CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
22 Sep 2025 08:01 PM IST
| CHOLAFIN 30SEP2025 1640 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.95
Theta: -1.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1630.00 | 14.4 | 6.6 | 18.98 | 6,188 | -67 | 458 | |||||||||
| 21 Sept | 1590.90 | 8.15 | 0.85 | 20.27 | 809 | 8 | 525 | |||||||||
| 18 Sept | 1586.60 | 7.25 | -0.35 | 22.03 | 895 | 42 | 517 | |||||||||
| 14 Sept | 1512.30 | 3.1 | 0.7 | 24.64 | 162 | -15 | 323 | |||||||||
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| 17 Aug | 1461.50 | 144 | 0 | 7.76 | 0 | 0 | 0 | |||||||||
For Cholamandalam In & Fin Co - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.43
Historical price for 1640 CE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 14.4, which was 6.6 higher than the previous day. The implied volatity was 18.98, the open interest changed by -67 which decreased total open position to 458
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 8.15, which was 0.85 higher than the previous day. The implied volatity was 20.27, the open interest changed by 8 which increased total open position to 525
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 7.25, which was -0.35 lower than the previous day. The implied volatity was 22.03, the open interest changed by 42 which increased total open position to 517
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 3.1, which was 0.7 higher than the previous day. The implied volatity was 24.64, the open interest changed by -15 which decreased total open position to 323
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 144, which was 0 lower than the previous day. The implied volatity was 7.76, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 30SEP2025 1640 PE | |||||||
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Delta: -0.53
Vega: 0.96
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1630.00 | 38.85 | -21.6 | 35.77 | 671 | 97 | 108 |
| 21 Sept | 1590.90 | 59.45 | -17.55 | 32.38 | 12 | 1 | 11 |
| 18 Sept | 1586.60 | 77 | 0 | 0.00 | 0 | -2 | 0 |
| 14 Sept | 1512.30 | 127.6 | 0 | 30.34 | 3 | -2 | 20 |
| 17 Aug | 1461.50 | 130.7 | 0 | - | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is -0.53
Historical price for 1640 PE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 38.85, which was -21.6 lower than the previous day. The implied volatity was 35.77, the open interest changed by 97 which increased total open position to 108
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 59.45, which was -17.55 lower than the previous day. The implied volatity was 32.38, the open interest changed by 1 which increased total open position to 11
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 77, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 127.6, which was 0 lower than the previous day. The implied volatity was 30.34, the open interest changed by -2 which decreased total open position to 20
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 130.7, 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
