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[--[65.84.65.76]--]
SRF
Srf Ltd

2224.75 13.45 (0.61%)

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Historical option data for SRF

02 Jan 2025 04:11 PM IST
SRF 30JAN2025 2200 CE
Delta: 0.62
Vega: 2.34
Theta: -1.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Jan 2224.75 78 0.50 23.12 167 18 114
1 Jan 2211.30 77.5 -15.05 25.19 59 9 95
31 Dec 2237.95 92.55 -2.55 26.98 87 23 85
30 Dec 2255.15 95.1 -13.65 22.50 96 21 62
27 Dec 2264.45 108.75 2.50 22.58 8 3 40
26 Dec 2262.15 106.25 -15.75 18.54 3 1 37
24 Dec 2277.85 122 -11.00 22.44 15 3 36
23 Dec 2286.55 133 -27.00 23.63 34 22 23
20 Dec 2277.60 160 -20.65 32.71 1 0 0
19 Dec 2283.95 180.65 0.00 - 0 0 0
18 Dec 2272.05 180.65 0.00 - 0 0 0
17 Dec 2280.00 180.65 0.00 - 0 0 0
16 Dec 2306.45 180.65 0.00 - 0 0 0
13 Dec 2296.70 180.65 0.00 - 0 0 0
12 Dec 2298.80 180.65 0.00 - 0 0 0
11 Dec 2336.45 180.65 0.00 - 0 0 0
10 Dec 2343.60 180.65 0.00 - 0 0 0
9 Dec 2302.35 180.65 0.00 - 0 0 0
6 Dec 2294.70 180.65 0.00 - 0 0 0
5 Dec 2319.75 180.65 0.00 - 0 0 0
4 Dec 2333.70 180.65 0.00 - 0 0 0
3 Dec 2311.25 180.65 0.00 - 0 0 0
2 Dec 2296.95 180.65 0.00 - 0 0 0
29 Nov 2265.00 180.65 0.00 - 0 0 0
28 Nov 2262.40 180.65 0.00 - 0 0 0
27 Nov 2296.60 180.65 0.00 - 0 0 0
26 Nov 2234.65 180.65 0.00 - 0 0 0
25 Nov 2223.55 180.65 0.00 - 0 0 0
22 Nov 2163.25 180.65 0.00 - 0 0 0
21 Nov 2143.65 180.65 180.65 0.62 0 0 0
20 Nov 2199.50 0 0.00 - 0 0 0
19 Nov 2199.50 0 0.00 - 0 0 0
18 Nov 2179.35 0 0.00 - 0 0 0
14 Nov 2235.20 0 0.00 - 0 0 0
13 Nov 2197.90 0 0.00 - 0 0 0
12 Nov 2253.05 0 0.00 - 0 0 0
11 Nov 2294.20 0 0.00 - 0 0 0
8 Nov 2305.95 0 0.00 - 0 0 0
7 Nov 2378.45 0 0.00 - 0 0 0
6 Nov 2343.05 0 0.00 - 0 0 0
5 Nov 2299.15 0 0.00 - 0 0 0
4 Nov 2246.70 0 - 0 0 0


For Srf Ltd - strike price 2200 expiring on 30JAN2025

Delta for 2200 CE is 0.62

Historical price for 2200 CE is as follows

On 2 Jan SRF was trading at 2224.75. The strike last trading price was 78, which was 0.50 higher than the previous day. The implied volatity was 23.12, the open interest changed by 18 which increased total open position to 114


On 1 Jan SRF was trading at 2211.30. The strike last trading price was 77.5, which was -15.05 lower than the previous day. The implied volatity was 25.19, the open interest changed by 9 which increased total open position to 95


On 31 Dec SRF was trading at 2237.95. The strike last trading price was 92.55, which was -2.55 lower than the previous day. The implied volatity was 26.98, the open interest changed by 23 which increased total open position to 85


