SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
15 May 2026 04:10 PM IST
| SHRIRAMFIN 26-May-2026 (10d) 950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.01
Theta: -1
Gamma: 0.00726
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 15 May | 937.90 | 16.9 | -2.6000000000000014 (-13.33%) | 32.8 | 3,566 | 69 | 1,370 | |||||||||
| 14 May | 935.10 | 19.95 | 4.449999999999999 (28.71%) | 37.65 | 3,438 | -19 | 1,302 | |||||||||
| 13 May | 920.55 | 15.7 | -3.4499999999999993 (-18.02%) | 38.13 | 2,685 | 404 | 1,332 | |||||||||
| 12 May | 930.45 | 20.5 | -23.950000000000003 (-53.88%) | 36.23 | 1,643 | 330 | 928 | |||||||||
| 11 May | 975.95 | 44.1 | -24.499999999999993 (-35.71%) | 0 | 257 | 10 | 598 | |||||||||
| 8 May | 1007.75 | 67 | -8.650000000000006 (-11.43%) | 31.08 | 88 | -38 | 588 | |||||||||
| 7 May | 1015.65 | 74 | 2.0999999999999943 (2.92%) | 33.82 | 130 | -29 | 627 | |||||||||
| 6 May | 1004.10 | 72.9 | 28.700000000000003 (64.93%) | 38.3 | 649 | -318 | 656 | |||||||||
| 5 May | 964.40 | 44.15 | 1.75 (4.13%) | 37.3 | 1,270 | 109 | 973 | |||||||||
| 4 May | 960.45 | 42.3 | 9.5 (28.96%) | 36.92 | 818 | 117 | 865 | |||||||||
| 30 Apr | 937.35 | 33.05 | -10.75 (-24.54%) | 36.45 | 1,820 | 164 | 912 | |||||||||
| 29 Apr | 956.85 | 43 | 0.3500000000000014 (0.82%) | 36.08 | 944 | 161 | 746 | |||||||||
| 28 Apr | 953.25 | 43.3 | -15.350000000000001 (-26.17%) | 37.87 | 850 | 197 | 579 | |||||||||
| 27 Apr | 974.65 | 58.5 | -37.75 (-39.22%) | 39.58 | 753 | 312 | 379 | |||||||||
| 24 Apr | 1011.30 | 97 | 7 (7.78%) | 44.82 | 104 | 65 | 67 | |||||||||
| 23 Apr | 1009.30 | 90 | -36.7 (-28.97%) | 43.56 | 1 | 0 | 2 | |||||||||
| 22 Apr | 1044.55 | 126.7 | 93.2 (278.21%) | 56.29 | 2 | 1 | 1 | |||||||||
| 21 Apr | 1045.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1045.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1036.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1022.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1020.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1004.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1027.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 996.30 | 33.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1023.20 | 33.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 930.65 | 33.5 | 0 (0.00%) | 0.67 | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 950 expiring on 26MAY2026
Delta for 950 CE is 0.44
Historical price for 950 CE is as follows
On 15 May SHRIRAMFIN was trading at 937.90. The strike last trading price was 16.9, which was -2.6000000000000014 lower than the previous day. The implied volatity was 32.8, the open interest changed by 69 which increased total open position to 1370
On 14 May SHRIRAMFIN was trading at 935.10. The strike last trading price was 19.95, which was 4.449999999999999 higher than the previous day. The implied volatity was 37.65, the open interest changed by -19 which decreased total open position to 1302
On 13 May SHRIRAMFIN was trading at 920.55. The strike last trading price was 15.7, which was -3.4499999999999993 lower than the previous day. The implied volatity was 38.13, the open interest changed by 404 which increased total open position to 1332
On 12 May SHRIRAMFIN was trading at 930.45. The strike last trading price was 20.5, which was -23.950000000000003 lower than the previous day. The implied volatity was 36.23, the open interest changed by 330 which increased total open position to 928
On 11 May SHRIRAMFIN was trading at 975.95. The strike last trading price was 44.1, which was -24.499999999999993 lower than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 598
On 8 May SHRIRAMFIN was trading at 1007.75. The strike last trading price was 67, which was -8.650000000000006 lower than the previous day. The implied volatity was 31.08, the open interest changed by -38 which decreased total open position to 588
On 7 May SHRIRAMFIN was trading at 1015.65. The strike last trading price was 74, which was 2.0999999999999943 higher than the previous day. The implied volatity was 33.82, the open interest changed by -29 which decreased total open position to 627
