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[--[65.84.65.76]--]
SRF
Srf Ltd

2284.9 60.15 (2.70%)

Option Chain for SRF

03 Jan 2025 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 375

Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.96 5 -3 8 30.26 300.00 60.00 2000 -1.40 2.80 29.39 58 4 301 -0.04
- 0 0 0 - 292.30 0.00 2020 -1.85 3.50 28.89 22 4 57 -0.05
- 0 0 0 - 284.05 0.00 2040 -2.45 3.85 27.64 71 1 60 -0.05
- 0 0 0 - 260.90 0.00 2060 -3.25 4.65 26.93 82 4 65 -0.06
- 0 0 0 - 255.60 0.00 2080 -4.35 5.65 26.24 82 6 48 -0.08
0.94 18 12 24 21.68 200.95 53.95 2100 -5.80 7.70 26.36 488 -23 763 -0.10
- 4 -2 3 - 172.70 34.30 2120 -6.30 9.30 25.67 131 41 68 -0.12
0.85 8 3 11 26.23 170.75 25.90 2140 -7.40 12.65 26.00 216 36 112 -0.15
0.82 5 -4 10 25.84 153.90 46.90 2160 -10.70 15.40 25.48 319 -20 105 -0.18
- 18 -1 9 - 106.55 14.15 2180 -13.55 19.20 25.25 183 5 134 -0.21
0.76 85 -28 358 24.54 121.00 43.00 2200 -14.85 24.95 25.64 952 3 319 -0.25
0.71 68 -24 104 24.59 107.00 40.50 2220 -16.40 28.95 24.74 239 37 137 -0.29
0.66 122 -8 523 24.98 94.70 38.50 2240 -23.90 35.30 24.58 228 17 106 -0.34
0.61 143 8 655 24.59 81.65 35.95 2260 -25.90 43.20 24.68 241 36 74 -0.39
0.56 147 15 537 24.39 70.00 32.00 2280 -34.45 52.55 24.94 288 29 119 -0.44
0.51 705 181 3,780 24.36 59.80 28.15 2300 -32.65 60.50 24.22 533 89 306 -0.49
0.46 63 24 341 24.07 50.00 24.35 2320 -41.35 70.70 23.99 20 3 10 -0.54
0.41 120 20 312 24.00 41.75 21.25 2340 -38.80 78.70 22.41 4 0 7 -0.60
0.36 53 -3 313 23.85 34.35 18.05 2360 21.15 129.05 38.17 1 0 2 -0.58
0.31 73 10 198 23.61 27.70 15.20 2380 0.00 134.10 0.00 0 0 0 0.00
0.26 1,143 100 2,182 23.46 22.20 12.45 2400 -54.10 125.00 24.68 1 0 89 -0.73
0.22 85 14 247 23.64 18.15 10.60 2420 -46.60 148.35 28.77 2 0 0 -0.73
0.19 77 15 226 23.75 14.65 8.20 2440 0.00 141.00 0.00 0 0 0 0.00
0.16 78 9 270 23.94 11.85 6.85 2460 0.00 186.20 0.00 0 0 0 0.00
0.13 74 11 151 23.82 9.65 5.75 2480 0.00 259.80 - 0 0 0 -
0.11 474 168 1,328 24.43 7.80 4.85 2500 0.00 260.00 0.00 0 0 0 0.00
0.08 23 -1 4 23.32 5.00 1.95 2520 0.00 289.25 - 0 0 0 -
0.08 98 68 108 25.22 5.35 2.65 2540 0.00 283.70 0.00 0 0 0 0.00
0.00 0 0 0 0.00 28.00 0.00 2560 0.00 319.85 - 0 0 0 -
0.00 0 0 0 0.00 30.80 0.00 2580 0.00 316.10 0.00 0 0 0 0.00
0.05 113 16 200 26.43 3.10 1.50 2600 -22.00 308.00 34.85 4 1 24 -0.89
0.00 0 0 0 0.00 0.00 0.00 2620 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.15 0.00 2640 0.00 366.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2660 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1.40 0.00 2680 0.00 389.00 44.30 2 1 4 -0.88
0.00 0 0 0 0.00 0.00 0.00 2700 0.00 0.00 0.00 0 0 0 0.00
0.02 68 0 1 27.96 0.95 0.00 2720 0.00 415.50 0.00 0 0 0 0.00
3,870 2,910
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.