SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 590 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.16
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 633.20 | 45.45 | 4.55 | 29.96 | 27 | -2 | 224 | |||||||||
| 14 Sept | 632.85 | 43.75 | 7.8 | 21.23 | 323 | -85 | 253 | |||||||||
| 17 Aug | 616.45 | 69.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 590 expiring on 30SEP2025
Delta for 590 CE is 0.92
Historical price for 590 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 45.45, which was 4.55 higher than the previous day. The implied volatity was 29.96, the open interest changed by -2 which decreased total open position to 224
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 43.75, which was 7.8 higher than the previous day. The implied volatity was 21.23, the open interest changed by -85 which decreased total open position to 253
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 69.95, 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 590 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.15
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 1.1 | -0.6 | 29.48 | 413 | -30 | 435 |
| 14 Sept | 632.85 | 2.6 | -1.85 | 28.62 | 661 | -30 | 676 |
| 17 Aug | 616.45 | 23.15 | 0 | 4.32 | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 590 expiring on 30SEP2025
Delta for 590 PE is -0.07
Historical price for 590 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 1.1, which was -0.6 lower than the previous day. The implied volatity was 29.48, the open interest changed by -30 which decreased total open position to 435
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 2.6, which was -1.85 lower than the previous day. The implied volatity was 28.62, the open interest changed by -30 which decreased total open position to 676
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
