SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2120 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 | |||
| 20 Dec | 2277.60 | 158.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 19 Dec | 2283.95 | 158.75 | -38.25 | - | 2 | 1 | 19 | |||
| 18 Dec | 2272.05 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 2280.00 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2306.45 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2296.70 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 2298.80 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 2336.45 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 2343.60 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 2302.35 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 2294.70 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2319.75 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2333.70 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2311.25 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2296.95 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 2265.00 | 197 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 2262.40 | 197 | 0.00 | 0.00 | 0 | -53 | 0 | |||
| 27 Nov | 2296.60 | 197 | 47.85 | 24.60 | 89 | -46 | 25 | |||
| 26 Nov | 2234.65 | 149.15 | 22.15 | 24.39 | 4 | -1 | 71 | |||
| 25 Nov | 2223.55 | 127 | -272.95 | 15.60 | 76 | 56 | 56 | |||
| 22 Nov | 2163.25 | 399.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2143.65 | 399.95 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2199.50 | 399.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 399.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 2179.35 | 399.95 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2120 expiring on 26DEC2024
Delta for 2120 CE is 0.00
Historical price for 2120 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 158.75, 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 19 Dec SRF was trading at 2283.95. The strike last trading price was 158.75, which was -38.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 197, 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 5 Dec SRF was trading at 2319.75. The strike last trading price was 197, 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 4 Dec SRF was trading at 2333.70. The strike last trading price was 197, 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 197, 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 197, 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 197, 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 197, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -53 which decreased total open position to 0
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 197, which was 47.85 higher than the previous day. The implied volatity was 24.60, the open interest changed by -46 which decreased total open position to 25
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 149.15, which was 22.15 higher than the previous day. The implied volatity was 24.39, the open interest changed by -1 which decreased total open position to 71
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 127, which was -272.95 lower than the previous day. The implied volatity was 15.60, the open interest changed by 56 which increased total open position to 56
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 399.95, 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 21 Nov SRF was trading at 2143.65. The strike last trading price was 399.95, 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 20 Nov SRF was trading at 2199.50. The strike last trading price was 399.95, 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 399.95, 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 399.95, 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 2120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.24
Theta: -0.60
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 1.4 | -0.10 | 31.76 | 30 | 0 | 20 |
| 19 Dec | 2283.95 | 1.5 | -0.55 | 31.81 | 67 | -17 | 20 |
| 18 Dec | 2272.05 | 2.05 | 0.15 | 28.91 | 7 | -6 | 37 |
| 17 Dec | 2280.00 | 1.9 | -0.35 | 28.29 | 10 | 1 | 46 |
| 16 Dec | 2306.45 | 2.25 | 0.00 | 0.00 | 0 | -43 | 0 |
| 13 Dec | 2296.70 | 2.25 | -1.25 | 26.98 | 206 | -46 | 42 |
| 12 Dec | 2298.80 | 3.5 | 2.20 | 28.67 | 54 | 5 | 87 |
| 11 Dec | 2336.45 | 1.3 | -2.45 | 26.68 | 5 | 0 | 82 |
| 10 Dec | 2343.60 | 3.75 | -0.40 | 32.18 | 13 | -9 | 83 |
| 9 Dec | 2302.35 | 4.15 | -0.65 | 29.18 | 30 | 10 | 93 |
| 6 Dec | 2294.70 | 4.8 | -1.20 | 25.97 | 54 | 5 | 83 |
| 5 Dec | 2319.75 | 6 | 0.60 | 29.30 | 1 | 0 | 77 |
| 4 Dec | 2333.70 | 5.4 | -1.45 | 28.14 | 24 | -9 | 80 |
| 3 Dec | 2311.25 | 6.85 | -3.00 | 28.07 | 75 | 9 | 93 |
| 2 Dec | 2296.95 | 9.85 | -5.60 | 28.70 | 67 | 51 | 83 |
| 29 Nov | 2265.00 | 15.45 | -0.55 | 28.16 | 31 | 16 | 32 |
| 28 Nov | 2262.40 | 16 | 1.95 | 28.36 | 2 | -1 | 15 |
| 27 Nov | 2296.60 | 14.05 | -6.95 | 29.40 | 10 | -1 | 19 |
| 26 Nov | 2234.65 | 21 | -6.40 | 27.35 | 1 | 0 | 21 |
| 25 Nov | 2223.55 | 27.4 | -12.60 | 28.91 | 1 | -4 | 20 |
| 22 Nov | 2163.25 | 40 | -15.80 | 26.68 | 13 | -3 | 21 |
| 21 Nov | 2143.65 | 55.8 | 24.05 | 28.03 | 2 | -1 | 24 |
