SRF
Srf Ltd
Historical option data for SRF
21 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 1.04
Theta: -2.57
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2143.65 | 59.4 | -60.60 | 29.40 | 47 | 2 | 32 | |||
| 20 Nov | 2199.50 | 120 | 0.00 | 41.88 | 2 | -2 | 32 | |||
| 19 Nov | 2199.50 | 120 | 26.00 | 41.88 | 2 | 0 | 32 | |||
| 18 Nov | 2179.35 | 94 | -21.00 | 29.66 | 2 | 1 | 31 | |||
| 14 Nov | 2235.20 | 115 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 2197.90 | 115 | -144.00 | - | 2 | 0 | 29 | |||
| 12 Nov | 2253.05 | 259 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 2294.20 | 259 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 259 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 259 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 6 Nov | 2343.05 | 259 | 90.00 | - | 8 | -4 | 33 | |||
| 5 Nov | 2299.15 | 169 | 0.00 | 0.00 | 0 | 34 | 0 | |||
| 4 Nov | 2246.70 | 169 | -8.00 | 23.76 | 37 | 5 | 8 | |||
| 1 Nov | 2252.30 | 177 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 2243.15 | 177 | -219.10 | - | 3 | 0 | 0 | |||
| 30 Oct | 2261.95 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2260.45 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2257.25 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2206.90 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2257.30 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2248.20 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2178.10 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2277.95 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 2325.70 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2262.95 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2306.10 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2351.40 | 396.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2342.85 | 396.1 | 396.10 | - | 0 | 0 | 0 | |||
| 7 Oct | 2307.80 | 0 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2100 expiring on 28NOV2024
Delta for 2100 CE is 0.69
Historical price for 2100 CE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 59.4, which was -60.60 lower than the previous day. The implied volatity was 29.40, the open interest changed by 2 which increased total open position to 32
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 120, which was 0.00 lower than the previous day. The implied volatity was 41.88, the open interest changed by -2 which decreased total open position to 32
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 120, which was 26.00 higher than the previous day. The implied volatity was 41.88, the open interest changed by 0 which decreased total open position to 32
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 94, which was -21.00 lower than the previous day. The implied volatity was 29.66, the open interest changed by 1 which increased total open position to 31
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 115, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 115, which was -144.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 259, 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 11 Nov SRF was trading at 2294.20. The strike last trading price was 259, 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 8 Nov SRF was trading at 2305.95. The strike last trading price was 259, 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 7 Nov SRF was trading at 2378.45. The strike last trading price was 259, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 259, which was 90.00 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 33
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 169, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 34 which increased total open position to 0
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 169, which was -8.00 lower than the previous day. The implied volatity was 23.76, the open interest changed by 5 which increased total open position to 8
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 177, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 177, which was -219.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SRF was trading at 2261.95. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SRF was trading at 2260.45. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SRF was trading at 2257.25. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SRF was trading at 2206.90. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SRF was trading at 2257.30. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SRF was trading at 2248.20. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SRF was trading at 2178.10. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SRF was trading at 2277.95. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SRF was trading at 2325.70. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SRF was trading at 2262.95. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SRF was trading at 2306.10. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SRF was trading at 2351.40. The strike last trading price was 396.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SRF was trading at 2342.85. The strike last trading price was 396.1, which was 396.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SRF was trading at 2307.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SRF 28NOV2024 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 1.06
Theta: -2.30
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2143.65 | 21.05 | 12.85 | 32.89 | 1,314 | 59 | 505 |
| 20 Nov | 2199.50 | 8.2 | 0.00 | 29.58 | 701 | -11 | 449 |
| 19 Nov | 2199.50 | 8.2 | -4.85 | 29.58 | 701 | -8 | 449 |
| 18 Nov | 2179.35 | 13.05 | 4.25 | 29.46 | 401 | 13 | 466 |
| 14 Nov | 2235.20 | 8.8 | -2.20 | 31.13 | 840 | 19 | 454 |
| 13 Nov | 2197.90 | 11 | 1.50 | 27.81 | 543 | 13 | 434 |
| 12 Nov | 2253.05 | 9.5 | 3.30 | 30.26 | 158 | 20 | 422 |
| 11 Nov | 2294.20 | 6.2 | -0.20 | 31.98 | 377 | 35 | 403 |
| 8 Nov | 2305.95 | 6.4 | 2.05 | 29.94 | 310 | 27 | 365 |
