SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 680 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.17
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 633.20 | 1.15 | -0.1 | 28.32 | 422 | -13 | 339 | |||||||||
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| 14 Sept | 632.85 | 2.25 | 0.55 | 27.06 | 1,017 | -39 | 310 | |||||||||
| 17 Aug | 616.45 | 8.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 680 expiring on 30SEP2025
Delta for 680 CE is 0.08
Historical price for 680 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 28.32, the open interest changed by -13 which decreased total open position to 339
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was 27.06, the open interest changed by -39 which decreased total open position to 310
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 8.4, 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
| SHRIRAMFIN 30SEP2025 680 PE | |||||||
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Delta: -0.93
Vega: 0.15
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 46.4 | -4.95 | 27.04 | 3 | 0 | 44 |
| 14 Sept | 632.85 | 50 | -9.45 | 30.59 | 35 | 5 | 44 |
| 17 Aug | 616.45 | 46.15 | 0 | - | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 680 expiring on 30SEP2025
Delta for 680 PE is -0.93
Historical price for 680 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 46.4, which was -4.95 lower than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 44
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 50, which was -9.45 lower than the previous day. The implied volatity was 30.59, the open interest changed by 5 which increased total open position to 44
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 46.15, 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
