CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
22 Sep 2025 08:01 PM IST
| CHOLAFIN 30SEP2025 1540 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1630.00 | 79.1 | 23.8 | - | 391 | -217 | 172 | |||||||||
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| 21 Sept | 1590.90 | 54.2 | 5.6 | - | 132 | -10 | 389 | |||||||||
| 18 Sept | 1586.60 | 47.9 | 2.2 | 13.01 | 291 | -7 | 400 | |||||||||
| 14 Sept | 1512.30 | 21.3 | 5.55 | 22.88 | 662 | -44 | 561 | |||||||||
| 17 Aug | 1461.50 | 61.7 | 0 | 3.30 | 0 | 0 | 0 | |||||||||
For Cholamandalam In & Fin Co - strike price 1540 expiring on 30SEP2025
Delta for 1540 CE is -
Historical price for 1540 CE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 79.1, which was 23.8 higher than the previous day. The implied volatity was -, the open interest changed by -217 which decreased total open position to 172
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 54.2, which was 5.6 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 389
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 47.9, which was 2.2 higher than the previous day. The implied volatity was 13.01, the open interest changed by -7 which decreased total open position to 400
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 21.3, which was 5.55 higher than the previous day. The implied volatity was 22.88, the open interest changed by -44 which decreased total open position to 561
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 61.7, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 30SEP2025 1540 PE | |||||||
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Delta: -0.10
Vega: 0.42
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1630.00 | 3.6 | -4.5 | 30.99 | 1,446 | -201 | 297 |
| 21 Sept | 1590.90 | 7.2 | -4.1 | 25.24 | 756 | 83 | 493 |
| 18 Sept | 1586.60 | 11.65 | -3.5 | 25.79 | 805 | 55 | 416 |
| 14 Sept | 1512.30 | 48.1 | -18.25 | 27.00 | 77 | -20 | 269 |
| 17 Aug | 1461.50 | 142.9 | 0 | - | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1540 expiring on 30SEP2025
Delta for 1540 PE is -0.10
Historical price for 1540 PE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 3.6, which was -4.5 lower than the previous day. The implied volatity was 30.99, the open interest changed by -201 which decreased total open position to 297
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 7.2, which was -4.1 lower than the previous day. The implied volatity was 25.24, the open interest changed by 83 which increased total open position to 493
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 11.65, which was -3.5 lower than the previous day. The implied volatity was 25.79, the open interest changed by 55 which increased total open position to 416
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 48.1, which was -18.25 lower than the previous day. The implied volatity was 27.00, the open interest changed by -20 which decreased total open position to 269
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 142.9, 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
