SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 0.99
Theta: -5.69
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 132 | 14.00 | 64.24 | 1 | 0 | 6 | |||
| 19 Dec | 2283.95 | 118 | 13.00 | 32.22 | 3 | -1 | 6 | |||
| 18 Dec | 2272.05 | 105 | -1.00 | 33.66 | 6 | -3 | 5 | |||
| 17 Dec | 2280.00 | 106 | -18.00 | 20.98 | 4 | 2 | 7 | |||
| 16 Dec | 2306.45 | 124 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 2296.70 | 124 | -6.75 | - | 1 | 0 | 5 | |||
| 12 Dec | 2298.80 | 130.75 | 30.75 | 20.24 | 2 | 0 | 4 | |||
| 11 Dec | 2336.45 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 2343.60 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 2302.35 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 2294.70 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2319.75 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 2333.70 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 2311.25 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 2296.95 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 2265.00 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 2262.40 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 2296.60 | 100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 2234.65 | 100 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 25 Nov | 2223.55 | 100 | 30.50 | 25.11 | 5 | 4 | 4 | |||
| 22 Nov | 2163.25 | 69.5 | -85.95 | 24.39 | 3 | 2 | 2 | |||
| 21 Nov | 2143.65 | 155.45 | 0.00 | 0.92 | 0 | 0 | 0 | |||
| 20 Nov | 2199.50 | 155.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 155.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 155.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 155.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2197.90 | 155.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 155.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2294.20 | 155.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 155.45 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2180 expiring on 26DEC2024
Delta for 2180 CE is 0.72
Historical price for 2180 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 132, which was 14.00 higher than the previous day. The implied volatity was 64.24, the open interest changed by 0 which decreased total open position to 6
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 118, which was 13.00 higher than the previous day. The implied volatity was 32.22, the open interest changed by -1 which decreased total open position to 6
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 105, which was -1.00 lower than the previous day. The implied volatity was 33.66, the open interest changed by -3 which decreased total open position to 5
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 106, which was -18.00 lower than the previous day. The implied volatity was 20.98, the open interest changed by 2 which increased total open position to 7
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 124, 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 124, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 130.75, which was 30.75 higher than the previous day. The implied volatity was 20.24, the open interest changed by 0 which decreased total open position to 4
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 100, 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 100, 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 100, 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 100, 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 100, 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 100, 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 100, 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 100, 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 100, 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 100, 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 100, 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 100, 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 100, which was 30.50 higher than the previous day. The implied volatity was 25.11, the open interest changed by 4 which increased total open position to 4
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 69.5, which was -85.95 lower than the previous day. The implied volatity was 24.39, the open interest changed by 2 which increased total open position to 2
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 155.45, which was 0.00 lower than the previous day. The implied volatity was 0.92, 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 155.45, 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 155.45, 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 155.45, 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 155.45, 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 155.45, 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 155.45, 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 155.45, 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 155.45, 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 2180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.49
Theta: -1.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 3.4 | -0.65 | 26.28 | 37 | -3 | 187 |
| 19 Dec | 2283.95 | 4.05 | -1.45 | 28.02 | 130 | 7 | 190 |
| 18 Dec | 2272.05 | 5.5 | 0.10 | 25.20 | 144 | -9 | 183 |
| 17 Dec | 2280.00 | 5.4 | 1.30 | 25.46 | 107 | 5 | 194 |
| 16 Dec | 2306.45 | 4.1 | -2.05 | 26.06 | 78 | -19 | 189 |
| 13 Dec | 2296.70 | 6.15 | -0.25 | 25.23 | 106 | 15 | 206 |
| 12 Dec | 2298.80 | 6.4 | 1.15 | 24.83 | 133 | 20 | 191 |
| 11 Dec | 2336.45 | 5.25 | -0.95 | 27.67 | 88 | 5 | 171 |
| 10 Dec | 2343.60 | 6.2 | -2.80 | 28.64 | 245 | 5 | 166 |
| 9 Dec | 2302.35 | 9 | -1.55 | 27.61 | 382 | 32 | 166 |
| 6 Dec | 2294.70 | 10.55 | 0.55 | 24.54 | 10 | -6 | 134 |
| 5 Dec | 2319.75 | 10 | -1.30 | 26.40 | 47 | -4 | 140 |
| 4 Dec | 2333.70 | 11.3 | -1.90 | 27.13 | 255 | 1 | 143 |
| 3 Dec | 2311.25 | 13.2 | -3.85 | 26.61 | 407 | 16 | 143 |
| 2 Dec | 2296.95 | 17.05 | -8.70 | 26.66 | 246 | 69 | 128 |
| 29 Nov | 2265.00 | 25.75 | -3.65 | 26.28 | 188 | 32 | 61 |
| 28 Nov | 2262.40 | 29.4 | 7.70 | 28.03 | 62 | 17 | 31 |
