CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
22 Sep 2025 08:01 PM IST
| CHOLAFIN 30SEP2025 1600 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.19
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1630.00 | 31.75 | 12.65 | 7.32 | 5,793 | -223 | 460 | |||||||||
| 21 Sept | 1590.90 | 19.7 | 2.45 | 17.73 | 2,430 | 37 | 675 | |||||||||
| 18 Sept | 1586.60 | 16.25 | -0.6 | 19.55 | 2,609 | -5 | 643 | |||||||||
| 14 Sept | 1512.30 | 6.6 | 1.6 | 23.36 | 486 | 25 | 388 | |||||||||
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| 17 Aug | 1461.50 | 163.5 | 0 | 6.08 | 0 | 0 | 0 | |||||||||
For Cholamandalam In & Fin Co - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.96
Historical price for 1600 CE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 31.75, which was 12.65 higher than the previous day. The implied volatity was 7.32, the open interest changed by -223 which decreased total open position to 460
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 19.7, which was 2.45 higher than the previous day. The implied volatity was 17.73, the open interest changed by 37 which increased total open position to 675
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 16.25, which was -0.6 lower than the previous day. The implied volatity was 19.55, the open interest changed by -5 which decreased total open position to 643
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 6.6, which was 1.6 higher than the previous day. The implied volatity was 23.36, the open interest changed by 25 which increased total open position to 388
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 163.5, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 30SEP2025 1600 PE | |||||||
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Delta: -0.32
Vega: 0.87
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1630.00 | 15.9 | -15.5 | 30.42 | 1,933 | 180 | 283 |
| 21 Sept | 1590.90 | 29.05 | -10.25 | 26.39 | 230 | 11 | 100 |
| 18 Sept | 1586.60 | 39.3 | -6.95 | 27.83 | 281 | 11 | 94 |
| 14 Sept | 1512.30 | 94.5 | -5.9 | 30.61 | 4 | 0 | 46 |
| 17 Aug | 1461.50 | 100 | 0 | 0.00 | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -0.32
Historical price for 1600 PE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 15.9, which was -15.5 lower than the previous day. The implied volatity was 30.42, the open interest changed by 180 which increased total open position to 283
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 29.05, which was -10.25 lower than the previous day. The implied volatity was 26.39, the open interest changed by 11 which increased total open position to 100
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 39.3, which was -6.95 lower than the previous day. The implied volatity was 27.83, the open interest changed by 11 which increased total open position to 94
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 94.5, which was -5.9 lower than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 46
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
