SRF
Srf Ltd
Historical option data for SRF
14 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 0.43
Theta: -0.79
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2235.20 | 108.5 | 18.40 | 15.11 | 5 | 1 | 3 | |||
| 13 Nov | 2197.90 | 90.1 | -59.25 | 23.78 | 3 | 1 | 2 | |||
| 12 Nov | 2253.05 | 149.35 | -211.70 | 45.34 | 1 | 0 | 0 | |||
| 11 Nov | 2294.20 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2343.05 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2246.70 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 2252.30 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2243.15 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2261.95 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2260.45 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2257.25 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2206.90 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2257.30 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2248.20 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2178.10 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2277.95 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2325.70 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2262.95 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2306.10 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2351.40 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2342.85 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2342.30 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2328.40 | 361.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 2307.80 | 361.05 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2140 expiring on 28NOV2024
Delta for 2140 CE is 0.95
Historical price for 2140 CE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 108.5, which was 18.40 higher than the previous day. The implied volatity was 15.11, the open interest changed by 1 which increased total open position to 3
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 90.1, which was -59.25 lower than the previous day. The implied volatity was 23.78, the open interest changed by 1 which increased total open position to 2
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 149.35, which was -211.70 lower than the previous day. The implied volatity was 45.34, 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 361.05, 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 361.05, 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 7 Nov SRF was trading at 2378.45. The strike last trading price was 361.05, 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 6 Nov SRF was trading at 2343.05. The strike last trading price was 361.05, 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 5 Nov SRF was trading at 2299.15. The strike last trading price was 361.05, 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 4 Nov SRF was trading at 2246.70. The strike last trading price was 361.05, 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 1 Nov SRF was trading at 2252.30. The strike last trading price was 361.05, 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 31 Oct SRF was trading at 2243.15. The strike last trading price was 361.05, 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 30 Oct SRF was trading at 2261.95. The strike last trading price was 361.05, 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 361.05, 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 361.05, 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 361.05, 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 361.05, 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 361.05, 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 361.05, 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 361.05, 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 361.05, 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 361.05, 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 361.05, 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 361.05, 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 361.05, 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 10 Oct SRF was trading at 2342.30. The strike last trading price was 361.05, 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 8 Oct SRF was trading at 2328.40. The strike last trading price was 361.05, 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 7 Oct SRF was trading at 2307.80. The strike last trading price was 361.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SRF 28NOV2024 2140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 1.20
Theta: -1.15
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2235.20 | 14.15 | -4.35 | 29.71 | 604 | 22 | 131 |
| 13 Nov | 2197.90 | 18.5 | 3.65 | 26.79 | 487 | -40 | 109 |
| 12 Nov | 2253.05 | 14.85 | 5.50 | 28.83 | 132 | 14 | 151 |
| 11 Nov | 2294.20 | 9.35 | -2.05 | 30.39 | 96 | 17 | 137 |
| 8 Nov | 2305.95 | 11.4 | 5.50 | 30.08 | 141 | 8 | 77 |
| 7 Nov | 2378.45 | 5.9 | -1.30 | 32.01 | 10 | -2 | 70 |
| 6 Nov | 2343.05 | 7.2 | -7.50 | 30.29 | 31 | -2 | 72 |
| 5 Nov | 2299.15 | 14.7 | -8.45 | 32.01 | 89 | 12 | 73 |
| 4 Nov | 2246.70 | 23.15 | 3.05 | 30.12 | 96 | 31 | 61 |
| 1 Nov | 2252.30 | 20.1 | -2.90 | 27.61 | 3 | 0 | 28 |
| 31 Oct | 2243.15 | 23 | -5.00 | - | 18 | 4 | 28 |
| 30 Oct | 2261.95 | 28 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2260.45 | 28 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2257.25 | 28 | -1.00 | - | 3 | 17 | 24 |
| 25 Oct | 2206.90 | 29 | 4.60 | - | 17 | 0 | 7 |
| 24 Oct | 2257.30 | 24.4 | 4.40 | - | 1 | 0 | 6 |
| 23 Oct | 2248.20 | 20 | -50.00 | - | 3 | 0 | 5 |
| 22 Oct | 2178.10 | 70 | 44.00 | - | 2 | 0 | 5 |
| 21 Oct | 2277.95 | 26 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2325.70 | 26 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2262.95 | 26 | 0.00 | - | 0 | 3 | 0 |
| 16 Oct | 2306.10 | 26 | 4.50 | - | 3 | 2 | 4 |
| 15 Oct | 2351.40 | 21.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2342.85 | 21.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2342.30 | 21.5 | 0.00 | - | 0 | 0 | 2 |
| 8 Oct | 2328.40 | 21.5 | -3.50 | - | 2 | 0 | 2 |
| 7 Oct | 2307.80 | 25 | - | 2 | 0 | 0 | |
For Srf Ltd - strike price 2140 expiring on 28NOV2024
Delta for 2140 PE is -0.19
Historical price for 2140 PE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 14.15, which was -4.35 lower than the previous day. The implied volatity was 29.71, the open interest changed by 22 which increased total open position to 131
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 18.5, which was 3.65 higher than the previous day. The implied volatity was 26.79, the open interest changed by -40 which decreased total open position to 109
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 14.85, which was 5.50 higher than the previous day. The implied volatity was 28.83, the open interest changed by 14 which increased total open position to 151
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 9.35, which was -2.05 lower than the previous day. The implied volatity was 30.39, the open interest changed by 17 which increased total open position to 137
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 11.4, which was 5.50 higher than the previous day. The implied volatity was 30.08, the open interest changed by 8 which increased total open position to 77
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 5.9, which was -1.30 lower than the previous day. The implied volatity was 32.01, the open interest changed by -2 which decreased total open position to 70
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 7.2, which was -7.50 lower than the previous day. The implied volatity was 30.29, the open interest changed by -2 which decreased total open position to 72
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 14.7, which was -8.45 lower than the previous day. The implied volatity was 32.01, the open interest changed by 12 which increased total open position to 73
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 23.15, which was 3.05 higher than the previous day. The implied volatity was 30.12, the open interest changed by 31 which increased total open position to 61
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 20.1, which was -2.90 lower than the previous day. The implied volatity was 27.61, the open interest changed by 0 which decreased total open position to 28
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 23, which was -5.00 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 28, 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 28, 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 28, which was -1.00 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 29, which was 4.60 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 24.4, which was 4.40 higher 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 20, which was -50.00 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 70, which was 44.00 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 26, 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 26, 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 26, 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 26, which was 4.50 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 21.5, 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 21.5, 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 10 Oct SRF was trading at 2342.30. The strike last trading price was 21.5, 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 8 Oct SRF was trading at 2328.40. The strike last trading price was 21.5, which was -3.50 lower 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 25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
