[--[65.84.65.76]--]

Back to Option Chain


Historical option data for SHRIRAMFIN

16 Jun 2026 04:10 PM IST
SHRIRAMFIN 30-Jun-2026 (13d) 960 CE
Delta: 0.81
Vega: 0.01
Theta: -0.57
Gamma: 0.00485
Date Close Ltp Change IV Volume OI Chg OI
16 Jun 1005.75 52.45 1.45 (2.84%) 28.07 133 -22 485
15 Jun 1000.65 49 25 (104.17%) 28.36 1,032 -209 508
12 Jun 954.95 25 20 (400.00%) 29.42 3,618 -172 716
11 Jun 886.25 5 -2 (-28.57%) 30.75 690 156 888
10 Jun 897.35 7.6 -4.4 (-36.67%) 31.78 441 12 733
9 Jun 911.70 12.2 2.75 (29.10%) 32.55 823 -59 721
8 Jun 896.65 9 -9.45 (-51.22%) 33.55 514 -14 780
5 Jun 923.30 17.85 0.85 (5.00%) 32.35 1,211 -12 794
4 Jun 915.80 17.65 0.65 (3.82%) 33.58 410 -32 806
3 Jun 912.95 17.2 1.2 (7.50%) 33.51 760 -47 840
2 Jun 911.70 16.3 -2.7 (-14.21%) 32.28 462 89 916
1 Jun 919.05 18.95 -12.05 (-38.87%) 30.9 982 167 824
29 May 947.15 33 -7 (-17.50%) 29.25 925 181 658
27 May 963.20 40.95 4.95 (13.75%) 30.81 1,233 90 474
26 May 952.15 36.5 -6.5 (-15.12%) 31.7 707 105 383
25 May 961.95 43.1 7.1 (19.72%) 32.2 1,002 5 279
22 May 941.00 36.45 10.45 (40.19%) 34.11 724 246 279
21 May 914.75 26.45 -3.55 (-11.83%) 34.95 48 16 33
20 May 923.45 30.05 -1.95 (-6.09%) 34.66 9 2 16
19 May 927.35 31.65 -4.35 (-12.08%) 34.1 13 10 14
18 May 933.70 36 -12 (-25.00%) 34.87 6 3 3
15 May 937.90 0 -48 (-100.00%) - 0 0 0
14 May 935.10 0 -48 (-100.00%) 0 0 0 0
13 May 920.55 0 -48 (-100.00%) 0 0 0 0
12 May 930.45 0 -48 (-100.00%) 0 0 0 0
11 May 975.95 0 -48 (-100.00%) 0 0 0 0
8 May 1007.75 0 0 - 0 0 0
7 May 1015.65 0 0 - 0 0 0
6 May 1004.10 0 0 - 0 0 0
5 May 964.40 0 0 - 0 0 0
4 May 960.45 0 0 - 0 0 0
30 Apr 937.35 0 0 - 0 0 0
29 Apr 956.85 0 0 - 0 0 0
28 Apr 953.25 0 0 - 0 0 0
27 Apr 974.65 0 0 - 0 0 0
24 Apr 1011.30 0 0 - 0 0 0
13 Apr 1004.10 - - - 0 0 0
10 Apr 1027.55 0 0 (0.00%) - 0 0 0
9 Apr 996.30 0 0 (0.00%) - 0 0 0
8 Apr 1023.20 0 0 (0.00%) - 0 0 0
7 Apr 930.65 0 0 (0.00%) 1.26 0 0 0
6 Apr 928.00 0 0 (0.00%) 0.65 0 0 0
2 Apr 891.60 0 0 (0.00%) 2.76 0 0 0


For Shriram Finance Limited - strike price 960 expiring on 30JUN2026

Delta for 960 CE is 0.81

Historical price for 960 CE is as follows

On 16 Jun SHRIRAMFIN was trading at 1005.75. The strike last trading price was 52.45, which was 1.45 higher than the previous day. The implied volatity was 28.07, the open interest changed by -22 which decreased total open position to 485


On 15 Jun SHRIRAMFIN was trading at 1000.65. The strike last trading price was 49, which was 25 higher than the previous day. The implied volatity was 28.36, the open interest changed by -209 which decreased total open position to 508


