CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
22 Sep 2025 08:01 PM IST
| CHOLAFIN 30SEP2025 1500 CE | ||||||||||||||||
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Delta: 1.00
Vega: 0.00
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1630.00 | 117 | 25.75 | 3.72 | 82 | -37 | 336 | |||||||||
| 21 Sept | 1590.90 | 93.2 | 10.1 | - | 38 | -17 | 374 | |||||||||
| 18 Sept | 1586.60 | 79.85 | 4.35 | - | 56 | -5 | 390 | |||||||||
| 14 Sept | 1512.30 | 40.4 | 9.6 | 22.80 | 1,218 | 24 | 683 | |||||||||
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| 17 Aug | 1461.50 | 41 | -4 | 24.32 | 12 | 2 | 6 | |||||||||
For Cholamandalam In & Fin Co - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 1.00
Historical price for 1500 CE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 117, which was 25.75 higher than the previous day. The implied volatity was 3.72, the open interest changed by -37 which decreased total open position to 336
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 93.2, which was 10.1 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 374
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 79.85, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 390
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 40.4, which was 9.6 higher than the previous day. The implied volatity was 22.80, the open interest changed by 24 which increased total open position to 683
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 41, which was -4 lower than the previous day. The implied volatity was 24.32, the open interest changed by 2 which increased total open position to 6
| CHOLAFIN 30SEP2025 1500 PE | |||||||
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Delta: -0.05
Vega: 0.25
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1630.00 | 1.8 | -1.35 | 35.08 | 1,021 | -323 | 526 |
| 21 Sept | 1590.90 | 2.9 | -1.65 | 27.30 | 557 | 39 | 830 |
| 18 Sept | 1586.60 | 4.6 | -1.85 | 26.73 | 724 | -80 | 811 |
| 14 Sept | 1512.30 | 27.25 | -14.2 | 26.83 | 554 | 2 | 1,328 |
| 17 Aug | 1461.50 | 72.25 | 4.25 | 28.87 | 5 | 5 | 7 |
For Cholamandalam In & Fin Co - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.05
Historical price for 1500 PE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 1.8, which was -1.35 lower than the previous day. The implied volatity was 35.08, the open interest changed by -323 which decreased total open position to 526
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 2.9, which was -1.65 lower than the previous day. The implied volatity was 27.30, the open interest changed by 39 which increased total open position to 830
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 4.6, which was -1.85 lower than the previous day. The implied volatity was 26.73, the open interest changed by -80 which decreased total open position to 811
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 27.25, which was -14.2 lower than the previous day. The implied volatity was 26.83, the open interest changed by 2 which increased total open position to 1328
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 72.25, which was 4.25 higher than the previous day. The implied volatity was 28.87, the open interest changed by 5 which increased total open position to 7
