SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.21
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 633.20 | 36 | 3.45 | 27.20 | 335 | -9 | 431 | |||||||||
| 14 Sept | 632.85 | 35.05 | 6.75 | 22.14 | 1,003 | -236 | 601 | |||||||||
| 17 Aug | 616.45 | 36 | -4 | 25.74 | 2 | 2 | 4 | |||||||||
For Shriram Finance Limited - strike price 600 expiring on 30SEP2025
Delta for 600 CE is 0.89
Historical price for 600 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 36, which was 3.45 higher than the previous day. The implied volatity was 27.20, the open interest changed by -9 which decreased total open position to 431
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 35.05, which was 6.75 higher than the previous day. The implied volatity was 22.14, the open interest changed by -236 which decreased total open position to 601
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 36, which was -4 lower than the previous day. The implied volatity was 25.74, the open interest changed by 2 which increased total open position to 4
| SHRIRAMFIN 30SEP2025 600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.21
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 1.75 | -1.05 | 27.46 | 1,234 | -218 | 988 |
| 14 Sept | 632.85 | 4 | -2.55 | 27.76 | 2,298 | 309 | 1,479 |
| 17 Aug | 616.45 | 15.1 | 0.45 | 29.10 | 25 | 8 | 152 |
For Shriram Finance Limited - strike price 600 expiring on 30SEP2025
Delta for 600 PE is -0.12
Historical price for 600 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 1.75, which was -1.05 lower than the previous day. The implied volatity was 27.46, the open interest changed by -218 which decreased total open position to 988
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 4, which was -2.55 lower than the previous day. The implied volatity was 27.76, the open interest changed by 309 which increased total open position to 1479
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 15.1, which was 0.45 higher than the previous day. The implied volatity was 29.10, the open interest changed by 8 which increased total open position to 152
