SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.99
Theta: -7.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 162.3 | 37.20 | 81.08 | 1 | 0 | 5 | |||
| 19 Dec | 2283.95 | 125.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 2272.05 | 125.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 2280.00 | 125.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2306.45 | 125.1 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 13 Dec | 2296.70 | 125.1 | -28.15 | - | 2 | 0 | 7 | |||
| 12 Dec | 2298.80 | 153.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 2336.45 | 153.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 2343.60 | 153.25 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 9 Dec | 2302.35 | 153.25 | 32.00 | - | 3 | 2 | 6 | |||
| 6 Dec | 2294.70 | 121.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2319.75 | 121.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2333.70 | 121.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2311.25 | 121.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2296.95 | 121.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 2265.00 | 121.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 2262.40 | 121.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 2296.60 | 121.25 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 26 Nov | 2234.65 | 121.25 | 9.60 | 25.47 | 8 | 3 | 4 | |||
| 25 Nov | 2223.55 | 111.65 | -255.65 | 24.45 | 1 | 0 | 0 | |||
| 22 Nov | 2163.25 | 367.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2143.65 | 367.3 | 0.00 | 0.08 | 0 | 0 | 0 | |||
| 20 Nov | 2199.50 | 367.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 367.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 367.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 367.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2197.90 | 367.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 367.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2294.20 | 367.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 2305.95 | 367.3 | 367.30 | - | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 0 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2160 expiring on 26DEC2024
Delta for 2160 CE is 0.71
Historical price for 2160 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 162.3, which was 37.20 higher than the previous day. The implied volatity was 81.08, the open interest changed by 0 which decreased total open position to 5
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 125.1, 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 18 Dec SRF was trading at 2272.05. The strike last trading price was 125.1, 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 125.1, 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 125.1, 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 13 Dec SRF was trading at 2296.70. The strike last trading price was 125.1, which was -28.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 153.25, 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 153.25, 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 153.25, 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 9 Dec SRF was trading at 2302.35. The strike last trading price was 153.25, which was 32.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 121.25, 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 121.25, 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 121.25, 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 121.25, 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 121.25, 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 121.25, 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 121.25, 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 121.25, 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 26 Nov SRF was trading at 2234.65. The strike last trading price was 121.25, which was 9.60 higher than the previous day. The implied volatity was 25.47, the open interest changed by 3 which increased total open position to 4
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 111.65, which was -255.65 lower than the previous day. The implied volatity was 24.45, 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 367.3, 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 21 Nov SRF was trading at 2143.65. The strike last trading price was 367.3, which was 0.00 lower than the previous day. The implied volatity was 0.08, 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 367.3, 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 Nov SRF was trading at 2199.50. The strike last trading price was 367.3, 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 Nov SRF was trading at 2179.35. The strike last trading price was 367.3, 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 14 Nov SRF was trading at 2235.20. The strike last trading price was 367.3, 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 13 Nov SRF was trading at 2197.90. The strike last trading price was 367.3, 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 12 Nov SRF was trading at 2253.05. The strike last trading price was 367.3, 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 11 Nov SRF was trading at 2294.20. The strike last trading price was 367.3, 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 8 Nov SRF was trading at 2305.95. The strike last trading price was 367.3, which was 367.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Oct SRF was trading at 2350.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SRF 26DEC2024 2160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.34
Theta: -0.73
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 2 | -0.80 | 26.76 | 99 | -16 | 74 |
| 19 Dec | 2283.95 | 2.8 | -1.55 | 29.05 | 210 | 4 | 88 |
| 18 Dec | 2272.05 | 4.35 | 0.50 | 27.15 | 62 | -15 | 85 |
| 17 Dec | 2280.00 | 3.85 | 0.50 | 26.46 | 172 | -11 | 100 |
| 16 Dec | 2306.45 | 3.35 | -0.70 | 27.77 | 63 | -18 | 111 |
| 13 Dec | 2296.70 | 4.05 | -0.95 | 25.20 | 188 | 25 | 132 |
| 12 Dec | 2298.80 | 5 | 1.10 | 25.85 | 112 | -9 | 104 |
| 11 Dec | 2336.45 | 3.9 | -1.10 | 28.13 | 26 | -5 | 115 |
| 10 Dec | 2343.60 | 5 | -1.95 | 29.51 | 119 | -1 | 120 |
| 9 Dec | 2302.35 | 6.95 | -1.00 | 28.08 | 146 | 11 | 122 |
| 6 Dec | 2294.70 | 7.95 | 0.15 | 24.81 | 14 | -5 | 111 |
| 5 Dec | 2319.75 | 7.8 | -1.20 | 26.78 | 29 | 1 | 113 |
| 4 Dec | 2333.70 | 9 | -1.65 | 27.55 | 78 | -3 | 117 |
| 3 Dec | 2311.25 | 10.65 | -3.65 | 27.09 | 79 | 19 | 126 |
