SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2140 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 | 141.85 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 19 Dec | 2283.95 | 141.85 | 15.75 | - | 1 | 0 | 1 | |||
| 18 Dec | 2272.05 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 2280.00 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2306.45 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2296.70 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 2298.80 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 2336.45 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 2343.60 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 2302.35 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 2294.70 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2319.75 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2333.70 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2311.25 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2296.95 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 29 Nov | 2265.00 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 2262.40 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 2296.60 | 126.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 2234.65 | 126.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 25 Nov | 2223.55 | 126.1 | -54.45 | 24.62 | 1 | 0 | 0 | |||
| 22 Nov | 2163.25 | 180.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2143.65 | 180.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2199.50 | 180.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 180.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 180.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 180.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2197.90 | 180.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 180.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2294.20 | 180.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 180.55 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2140 expiring on 26DEC2024
Delta for 2140 CE is 0.00
Historical price for 2140 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 141.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 141.85, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 126.1, 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 126.1, 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 126.1, 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 126.1, 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 126.1, 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 126.1, 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 126.1, 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 126.1, 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 126.1, 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 126.1, 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 126.1, 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 126.1, 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 126.1, 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 126.1, 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 126.1, 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 Nov SRF was trading at 2296.60. The strike last trading price was 126.1, 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 Nov SRF was trading at 2234.65. The strike last trading price was 126.1, 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 25 Nov SRF was trading at 2223.55. The strike last trading price was 126.1, which was -54.45 lower than the previous day. The implied volatity was 24.62, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 180.55, 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 180.55, 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 180.55, 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 180.55, 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 180.55, 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 14 Nov SRF was trading at 2235.20. The strike last trading price was 180.55, 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 13 Nov SRF was trading at 2197.90. The strike last trading price was 180.55, 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 12 Nov SRF was trading at 2253.05. The strike last trading price was 180.55, 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 11 Nov SRF was trading at 2294.20. The strike last trading price was 180.55, 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 8 Nov SRF was trading at 2305.95. The strike last trading price was 180.55, 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 2140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.27
Theta: -0.63
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 1.55 | -0.45 | 28.88 | 17 | -9 | 43 |
| 19 Dec | 2283.95 | 2 | -1.10 | 30.30 | 51 | 15 | 53 |
| 18 Dec | 2272.05 | 3.1 | 0.15 | 28.26 | 25 | -8 | 41 |
| 17 Dec | 2280.00 | 2.95 | 0.35 | 27.91 | 73 | -15 | 52 |
| 16 Dec | 2306.45 | 2.6 | -0.40 | 29.07 | 29 | -1 | 68 |
| 13 Dec | 2296.70 | 3 | -0.15 | 26.02 | 199 | -4 | 68 |
| 12 Dec | 2298.80 | 3.15 | 0.00 | 0.00 | 0 | -3 | 0 |
| 11 Dec | 2336.45 | 3.15 | -1.20 | 29.14 | 16 | -2 | 73 |
| 10 Dec | 2343.60 | 4.35 | -2.00 | 30.90 | 163 | -2 | 75 |
| 9 Dec | 2302.35 | 6.35 | 0.10 | 29.87 | 4 | -1 | 77 |
| 6 Dec | 2294.70 | 6.25 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 2319.75 | 6.25 | -1.85 | 27.40 | 84 | 0 | 77 |
| 4 Dec | 2333.70 | 8.1 | -0.65 | 28.97 | 30 | 0 | 79 |
| 3 Dec | 2311.25 | 8.75 | -1.50 | 27.76 | 79 | 19 | 84 |
| 2 Dec | 2296.95 | 10.25 | -7.80 | 26.76 | 44 | 7 | 66 |
| 29 Nov | 2265.00 | 18.05 | -2.50 | 27.35 | 60 | 25 | 61 |
| 28 Nov | 2262.40 | 20.55 | 5.05 | 28.69 | 19 | 10 | 35 |
| 27 Nov | 2296.60 | 15.5 | -12.50 | 28.14 | 18 | -5 | 24 |
| 26 Nov | 2234.65 | 28 | -3.00 | 28.39 | 2 | 0 | 29 |
| 25 Nov | 2223.55 | 31 | -23.60 | 27.97 | 17 | 5 | 28 |
| 22 Nov | 2163.25 | 54.6 | -10.90 | 29.48 | 26 | 9 | 32 |
| 21 Nov | 2143.65 | 65.5 | 29.50 | 28.28 | 16 | -3 | 23 |
| 20 Nov | 2199.50 | 36 | 0.00 | 24.65 | 11 | 3 | 26 |
