CHOLAFIN
Cholamandalam In & Fin Co
Historical option data for CHOLAFIN
22 Sep 2025 08:01 PM IST
| CHOLAFIN 30SEP2025 1720 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.35
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 1630.00 | 2.05 | 0.5 | 24.30 | 975 | 255 | 472 | |||||||||
| 21 Sept | 1590.90 | 1.65 | 0.1 | 25.72 | 147 | 12 | 217 | |||||||||
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| 18 Sept | 1586.60 | 1.5 | -0.2 | 26.50 | 126 | -4 | 205 | |||||||||
| 14 Sept | 1512.30 | 0.95 | -0.35 | 28.31 | 16 | -4 | 74 | |||||||||
| 17 Aug | 1461.50 | 6 | -0.6 | 29.90 | 84 | 27 | 46 | |||||||||
For Cholamandalam In & Fin Co - strike price 1720 expiring on 30SEP2025
Delta for 1720 CE is 0.08
Historical price for 1720 CE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 2.05, which was 0.5 higher than the previous day. The implied volatity was 24.30, the open interest changed by 255 which increased total open position to 472
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 1.65, which was 0.1 higher than the previous day. The implied volatity was 25.72, the open interest changed by 12 which increased total open position to 217
On 18 Sept CHOLAFIN was trading at 1586.60. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 26.50, the open interest changed by -4 which decreased total open position to 205
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 28.31, the open interest changed by -4 which decreased total open position to 74
On 17 Aug CHOLAFIN was trading at 1461.50. The strike last trading price was 6, which was -0.6 lower than the previous day. The implied volatity was 29.90, the open interest changed by 27 which increased total open position to 46
| CHOLAFIN 30SEP2025 1720 PE | |||||||
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Delta: -0.74
Vega: 0.78
Theta: -2.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 1630.00 | 107.55 | -33.3 | 52.62 | 24 | 5 | 16 |
| 21 Sept | 1590.90 | 140.9 | 0.05 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 1586.60 | 140.9 | -1.75 | 39.40 | 5 | 1 | 11 |
| 14 Sept | 1512.30 | 209 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1461.50 | 245.35 | 0 | 0.00 | 0 | 0 | 0 |
For Cholamandalam In & Fin Co - strike price 1720 expiring on 30SEP2025
Delta for 1720 PE is -0.74
Historical price for 1720 PE is as follows
On 22 Sept CHOLAFIN was trading at 1630.00. The strike last trading price was 107.55, which was -33.3 lower than the previous day. The implied volatity was 52.62, the open interest changed by 5 which increased total open position to 16
On 21 Sept CHOLAFIN was trading at 1590.90. The strike last trading price was 140.9, which was 0.05 higher 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 140.9, which was -1.75 lower than the previous day. The implied volatity was 39.40, the open interest changed by 1 which increased total open position to 11
On 14 Sept CHOLAFIN was trading at 1512.30. The strike last trading price was 209, 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 245.35, 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
