CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
22 Sep 2025 08:01 PM IST
| CHOLAFIN 28OCT2025 1560 CE | ||||||||||||||||
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Delta: 0.83
Vega: 1.27
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1630.00 | 91.5 | 24.15 | 17.74 | 17 | -4 | 12 | |||||||||
| 21 Sept | 1590.90 | 67.35 | 6.3 | 17.33 | 10 | 1 | 16 | |||||||||
| 18 Sept | 1586.60 | 60.5 | 2.8 | 18.69 | 10 | 6 | 14 | |||||||||
| 14 Sept | 1512.30 | 76.5 | 0 | 1.50 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1461.50 | 0 | 0 | 2.75 | 0 | 0 | 0 | |||||||||
For Cholamandalam In & Fin Co - strike price 1560 expiring on 28OCT2025
Delta for 1560 CE is 0.83
Historical price for 1560 CE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 91.5, which was 24.15 higher than the previous day. The implied volatity was 17.74, the open interest changed by -4 which decreased total open position to 12
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 67.35, which was 6.3 higher than the previous day. The implied volatity was 17.33, the open interest changed by 1 which increased total open position to 16
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 60.5, which was 2.8 higher than the previous day. The implied volatity was 18.69, the open interest changed by 6 which increased total open position to 14
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 76.5, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 28OCT2025 1560 PE | |||||||
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Delta: -0.29
Vega: 1.74
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1630.00 | 31.15 | -10.75 | 32.43 | 35 | 7 | 22 |
| 21 Sept | 1590.90 | 40 | -5 | 30.60 | 18 | 0 | 15 |
| 18 Sept | 1586.60 | 45 | -7.95 | 30.15 | 7 | 1 | 15 |
| 14 Sept | 1512.30 | 170.3 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1461.50 | 193.75 | 0 | - | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1560 expiring on 28OCT2025
Delta for 1560 PE is -0.29
Historical price for 1560 PE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 31.15, which was -10.75 lower than the previous day. The implied volatity was 32.43, the open interest changed by 7 which increased total open position to 22
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 40, which was -5 lower than the previous day. The implied volatity was 30.60, the open interest changed by 0 which decreased total open position to 15
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 45, which was -7.95 lower than the previous day. The implied volatity was 30.15, the open interest changed by 1 which increased total open position to 15
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 170.3, 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 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 193.75, 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
