SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
17 Aug 2025 12:57 AM IST
| SHRIRAMFIN 30SEP2025 600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 0.79
Theta: -0.32
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 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 0.68
Historical price for 600 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.81
Theta: -0.19
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.34
Historical price for 600 PE is as follows
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
