CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
22 Sep 2025 08:01 PM IST
| CHOLAFIN 30SEP2025 1680 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.66
Theta: -1.00
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 1630.00 | 5.6 | 2.3 | 22.27 | 2,025 | 65 | 473 | |||||||||
| 21 Sept | 1590.90 | 3.35 | 0.25 | 22.67 | 475 | 38 | 407 | |||||||||
| 18 Sept | 1586.60 | 3 | -0.4 | 23.82 | 380 | 84 | 372 | |||||||||
| 14 Sept | 1512.30 | 1.55 | 0 | 26.23 | 15 | -3 | 144 | |||||||||
| 17 Aug | 1461.50 | 6.05 | -3.6 | 26.62 | 6 | 1 | 49 | |||||||||
For Cholamandalam In & Fin Co - strike price 1680 expiring on 30SEP2025
Delta for 1680 CE is 0.19
Historical price for 1680 CE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 5.6, which was 2.3 higher than the previous day. The implied volatity was 22.27, the open interest changed by 65 which increased total open position to 473
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 3.35, which was 0.25 higher than the previous day. The implied volatity was 22.67, the open interest changed by 38 which increased total open position to 407
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 3, which was -0.4 lower than the previous day. The implied volatity was 23.82, the open interest changed by 84 which increased total open position to 372
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 1.55, which was 0 lower than the previous day. The implied volatity was 26.23, the open interest changed by -3 which decreased total open position to 144
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 6.05, which was -3.6 lower than the previous day. The implied volatity was 26.62, the open interest changed by 1 which increased total open position to 49
| CHOLAFIN 30SEP2025 1680 PE | |||||||
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Delta: -0.66
Vega: 0.88
Theta: -2.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1630.00 | 70.95 | -40.2 | 43.55 | 2 | -1 | 10 |
| 21 Sept | 1590.90 | 111 | -0.15 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1586.60 | 111 | -0.15 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1512.30 | 168.7 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1461.50 | 152.35 | 0 | - | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1680 expiring on 30SEP2025
Delta for 1680 PE is -0.66
Historical price for 1680 PE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 70.95, which was -40.2 lower than the previous day. The implied volatity was 43.55, the open interest changed by -1 which decreased total open position to 10
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 111, which was -0.15 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 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 111, which was -0.15 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 168.7, 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 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 152.35, 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
