SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 580 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.13
Theta: -0.34
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 633.20 | 55.15 | 4.5 | 33.25 | 38 | -13 | 319 | |||||||||
| 14 Sept | 632.85 | 52.85 | 8.2 | - | 481 | -132 | 414 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 616.45 | 146.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 580 expiring on 30SEP2025
Delta for 580 CE is 0.94
Historical price for 580 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 55.15, which was 4.5 higher than the previous day. The implied volatity was 33.25, the open interest changed by -13 which decreased total open position to 319
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 52.85, which was 8.2 higher than the previous day. The implied volatity was -, the open interest changed by -132 which decreased total open position to 414
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 146.25, 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
| SHRIRAMFIN 30SEP2025 580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.11
Theta: -0.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 0.7 | -0.45 | 31.51 | 244 | -69 | 675 |
| 14 Sept | 632.85 | 1.75 | -1.25 | 29.91 | 905 | -192 | 824 |
| 17 Aug | 616.45 | 10 | 1.2 | 30.77 | 21 | 7 | 99 |
For Shriram Finance Limited - strike price 580 expiring on 30SEP2025
Delta for 580 PE is -0.05
Historical price for 580 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 31.51, the open interest changed by -69 which decreased total open position to 675
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 1.75, which was -1.25 lower than the previous day. The implied volatity was 29.91, the open interest changed by -192 which decreased total open position to 824
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 10, which was 1.2 higher than the previous day. The implied volatity was 30.77, the open interest changed by 7 which increased total open position to 99
