SRF
Srf Ltd
Historical option data for SRF
03 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 2311.25 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2296.95 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 2265.00 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 2262.40 | 275 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 27 Nov | 2296.60 | 275 | 35.40 | - | 2 | 1 | 5 | |||
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| 26 Nov | 2234.65 | 239.6 | 11.60 | - | 1 | 0 | 3 | |||
| 25 Nov | 2223.55 | 228 | 28.00 | - | 1 | 3 | 3 | |||
| 22 Nov | 2163.25 | 200 | -304.40 | 26.89 | 3 | 2 | 2 | |||
| 21 Nov | 2143.65 | 504.4 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2000 expiring on 26DEC2024
Delta for 2000 CE is 0.00
Historical price for 2000 CE is as follows
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 275, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 275, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 275, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 275, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 275, which was 35.40 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 239.6, which was 11.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 228, which was 28.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 200, which was -304.40 lower than the previous day. The implied volatity was 26.89, the open interest changed by 2 which increased total open position to 2
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 504.4, 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 26DEC2024 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.41
Theta: -0.28
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 2311.25 | 2.45 | -1.45 | 33.13 | 71 | 37 | 194 |
| 2 Dec | 2296.95 | 3.9 | -1.85 | 34.06 | 31 | -4 | 158 |
| 29 Nov | 2265.00 | 5.75 | 0.75 | 32.47 | 124 | 24 | 162 |
| 28 Nov | 2262.40 | 5 | 0.65 | 31.16 | 18 | 3 | 137 |
| 27 Nov | 2296.60 | 4.35 | -3.10 | 31.84 | 45 | 12 | 135 |
| 26 Nov | 2234.65 | 7.45 | -2.85 | 30.75 | 27 | 3 | 122 |
| 25 Nov | 2223.55 | 10.3 | -6.95 | 31.97 | 62 | 91 | 118 |
| 22 Nov | 2163.25 | 17.25 | -6.10 | 30.78 | 101 | 54 | 81 |
| 21 Nov | 2143.65 | 23.35 | 30.68 | 32 | 26 | 26 | |
For Srf Ltd - strike price 2000 expiring on 26DEC2024
Delta for 2000 PE is -0.03
Historical price for 2000 PE is as follows
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 2.45, which was -1.45 lower than the previous day. The implied volatity was 33.13, the open interest changed by 37 which increased total open position to 194
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 3.9, which was -1.85 lower than the previous day. The implied volatity was 34.06, the open interest changed by -4 which decreased total open position to 158
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 5.75, which was 0.75 higher than the previous day. The implied volatity was 32.47, the open interest changed by 24 which increased total open position to 162
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 5, which was 0.65 higher than the previous day. The implied volatity was 31.16, the open interest changed by 3 which increased total open position to 137
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 4.35, which was -3.10 lower than the previous day. The implied volatity was 31.84, the open interest changed by 12 which increased total open position to 135
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 7.45, which was -2.85 lower than the previous day. The implied volatity was 30.75, the open interest changed by 3 which increased total open position to 122
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 10.3, which was -6.95 lower than the previous day. The implied volatity was 31.97, the open interest changed by 91 which increased total open position to 118
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 17.25, which was -6.10 lower than the previous day. The implied volatity was 30.78, the open interest changed by 54 which increased total open position to 81
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 23.35, which was lower than the previous day. The implied volatity was 30.68, the open interest changed by 26 which increased total open position to 26