On 12 Jun SHRIRAMFIN was trading at 954.95. The strike last trading price was 25, which was 20 higher than the previous day. The implied volatity was 29.42, the open interest changed by -172 which decreased total open position to 716


On 11 Jun SHRIRAMFIN was trading at 886.25. The strike last trading price was 5, which was -2 lower than the previous day. The implied volatity was 30.75, the open interest changed by 156 which increased total open position to 888


On 10 Jun SHRIRAMFIN was trading at 897.35. The strike last trading price was 7.6, which was -4.4 lower than the previous day. The implied volatity was 31.78, the open interest changed by 12 which increased total open position to 733


On 9 Jun SHRIRAMFIN was trading at 911.70. The strike last trading price was 12.2, which was 2.75 higher than the previous day. The implied volatity was 32.55, the open interest changed by -59 which decreased total open position to 721


On 8 Jun SHRIRAMFIN was trading at 896.65. The strike last trading price was 9, which was -9.45 lower than the previous day. The implied volatity was 33.55, the open interest changed by -14 which decreased total open position to 780


On 5 Jun SHRIRAMFIN was trading at 923.30. The strike last trading price was 17.85, which was 0.85 higher than the previous day. The implied volatity was 32.35, the open interest changed by -12 which decreased total open position to 794


On 4 Jun SHRIRAMFIN was trading at 915.80. The strike last trading price was 17.65, which was 0.65 higher than the previous day. The implied volatity was 33.58, the open interest changed by -32 which decreased total open position to 806


On 3 Jun SHRIRAMFIN was trading at 912.95. The strike last trading price was 17.2, which was 1.2 higher than the previous day. The implied volatity was 33.51, the open interest changed by -47 which decreased total open position to 840


On 2 Jun SHRIRAMFIN was trading at 911.70. The strike last trading price was 16.3, which was -2.7 lower than the previous day. The implied volatity was 32.28, the open interest changed by 89 which increased total open position to 916


On 1 Jun SHRIRAMFIN was trading at 919.05. The strike last trading price was 18.95, which was -12.05 lower than the previous day. The implied volatity was 30.9, the open interest changed by 167 which increased total open position to 824


On 29 May SHRIRAMFIN was trading at 947.15. The strike last trading price was 33, which was -7 lower than the previous day. The implied volatity was 29.25, the open interest changed by 181 which increased total open position to 658


On 27 May SHRIRAMFIN was trading at 963.20. The strike last trading price was 40.95, which was 4.95 higher than the previous day. The implied volatity was 30.81, the open interest changed by 90 which increased total open position to 474


On 26 May SHRIRAMFIN was trading at 952.15. The strike last trading price was 36.5, which was -6.5 lower than the previous day. The implied volatity was 31.7, the open interest changed by 105 which increased total open position to 383


On 25 May SHRIRAMFIN was trading at 961.95. The strike last trading price was 43.1, which was 7.1 higher than the previous day. The implied volatity was 32.2, the open interest changed by 5 which increased total open position to 279


On 22 May SHRIRAMFIN was trading at 941.00. The strike last trading price was 36.45, which was 10.45 higher than the previous day. The implied volatity was 34.11, the open interest changed by 246 which increased total open position to 279


On 21 May SHRIRAMFIN was trading at 914.75. The strike last trading price was 26.45, which was -3.55 lower than the previous day. The implied volatity was 34.95, the open interest changed by 16 which increased total open position to 33


On 20 May SHRIRAMFIN was trading at 923.45. The strike last trading price was 30.05, which was -1.95 lower than the previous day. The implied volatity was 34.66, the open interest changed by 2 which increased total open position to 16


On 19 May SHRIRAMFIN was trading at 927.35. The strike last trading price was 31.65, which was -4.35 lower than the previous day. The implied volatity was 34.1, the open interest changed by 10 which increased total open position to 14


On 18 May SHRIRAMFIN was trading at 933.70. The strike last trading price was 36, which was -12 lower than the previous day. The implied volatity was 34.87, the open interest changed by 3 which increased total open position to 3


