SHRIRAMFIN
Shriram Finance Limited
Historical option data for SHRIRAMFIN
21 Sep 2025 04:13 PM IST
| SHRIRAMFIN 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.10
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 633.20 | 0.65 | -0.05 | 32.84 | 971 | -28 | 1,275 | |||||||||
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| 14 Sept | 632.85 | 1.3 | 0.25 | 30.15 | 1,623 | 190 | 1,328 | |||||||||
| 17 Aug | 616.45 | 4.55 | -0.65 | 28.91 | 98 | 50 | 101 | |||||||||
For Shriram Finance Limited - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.04
Historical price for 700 CE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 32.84, the open interest changed by -28 which decreased total open position to 1275
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 30.15, the open interest changed by 190 which increased total open position to 1328
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 4.55, which was -0.65 lower than the previous day. The implied volatity was 28.91, the open interest changed by 50 which increased total open position to 101
| SHRIRAMFIN 30SEP2025 700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.18
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 633.20 | 67.2 | -2.8 | 41.03 | 30 | -8 | 147 |
| 14 Sept | 632.85 | 69.8 | -9.1 | 38.16 | 29 | 2 | 151 |
| 17 Aug | 616.45 | 55.65 | 0 | - | 0 | 0 | 0 |
For Shriram Finance Limited - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.91
Historical price for 700 PE is as follows
On 21 Sept SHRIRAMFIN was trading at 633.20. The strike last trading price was 67.2, which was -2.8 lower than the previous day. The implied volatity was 41.03, the open interest changed by -8 which decreased total open position to 147
On 14 Sept SHRIRAMFIN was trading at 632.85. The strike last trading price was 69.8, which was -9.1 lower than the previous day. The implied volatity was 38.16, the open interest changed by 2 which increased total open position to 151
On 17 Aug SHRIRAMFIN was trading at 616.45. The strike last trading price was 55.65, 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
