SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 570 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.07
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 633.20 | 64.6 | 4.2 | 32.64 | 2 | 0 | 94 | |||||||||
| 14 Sept | 632.85 | 62.25 | 8.7 | - | 36 | 7 | 123 | |||||||||
For Shriram Finance Limited - strike price 570 expiring on 30SEP2025
Delta for 570 CE is 0.97
Historical price for 570 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 64.6, which was 4.2 higher than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 94
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 62.25, which was 8.7 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 123
| SHRIRAMFIN 30SEP2025 570 PE | |||||||
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Delta: -0.03
Vega: 0.08
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 0.5 | -0.3 | 34.15 | 64 | -22 | 439 |
| 14 Sept | 632.85 | 1.25 | -0.7 | 31.67 | 300 | -95 | 511 |
For Shriram Finance Limited - strike price 570 expiring on 30SEP2025
Delta for 570 PE is -0.03
Historical price for 570 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was 34.15, the open interest changed by -22 which decreased total open position to 439
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 1.25, which was -0.7 lower than the previous day. The implied volatity was 31.67, the open interest changed by -95 which decreased total open position to 511
