SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 550 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 633.20 | 75.65 | 0.3 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 632.85 | 85 | 12.45 | 45.93 | 10 | -1 | 114 | |||||||||
For Shriram Finance Limited - strike price 550 expiring on 30SEP2025
Delta for 550 CE is 0.00
Historical price for 550 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 75.65, which was 0.3 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 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 85, which was 12.45 higher than the previous day. The implied volatity was 45.93, the open interest changed by -1 which decreased total open position to 114
| SHRIRAMFIN 30SEP2025 550 PE | |||||||
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Delta: -0.02
Vega: 0.05
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 0.3 | -0.15 | 40.04 | 29 | -13 | 540 |
| 14 Sept | 632.85 | 0.75 | -0.3 | 36.10 | 316 | -55 | 653 |
For Shriram Finance Limited - strike price 550 expiring on 30SEP2025
Delta for 550 PE is -0.02
Historical price for 550 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 40.04, the open interest changed by -13 which decreased total open position to 540
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 36.10, the open interest changed by -55 which decreased total open position to 653
