SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 670 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.22
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 633.20 | 1.7 | -0.15 | 26.39 | 1,560 | 49 | 544 | |||||||||
| 14 Sept | 632.85 | 3.2 | 0.8 | 25.91 | 1,662 | 104 | 307 | |||||||||
| 17 Aug | 616.45 | 30.95 | 0 | 5.43 | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 670 expiring on 30SEP2025
Delta for 670 CE is 0.12
Historical price for 670 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 26.39, the open interest changed by 49 which increased total open position to 544
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 3.2, which was 0.8 higher than the previous day. The implied volatity was 25.91, the open interest changed by 104 which increased total open position to 307
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 30.95, which was 0 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
| SHRIRAMFIN 30SEP2025 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.21
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 37.05 | -4.95 | 25.78 | 21 | 5 | 71 |
| 14 Sept | 632.85 | 39.25 | -11.1 | 23.99 | 49 | 4 | 52 |
| 17 Aug | 616.45 | 63.3 | 0 | - | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 670 expiring on 30SEP2025
Delta for 670 PE is -0.88
Historical price for 670 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 37.05, which was -4.95 lower than the previous day. The implied volatity was 25.78, the open interest changed by 5 which increased total open position to 71
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 39.25, which was -11.1 lower than the previous day. The implied volatity was 23.99, the open interest changed by 4 which increased total open position to 52
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 63.3, 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
