 9.5 higher than the previous day. The implied volatity was 24.89, the open interest changed by 217 which increased total open position to 1435


On 4 Dec SHRIRAMFIN was trading at 828.15. The strike last trading price was 22.5, which was 0.5 higher than the previous day. The implied volatity was 27.04, the open interest changed by 7 which increased total open position to 1231


On 3 Dec SHRIRAMFIN was trading at 828.10. The strike last trading price was 22.5, which was -7.65 lower than the previous day. The implied volatity was 28.07, the open interest changed by 404 which increased total open position to 1227


On 2 Dec SHRIRAMFIN was trading at 843.40. The strike last trading price was 30.5, which was -5.6 lower than the previous day. The implied volatity was 26.79, the open interest changed by 23 which increased total open position to 831


On 1 Dec SHRIRAMFIN was trading at 851.55. The strike last trading price was 35.6, which was -1.5 lower than the previous day. The implied volatity was 26.62, the open interest changed by -21 which decreased total open position to 809


On 28 Nov SHRIRAMFIN was trading at 851.65. The strike last trading price was 38.65, which was -7.9 lower than the previous day. The implied volatity was 25.40, the open interest changed by -161 which decreased total open position to 830


On 27 Nov SHRIRAMFIN was trading at 867.65. The strike last trading price was 46.8, which was 6.95 higher than the previous day. The implied volatity was 24.68, the open interest changed by -138 which decreased total open position to 993


On 26 Nov SHRIRAMFIN was trading at 856.60. The strike last trading price was 39.5, which was 8.2 higher than the previous day. The implied volatity was 26.86, the open interest changed by -473 which decreased total open position to 1132


On 25 Nov SHRIRAMFIN was trading at 838.25. The strike last trading price was 31.4, which was 2.85 higher than the previous day. The implied volatity was 27.11, the open interest changed by 86 which increased total open position to 1599


On 24 Nov SHRIRAMFIN was trading at 828.20. The strike last trading price was 28.9, which was 2.95 higher than the previous day. The implied volatity was 30.06, the open interest changed by 902 which increased total open position to 1560


On 21 Nov SHRIRAMFIN was trading at 823.30. The strike last trading price was 26.75, which was -1.35 lower than the previous day. The implied volatity was 28.78, the open interest changed by 155 which increased total open position to 660


On 20 Nov SHRIRAMFIN was trading at 826.60. The strike last trading price was 27.5, which was 2 higher than the previous day. The implied volatity was 27.91, the open interest changed by 5 which increased total open position to 505


On 19 Nov SHRIRAMFIN was trading at 818.05. The strike last trading price was 25, which was -3.05 lower than the previous day. The implied volatity was 28.05, the open interest changed by 5 which increased total open position to 500


On 18 Nov SHRIRAMFIN was trading at 820.20. The strike last trading price was 28.35, which was -1.1 lower than the previous day. The implied volatity was 28.53, the open interest changed by 235 which increased total open position to 494


On 17 Nov SHRIRAMFIN was trading at 817.90. The strike last trading price was 29.3, which was 2.75 higher than the previous day. The implied volatity was 31.26, the open interest changed by 39 which increased total open position to 258


On 14 Nov SHRIRAMFIN was trading at 809.30. The strike last trading price was 26.35, which was -1.85 lower than the previous day. The implied volatity was 30.94, the open interest changed by 16 which increased total open position to 217


On 13 Nov SHRIRAMFIN was trading at 814.00. The strike last trading price was 28.2, which was -4.65 lower than the previous day. The implied volatity was 30.23, the open interest changed by -4 which decreased total open position to 201


On 12 Nov SHRIRAMFIN was trading at 822.50. The strike last trading price was 32.7, which was -4.6 lower than the previous day. The implied volatity was 30.20, the open interest changed by 0 which decreased total open position to 207


On 11 Nov SHRIRAMFIN was trading at 832.30. The strike last trading price was 37.3, which was 1.3 higher than the previous day. The implied volatity was 29.85, the open interest changed by 3 which increased total open position to 203


On 10 Nov SHRIRAMFIN was trading at 821.10. The strike last trading price was 36, which was 5.2 higher than the previous day. The implied volatity was 32.64, the open interest changed by 8 which increased total open position to 200


On 7 Nov SHRIRAMFIN was trading at 816.35. The strike last trading price was 31, which was 11.9 higher than the previous day. The implied volatity was 28.69, the open interest changed by 21 which increased total open position to 190


On 6 Nov SHRIRAMFIN was trading at 792.50. The strike last trading price was 18, which was -3.3 lower than the previous day. The implied volatity was 26.42, the open interest changed by 67 which increased total open position to 146


On 4 Nov SHRIRAMFIN was trading at 796.50. The strike last trading price was 21.8, which was 0.35 higher than the previous day. The implied volatity was 27.84, the open interest changed by 1 which increased total open position to 79


On 3 Nov SHRIRAMFIN was trading at 796.45. The strike last trading price was 21, which was 9 higher than the previous day. The implied volatity was 27.09, the open interest changed by 78 which increased total open position to 81


On 31 Oct SHRIRAMFIN was trading at 748.90. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