On 15 May SHRIRAMFIN was trading at 937.90. The strike last trading price was 0, which was -48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May SHRIRAMFIN was trading at 935.10. The strike last trading price was 0, which was -48 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May SHRIRAMFIN was trading at 920.55. The strike last trading price was 0, which was -48 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May SHRIRAMFIN was trading at 930.45. The strike last trading price was 0, which was -48 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May SHRIRAMFIN was trading at 975.95. The strike last trading price was 0, which was -48 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May SHRIRAMFIN was trading at 1007.75. 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 7 May SHRIRAMFIN was trading at 1015.65. 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 6 May 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 5 May SHRIRAMFIN was trading at 964.40. 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 4 May SHRIRAMFIN was trading at 960.45. 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 30 Apr SHRIRAMFIN was trading at 937.35. 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 29 Apr SHRIRAMFIN was trading at 956.85. 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 28 Apr SHRIRAMFIN was trading at 953.25. 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 27 Apr SHRIRAMFIN was trading at 974.65. 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 24 Apr SHRIRAMFIN was trading at 1011.30. 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 13 Apr SHRIRAMFIN was trading at 1004.10. The strike last trading price was -, which was - 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 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 8 Apr SHRIRAMFIN was trading at 1023.20. 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 7 Apr SHRIRAMFIN was trading at 930.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0


On 6 Apr SHRIRAMFIN was trading at 928.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0


On 2 Apr SHRIRAMFIN was trading at 891.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


SHRIRAMFIN 30-Jun-2026 (13d) 960 PE
Delta: -0.18
Vega: 0.01
Theta: -0.41
Gamma: 0.00469
Date Close Ltp Change IV Volume OI Chg OI
16 Jun 1005.75 5.65 -2.6 (-31.52%) 28.14 828 75 1,088
15 Jun 1000.65 8.6 -16.75 (-66.07%) 29.67 2,141 489 1,013
12 Jun 954.95 23.75 -49.75 (-67.69%) 28.12 850 54 540
11 Jun 886.25 73 19.5 (36.45%) 27.25 46 2 487
10 Jun 897.35 53.5 53.5 (-21.55%) 27.41 19 0 485
9 Jun 911.70 53.5 -14.7 (-21.55%) 27.41 19 -4 484
8 Jun 896.65 69.9 21.9 (45.63%) 31.08 39 -8 489
5 Jun 923.30 48.2 -7.15 (-12.92%) 28.27 193 5 511
4 Jun 915.80 55.35 -0.15 (-0.27%) 28.45 8 0 505
3 Jun 912.95 56.3 2.15 (3.97%) 28.66 61 4 504
2 Jun 911.70 52.6 2.2 (4.37%) 25.13 119 -3 499
1 Jun 919.05 49.05 13.85 (39.35%) 28 164 -13 502
29 May 947.15 32.95 3.25 (10.94%) 28.96 458 32 515
27 May 963.20 28.7 -7.65 (-21.05%) 28.19 635 190 483
26 May 952.15 35.4 0.6 (1.72%) 29.03 553 71 291
25 May 961.95 33.2 -12.75 (-27.75%) 30.91 242 86 220
22 May 941.00 45 -17 (-27.42%) 30.91 211 85 133
21 May 914.75 62 5 (8.77%) 31.65 9 7 48
20 May 923.45 57 -0.1 (-0.18%) 31.89 16 10 41
19 May 927.35 57.1 3.8 (7.13%) 33.47 3 0 31
18 May 933.70 52.4 -2.8 (-5.07%) 33.08 31 2 31
15 May 937.90 55.2 0 (0.00%) - 0 0 29
14 May 935.10 55.2 -7.1 (-11.40%) 0 1 0 29
13 May 920.55 62.3 12.3 (24.60%) 0 8 1 28
12 May 930.45 50 10 (25.00%) 0 6 2 26
11 May 975.95 40 11.7 (41.34%) 0 6 2 23
8 May 1007.75 28.3 3.75 (15.27%) 33.77 8 -1 22
7 May 1015.65 24.95 -4.75 (-15.99%) 32.97 32 -1 22
6 May 1004.10 29.75 -22.45 (-43.01%) 34.11 19 5 24
5 May 964.40 52.2 -14.8 (-22.09%) 35.9 13 -2 19
4 May 960.45 67 0.25 (0.37%) - 0 -1 20
30 Apr 937.35 67 17.5 (35.35%) 36.25 17 -1 20
29 Apr 956.85 49.5 -4.1 (-7.65%) 34.02 11 7 21
28 Apr 953.25 53.6 -4.4 (-7.59%) 34.74 15 0 12
27 Apr 974.65 58 12.75 (28.18%) 40.67 12 3 4
24 Apr 1011.30 45.25 -73.45 (-61.88%) 43.82 2 1 1
13 Apr 1004.10 - - - 0 0 0
10 Apr 1027.55 0 0 (0.00%) 5.1 0 0 0
9 Apr 996.30 0 0 (0.00%) 3.65 0 0 0
8 Apr 1023.20 0 0 (0.00%) 5.36 0 0 0
7 Apr 930.65 0 0 (0.00%) - 0 0 0
6 Apr 928.00 0 0 (0.00%) - 0 0 0
2 Apr 891.60 0 0 (0.00%) - 0 0 0


