SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 630 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.43
Theta: -0.54
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 633.20 | 12.95 | 1.25 | 22.94 | 5,503 | -385 | 1,026 | |||||||||
| 14 Sept | 632.85 | 14.8 | 3.9 | 23.70 | 5,356 | -67 | 670 | |||||||||
| 17 Aug | 616.45 | 47.6 | 0 | 0.85 | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 630 expiring on 30SEP2025
Delta for 630 CE is 0.59
Historical price for 630 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 12.95, which was 1.25 higher than the previous day. The implied volatity was 22.94, the open interest changed by -385 which decreased total open position to 1026
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 14.8, which was 3.9 higher than the previous day. The implied volatity was 23.70, the open interest changed by -67 which decreased total open position to 670
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 47.6, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
| SHRIRAMFIN 30SEP2025 630 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.43
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 8.5 | -3.3 | 24.18 | 2,034 | 14 | 380 |
| 14 Sept | 632.85 | 13.4 | -5.65 | 26.76 | 1,771 | 222 | 427 |
| 17 Aug | 616.45 | 40.4 | 0 | - | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 630 expiring on 30SEP2025
Delta for 630 PE is -0.43
Historical price for 630 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 8.5, which was -3.3 lower than the previous day. The implied volatity was 24.18, the open interest changed by 14 which increased total open position to 380
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 13.4, which was -5.65 lower than the previous day. The implied volatity was 26.76, the open interest changed by 222 which increased total open position to 427
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 40.4, 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