SHRIRAMFIN 30DEC2025 840 PE
Delta: -0.38
Vega: 0.85
Theta: -0.38
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 851.50 16.9 -10.4 27.72 4,070 418 1,246
4 Dec 828.15 26.3 -1.7 27.96 891 81 826
3 Dec 828.10 27.4 6.85 27.06 1,828 -37 744
2 Dec 843.40 20.55 2.15 27.53 835 -11 783
1 Dec 851.55 18.95 0.25 28.76 702 10 798
28 Nov 851.65 17.5 2.4 27.68 1,664 16 791
27 Nov 867.65 14.9 -4 28.74 1,196 -104 778
26 Nov 856.60 19.1 -8.25 27.77 1,586 316 882
25 Nov 838.25 27.85 -5.35 30.10 619 167 564
24 Nov 828.20 33.6 -3.9 30.00 439 97 394
21 Nov 823.30 37.5 1.85 30.48 353 89 301
20 Nov 826.60 35.7 -4.15 29.75 48 5 212
19 Nov 818.05 40.5 0.9 30.70 80 4 207
18 Nov 820.20 39.25 -1.55 31.69 402 202 203
17 Nov 817.90 40.8 -175.3 30.26 1 0 0
14 Nov 809.30 216.1 0 - 0 0 0
13 Nov 814.00 216.1 0 - 0 0 0
12 Nov 822.50 216.1 0 - 0 0 0
11 Nov 832.30 216.1 0 0.44 0 0 0
10 Nov 821.10 216.1 0 - 0 0 0
7 Nov 816.35 216.1 0 - 0 0 0
6 Nov 792.50 216.1 0 - 0 0 0
4 Nov 796.50 216.1 0 - 0 0 0
3 Nov 796.45 216.1 0 - 0 0 0
31 Oct 748.90 216.1 0 - 0 0 0


For Shriram Finance Limited - strike price 840 expiring on 30DEC2025

Delta for 840 PE is -0.38

Historical price for 840 PE is as follows

On 5 Dec SHRIRAMFIN was trading at 851.50. The strike last trading price was 16.9, which was -10.4 lower than the previous day. The implied volatity was 27.72, the open interest changed by 418 which increased total open position to 1246


On 4 Dec SHRIRAMFIN was trading at 828.15. The strike last trading price was 26.3, which was -1.7 lower than the previous day. The implied volatity was 27.96, the open interest changed by 81 which increased total open position to 826


On 3 Dec SHRIRAMFIN was trading at 828.10. The strike last trading price was 27.4, which was 6.85 higher than the previous day. The implied volatity was 27.06, the open interest changed by -37 which decreased total open position to 744


On 2 Dec SHRIRAMFIN was trading at 843.40. The strike last trading price was 20.55, which was 2.15 higher than the previous day. The implied volatity was 27.53, the open interest changed by -11 which decreased total open position to 783


On 1 Dec SHRIRAMFIN was trading at 851.55. The strike last trading price was 18.95, which was 0.25 higher than the previous day. The implied volatity was 28.76, the open interest changed by 10 which increased total open position to 798


On 28 Nov SHRIRAMFIN was trading at 851.65. The strike last trading price was 17.5, which was 2.4 higher than the previous day. The implied volatity was 27.68, the open interest changed by 16 which increased total open position to 791


On 27 Nov SHRIRAMFIN was trading at 867.65. The strike last trading price was 14.9, which was -4 lower than the previous day. The implied volatity was 28.74, the open interest changed by -104 which decreased total open position to 778


On 26 Nov SHRIRAMFIN was trading at 856.60. The strike last trading price was 19.1, which was -8.25 lower than the previous day. The implied volatity was 27.77, the open interest changed by 316 which increased total open position to 882


On 25 Nov SHRIRAMFIN was trading at 838.25. The strike last trading price was 27.85, which was -5.35 lower than the previous day. The implied volatity was 30.10, the open interest changed by 167 which increased total open position to 564


On 24 Nov SHRIRAMFIN was trading at 828.20. The strike last trading price was 33.6, which was -3.9 lower than the previous day. The implied volatity was 30.00, the open interest changed by 97 which increased total open position to 394


On 21 Nov SHRIRAMFIN was trading at 823.30. The strike last trading price was 37.5, which was 1.85 higher than the previous day. The implied volatity was 30.48, the open interest changed by 89 which increased total open position to 301


On 20 Nov SHRIRAMFIN was trading at 826.60. The strike last trading price was 35.7, which was -4.15 lower than the previous day. The implied volatity was 29.75, the open interest changed by 5 which increased total open position to 212


On 19 Nov SHRIRAMFIN was trading at 818.05. The strike last trading price was 40.5, which was 0.9 higher than the previous day. The implied volatity was 30.70, the open interest changed by 4 which increased total open position to 207


On 18 Nov SHRIRAMFIN was trading at 820.20. The strike last trading price was 39.25, which was -1.55 lower than the previous day. The implied volatity was 31.69, the open interest changed by 202 which increased total open position to 203


On 17 Nov SHRIRAMFIN was trading at 817.90. The strike last trading price was 40.8, which was -175.3 lower than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 0


On 14 Nov SHRIRAMFIN was trading at 809.30. The strike last trading price was 216.1, which was 0 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 814.00. The strike last trading price was 216.1, which was 0 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 822.50. The strike last trading price was 216.1, which was 0 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 832.30. The strike last trading price was 216.1, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0


On 10 Nov SHRIRAMFIN was trading at 821.10. The strike last trading price was 216.1, which was 0 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 816.35. The strike last trading price was 216.1, which was 0 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 792.50. The strike last trading price was 216.1, which was 0 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 796.50. The strike last trading price was 216.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov SHRIRAMFIN was trading at 796.45. The strike last trading price was 216.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SHRIRAMFIN was trading at 748.90. The strike last trading price was 216.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0