SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 690 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.13
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 633.20 | 0.8 | -0.1 | 30.21 | 121 | 31 | 237 | |||||||||
| 14 Sept | 632.85 | 1.65 | -22.85 | 28.43 | 343 | 205 | 203 | |||||||||
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| 17 Aug | 616.45 | 24.5 | 0 | 7.46 | 0 | 0 | 0 | |||||||||
For Shriram Finance Limited - strike price 690 expiring on 30SEP2025
Delta for 690 CE is 0.06
Historical price for 690 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 30.21, the open interest changed by 31 which increased total open position to 237
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 1.65, which was -22.85 lower than the previous day. The implied volatity was 28.43, the open interest changed by 205 which increased total open position to 203
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 7.46, the open interest changed by 0 which decreased total open position to 0
| SHRIRAMFIN 30SEP2025 690 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.13
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 56.25 | -5.2 | 30.42 | 4 | 2 | 22 |
| 14 Sept | 632.85 | 59.65 | -17 | 33.66 | 13 | 9 | 8 |
| 17 Aug | 616.45 | 76.65 | 0 | - | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 690 expiring on 30SEP2025
Delta for 690 PE is -0.94
Historical price for 690 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 56.25, which was -5.2 lower than the previous day. The implied volatity was 30.42, the open interest changed by 2 which increased total open position to 22
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 59.65, which was -17 lower than the previous day. The implied volatity was 33.66, the open interest changed by 9 which increased total open position to 8
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 76.65, 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