| 2 Dec | 2296.95 | 14.3 | -7.60 | 27.40 | 161 | 20 | 110 |
| 29 Nov | 2265.00 | 21.9 | -1.10 | 26.98 | 376 | 37 | 91 |
| 28 Nov | 2262.40 | 23 | 4.75 | 27.48 | 54 | 24 | 54 |
| 27 Nov | 2296.60 | 18.25 | -10.90 | 27.52 | 31 | 7 | 30 |
| 26 Nov | 2234.65 | 29.15 | -8.40 | 26.22 | 6 | 2 | 21 |
| 25 Nov | 2223.55 | 37.55 | -22.05 | 28.09 | 4 | 15 | 18 |
| 22 Nov | 2163.25 | 59.6 | -14.40 | 28.07 | 32 | 14 | 17 |
| 21 Nov | 2143.65 | 74 | 19.95 | 27.75 | 6 | 2 | 3 |
| 20 Nov | 2199.50 | 54.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 54.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 2179.35 | 54.05 | 24.00 | 25.65 | 1 | 0 | 0 |
| 14 Nov | 2235.20 | 30.05 | 0.00 | 3.65 | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 30.05 | 0.00 | 2.56 | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 30.05 | 0.00 | 3.67 | 0 | 0 | 0 |
| 11 Nov | 2294.20 | 30.05 | 0.00 | 5.29 | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 30.05 | 30.05 | 5.20 | 0 | 0 | 0 |
| 4 Oct | 2350.35 | 0 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2160 expiring on 26DEC2024
Delta for 2160 PE is -0.06
Historical price for 2160 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 2, which was -0.80 lower than the previous day. The implied volatity was 26.76, the open interest changed by -16 which decreased total open position to 74
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 2.8, which was -1.55 lower than the previous day. The implied volatity was 29.05, the open interest changed by 4 which increased total open position to 88
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 4.35, which was 0.50 higher than the previous day. The implied volatity was 27.15, the open interest changed by -15 which decreased total open position to 85
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 3.85, which was 0.50 higher than the previous day. The implied volatity was 26.46, the open interest changed by -11 which decreased total open position to 100
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 3.35, which was -0.70 lower than the previous day. The implied volatity was 27.77, the open interest changed by -18 which decreased total open position to 111
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 4.05, which was -0.95 lower than the previous day. The implied volatity was 25.20, the open interest changed by 25 which increased total open position to 132
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 5, which was 1.10 higher than the previous day. The implied volatity was 25.85, the open interest changed by -9 which decreased total open position to 104
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 3.9, which was -1.10 lower than the previous day. The implied volatity was 28.13, the open interest changed by -5 which decreased total open position to 115
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 5, which was -1.95 lower than the previous day. The implied volatity was 29.51, the open interest changed by -1 which decreased total open position to 120
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 6.95, which was -1.00 lower than the previous day. The implied volatity was 28.08, the open interest changed by 11 which increased total open position to 122
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 7.95, which was 0.15 higher than the previous day. The implied volatity was 24.81, the open interest changed by -5 which decreased total open position to 111
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 7.8, which was -1.20 lower than the previous day. The implied volatity was 26.78, the open interest changed by 1 which increased total open position to 113
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 9, which was -1.65 lower than the previous day. The implied volatity was 27.55, the open interest changed by -3 which decreased total open position to 117
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 10.65, which was -3.65 lower than the previous day. The implied volatity was 27.09, the open interest changed by 19 which increased total open position to 126
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 14.3, which was -7.60 lower than the previous day. The implied volatity was 27.40, the open interest changed by 20 which increased total open position to 110
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 21.9, which was -1.10 lower than the previous day. The implied volatity was 26.98, the open interest changed by 37 which increased total open position to 91
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 23, which was 4.75 higher than the previous day. The implied volatity was 27.48, the open interest changed by 24 which increased total open position to 54
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 18.25, which was -10.90 lower than the previous day. The implied volatity was 27.52, the open interest changed by 7 which increased total open position to 30
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 29.15, which was -8.40 lower than the previous day. The implied volatity was 26.22, the open interest changed by 2 which increased total open position to 21
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 37.55, which was -22.05 lower than the previous day. The implied volatity was 28.09, the open interest changed by 15 which increased total open position to 18
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 59.6, which was -14.40 lower than the previous day. The implied volatity was 28.07, the open interest changed by 14 which increased total open position to 17
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 74, which was 19.95 higher than the previous day. The implied volatity was 27.75, the open interest changed by 2 which increased total open position to 3
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 54.05, 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 19 Nov SRF was trading at 2199.50. The strike last trading price was 54.05, 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 18 Nov SRF was trading at 2179.35. The strike last trading price was 54.05, which was 24.00 higher than the previous day. The implied volatity was 25.65, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 3.65, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 30.05, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 30.05, which was 30.05 higher than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0
On 4 Oct SRF was trading at 2350.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
