SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.38
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 633.20 | 19.45 | 2.2 | 24.89 | 2,020 | -211 | 734 | |||||||||
| 14 Sept | 632.85 | 20.3 | 4.75 | 23.04 | 3,308 | -378 | 775 | |||||||||
| 17 Aug | 616.45 | 25 | -3 | 26.21 | 14 | 11 | 23 | |||||||||
For Shriram Finance Limited - strike price 620 expiring on 30SEP2025
Delta for 620 CE is 0.71
Historical price for 620 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 19.45, which was 2.2 higher than the previous day. The implied volatity was 24.89, the open interest changed by -211 which decreased total open position to 734
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 20.3, which was 4.75 higher than the previous day. The implied volatity was 23.04, the open interest changed by -378 which decreased total open position to 775
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 25, which was -3 lower than the previous day. The implied volatity was 26.21, the open interest changed by 11 which increased total open position to 23
| SHRIRAMFIN 30SEP2025 620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.38
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 5.05 | -2.5 | 24.80 | 1,357 | -45 | 1,104 |
| 14 Sept | 632.85 | 9.2 | -4.6 | 26.84 | 2,161 | 83 | 834 |
| 17 Aug | 616.45 | 23.8 | 0 | 0.60 | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 620 expiring on 30SEP2025
Delta for 620 PE is -0.29
Historical price for 620 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 5.05, which was -2.5 lower than the previous day. The implied volatity was 24.80, the open interest changed by -45 which decreased total open position to 1104
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 9.2, which was -4.6 lower than the previous day. The implied volatity was 26.84, the open interest changed by 83 which increased total open position to 834
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 23.8, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
