SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.38
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 633.20 | 4.7 | 0.05 | 23.42 | 4,044 | 163 | 1,223 | |||||||||
| 14 Sept | 632.85 | 7.05 | 1.95 | 24.51 | 4,037 | 111 | 835 | |||||||||
| 17 Aug | 616.45 | 13.75 | -1.35 | 27.25 | 49 | 35 | 37 | |||||||||
For Shriram Finance Limited - strike price 650 expiring on 30SEP2025
Delta for 650 CE is 0.30
Historical price for 650 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 4.7, which was 0.05 higher than the previous day. The implied volatity was 23.42, the open interest changed by 163 which increased total open position to 1223
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 7.05, which was 1.95 higher than the previous day. The implied volatity was 24.51, the open interest changed by 111 which increased total open position to 835
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 13.75, which was -1.35 lower than the previous day. The implied volatity was 27.25, the open interest changed by 35 which increased total open position to 37
| SHRIRAMFIN 30SEP2025 650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 0.38
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 20.55 | -4.2 | 25.01 | 119 | 2 | 106 |
| 14 Sept | 632.85 | 25.75 | -7.55 | 28.23 | 245 | 43 | 129 |
| 17 Aug | 616.45 | 51.15 | 0 | - | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 650 expiring on 30SEP2025
Delta for 650 PE is -0.70
Historical price for 650 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 20.55, which was -4.2 lower than the previous day. The implied volatity was 25.01, the open interest changed by 2 which increased total open position to 106
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 25.75, which was -7.55 lower than the previous day. The implied volatity was 28.23, the open interest changed by 43 which increased total open position to 129
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 51.15, 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