| 7 Nov | 2378.45 | 4.35 | -0.70 | 33.87 | 290 | 32 | 363 |
| 6 Nov | 2343.05 | 5.05 | -5.95 | 31.81 | 314 | -34 | 349 |
| 5 Nov | 2299.15 | 11 | -5.10 | 33.78 | 218 | 23 | 383 |
| 4 Nov | 2246.70 | 16.1 | 2.00 | 31.05 | 540 | 87 | 361 |
| 1 Nov | 2252.30 | 14.1 | -2.20 | 28.75 | 6 | 1 | 272 |
| 31 Oct | 2243.15 | 16.3 | 0.85 | - | 111 | 59 | 271 |
| 30 Oct | 2261.95 | 15.45 | 0.55 | - | 93 | 58 | 214 |
| 29 Oct | 2260.45 | 14.9 | -3.10 | - | 102 | 33 | 156 |
| 28 Oct | 2257.25 | 18 | -6.00 | - | 71 | 21 | 121 |
| 25 Oct | 2206.90 | 24 | 5.00 | - | 105 | -9 | 100 |
| 24 Oct | 2257.30 | 19 | -10.35 | - | 313 | -36 | 109 |
| 23 Oct | 2248.20 | 29.35 | -19.55 | - | 280 | -6 | 145 |
| 22 Oct | 2178.10 | 48.9 | 27.90 | - | 246 | 78 | 151 |
| 21 Oct | 2277.95 | 21 | 7.70 | - | 24 | 7 | 72 |
| 18 Oct | 2325.70 | 13.3 | -8.05 | - | 19 | -8 | 65 |
| 17 Oct | 2262.95 | 21.35 | 0.50 | - | 72 | 8 | 73 |
| 16 Oct | 2306.10 | 20.85 | 10.65 | - | 79 | 55 | 64 |
| 15 Oct | 2351.40 | 10.2 | 1.30 | - | 7 | 1 | 5 |
| 14 Oct | 2342.85 | 8.9 | 8.90 | - | 2 | 0 | 2 |
| 7 Oct | 2307.80 | 0 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2100 expiring on 28NOV2024
Delta for 2100 PE is -0.32
Historical price for 2100 PE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 21.05, which was 12.85 higher than the previous day. The implied volatity was 32.89, the open interest changed by 59 which increased total open position to 505
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 8.2, which was 0.00 lower than the previous day. The implied volatity was 29.58, the open interest changed by -11 which decreased total open position to 449
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 8.2, which was -4.85 lower than the previous day. The implied volatity was 29.58, the open interest changed by -8 which decreased total open position to 449
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 13.05, which was 4.25 higher than the previous day. The implied volatity was 29.46, the open interest changed by 13 which increased total open position to 466
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 8.8, which was -2.20 lower than the previous day. The implied volatity was 31.13, the open interest changed by 19 which increased total open position to 454
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 11, which was 1.50 higher than the previous day. The implied volatity was 27.81, the open interest changed by 13 which increased total open position to 434
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 9.5, which was 3.30 higher than the previous day. The implied volatity was 30.26, the open interest changed by 20 which increased total open position to 422
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 6.2, which was -0.20 lower than the previous day. The implied volatity was 31.98, the open interest changed by 35 which increased total open position to 403
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 6.4, which was 2.05 higher than the previous day. The implied volatity was 29.94, the open interest changed by 27 which increased total open position to 365
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 4.35, which was -0.70 lower than the previous day. The implied volatity was 33.87, the open interest changed by 32 which increased total open position to 363
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 5.05, which was -5.95 lower than the previous day. The implied volatity was 31.81, the open interest changed by -34 which decreased total open position to 349
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 11, which was -5.10 lower than the previous day. The implied volatity was 33.78, the open interest changed by 23 which increased total open position to 383
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 16.1, which was 2.00 higher than the previous day. The implied volatity was 31.05, the open interest changed by 87 which increased total open position to 361
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 14.1, which was -2.20 lower than the previous day. The implied volatity was 28.75, the open interest changed by 1 which increased total open position to 272
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 16.3, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SRF was trading at 2261.95. The strike last trading price was 15.45, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SRF was trading at 2260.45. The strike last trading price was 14.9, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SRF was trading at 2257.25. The strike last trading price was 18, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SRF was trading at 2206.90. The strike last trading price was 24, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SRF was trading at 2257.30. The strike last trading price was 19, which was -10.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SRF was trading at 2248.20. The strike last trading price was 29.35, which was -19.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SRF was trading at 2178.10. The strike last trading price was 48.9, which was 27.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SRF was trading at 2277.95. The strike last trading price was 21, which was 7.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SRF was trading at 2325.70. The strike last trading price was 13.3, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SRF was trading at 2262.95. The strike last trading price was 21.35, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SRF was trading at 2306.10. The strike last trading price was 20.85, which was 10.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SRF was trading at 2351.40. The strike last trading price was 10.2, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SRF was trading at 2342.85. The strike last trading price was 8.9, which was 8.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SRF was trading at 2307.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
