SRF
Srf Ltd
Historical option data for SRF
02 Jan 2025 04:11 PM IST
| SRF 30JAN2025 1960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 2224.75 | 345.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Dec | 2237.95 | 345.5 | 345.50 | - | 0 | 0 | 0 | |||
| 21 Nov | 2143.65 | 0 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 1960 expiring on 30JAN2025
Delta for 1960 CE is -
Historical price for 1960 CE is as follows
On 2 Jan SRF was trading at 2224.75. The strike last trading price was 345.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SRF was trading at 2237.95. The strike last trading price was 345.5, which was 345.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SRF 30JAN2025 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.63
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 2224.75 | 3.9 | -1.10 | 29.88 | 21 | 16 | 22 |
| 31 Dec | 2237.95 | 5 | 5.00 | 30.88 | 6 | 5 | 5 |
| 21 Nov | 2143.65 | 0 | 6.30 | 0 | 0 | 0 | |
For Srf Ltd - strike price 1960 expiring on 30JAN2025
Delta for 1960 PE is -0.05
Historical price for 1960 PE is as follows
On 2 Jan SRF was trading at 2224.75. The strike last trading price was 3.9, which was -1.10 lower than the previous day. The implied volatity was 29.88, the open interest changed by 16 which increased total open position to 22
On 31 Dec SRF was trading at 2237.95. The strike last trading price was 5, which was 5.00 higher than the previous day. The implied volatity was 30.88, the open interest changed by 5 which increased total open position to 5
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 6.30, the open interest changed by 0 which decreased total open position to 0