On 6 May SHRIRAMFIN was trading at 1004.10. The strike last trading price was 72.9, which was 28.700000000000003 higher than the previous day. The implied volatity was 38.3, the open interest changed by -318 which decreased total open position to 656
On 5 May SHRIRAMFIN was trading at 964.40. The strike last trading price was 44.15, which was 1.75 higher than the previous day. The implied volatity was 37.3, the open interest changed by 109 which increased total open position to 973
On 4 May SHRIRAMFIN was trading at 960.45. The strike last trading price was 42.3, which was 9.5 higher than the previous day. The implied volatity was 36.92, the open interest changed by 117 which increased total open position to 865
On 30 Apr SHRIRAMFIN was trading at 937.35. The strike last trading price was 33.05, which was -10.75 lower than the previous day. The implied volatity was 36.45, the open interest changed by 164 which increased total open position to 912
On 29 Apr SHRIRAMFIN was trading at 956.85. The strike last trading price was 43, which was 0.3500000000000014 higher than the previous day. The implied volatity was 36.08, the open interest changed by 161 which increased total open position to 746
On 28 Apr SHRIRAMFIN was trading at 953.25. The strike last trading price was 43.3, which was -15.350000000000001 lower than the previous day. The implied volatity was 37.87, the open interest changed by 197 which increased total open position to 579
On 27 Apr SHRIRAMFIN was trading at 974.65. The strike last trading price was 58.5, which was -37.75 lower than the previous day. The implied volatity was 39.58, the open interest changed by 312 which increased total open position to 379
On 24 Apr SHRIRAMFIN was trading at 1011.30. The strike last trading price was 97, which was 7 higher than the previous day. The implied volatity was 44.82, the open interest changed by 65 which increased total open position to 67
On 23 Apr SHRIRAMFIN was trading at 1009.30. The strike last trading price was 90, which was -36.7 lower than the previous day. The implied volatity was 43.56, the open interest changed by 0 which decreased total open position to 2
On 22 Apr SHRIRAMFIN was trading at 1044.55. The strike last trading price was 126.7, which was 93.2 higher than the previous day. The implied volatity was 56.29, the open interest changed by 1 which increased total open position to 1
On 21 Apr SHRIRAMFIN was trading at 1045.30. The strike last trading price was 0, 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 20 Apr SHRIRAMFIN was trading at 1045.15. The strike last trading price was 0, 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 17 Apr SHRIRAMFIN was trading at 1036.95. The strike last trading price was 0, 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 16 Apr SHRIRAMFIN was trading at 1022.75. The strike last trading price was 0, 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 15 Apr SHRIRAMFIN was trading at 1020.95. The strike last trading price was 0, 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 Apr SHRIRAMFIN was trading at 1004.10. The strike last trading price was 0, 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 10 Apr SHRIRAMFIN was trading at 1027.55. The strike last trading price was 0, 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 9 Apr SHRIRAMFIN was trading at 996.30. The strike last trading price was 33.5, 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 8 Apr SHRIRAMFIN was trading at 1023.20. The strike last trading price was 33.5, 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 Apr SHRIRAMFIN was trading at 930.65. The strike last trading price was 33.5, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
| SHRIRAMFIN 26-May-2026 (10d) 950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.01
Theta: -0.91
Gamma: 0.00688
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 937.90 | 29 | -1 (-3.33%) | 34.67 | 687 | -45 | 936 |
| 14 May | 935.10 | 28 | -13 (-31.71%) | 30.09 | 386 | -10 | 981 |
| 13 May | 920.55 | 42 | 7 (20.00%) | 36.3 | 563 | -1 | 993 |
| 12 May | 930.45 | 32 | 16 (100.00%) | 33.2 | 2,250 | -162 | 995 |
