SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 28OCT2025 640 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.82
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 633.20 | 23.55 | 2.65 | 28.97 | 82 | 31 | 78 | |||||||||
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| 14 Sept | 632.85 | 24.5 | -28.95 | 28.52 | 8 | 7 | 6 | |||||||||
| 17 Aug | 616.45 | 0 | 0 | 1.15 | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 640 expiring on 28OCT2025
Delta for 640 CE is 0.51
Historical price for 640 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 23.55, which was 2.65 higher than the previous day. The implied volatity was 28.97, the open interest changed by 31 which increased total open position to 78
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 24.5, which was -28.95 lower than the previous day. The implied volatity was 28.52, the open interest changed by 7 which increased total open position to 6
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
| SHRIRAMFIN 28OCT2025 640 PE | |||||||
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Delta: -0.49
Vega: 0.82
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 24.9 | -4.8 | 29.76 | 238 | 205 | 206 |
| 14 Sept | 632.85 | 53.15 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 616.45 | 0 | 0 | - | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 640 expiring on 28OCT2025
Delta for 640 PE is -0.49
Historical price for 640 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 24.9, which was -4.8 lower than the previous day. The implied volatity was 29.76, the open interest changed by 205 which increased total open position to 206
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 53.15, 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
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 0, 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