For Shriram Finance Limited - strike price 960 expiring on 30JUN2026

Delta for 960 PE is -0.18

Historical price for 960 PE is as follows

On 16 Jun SHRIRAMFIN was trading at 1005.75. The strike last trading price was 5.65, which was -2.6 lower than the previous day. The implied volatity was 28.14, the open interest changed by 75 which increased total open position to 1088


On 15 Jun SHRIRAMFIN was trading at 1000.65. The strike last trading price was 8.6, which was -16.75 lower than the previous day. The implied volatity was 29.67, the open interest changed by 489 which increased total open position to 1013


On 12 Jun SHRIRAMFIN was trading at 954.95. The strike last trading price was 23.75, which was -49.75 lower than the previous day. The implied volatity was 28.12, the open interest changed by 54 which increased total open position to 540


On 11 Jun SHRIRAMFIN was trading at 886.25. The strike last trading price was 73, which was 19.5 higher than the previous day. The implied volatity was 27.25, the open interest changed by 2 which increased total open position to 487


On 10 Jun SHRIRAMFIN was trading at 897.35. The strike last trading price was 53.5, which was 53.5 higher than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 485


On 9 Jun SHRIRAMFIN was trading at 911.70. The strike last trading price was 53.5, which was -14.7 lower than the previous day. The implied volatity was 27.41, the open interest changed by -4 which decreased total open position to 484


On 8 Jun SHRIRAMFIN was trading at 896.65. The strike last trading price was 69.9, which was 21.9 higher than the previous day. The implied volatity was 31.08, the open interest changed by -8 which decreased total open position to 489


On 5 Jun SHRIRAMFIN was trading at 923.30. The strike last trading price was 48.2, which was -7.15 lower than the previous day. The implied volatity was 28.27, the open interest changed by 5 which increased total open position to 511


On 4 Jun SHRIRAMFIN was trading at 915.80. The strike last trading price was 55.35, which was -0.15 lower than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 505


On 3 Jun SHRIRAMFIN was trading at 912.95. The strike last trading price was 56.3, which was 2.15 higher than the previous day. The implied volatity was 28.66, the open interest changed by 4 which increased total open position to 504


On 2 Jun SHRIRAMFIN was trading at 911.70. The strike last trading price was 52.6, which was 2.2 higher than the previous day. The implied volatity was 25.13, the open interest changed by -3 which decreased total open position to 499


On 1 Jun SHRIRAMFIN was trading at 919.05. The strike last trading price was 49.05, which was 13.85 higher than the previous day. The implied volatity was 28, the open interest changed by -13 which decreased total open position to 502


On 29 May SHRIRAMFIN was trading at 947.15. The strike last trading price was 32.95, which was 3.25 higher than the previous day. The implied volatity was 28.96, the open interest changed by 32 which increased total open position to 515


On 27 May SHRIRAMFIN was trading at 963.20. The strike last trading price was 28.7, which was -7.65 lower than the previous day. The implied volatity was 28.19, the open interest changed by 190 which increased total open position to 483


On 26 May SHRIRAMFIN was trading at 952.15. The strike last trading price was 35.4, which was 0.6 higher than the previous day. The implied volatity was 29.03, the open interest changed by 71 which increased total open position to 291