| 11 May | 975.95 | 16 | 6 (60.00%) | 0 | 1,052 | -37 | 1,162 |
| 8 May | 1007.75 | 10 | 2.05 (25.79%) | 35.2 | 618 | -73 | 1,199 |
| 7 May | 1015.65 | 8.2 | -2.6500000000000004 (-24.42%) | 33.84 | 858 | 2 | 1,270 |
| 6 May | 1004.10 | 10.25 | -16.05 (-61.03%) | 34.33 | 1,594 | 59 | 1,268 |
| 5 May | 964.40 | 26 | -2.6000000000000014 (-9.09%) | 37.18 | 1,429 | 83 | 1,210 |
| 4 May | 960.45 | 28.9 | -13.450000000000003 (-31.76%) | 37.19 | 879 | -61 | 1,130 |
| 30 Apr | 937.35 | 41.2 | 10.150000000000002 (32.69%) | 36.85 | 990 | -44 | 1,147 |
| 29 Apr | 956.85 | 31.55 | -1.4999999999999964 (-4.54%) | 35.26 | 1,623 | 274 | 1,189 |
| 28 Apr | 953.25 | 33.5 | 3.5500000000000007 (11.85%) | 34.78 | 1,361 | 75 | 914 |
| 27 Apr | 974.65 | 30.4 | 5.199999999999999 (20.63%) | 39.66 | 1,991 | 434 | 840 |
| 24 Apr | 1011.30 | 22.8 | -2.5 (-9.88%) | 43.35 | 616 | 153 | 407 |
| 23 Apr | 1009.30 | 25.35 | 9.850000000000001 (63.55%) | 43.41 | 242 | 61 | 254 |
| 22 Apr | 1044.55 | 15.5 | -0.8000000000000007 (-4.91%) | 41.99 | 38 | 9 | 189 |
| 21 Apr | 1045.30 | 16.35 | 0 (0.00%) | 41.99 | 59 | 24 | 180 |
| 20 Apr | 1045.15 | 16.7 | -2.1999999999999993 (-11.64%) | 41.79 | 105 | 55 | 156 |
| 17 Apr | 1036.95 | 18.85 | -3.599999999999998 (-16.04%) | 40.51 | 53 | -1 | 100 |
| 16 Apr | 1022.75 | 22.25 | -2.1000000000000014 (-8.62%) | 40.23 | 77 | -5 | 101 |
| 15 Apr | 1020.95 | 24.5 | -4.199999999999999 (-14.63%) | 41.94 | 112 | 62 | 106 |
| 13 Apr | 1004.10 | 28.7 | 3.25 (12.77%) | 40.68 | 22 | 6 | 44 |
| 10 Apr | 1027.55 | 25.7 | -9.099999999999998 (-26.15%) | 41.79 | 27 | 12 | 36 |
| 9 Apr | 996.30 | 35.05 | 5.8 (19.83%) | 43.05 | 21 | 14 | 23 |
| 8 Apr | 1023.20 | 29.25 | -71.65 (-71.01%) | 44.43 | 14 | 9 | 9 |
| 7 Apr | 930.65 | 100.9 | 0 (0.00%) | - | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 950 expiring on 26MAY2026
Delta for 950 PE is -0.56
Historical price for 950 PE is as follows
On 15 May SHRIRAMFIN was trading at 937.90. The strike last trading price was 29, which was -1 lower than the previous day. The implied volatity was 34.67, the open interest changed by -45 which decreased total open position to 936
On 14 May SHRIRAMFIN was trading at 935.10. The strike last trading price was 28, which was -13 lower than the previous day. The implied volatity was 30.09, the open interest changed by -10 which decreased total open position to 981
On 13 May SHRIRAMFIN was trading at 920.55. The strike last trading price was 42, which was 7 higher than the previous day. The implied volatity was 36.3, the open interest changed by -1 which decreased total open position to 993
On 12 May SHRIRAMFIN was trading at 930.45. The strike last trading price was 32, which was 16 higher than the previous day. The implied volatity was 33.2, the open interest changed by -162 which decreased total open position to 995
On 11 May SHRIRAMFIN was trading at 975.95. The strike last trading price was 16, which was 6 higher than the previous day. The implied volatity was 0, the open interest changed by -37 which decreased total open position to 1162
On 8 May SHRIRAMFIN was trading at 1007.75. The strike last trading price was 10, which was 2.05 higher than the previous day. The implied volatity was 35.2, the open interest changed by -73 which decreased total open position to 1199
On 7 May SHRIRAMFIN was trading at 1015.65. The strike last trading price was 8.2, which was -2.6500000000000004 lower than the previous day. The implied volatity was 33.84, the open interest changed by 2 which increased total open position to 1270
On 6 May SHRIRAMFIN was trading at 1004.10. The strike last trading price was 10.25, which was -16.05 lower than the previous day. The implied volatity was 34.33, the open interest changed by 59 which increased total open position to 1268
On 5 May SHRIRAMFIN was trading at 964.40. The strike last trading price was 26, which was -2.6000000000000014 lower than the previous day. The implied volatity was 37.18, the open interest changed by 83 which increased total open position to 1210
On 4 May SHRIRAMFIN was trading at 960.45. The strike last trading price was 28.9, which was -13.450000000000003 lower than the previous day. The implied volatity was 37.19, the open interest changed by -61 which decreased total open position to 1130
