SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 0.91
Theta: -8.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 222 | -16.00 | 99.91 | 1 | 0 | 12 | |||
| 19 Dec | 2283.95 | 238 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 2272.05 | 238 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 2280.00 | 238 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2306.45 | 238 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2296.70 | 238 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 2298.80 | 238 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 2336.45 | 238 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 2343.60 | 238 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 2302.35 | 238 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 2294.70 | 238 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 5 Dec | 2319.75 | 238 | 30.00 | 28.67 | 2 | 0 | 14 | |||
| 4 Dec | 2333.70 | 208 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2311.25 | 208 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2296.95 | 208 | 12.00 | 16.94 | 1 | 0 | 14 | |||
| 29 Nov | 2265.00 | 196 | -29.00 | 32.46 | 11 | 5 | 13 | |||
| 28 Nov | 2262.40 | 225 | 50.00 | 46.69 | 1 | 0 | 9 | |||
| 27 Nov | 2296.60 | 175 | 10.00 | - | 3 | -1 | 9 | |||
| 26 Nov | 2234.65 | 165 | 45.60 | 24.12 | 2 | 0 | 8 | |||
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| 25 Nov | 2223.55 | 119.4 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 22 Nov | 2163.25 | 119.4 | 5.40 | 25.18 | 6 | 4 | 7 | |||
| 21 Nov | 2143.65 | 114 | -93.95 | 31.39 | 3 | 2 | 2 | |||
| 20 Nov | 2199.50 | 207.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 207.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 207.95 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2100 expiring on 26DEC2024
Delta for 2100 CE is 0.76
Historical price for 2100 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 222, which was -16.00 lower than the previous day. The implied volatity was 99.91, the open interest changed by 0 which decreased total open position to 12
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 238, 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 18 Dec SRF was trading at 2272.05. The strike last trading price was 238, 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 17 Dec SRF was trading at 2280.00. The strike last trading price was 238, 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 16 Dec SRF was trading at 2306.45. The strike last trading price was 238, 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 13 Dec SRF was trading at 2296.70. The strike last trading price was 238, 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 12 Dec SRF was trading at 2298.80. The strike last trading price was 238, 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 Dec SRF was trading at 2336.45. The strike last trading price was 238, 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 10 Dec SRF was trading at 2343.60. The strike last trading price was 238, 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 9 Dec SRF was trading at 2302.35. The strike last trading price was 238, 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 6 Dec SRF was trading at 2294.70. The strike last trading price was 238, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 238, which was 30.00 higher than the previous day. The implied volatity was 28.67, the open interest changed by 0 which decreased total open position to 14
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 208, 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 3 Dec SRF was trading at 2311.25. The strike last trading price was 208, 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 208, which was 12.00 higher than the previous day. The implied volatity was 16.94, the open interest changed by 0 which decreased total open position to 14
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 196, which was -29.00 lower than the previous day. The implied volatity was 32.46, the open interest changed by 5 which increased total open position to 13
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 225, which was 50.00 higher than the previous day. The implied volatity was 46.69, the open interest changed by 0 which decreased total open position to 9
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 175, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 165, which was 45.60 higher than the previous day. The implied volatity was 24.12, the open interest changed by 0 which decreased total open position to 8
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 119.4, 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 22 Nov SRF was trading at 2163.25. The strike last trading price was 119.4, which was 5.40 higher than the previous day. The implied volatity was 25.18, the open interest changed by 4 which increased total open position to 7
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 114, which was -93.95 lower than the previous day. The implied volatity was 31.39, the open interest changed by 2 which increased total open position to 2
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 207.95, 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 Nov SRF was trading at 2199.50. The strike last trading price was 207.95, 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 Nov SRF was trading at 2179.35. The strike last trading price was 207.95, 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 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.22
Theta: -0.61
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 1.35 | -0.15 | 34.95 | 131 | -31 | 193 |
| 19 Dec | 2283.95 | 1.5 | -0.40 | 34.97 | 76 | 4 | 223 |
| 18 Dec | 2272.05 | 1.9 | 0.05 | 31.56 | 27 | -3 | 220 |
| 17 Dec | 2280.00 | 1.85 | 0.15 | 31.03 | 93 | -20 | 225 |
| 16 Dec | 2306.45 | 1.7 | -0.15 | 32.01 | 170 | 14 | 246 |
| 13 Dec | 2296.70 | 1.85 | -0.30 | 28.26 | 237 | -20 | 234 |
