SRF
Srf Ltd
2156.6
-42.90 (-1.95%)
Option Chain for SRF
21 Nov 2024 02:12 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 375 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 583.00 | 0.00 | 2000 | 1.10 | 4.10 | 39.17 | 133 | -39 | 356 | -0.08 |
- | 0 | 0 | 0 | - | 469.15 | 0.00 | 2020 | 2.60 | 5.60 | 38.27 | 13 | 4 | 33 | -0.10 |
- | 0 | 0 | 0 | - | 546.20 | 0.00 | 2040 | 3.25 | 6.50 | 35.60 | 17 | -1 | 33 | -0.12 |
0.00 | 0 | 0 | 0 | 0.00 | 150.30 | 0.00 | 2060 | 2.05 | 6.95 | 31.90 | 21 | 5 | 57 | -0.14 |
0.00 | 0 | 0 | 0 | 0.00 | 135.60 | 0.00 | 2080 | 4.90 | 11.10 | 32.63 | 300 | 16 | 67 | -0.20 |
0.73 | 36 | 6 | 31 | 34.36 | 76.55 | -43.45 | 2100 | 6.40 | 14.60 | 31.20 | 606 | 38 | 484 | -0.25 |
0.00 | 0 | 0 | 0 | 0.00 | 107.35 | 0.00 | 2120 | 8.80 | 20.05 | 30.59 | 410 | -29 | 50 | -0.33 |
0.59 | 19 | 14 | 45 | 29.27 | 45.10 | -33.50 | 2140 | 11.85 | 26.45 | 29.51 | 553 | 11 | 108 | -0.41 |
0.50 | 72 | 58 | 454 | 29.21 | 34.40 | -29.15 | 2160 | 15.25 | 34.85 | 28.72 | 448 | -5 | 152 | -0.50 |
0.41 | 79 | 57 | 468 | 28.63 | 24.90 | -23.85 | 2180 | 19.85 | 45.35 | 28.17 | 321 | -26 | 64 | -0.59 |
0.32 | 296 | 10 | 776 | 27.74 | 16.90 | -21.10 | 2200 | 22.20 | 57.30 | 27.22 | 1,097 | -50 | 791 | -0.68 |
0.24 | 160 | 19 | 529 | 27.82 | 11.65 | -15.40 | 2220 | 27.60 | 70.00 | 24.99 | 115 | -8 | 72 | -0.78 |
0.18 | 145 | 18 | 768 | 28.23 | 8.05 | -10.80 | 2240 | 25.85 | 81.85 | 15.95 | 17 | -7 | 133 | -0.95 |
0.13 | 122 | -2 | 758 | 28.54 | 5.40 | -7.45 | 2260 | 35.20 | 90.40 | - | 9 | -2 | 157 | - |
0.09 | 229 | -24 | 654 | 28.53 | 3.40 | -5.30 | 2280 | 42.90 | 116.90 | - | 6 | -4 | 57 | - |
0.06 | 649 | -74 | 782 | 29.31 | 2.35 | -3.40 | 2300 | 37.95 | 135.60 | - | 15 | -3 | 278 | - |
0.05 | 210 | 46 | 332 | 30.51 | 1.75 | -2.15 | 2320 | 26.90 | 147.65 | - | 2 | 1 | 75 | - |
0.04 | 278 | -18 | 62 | 31.84 | 1.35 | -1.30 | 2340 | 20.30 | 159.30 | - | 4 | -2 | 113 | - |
0.03 | 201 | -10 | 61 | 33.87 | 1.20 | -0.80 | 2360 | 30.60 | 183.85 | - | 2 | 1 | 57 | - |
0.02 | 145 | -28 | 42 | 35.14 | 0.95 | -0.55 | 2380 | 0.00 | 174.45 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 384 | -137 | 207 | 36.32 | 0.75 | -0.65 | 2400 | 39.00 | 238.00 | - | 23 | -17 | 112 | - |
0.02 | 130 | -2 | 12 | 37.93 | 0.65 | -0.55 | 2420 | 0.00 | 83.40 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 115 | -5 | 11 | 39.12 | 0.60 | -0.35 | 2440 | 0.00 | 118.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 101 | -3 | 5 | 42.01 | 0.85 | -0.10 | 2460 | 0.00 | 147.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 53 | 0 | 1 | 43.68 | 0.75 | -0.05 | 2480 | 0.00 | 236.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 466 | -12 | 28 | 47.22 | 0.65 | -0.15 | 2500 | 44.25 | 325.25 | - | 2 | 0 | 122 | - |
0.02 | 21 | -8 | 13 | 52.21 | 1.05 | 0.15 | 2520 | 0.00 | 260.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 30 | 0 | 1 | 49.31 | 0.50 | 0.10 | 2540 | 0.00 | 299.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 37 | 0 | 2 | 46.26 | 0.20 | -0.70 | 2560 | 0.00 | 256.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 3.00 | 0.00 | 2580 | 0.00 | 175.20 | - | 0 | 0 | 0 | - |
- | 171 | -13 | 14 | - | 0.25 | 0.10 | 2600 | 0.00 | 355.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 30.00 | 72.25 | 0.00 | 2620 | 0.00 | 365.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 2.85 | 0.00 | 2640 | 0.00 | 380.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 60.45 | 0.00 | 2660 | 0.00 | 228.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 30.00 | 116.75 | 0.00 | 2680 | 0.00 | 208.20 | - | 0 | 0 | 0 | - |
- | 64 | -1 | 8 | - | 0.15 | 0.05 | 2700 | 0.00 | 319.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 30.00 | 102.55 | 0.00 | 2720 | 0.00 | 233.30 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 41.60 | 0.00 | 2740 | 0.00 | 289.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 89.75 | 0.00 | 2760 | 0.00 | 259.75 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2780 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.15 | 0.00 | 2800 | 0.00 | 412.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2820 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
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0.00 | 0 | 0 | 0 | 0.00 | 68.10 | 0.00 | 2840 | 0.00 | 316.70 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2860 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 59.00 | 0.00 | 2880 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2900 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2920 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2940 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 43.70 | 0.00 | 2960 | 0.00 | 680.00 | 0.00 | 0 | 0 | 12 | 0.00 |
4,213 | 3,383 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.