| 20 Nov | 2199.50 | 31.75 | 0.00 | 25.53 | 10 | 6 | 22 |
| 19 Nov | 2199.50 | 31.75 | -4.65 | 25.53 | 10 | 3 | 22 |
| 18 Nov | 2179.35 | 36.4 | 24.76 | 271 | 20 | 20 | |
For Srf Ltd - strike price 2120 expiring on 26DEC2024
Delta for 2120 PE is -0.04
Historical price for 2120 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 31.76, the open interest changed by 0 which decreased total open position to 20
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 31.81, the open interest changed by -17 which decreased total open position to 20
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 2.05, which was 0.15 higher than the previous day. The implied volatity was 28.91, the open interest changed by -6 which decreased total open position to 37
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 28.29, the open interest changed by 1 which increased total open position to 46
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -43 which decreased total open position to 0
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 2.25, which was -1.25 lower than the previous day. The implied volatity was 26.98, the open interest changed by -46 which decreased total open position to 42
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 3.5, which was 2.20 higher than the previous day. The implied volatity was 28.67, the open interest changed by 5 which increased total open position to 87
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 1.3, which was -2.45 lower than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 82
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 3.75, which was -0.40 lower than the previous day. The implied volatity was 32.18, the open interest changed by -9 which decreased total open position to 83
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 4.15, which was -0.65 lower than the previous day. The implied volatity was 29.18, the open interest changed by 10 which increased total open position to 93
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 4.8, which was -1.20 lower than the previous day. The implied volatity was 25.97, the open interest changed by 5 which increased total open position to 83
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 6, which was 0.60 higher than the previous day. The implied volatity was 29.30, the open interest changed by 0 which decreased total open position to 77
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 5.4, which was -1.45 lower than the previous day. The implied volatity was 28.14, the open interest changed by -9 which decreased total open position to 80
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 6.85, which was -3.00 lower than the previous day. The implied volatity was 28.07, the open interest changed by 9 which increased total open position to 93
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 9.85, which was -5.60 lower than the previous day. The implied volatity was 28.70, the open interest changed by 51 which increased total open position to 83
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 15.45, which was -0.55 lower than the previous day. The implied volatity was 28.16, the open interest changed by 16 which increased total open position to 32
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 16, which was 1.95 higher than the previous day. The implied volatity was 28.36, the open interest changed by -1 which decreased total open position to 15
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 14.05, which was -6.95 lower than the previous day. The implied volatity was 29.40, the open interest changed by -1 which decreased total open position to 19
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 21, which was -6.40 lower than the previous day. The implied volatity was 27.35, the open interest changed by 0 which decreased total open position to 21
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 27.4, which was -12.60 lower than the previous day. The implied volatity was 28.91, the open interest changed by -4 which decreased total open position to 20
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 40, which was -15.80 lower than the previous day. The implied volatity was 26.68, the open interest changed by -3 which decreased total open position to 21
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 55.8, which was 24.05 higher than the previous day. The implied volatity was 28.03, the open interest changed by -1 which decreased total open position to 24
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 31.75, which was 0.00 lower than the previous day. The implied volatity was 25.53, the open interest changed by 6 which increased total open position to 22
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 31.75, which was -4.65 lower than the previous day. The implied volatity was 25.53, the open interest changed by 3 which increased total open position to 22
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 36.4, which was lower than the previous day. The implied volatity was 24.76, the open interest changed by 20 which increased total open position to 20