| 27 Nov | 2296.60 | 21.7 | -17.30 | 27.03 | 24 | 11 | 14 |
| 26 Nov | 2234.65 | 39 | 0.00 | 0.00 | 0 | 3 | 0 |
| 25 Nov | 2223.55 | 39 | -29.05 | 25.72 | 4 | 2 | 2 |
| 22 Nov | 2163.25 | 68.05 | 0.00 | 0.48 | 0 | 0 | 0 |
| 21 Nov | 2143.65 | 68.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 68.05 | 0.00 | 1.53 | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 68.05 | 0.00 | 1.53 | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 68.05 | 0.00 | 0.72 | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 68.05 | 0.00 | 2.96 | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 68.05 | 0.00 | 2.00 | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 68.05 | 0.00 | 3.00 | 0 | 0 | 0 |
| 11 Nov | 2294.20 | 68.05 | 0.00 | 4.66 | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 68.05 | 4.60 | 0 | 0 | 0 | |
For Srf Ltd - strike price 2180 expiring on 26DEC2024
Delta for 2180 PE is -0.09
Historical price for 2180 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 3.4, which was -0.65 lower than the previous day. The implied volatity was 26.28, the open interest changed by -3 which decreased total open position to 187
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 4.05, which was -1.45 lower than the previous day. The implied volatity was 28.02, the open interest changed by 7 which increased total open position to 190
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 5.5, which was 0.10 higher than the previous day. The implied volatity was 25.20, the open interest changed by -9 which decreased total open position to 183
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 5.4, which was 1.30 higher than the previous day. The implied volatity was 25.46, the open interest changed by 5 which increased total open position to 194
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 4.1, which was -2.05 lower than the previous day. The implied volatity was 26.06, the open interest changed by -19 which decreased total open position to 189
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 6.15, which was -0.25 lower than the previous day. The implied volatity was 25.23, the open interest changed by 15 which increased total open position to 206
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 6.4, which was 1.15 higher than the previous day. The implied volatity was 24.83, the open interest changed by 20 which increased total open position to 191
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 5.25, which was -0.95 lower than the previous day. The implied volatity was 27.67, the open interest changed by 5 which increased total open position to 171
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 6.2, which was -2.80 lower than the previous day. The implied volatity was 28.64, the open interest changed by 5 which increased total open position to 166
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 9, which was -1.55 lower than the previous day. The implied volatity was 27.61, the open interest changed by 32 which increased total open position to 166
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 10.55, which was 0.55 higher than the previous day. The implied volatity was 24.54, the open interest changed by -6 which decreased total open position to 134
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 10, which was -1.30 lower than the previous day. The implied volatity was 26.40, the open interest changed by -4 which decreased total open position to 140
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 11.3, which was -1.90 lower than the previous day. The implied volatity was 27.13, the open interest changed by 1 which increased total open position to 143
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 13.2, which was -3.85 lower than the previous day. The implied volatity was 26.61, the open interest changed by 16 which increased total open position to 143
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 17.05, which was -8.70 lower than the previous day. The implied volatity was 26.66, the open interest changed by 69 which increased total open position to 128
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 25.75, which was -3.65 lower than the previous day. The implied volatity was 26.28, the open interest changed by 32 which increased total open position to 61
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 29.4, which was 7.70 higher than the previous day. The implied volatity was 28.03, the open interest changed by 17 which increased total open position to 31
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 21.7, which was -17.30 lower than the previous day. The implied volatity was 27.03, the open interest changed by 11 which increased total open position to 14
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 39, 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 25 Nov SRF was trading at 2223.55. The strike last trading price was 39, which was -29.05 lower than the previous day. The implied volatity was 25.72, the open interest changed by 2 which increased total open position to 2
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 68.05, which was 0.00 lower than the previous day. The implied volatity was 0.48, 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 68.05, 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 20 Nov SRF was trading at 2199.50. The strike last trading price was 68.05, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 68.05, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 68.05, which was 0.00 lower than the previous day. The implied volatity was 0.72, 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 68.05, which was 0.00 lower than the previous day. The implied volatity was 2.96, 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 68.05, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 68.05, which was 0.00 lower than the previous day. The implied volatity was 3.00, 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 68.05, which was 0.00 lower than the previous day. The implied volatity was 4.66, 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 68.05, which was lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0
