SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 660 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 0.30
Theta: -0.37
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 633.20 | 2.8 | -0.05 | 25.16 | 1,749 | -81 | 873 | |||||||||
| 14 Sept | 632.85 | 4.7 | 1.2 | 25.02 | 2,290 | 50 | 563 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 616.45 | 91.45 | 0 | 4.35 | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 660 expiring on 30SEP2025
Delta for 660 CE is 0.19
Historical price for 660 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 2.8, which was -0.05 lower than the previous day. The implied volatity was 25.16, the open interest changed by -81 which decreased total open position to 873
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 4.7, which was 1.2 higher than the previous day. The implied volatity was 25.02, the open interest changed by 50 which increased total open position to 563
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 91.45, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
| SHRIRAMFIN 30SEP2025 660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.29
Theta: -0.18
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 28.25 | -4.65 | 24.94 | 10 | -5 | 57 |
| 14 Sept | 632.85 | 31.15 | -10.7 | 24.31 | 70 | 13 | 62 |
| 17 Aug | 616.45 | 37.65 | 0 | - | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 660 expiring on 30SEP2025
Delta for 660 PE is -0.81
Historical price for 660 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 28.25, which was -4.65 lower than the previous day. The implied volatity was 24.94, the open interest changed by -5 which decreased total open position to 57
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 31.15, which was -10.7 lower than the previous day. The implied volatity was 24.31, the open interest changed by 13 which increased total open position to 62
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 37.65, 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
