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

2277.6 -6.34 (-0.28%)

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Historical option data for SRF

20 Dec 2024 04:11 PM IST
SRF 26DEC2024 2200 CE
Delta: 0.87
Vega: 0.61
Theta: -1.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2277.60 82.25 -17.70 24.29 30 -7 96
19 Dec 2283.95 99.95 15.65 30.60 31 -9 106
18 Dec 2272.05 84.3 -14.05 28.32 14 0 116
17 Dec 2280.00 98.35 -25.65 32.00 16 -3 117
16 Dec 2306.45 124 3.25 35.58 16 -1 123
13 Dec 2296.70 120.75 4.30 30.20 68 -8 124
12 Dec 2298.80 116.45 -39.55 24.15 29 -8 132
11 Dec 2336.45 156 -8.15 26.14 2 -1 140
10 Dec 2343.60 164.15 34.15 28.64 34 -11 141
9 Dec 2302.35 130 10.00 16.14 41 -9 153
6 Dec 2294.70 120 -24.95 22.16 12 1 163
5 Dec 2319.75 144.95 -12.30 24.25 15 3 164
4 Dec 2333.70 157.25 19.20 30.68 9 0 162
3 Dec 2311.25 138.05 7.05 24.00 12 -4 162
2 Dec 2296.95 131 22.00 27.34 21 -1 166
29 Nov 2265.00 109 -3.85 25.74 43 5 167
28 Nov 2262.40 112.85 -21.50 25.99 68 -20 162
27 Nov 2296.60 134.35 45.35 25.95 416 16 183
26 Nov 2234.65 89 0.65 22.98 173 8 168
25 Nov 2223.55 88.35 28.65 25.32 830 112 160
22 Nov 2163.25 59.7 7.70 24.32 157 47 95
21 Nov 2143.65 52 -25.00 26.49 62 37 48
20 Nov 2199.50 77 0.00 24.50 23 3 13
19 Nov 2199.50 77 1.60 24.50 23 5 13
18 Nov 2179.35 75.4 -21.90 27.32 8 4 7
14 Nov 2235.20 97.3 11.30 20.03 3 2 3
13 Nov 2197.90 86 -249.85 22.80 1 0 0
12 Nov 2253.05 335.85 0.00 - 0 0 0
11 Nov 2294.20 335.85 0.00 - 0 0 0
8 Nov 2305.95 335.85 0.00 - 0 0 0
7 Nov 2378.45 335.85 0.00 - 0 0 0
6 Nov 2343.05 335.85 0.00 - 0 0 0
5 Nov 2299.15 335.85 0.00 - 0 0 0
4 Nov 2246.70 335.85 0.00 - 0 0 0
31 Oct 2243.15 335.85 335.85 - 0 0 0
24 Oct 2257.30 0 0.00 - 0 0 0
23 Oct 2248.20 0 0.00 - 0 0 0
22 Oct 2178.10 0 0.00 - 0 0 0
17 Oct 2262.95 0 0.00 - 0 0 0
4 Oct 2350.35 0 - 0 0 0


For Srf Ltd - strike price 2200 expiring on 26DEC2024

Delta for 2200 CE is 0.87

Historical price for 2200 CE is as follows

On 20 Dec SRF was trading at 2277.60. The strike last trading price was 82.25, which was -17.70 lower than the previous day. The implied volatity was 24.29, the open interest changed by -7 which decreased total open position to 96


On 19 Dec SRF was trading at 2283.95. The strike last trading price was 99.95, which was 15.65 higher than the previous day. The implied volatity was 30.60, the open interest changed by -9 which decreased total open position to 106


On 18 Dec SRF was trading at 2272.05. The strike last trading price was 84.3, which was -14.05 lower than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 116


On 17 Dec SRF was trading at 2280.00. The strike last trading price was 98.35, which was -25.65 lower than the previous day. The implied volatity was 32.00, the open interest changed by -3 which decreased total open position to 117


On 16 Dec SRF was trading at 2306.45. The strike last trading price was 124, which was 3.25 higher than the previous day. The implied volatity was 35.58, the open interest changed by -1 which decreased total open position to 123


