SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 610 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.30
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 633.20 | 27.65 | 3.4 | 27.14 | 237 | -17 | 347 | |||||||||
| 14 Sept | 632.85 | 27.15 | 5.7 | 22.64 | 948 | -174 | 394 | |||||||||
| 17 Aug | 616.45 | 58.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 610 expiring on 30SEP2025
Delta for 610 CE is 0.80
Historical price for 610 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 27.65, which was 3.4 higher than the previous day. The implied volatity was 27.14, the open interest changed by -17 which decreased total open position to 347
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 27.15, which was 5.7 higher than the previous day. The implied volatity was 22.64, the open interest changed by -174 which decreased total open position to 394
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 58.05, 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 610 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.29
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 2.95 | -1.65 | 26.55 | 818 | 0 | 420 |
| 14 Sept | 632.85 | 6.05 | -3.55 | 27.00 | 1,461 | -41 | 480 |
| 17 Aug | 616.45 | 19.9 | -11.15 | 30.05 | 2 | 1 | 1 |
For Shriram Finance Limited - strike price 610 expiring on 30SEP2025
Delta for 610 PE is -0.18
Historical price for 610 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 2.95, which was -1.65 lower than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 420
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 6.05, which was -3.55 lower than the previous day. The implied volatity was 27.00, the open interest changed by -41 which decreased total open position to 480
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 19.9, which was -11.15 lower than the previous day. The implied volatity was 30.05, the open interest changed by 1 which increased total open position to 1
