SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 640 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.43
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 633.20 | 8 | 0.45 | 23.99 | 6,720 | 113 | 1,256 | |||||||||
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| 14 Sept | 632.85 | 10.15 | 2.65 | 23.70 | 5,610 | 269 | 1,064 | |||||||||
| 17 Aug | 616.45 | 103.65 | 0 | 2.19 | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.42
Historical price for 640 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 8, which was 0.45 higher than the previous day. The implied volatity was 23.99, the open interest changed by 113 which increased total open position to 1256
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 10.15, which was 2.65 higher than the previous day. The implied volatity was 23.70, the open interest changed by 269 which increased total open position to 1064
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 103.65, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
| SHRIRAMFIN 30SEP2025 640 PE | |||||||
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Delta: -0.57
Vega: 0.43
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 13.8 | -3.85 | 24.51 | 948 | 17 | 254 |
| 14 Sept | 632.85 | 19.2 | -6.4 | 27.69 | 658 | 94 | 310 |
| 17 Aug | 616.45 | 33 | 0 | 0.00 | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -0.57
Historical price for 640 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 13.8, which was -3.85 lower than the previous day. The implied volatity was 24.51, the open interest changed by 17 which increased total open position to 254
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 19.2, which was -6.4 lower than the previous day. The implied volatity was 27.69, the open interest changed by 94 which increased total open position to 310
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 33, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
