CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
22 Sep 2025 08:01 PM IST
| CHOLAFIN 30SEP2025 1660 CE | ||||||||||||||||
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Delta: 0.29
Vega: 0.82
Theta: -1.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1630.00 | 8.8 | 3.8 | 20.46 | 2,581 | 63 | 269 | |||||||||
| 21 Sept | 1590.90 | 5.15 | 0.35 | 21.40 | 367 | 25 | 207 | |||||||||
| 18 Sept | 1586.60 | 4.6 | -0.45 | 22.82 | 409 | 37 | 181 | |||||||||
| 14 Sept | 1512.30 | 2.1 | 0.3 | 25.22 | 11 | -4 | 42 | |||||||||
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| 17 Aug | 1461.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Cholamandalam In & Fin Co - strike price 1660 expiring on 30SEP2025
Delta for 1660 CE is 0.29
Historical price for 1660 CE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 8.8, which was 3.8 higher than the previous day. The implied volatity was 20.46, the open interest changed by 63 which increased total open position to 269
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 5.15, which was 0.35 higher than the previous day. The implied volatity was 21.40, the open interest changed by 25 which increased total open position to 207
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 4.6, which was -0.45 lower than the previous day. The implied volatity was 22.82, the open interest changed by 37 which increased total open position to 181
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 2.1, which was 0.3 higher than the previous day. The implied volatity was 25.22, the open interest changed by -4 which decreased total open position to 42
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 0.00, the open interest changed by 0 which decreased total open position to 0
| CHOLAFIN 30SEP2025 1660 PE | |||||||
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Delta: -0.61
Vega: 0.93
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1630.00 | 53.05 | -24.95 | 38.32 | 115 | 22 | 25 |
| 21 Sept | 1590.90 | 78 | -15 | 36.95 | 2 | 0 | 3 |
| 18 Sept | 1586.60 | 93 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1512.30 | 230.75 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1461.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1660 expiring on 30SEP2025
Delta for 1660 PE is -0.61
Historical price for 1660 PE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 53.05, which was -24.95 lower than the previous day. The implied volatity was 38.32, the open interest changed by 22 which increased total open position to 25
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 78, which was -15 lower than the previous day. The implied volatity was 36.95, the open interest changed by 0 which decreased total open position to 3
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 93, 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
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 230.75, 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
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 0.00, the open interest changed by 0 which decreased total open position to 0