| 12 Dec | 2298.80 | 2.15 | -0.05 | 28.20 | 153 | -4 | 255 |
| 11 Dec | 2336.45 | 2.2 | -0.85 | 31.50 | 102 | 3 | 262 |
| 10 Dec | 2343.60 | 3.05 | -0.65 | 33.04 | 473 | -12 | 258 |
| 9 Dec | 2302.35 | 3.7 | -0.25 | 30.69 | 444 | -12 | 266 |
| 6 Dec | 2294.70 | 3.95 | -0.35 | 26.92 | 192 | -1 | 271 |
| 5 Dec | 2319.75 | 4.3 | -0.60 | 29.13 | 329 | 10 | 272 |
| 4 Dec | 2333.70 | 4.9 | -0.90 | 29.55 | 223 | -21 | 265 |
| 3 Dec | 2311.25 | 5.8 | -2.25 | 28.97 | 154 | 32 | 290 |
| 2 Dec | 2296.95 | 8.05 | -4.95 | 29.25 | 141 | 11 | 261 |
| 29 Nov | 2265.00 | 13 | 0.70 | 28.79 | 246 | -16 | 249 |
| 28 Nov | 2262.40 | 12.3 | 1.80 | 28.10 | 223 | 52 | 266 |
| 27 Nov | 2296.60 | 10.5 | -7.50 | 28.87 | 239 | 84 | 214 |
| 26 Nov | 2234.65 | 18 | -5.20 | 28.06 | 54 | 12 | 131 |
| 25 Nov | 2223.55 | 23.2 | -14.80 | 29.29 | 89 | 69 | 116 |
| 22 Nov | 2163.25 | 38 | -13.00 | 28.74 | 159 | 48 | 95 |
| 21 Nov | 2143.65 | 51 | 24.00 | 29.39 | 62 | 33 | 43 |
| 20 Nov | 2199.50 | 27 | 0.00 | 25.94 | 10 | 6 | 6 |
| 19 Nov | 2199.50 | 27 | -4.95 | 25.94 | 10 | 2 | 6 |
| 18 Nov | 2179.35 | 31.95 | 25.56 | 4 | 2 | 2 | |
For Srf Ltd - strike price 2100 expiring on 26DEC2024
Delta for 2100 PE is -0.03
Historical price for 2100 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 34.95, the open interest changed by -31 which decreased total open position to 193
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 1.5, which was -0.40 lower than the previous day. The implied volatity was 34.97, the open interest changed by 4 which increased total open position to 223
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 31.56, the open interest changed by -3 which decreased total open position to 220
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 31.03, the open interest changed by -20 which decreased total open position to 225
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 32.01, the open interest changed by 14 which increased total open position to 246
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 1.85, which was -0.30 lower than the previous day. The implied volatity was 28.26, the open interest changed by -20 which decreased total open position to 234
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 28.20, the open interest changed by -4 which decreased total open position to 255
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 2.2, which was -0.85 lower than the previous day. The implied volatity was 31.50, the open interest changed by 3 which increased total open position to 262
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 3.05, which was -0.65 lower than the previous day. The implied volatity was 33.04, the open interest changed by -12 which decreased total open position to 258
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 3.7, which was -0.25 lower than the previous day. The implied volatity was 30.69, the open interest changed by -12 which decreased total open position to 266
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was 26.92, the open interest changed by -1 which decreased total open position to 271
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 4.3, which was -0.60 lower than the previous day. The implied volatity was 29.13, the open interest changed by 10 which increased total open position to 272
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 4.9, which was -0.90 lower than the previous day. The implied volatity was 29.55, the open interest changed by -21 which decreased total open position to 265
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 5.8, which was -2.25 lower than the previous day. The implied volatity was 28.97, the open interest changed by 32 which increased total open position to 290
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 8.05, which was -4.95 lower than the previous day. The implied volatity was 29.25, the open interest changed by 11 which increased total open position to 261
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 13, which was 0.70 higher than the previous day. The implied volatity was 28.79, the open interest changed by -16 which decreased total open position to 249
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 12.3, which was 1.80 higher than the previous day. The implied volatity was 28.10, the open interest changed by 52 which increased total open position to 266
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 10.5, which was -7.50 lower than the previous day. The implied volatity was 28.87, the open interest changed by 84 which increased total open position to 214
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 18, which was -5.20 lower than the previous day. The implied volatity was 28.06, the open interest changed by 12 which increased total open position to 131
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 23.2, which was -14.80 lower than the previous day. The implied volatity was 29.29, the open interest changed by 69 which increased total open position to 116
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 38, which was -13.00 lower than the previous day. The implied volatity was 28.74, the open interest changed by 48 which increased total open position to 95
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 51, which was 24.00 higher than the previous day. The implied volatity was 29.39, the open interest changed by 33 which increased total open position to 43
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 25.94, the open interest changed by 6 which increased total open position to 6
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 27, which was -4.95 lower than the previous day. The implied volatity was 25.94, the open interest changed by 2 which increased total open position to 6
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 31.95, which was lower than the previous day. The implied volatity was 25.56, the open interest changed by 2 which increased total open position to 2
