CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
28 Sep 2025 10:07 PM IST
| CHOLAFIN 28-OCT-2025 1580 CE | ||||||||||||||||
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Delta: 0.54
Vega: 1.85
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1569.90 | 36.7 | -11.8 | 18.11 | 99 | 7 | 39 | |||||||||
| 22 Sept | 1630.00 | 68 | 12.15 | 11.99 | 31 | 2 | 24 | |||||||||
| 21 Sept | 1590.90 | 55.85 | 4.5 | 18.25 | 22 | 2 | 21 | |||||||||
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| 18 Sept | 1586.60 | 51.35 | 2.5 | 20.05 | 19 | 10 | 18 | |||||||||
| 14 Sept | 1512.30 | 47.6 | 0 | 2.50 | 0 | 0 | 0 | |||||||||
For Cholamandalam In & Fin Co - strike price 1580 expiring on 28OCT2025
Delta for 1580 CE is 0.54
Historical price for 1580 CE is as follows
On 28 Sept CHOLAFIN was trading at 1569.90. The strike last trading price was 36.7, which was -11.8 lower than the previous day. The implied volatity was 18.11, the open interest changed by 7 which increased total open position to 39
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 68, which was 12.15 higher than the previous day. The implied volatity was 11.99, the open interest changed by 2 which increased total open position to 24
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 55.85, which was 4.5 higher than the previous day. The implied volatity was 18.25, the open interest changed by 2 which increased total open position to 21
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 51.35, which was 2.5 higher than the previous day. The implied volatity was 20.05, the open interest changed by 10 which increased total open position to 18
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 47.6, which was 0 lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 28OCT2025 1580 PE | |||||||
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Delta: -0.46
Vega: 1.85
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1569.90 | 62.1 | 12.2 | 35.14 | 100 | 7 | 33 |
| 22 Sept | 1630.00 | 35.9 | -14.55 | 31.32 | 9 | 5 | 19 |
| 21 Sept | 1590.90 | 50.45 | -2.05 | 31.70 | 15 | 8 | 14 |
| 18 Sept | 1586.60 | 52.5 | -10.5 | 29.46 | 4 | 1 | 5 |
| 14 Sept | 1512.30 | 171.75 | 0 | - | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1580 expiring on 28OCT2025
Delta for 1580 PE is -0.46
Historical price for 1580 PE is as follows
On 28 Sept CHOLAFIN was trading at 1569.90. The strike last trading price was 62.1, which was 12.2 higher than the previous day. The implied volatity was 35.14, the open interest changed by 7 which increased total open position to 33
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 35.9, which was -14.55 lower than the previous day. The implied volatity was 31.32, the open interest changed by 5 which increased total open position to 19
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 50.45, which was -2.05 lower than the previous day. The implied volatity was 31.70, the open interest changed by 8 which increased total open position to 14
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 52.5, which was -10.5 lower than the previous day. The implied volatity was 29.46, the open interest changed by 1 which increased total open position to 5
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 171.75, 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
