SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
28 Sep 2025 10:08 PM IST
| SHRIRAMFIN 28-OCT-2025 630 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.69
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 606.05 | 13.85 | -3.75 | 30.10 | 297 | 25 | 382 | |||||||||
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| 21 Sept | 633.20 | 28.25 | 1.6 | 28.55 | 108 | -7 | 136 | |||||||||
| 14 Sept | 632.85 | 27.85 | 3.5 | 26.74 | 40 | -18 | 63 | |||||||||
For Shriram Finance Limited - strike price 630 expiring on 28OCT2025
Delta for 630 CE is 0.38
Historical price for 630 CE is as follows
On 28 Sept SHRIRAMFIN was trading at 606.05. The strike last trading price was 13.85, which was -3.75 lower than the previous day. The implied volatity was 30.10, the open interest changed by 25 which increased total open position to 382
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 28.25, which was 1.6 higher than the previous day. The implied volatity was 28.55, the open interest changed by -7 which decreased total open position to 136
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 27.85, which was 3.5 higher than the previous day. The implied volatity was 26.74, the open interest changed by -18 which decreased total open position to 63
| SHRIRAMFIN 28OCT2025 630 PE | |||||||
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Delta: -0.60
Vega: 0.69
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 606.05 | 34 | 4.15 | 32.49 | 81 | 3 | 224 |
| 21 Sept | 633.20 | 20 | -3.2 | 29.72 | 19 | 4 | 56 |
| 14 Sept | 632.85 | 23.5 | -4.5 | 30.76 | 3 | 1 | 1 |
For Shriram Finance Limited - strike price 630 expiring on 28OCT2025
Delta for 630 PE is -0.60
Historical price for 630 PE is as follows
On 28 Sept SHRIRAMFIN was trading at 606.05. The strike last trading price was 34, which was 4.15 higher than the previous day. The implied volatity was 32.49, the open interest changed by 3 which increased total open position to 224
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 20, which was -3.2 lower than the previous day. The implied volatity was 29.72, the open interest changed by 4 which increased total open position to 56
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 23.5, which was -4.5 lower than the previous day. The implied volatity was 30.76, the open interest changed by 1 which increased total open position to 1