On 30 Dec SRF was trading at 2255.15. The strike last trading price was 95.1, which was -13.65 lower than the previous day. The implied volatity was 22.50, the open interest changed by 21 which increased total open position to 62


On 27 Dec SRF was trading at 2264.45. The strike last trading price was 108.75, which was 2.50 higher than the previous day. The implied volatity was 22.58, the open interest changed by 3 which increased total open position to 40


On 26 Dec SRF was trading at 2262.15. The strike last trading price was 106.25, which was -15.75 lower than the previous day. The implied volatity was 18.54, the open interest changed by 1 which increased total open position to 37


On 24 Dec SRF was trading at 2277.85. The strike last trading price was 122, which was -11.00 lower than the previous day. The implied volatity was 22.44, the open interest changed by 3 which increased total open position to 36


On 23 Dec SRF was trading at 2286.55. The strike last trading price was 133, which was -27.00 lower than the previous day. The implied volatity was 23.63, the open interest changed by 22 which increased total open position to 23


On 20 Dec SRF was trading at 2277.60. The strike last trading price was 160, which was -20.65 lower than the previous day. The implied volatity was 32.71, the open interest changed by 0 which decreased total open position to 0


On 19 Dec SRF was trading at 2283.95. The strike last trading price was 180.65, 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 Dec SRF was trading at 2272.05. The strike last trading price was 180.65, 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 17 Dec SRF was trading at 2280.00. The strike last trading price was 180.65, 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 16 Dec SRF was trading at 2306.45. The strike last trading price was 180.65, 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 Dec SRF was trading at 2296.70. The strike last trading price was 180.65, 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 Dec SRF was trading at 2298.80. The strike last trading price was 180.65, 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 Dec SRF was trading at 2336.45. The strike last trading price was 180.65, 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 10 Dec SRF was trading at 2343.60. The strike last trading price was 180.65, 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 9 Dec SRF was trading at 2302.35. The strike last trading price was 180.65, 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 Dec SRF was trading at 2294.70. The strike last trading price was 180.65, 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 Dec SRF was trading at 2319.75. The strike last trading price was 180.65, 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 Dec SRF was trading at 2333.70. The strike last trading price was 180.65, 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 3 Dec SRF was trading at 2311.25. The strike last trading price was 180.65, 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 2 Dec SRF was trading at 2296.95. The strike last trading price was 180.65, 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 29 Nov SRF was trading at 2265.00. The strike last trading price was 180.65, 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 28 Nov SRF was trading at 2262.40. The strike last trading price was 180.65, 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 27 Nov SRF was trading at 2296.60. The strike last trading price was 180.65, 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 26 Nov SRF was trading at 2234.65. The strike last trading price was 180.65, 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 25 Nov SRF was trading at 2223.55. The strike last trading price was 180.65, 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 22 Nov SRF was trading at 2163.25. The strike last trading price was 180.65, 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 180.65, which was 180.65 higher than the previous day. The implied volatity was 0.62, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 30JAN2025 2200 PE
Delta: -0.38
Vega: 2.34
Theta: -0.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
2 Jan 2224.75 39.8 -6.60 23.53 442 3 316
1 Jan 2211.30 46.4 3.45 24.12 372 -5 312
31 Dec 2237.95 42.95 2.25 24.88 670 -43 319
30 Dec 2255.15 40.7 6.80 26.35 1,082 72 361
27 Dec 2264.45 33.9 1.35 24.49 411 87 287
26 Dec 2262.15 32.55 2.05 24.59 157 64 199
24 Dec 2277.85 30.5 -1.60 23.96 63 19 135
23 Dec 2286.55 32.1 -7.90 25.43 105 21 115
20 Dec 2277.60 40 6.40 26.84 66 21 93
19 Dec 2283.95 33.6 -0.40 25.56 39 13 71
18 Dec 2272.05 34 0.05 23.42 54 1 58
17 Dec 2280.00 33.95 4.70 24.29 33 6 57
16 Dec 2306.45 29.25 -0.75 24.71 133 5 52
13 Dec 2296.70 30 -1.95 24.00 26 14 48
12 Dec 2298.80 31.95 5.75 24.65 10 8 34
11 Dec 2336.45 26.2 -4.25 25.82 13 2 26
10 Dec 2343.60 30.45 -4.15 27.75 21 -10 26
9 Dec 2302.35 34.6 -4.80 26.74 16 8 36
6 Dec 2294.70 39.4 5.65 26.01 7 5 28
5 Dec 2319.75 33.75 1.60 26.02 8 1 21
4 Dec 2333.70 32.15 -2.85 25.43 3 2 19
3 Dec 2311.25 35 -5.00 25.22 1 0 17
2 Dec 2296.95 40 -11.15 25.25 3 2 17
29 Nov 2265.00 51.15 -5.90 25.42 5 3 14
28 Nov 2262.40 57.05 7.90 27.30 3 2 11
27 Nov 2296.60 49.15 -15.25 27.27 7 5 8
26 Nov 2234.65 64.4 -33.55 26.30 3 2 2
25 Nov 2223.55 97.95 0.00 1.81 0 0 0
22 Nov 2163.25 97.95 0.00 0.13 0 0 0
21 Nov 2143.65 97.95 0.00 - 0 0 0
20 Nov 2199.50 97.95 0.00 1.59 0 0 0
19 Nov 2199.50 97.95 0.00 1.59 0 0 0
18 Nov 2179.35 97.95 0.00 0.56 0 0 0
14 Nov 2235.20 97.95 0.00 2.23 0 0 0
13 Nov 2197.90 97.95 0.00 1.52 0 0 0
12 Nov 2253.05 97.95 0.00 2.49 0 0 0
11 Nov 2294.20 97.95 0.00 3.57 0 0 0
8 Nov 2305.95 97.95 0.00 3.97 0 0 0
7 Nov 2378.45 97.95 0.00 5.30 0 0 0
6 Nov 2343.05 97.95 0.00 4.77 0 0 0
5 Nov 2299.15 97.95 0.00 3.50 0 0 0
4 Nov 2246.70 97.95 2.37 0 0 0


