CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
22 Sep 2025 08:01 PM IST
| CHOLAFIN 30SEP2025 1620 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.92
Theta: -1.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1630.00 | 21.8 | 9.25 | 16.01 | 7,291 | 177 | 341 | |||||||||
| 21 Sept | 1590.90 | 12.9 | 1.55 | 19.18 | 605 | -30 | 160 | |||||||||
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| 18 Sept | 1586.60 | 11.1 | -0.25 | 21.04 | 810 | -7 | 197 | |||||||||
| 14 Sept | 1512.30 | 4.35 | 1 | 23.73 | 161 | 5 | 132 | |||||||||
| 17 Aug | 1461.50 | 39.25 | 0 | 6.76 | 0 | 0 | 0 | |||||||||
For Cholamandalam In & Fin Co - strike price 1620 expiring on 30SEP2025
Delta for 1620 CE is 0.62
Historical price for 1620 CE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 21.8, which was 9.25 higher than the previous day. The implied volatity was 16.01, the open interest changed by 177 which increased total open position to 341
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 12.9, which was 1.55 higher than the previous day. The implied volatity was 19.18, the open interest changed by -30 which decreased total open position to 160
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 11.1, which was -0.25 lower than the previous day. The implied volatity was 21.04, the open interest changed by -7 which decreased total open position to 197
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 4.35, which was 1 higher than the previous day. The implied volatity was 23.73, the open interest changed by 5 which increased total open position to 132
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 39.25, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 30SEP2025 1620 PE | |||||||
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Delta: -0.43
Vega: 0.95
Theta: -1.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1630.00 | 25.45 | -20.75 | 32.23 | 2,123 | 214 | 249 |
| 21 Sept | 1590.90 | 44.3 | -9.45 | 30.15 | 58 | -11 | 35 |
| 18 Sept | 1586.60 | 53.6 | -7 | 29.55 | 41 | -1 | 44 |
| 14 Sept | 1512.30 | 108.85 | -3.15 | 28.43 | 8 | 1 | 16 |
| 17 Aug | 1461.50 | 199.6 | 0 | - | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1620 expiring on 30SEP2025
Delta for 1620 PE is -0.43
Historical price for 1620 PE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 25.45, which was -20.75 lower than the previous day. The implied volatity was 32.23, the open interest changed by 214 which increased total open position to 249
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 44.3, which was -9.45 lower than the previous day. The implied volatity was 30.15, the open interest changed by -11 which decreased total open position to 35
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 53.6, which was -7 lower than the previous day. The implied volatity was 29.55, the open interest changed by -1 which decreased total open position to 44
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 108.85, which was -3.15 lower than the previous day. The implied volatity was 28.43, the open interest changed by 1 which increased total open position to 16
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 199.6, 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
