Historical option data for SHRIRAMFIN
26 May 2026 04:10 PM IST
| SHRIRAMFIN 30-Jun-2026 (34d) 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.01
Theta: -0.59
Gamma: 0.00424
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.51
Historical price for 960 CE is as follows
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 (34d) 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.01
Theta: -0.4
Gamma: 0.00463
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.49
Historical price for 960 PE is as follows
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