For Srf Ltd - strike price 2200 expiring on 30JAN2025

Delta for 2200 PE is -0.38

Historical price for 2200 PE is as follows

On 2 Jan SRF was trading at 2224.75. The strike last trading price was 39.8, which was -6.60 lower than the previous day. The implied volatity was 23.53, the open interest changed by 3 which increased total open position to 316


On 1 Jan SRF was trading at 2211.30. The strike last trading price was 46.4, which was 3.45 higher than the previous day. The implied volatity was 24.12, the open interest changed by -5 which decreased total open position to 312


On 31 Dec SRF was trading at 2237.95. The strike last trading price was 42.95, which was 2.25 higher than the previous day. The implied volatity was 24.88, the open interest changed by -43 which decreased total open position to 319


On 30 Dec SRF was trading at 2255.15. The strike last trading price was 40.7, which was 6.80 higher than the previous day. The implied volatity was 26.35, the open interest changed by 72 which increased total open position to 361


On 27 Dec SRF was trading at 2264.45. The strike last trading price was 33.9, which was 1.35 higher than the previous day. The implied volatity was 24.49, the open interest changed by 87 which increased total open position to 287


On 26 Dec SRF was trading at 2262.15. The strike last trading price was 32.55, which was 2.05 higher than the previous day. The implied volatity was 24.59, the open interest changed by 64 which increased total open position to 199


On 24 Dec SRF was trading at 2277.85. The strike last trading price was 30.5, which was -1.60 lower than the previous day. The implied volatity was 23.96, the open interest changed by 19 which increased total open position to 135


On 23 Dec SRF was trading at 2286.55. The strike last trading price was 32.1, which was -7.90 lower than the previous day. The implied volatity was 25.43, the open interest changed by 21 which increased total open position to 115


On 20 Dec SRF was trading at 2277.60. The strike last trading price was 40, which was 6.40 higher than the previous day. The implied volatity was 26.84, the open interest changed by 21 which increased total open position to 93