On 30 Apr SHRIRAMFIN was trading at 937.35. The strike last trading price was 41.2, which was 10.150000000000002 higher than the previous day. The implied volatity was 36.85, the open interest changed by -44 which decreased total open position to 1147
On 29 Apr SHRIRAMFIN was trading at 956.85. The strike last trading price was 31.55, which was -1.4999999999999964 lower than the previous day. The implied volatity was 35.26, the open interest changed by 274 which increased total open position to 1189
On 28 Apr SHRIRAMFIN was trading at 953.25. The strike last trading price was 33.5, which was 3.5500000000000007 higher than the previous day. The implied volatity was 34.78, the open interest changed by 75 which increased total open position to 914
On 27 Apr SHRIRAMFIN was trading at 974.65. The strike last trading price was 30.4, which was 5.199999999999999 higher than the previous day. The implied volatity was 39.66, the open interest changed by 434 which increased total open position to 840
On 24 Apr SHRIRAMFIN was trading at 1011.30. The strike last trading price was 22.8, which was -2.5 lower than the previous day. The implied volatity was 43.35, the open interest changed by 153 which increased total open position to 407
On 23 Apr SHRIRAMFIN was trading at 1009.30. The strike last trading price was 25.35, which was 9.850000000000001 higher than the previous day. The implied volatity was 43.41, the open interest changed by 61 which increased total open position to 254
On 22 Apr SHRIRAMFIN was trading at 1044.55. The strike last trading price was 15.5, which was -0.8000000000000007 lower than the previous day. The implied volatity was 41.99, the open interest changed by 9 which increased total open position to 189
On 21 Apr SHRIRAMFIN was trading at 1045.30. The strike last trading price was 16.35, which was 0 lower than the previous day. The implied volatity was 41.99, the open interest changed by 24 which increased total open position to 180
On 20 Apr SHRIRAMFIN was trading at 1045.15. The strike last trading price was 16.7, which was -2.1999999999999993 lower than the previous day. The implied volatity was 41.79, the open interest changed by 55 which increased total open position to 156
On 17 Apr SHRIRAMFIN was trading at 1036.95. The strike last trading price was 18.85, which was -3.599999999999998 lower than the previous day. The implied volatity was 40.51, the open interest changed by -1 which decreased total open position to 100
On 16 Apr SHRIRAMFIN was trading at 1022.75. The strike last trading price was 22.25, which was -2.1000000000000014 lower than the previous day. The implied volatity was 40.23, the open interest changed by -5 which decreased total open position to 101
On 15 Apr SHRIRAMFIN was trading at 1020.95. The strike last trading price was 24.5, which was -4.199999999999999 lower than the previous day. The implied volatity was 41.94, the open interest changed by 62 which increased total open position to 106
On 13 Apr SHRIRAMFIN was trading at 1004.10. The strike last trading price was 28.7, which was 3.25 higher than the previous day. The implied volatity was 40.68, the open interest changed by 6 which increased total open position to 44
On 10 Apr SHRIRAMFIN was trading at 1027.55. The strike last trading price was 25.7, which was -9.099999999999998 lower than the previous day. The implied volatity was 41.79, the open interest changed by 12 which increased total open position to 36
On 9 Apr SHRIRAMFIN was trading at 996.30. The strike last trading price was 35.05, which was 5.8 higher than the previous day. The implied volatity was 43.05, the open interest changed by 14 which increased total open position to 23
On 8 Apr SHRIRAMFIN was trading at 1023.20. The strike last trading price was 29.25, which was -71.65 lower than the previous day. The implied volatity was 44.43, the open interest changed by 9 which increased total open position to 9
On 7 Apr SHRIRAMFIN was trading at 930.65. The strike last trading price was 100.9, 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
