SRF
Srf Ltd
Historical option data for SRF
02 Jan 2025 04:11 PM IST
| SRF 30JAN2025 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 2 Jan | 2224.75 | 147 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 1 Jan | 2211.30 | 147 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Dec | 2237.95 | 147 | -68.00 | 16.12 | 3 | 2 | 6 | |||
| 30 Dec | 2255.15 | 215 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Dec | 2264.45 | 215 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Dec | 2262.15 | 215 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 24 Dec | 2277.85 | 215 | -16.30 | 27.21 | 4 | 2 | 2 | |||
| 23 Dec | 2286.55 | 231.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 2277.60 | 231.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 2283.95 | 231.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 2272.05 | 231.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 2280.00 | 231.3 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2100 expiring on 30JAN2025
Delta for 2100 CE is 0.00
Historical price for 2100 CE is as follows
On 2 Jan SRF was trading at 2224.75. The strike last trading price was 147, 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 1 Jan SRF was trading at 2211.30. The strike last trading price was 147, 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 31 Dec SRF was trading at 2237.95. The strike last trading price was 147, which was -68.00 lower than the previous day. The implied volatity was 16.12, the open interest changed by 2 which increased total open position to 6
On 30 Dec SRF was trading at 2255.15. The strike last trading price was 215, 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 27 Dec SRF was trading at 2264.45. The strike last trading price was 215, 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 26 Dec SRF was trading at 2262.15. The strike last trading price was 215, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 24 Dec SRF was trading at 2277.85. The strike last trading price was 215, which was -16.30 lower than the previous day. The implied volatity was 27.21, the open interest changed by 2 which increased total open position to 2
On 23 Dec SRF was trading at 2286.55. The strike last trading price was 231.3, 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 20 Dec SRF was trading at 2277.60. The strike last trading price was 231.3, 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 19 Dec SRF was trading at 2283.95. The strike last trading price was 231.3, 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 18 Dec SRF was trading at 2272.05. The strike last trading price was 231.3, 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 17 Dec SRF was trading at 2280.00. The strike last trading price was 231.3, 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 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 1.52
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 2224.75 | 13.5 | -2.95 | 24.55 | 361 | 5 | 789 |
| 1 Jan | 2211.30 | 16.45 | 0.45 | 24.79 | 859 | 495 | 784 |
| 31 Dec | 2237.95 | 16 | 1.00 | 25.84 | 483 | 5 | 290 |
| 30 Dec | 2255.15 | 15 | 2.40 | 26.75 | 363 | 18 | 286 |
| 27 Dec | 2264.45 | 12.6 | -0.55 | 25.51 | 299 | 101 | 264 |
| 26 Dec | 2262.15 | 13.15 | 2.15 | 26.24 | 103 | 48 | 162 |
| 24 Dec | 2277.85 | 11 | -1.45 | 24.75 | 103 | 26 | 114 |
| 23 Dec | 2286.55 | 12.45 | -2.55 | 26.23 | 76 | 34 | 90 |
| 20 Dec | 2277.60 | 15 | 1.50 | 26.27 | 54 | 26 | 55 |
| 19 Dec | 2283.95 | 13.5 | -1.40 | 26.18 | 30 | 16 | 28 |
| 18 Dec | 2272.05 | 14.9 | 1.90 | 25.20 | 13 | 3 | 11 |
| 17 Dec | 2280.00 | 13 | 24.66 | 9 | 4 | 4 | |
For Srf Ltd - strike price 2100 expiring on 30JAN2025
Delta for 2100 PE is -0.16
Historical price for 2100 PE is as follows
On 2 Jan SRF was trading at 2224.75. The strike last trading price was 13.5, which was -2.95 lower than the previous day. The implied volatity was 24.55, the open interest changed by 5 which increased total open position to 789
On 1 Jan SRF was trading at 2211.30. The strike last trading price was 16.45, which was 0.45 higher than the previous day. The implied volatity was 24.79, the open interest changed by 495 which increased total open position to 784
On 31 Dec SRF was trading at 2237.95. The strike last trading price was 16, which was 1.00 higher than the previous day. The implied volatity was 25.84, the open interest changed by 5 which increased total open position to 290
On 30 Dec SRF was trading at 2255.15. The strike last trading price was 15, which was 2.40 higher than the previous day. The implied volatity was 26.75, the open interest changed by 18 which increased total open position to 286
On 27 Dec SRF was trading at 2264.45. The strike last trading price was 12.6, which was -0.55 lower than the previous day. The implied volatity was 25.51, the open interest changed by 101 which increased total open position to 264
On 26 Dec SRF was trading at 2262.15. The strike last trading price was 13.15, which was 2.15 higher than the previous day. The implied volatity was 26.24, the open interest changed by 48 which increased total open position to 162
On 24 Dec SRF was trading at 2277.85. The strike last trading price was 11, which was -1.45 lower than the previous day. The implied volatity was 24.75, the open interest changed by 26 which increased total open position to 114
On 23 Dec SRF was trading at 2286.55. The strike last trading price was 12.45, which was -2.55 lower than the previous day. The implied volatity was 26.23, the open interest changed by 34 which increased total open position to 90
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 15, which was 1.50 higher than the previous day. The implied volatity was 26.27, the open interest changed by 26 which increased total open position to 55
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 13.5, which was -1.40 lower than the previous day. The implied volatity was 26.18, the open interest changed by 16 which increased total open position to 28
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 14.9, which was 1.90 higher than the previous day. The implied volatity was 25.20, the open interest changed by 3 which increased total open position to 11
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 13, which was lower than the previous day. The implied volatity was 24.66, the open interest changed by 4 which increased total open position to 4