On 19 Dec SRF was trading at 2283.95. The strike last trading price was 33.6, which was -0.40 lower than the previous day. The implied volatity was 25.56, the open interest changed by 13 which increased total open position to 71


On 18 Dec SRF was trading at 2272.05. The strike last trading price was 34, which was 0.05 higher than the previous day. The implied volatity was 23.42, the open interest changed by 1 which increased total open position to 58


On 17 Dec SRF was trading at 2280.00. The strike last trading price was 33.95, which was 4.70 higher than the previous day. The implied volatity was 24.29, the open interest changed by 6 which increased total open position to 57


On 16 Dec SRF was trading at 2306.45. The strike last trading price was 29.25, which was -0.75 lower than the previous day. The implied volatity was 24.71, the open interest changed by 5 which increased total open position to 52


On 13 Dec SRF was trading at 2296.70. The strike last trading price was 30, which was -1.95 lower than the previous day. The implied volatity was 24.00, the open interest changed by 14 which increased total open position to 48


On 12 Dec SRF was trading at 2298.80. The strike last trading price was 31.95, which was 5.75 higher than the previous day. The implied volatity was 24.65, the open interest changed by 8 which increased total open position to 34


On 11 Dec SRF was trading at 2336.45. The strike last trading price was 26.2, which was -4.25 lower than the previous day. The implied volatity was 25.82, the open interest changed by 2 which increased total open position to 26


On 10 Dec SRF was trading at 2343.60. The strike last trading price was 30.45, which was -4.15 lower than the previous day. The implied volatity was 27.75, the open interest changed by -10 which decreased total open position to 26


On 9 Dec SRF was trading at 2302.35. The strike last trading price was 34.6, which was -4.80 lower than the previous day. The implied volatity was 26.74, the open interest changed by 8 which increased total open position to 36


On 6 Dec SRF was trading at 2294.70. The strike last trading price was 39.4, which was 5.65 higher than the previous day. The implied volatity was 26.01, the open interest changed by 5 which increased total open position to 28


On 5 Dec SRF was trading at 2319.75. The strike last trading price was 33.75, which was 1.60 higher than the previous day. The implied volatity was 26.02, the open interest changed by 1 which increased total open position to 21


On 4 Dec SRF was trading at 2333.70. The strike last trading price was 32.15, which was -2.85 lower than the previous day. The implied volatity was 25.43, the open interest changed by 2 which increased total open position to 19


On 3 Dec SRF was trading at 2311.25. The strike last trading price was 35, which was -5.00 lower than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 17


On 2 Dec SRF was trading at 2296.95. The strike last trading price was 40, which was -11.15 lower than the previous day. The implied volatity was 25.25, the open interest changed by 2 which increased total open position to 17


On 29 Nov SRF was trading at 2265.00. The strike last trading price was 51.15, which was -5.90 lower than the previous day. The implied volatity was 25.42, the open interest changed by 3 which increased total open position to 14


On 28 Nov SRF was trading at 2262.40. The strike last trading price was 57.05, which was 7.90 higher than the previous day. The implied volatity was 27.30, the open interest changed by 2 which increased total open position to 11


On 27 Nov SRF was trading at 2296.60. The strike last trading price was 49.15, which was -15.25 lower than the previous day. The implied volatity was 27.27, the open interest changed by 5 which increased total open position to 8


On 26 Nov SRF was trading at 2234.65. The strike last trading price was 64.4, which was -33.55 lower than the previous day. The implied volatity was 26.30, the open interest changed by 2 which increased total open position to 2


On 25 Nov SRF was trading at 2223.55. The strike last trading price was 97.95, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 0.13, 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 97.95, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 1.59, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 1.59, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 0.56, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 2.23, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 1.52, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 2.49, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 3.57, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 3.97, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 97.95, which was 0.00 lower than the previous day. The implied volatity was 3.50, 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 97.95, which was lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0