| 19 Nov | 2199.50 | 36 | -9.95 | 24.65 | 11 | 3 | 26 |
| 18 Nov | 2179.35 | 45.95 | 11.95 | 25.67 | 19 | -8 | 22 |
| 14 Nov | 2235.20 | 34 | -12.00 | 27.59 | 3 | -1 | 30 |
| 13 Nov | 2197.90 | 46 | 16.00 | 28.45 | 16 | 10 | 30 |
| 12 Nov | 2253.05 | 30 | 13.00 | 25.67 | 10 | 5 | 17 |
| 11 Nov | 2294.20 | 17 | 0.00 | 24.36 | 2 | 0 | 10 |
| 8 Nov | 2305.95 | 17 | 23.75 | 10 | 1 | 1 | |
For Srf Ltd - strike price 2140 expiring on 26DEC2024
Delta for 2140 PE is -0.04
Historical price for 2140 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 28.88, the open interest changed by -9 which decreased total open position to 43
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 2, which was -1.10 lower than the previous day. The implied volatity was 30.30, the open interest changed by 15 which increased total open position to 53
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 3.1, which was 0.15 higher than the previous day. The implied volatity was 28.26, the open interest changed by -8 which decreased total open position to 41
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 2.95, which was 0.35 higher than the previous day. The implied volatity was 27.91, the open interest changed by -15 which decreased total open position to 52
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 29.07, the open interest changed by -1 which decreased total open position to 68
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 26.02, the open interest changed by -4 which decreased total open position to 68
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 3.15, which was -1.20 lower than the previous day. The implied volatity was 29.14, the open interest changed by -2 which decreased total open position to 73
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 4.35, which was -2.00 lower than the previous day. The implied volatity was 30.90, the open interest changed by -2 which decreased total open position to 75
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 6.35, which was 0.10 higher than the previous day. The implied volatity was 29.87, the open interest changed by -1 which decreased total open position to 77
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 6.25, 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 5 Dec SRF was trading at 2319.75. The strike last trading price was 6.25, which was -1.85 lower than the previous day. The implied volatity was 27.40, 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 8.1, which was -0.65 lower than the previous day. The implied volatity was 28.97, the open interest changed by 0 which decreased total open position to 79
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 8.75, which was -1.50 lower than the previous day. The implied volatity was 27.76, the open interest changed by 19 which increased total open position to 84
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 10.25, which was -7.80 lower than the previous day. The implied volatity was 26.76, the open interest changed by 7 which increased total open position to 66
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 18.05, which was -2.50 lower than the previous day. The implied volatity was 27.35, the open interest changed by 25 which increased total open position to 61
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 20.55, which was 5.05 higher than the previous day. The implied volatity was 28.69, the open interest changed by 10 which increased total open position to 35
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 15.5, which was -12.50 lower than the previous day. The implied volatity was 28.14, the open interest changed by -5 which decreased total open position to 24
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 28, which was -3.00 lower than the previous day. The implied volatity was 28.39, the open interest changed by 0 which decreased total open position to 29
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 31, which was -23.60 lower than the previous day. The implied volatity was 27.97, the open interest changed by 5 which increased total open position to 28
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 54.6, which was -10.90 lower than the previous day. The implied volatity was 29.48, the open interest changed by 9 which increased total open position to 32
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 65.5, which was 29.50 higher than the previous day. The implied volatity was 28.28, the open interest changed by -3 which decreased total open position to 23
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was 24.65, the open interest changed by 3 which increased total open position to 26
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 36, which was -9.95 lower than the previous day. The implied volatity was 24.65, the open interest changed by 3 which increased total open position to 26
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 45.95, which was 11.95 higher than the previous day. The implied volatity was 25.67, the open interest changed by -8 which decreased total open position to 22
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 34, which was -12.00 lower than the previous day. The implied volatity was 27.59, the open interest changed by -1 which decreased total open position to 30
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 46, which was 16.00 higher than the previous day. The implied volatity was 28.45, the open interest changed by 10 which increased total open position to 30
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 30, which was 13.00 higher than the previous day. The implied volatity was 25.67, the open interest changed by 5 which increased total open position to 17
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 24.36, the open interest changed by 0 which decreased total open position to 10
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 17, which was lower than the previous day. The implied volatity was 23.75, the open interest changed by 1 which increased total open position to 1