On 25 May SHRIRAMFIN was trading at 961.95. The strike last trading price was 33.2, which was -12.75 lower than the previous day. The implied volatity was 30.91, the open interest changed by 86 which increased total open position to 220


On 22 May SHRIRAMFIN was trading at 941.00. The strike last trading price was 45, which was -17 lower than the previous day. The implied volatity was 30.91, the open interest changed by 85 which increased total open position to 133


On 21 May SHRIRAMFIN was trading at 914.75. The strike last trading price was 62, which was 5 higher than the previous day. The implied volatity was 31.65, the open interest changed by 7 which increased total open position to 48


On 20 May SHRIRAMFIN was trading at 923.45. The strike last trading price was 57, which was -0.1 lower than the previous day. The implied volatity was 31.89, the open interest changed by 10 which increased total open position to 41


On 19 May SHRIRAMFIN was trading at 927.35. The strike last trading price was 57.1, which was 3.8 higher than the previous day. The implied volatity was 33.47, the open interest changed by 0 which decreased total open position to 31


On 18 May SHRIRAMFIN was trading at 933.70. The strike last trading price was 52.4, which was -2.8 lower than the previous day. The implied volatity was 33.08, the open interest changed by 2 which increased total open position to 31


On 15 May SHRIRAMFIN was trading at 937.90. The strike last trading price was 55.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 14 May SHRIRAMFIN was trading at 935.10. The strike last trading price was 55.2, which was -7.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 29


On 13 May SHRIRAMFIN was trading at 920.55. The strike last trading price was 62.3, which was 12.3 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 28


On 12 May SHRIRAMFIN was trading at 930.45. The strike last trading price was 50, which was 10 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 26


On 11 May SHRIRAMFIN was trading at 975.95. The strike last trading price was 40, which was 11.7 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 23


On 8 May SHRIRAMFIN was trading at 1007.75. The strike last trading price was 28.3, which was 3.75 higher than the previous day. The implied volatity was 33.77, the open interest changed by -1 which decreased total open position to 22


On 7 May SHRIRAMFIN was trading at 1015.65. The strike last trading price was 24.95, which was -4.75 lower than the previous day. The implied volatity was 32.97, the open interest changed by -1 which decreased total open position to 22


On 6 May SHRIRAMFIN was trading at 1004.10. The strike last trading price was 29.75, which was -22.45 lower than the previous day. The implied volatity was 34.11, the open interest changed by 5 which increased total open position to 24


On 5 May SHRIRAMFIN was trading at 964.40. The strike last trading price was 52.2, which was -14.8 lower than the previous day. The implied volatity was 35.9, the open interest changed by -2 which decreased total open position to 19


On 4 May SHRIRAMFIN was trading at 960.45. The strike last trading price was 67, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 20


On 30 Apr SHRIRAMFIN was trading at 937.35. The strike last trading price was 67, which was 17.5 higher than the previous day. The implied volatity was 36.25, the open interest changed by -1 which decreased total open position to 20


On 29 Apr SHRIRAMFIN was trading at 956.85. The strike last trading price was 49.5, which was -4.1 lower than the previous day. The implied volatity was 34.02, the open interest changed by 7 which increased total open position to 21


On 28 Apr SHRIRAMFIN was trading at 953.25. The strike last trading price was 53.6, which was -4.4 lower than the previous day. The implied volatity was 34.74, the open interest changed by 0 which decreased total open position to 12


On 27 Apr SHRIRAMFIN was trading at 974.65. The strike last trading price was 58, which was 12.75 higher than the previous day. The implied volatity was 40.67, the open interest changed by 3 which increased total open position to 4


On 24 Apr SHRIRAMFIN was trading at 1011.30. The strike last trading price was 45.25, which was -73.45 lower than the previous day. The implied volatity was 43.82, the open interest changed by 1 which increased total open position to 1


On 13 Apr SHRIRAMFIN was trading at 1004.10. The strike last trading price was -, which was - 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 5.1, 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 0, which was 0 lower than the previous day. The implied volatity was 3.65, 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 0, which was 0 lower than the previous day. The implied volatity was 5.36, 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 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 6 Apr SHRIRAMFIN was trading at 928.00. 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 2 Apr SHRIRAMFIN was trading at 891.60. 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