On 13 Dec SRF was trading at 2296.70. The strike last trading price was 120.75, which was 4.30 higher than the previous day. The implied volatity was 30.20, the open interest changed by -8 which decreased total open position to 124


On 12 Dec SRF was trading at 2298.80. The strike last trading price was 116.45, which was -39.55 lower than the previous day. The implied volatity was 24.15, the open interest changed by -8 which decreased total open position to 132


On 11 Dec SRF was trading at 2336.45. The strike last trading price was 156, which was -8.15 lower than the previous day. The implied volatity was 26.14, the open interest changed by -1 which decreased total open position to 140


On 10 Dec SRF was trading at 2343.60. The strike last trading price was 164.15, which was 34.15 higher than the previous day. The implied volatity was 28.64, the open interest changed by -11 which decreased total open position to 141


On 9 Dec SRF was trading at 2302.35. The strike last trading price was 130, which was 10.00 higher than the previous day. The implied volatity was 16.14, the open interest changed by -9 which decreased total open position to 153


On 6 Dec SRF was trading at 2294.70. The strike last trading price was 120, which was -24.95 lower than the previous day. The implied volatity was 22.16, the open interest changed by 1 which increased total open position to 163


On 5 Dec SRF was trading at 2319.75. The strike last trading price was 144.95, which was -12.30 lower than the previous day. The implied volatity was 24.25, the open interest changed by 3 which increased total open position to 164


On 4 Dec SRF was trading at 2333.70. The strike last trading price was 157.25, which was 19.20 higher than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 162


On 3 Dec SRF was trading at 2311.25. The strike last trading price was 138.05, which was 7.05 higher than the previous day. The implied volatity was 24.00, the open interest changed by -4 which decreased total open position to 162


On 2 Dec SRF was trading at 2296.95. The strike last trading price was 131, which was 22.00 higher than the previous day. The implied volatity was 27.34, the open interest changed by -1 which decreased total open position to 166


On 29 Nov SRF was trading at 2265.00. The strike last trading price was 109, which was -3.85 lower than the previous day. The implied volatity was 25.74, the open interest changed by 5 which increased total open position to 167


On 28 Nov SRF was trading at 2262.40. The strike last trading price was 112.85, which was -21.50 lower than the previous day. The implied volatity was 25.99, the open interest changed by -20 which decreased total open position to 162


On 27 Nov SRF was trading at 2296.60. The strike last trading price was 134.35, which was 45.35 higher than the previous day. The implied volatity was 25.95, the open interest changed by 16 which increased total open position to 183


On 26 Nov SRF was trading at 2234.65. The strike last trading price was 89, which was 0.65 higher than the previous day. The implied volatity was 22.98, the open interest changed by 8 which increased total open position to 168


On 25 Nov SRF was trading at 2223.55. The strike last trading price was 88.35, which was 28.65 higher than the previous day. The implied volatity was 25.32, the open interest changed by 112 which increased total open position to 160


On 22 Nov SRF was trading at 2163.25. The strike last trading price was 59.7, which was 7.70 higher than the previous day. The implied volatity was 24.32, the open interest changed by 47 which increased total open position to 95


On 21 Nov SRF was trading at 2143.65. The strike last trading price was 52, which was -25.00 lower than the previous day. The implied volatity was 26.49, the open interest changed by 37 which increased total open position to 48


On 20 Nov SRF was trading at 2199.50. The strike last trading price was 77, which was 0.00 lower than the previous day. The implied volatity was 24.50, the open interest changed by 3 which increased total open position to 13


On 19 Nov SRF was trading at 2199.50. The strike last trading price was 77, which was 1.60 higher than the previous day. The implied volatity was 24.50, the open interest changed by 5 which increased total open position to 13


On 18 Nov SRF was trading at 2179.35. The strike last trading price was 75.4, which was -21.90 lower than the previous day. The implied volatity was 27.32, the open interest changed by 4 which increased total open position to 7


On 14 Nov SRF was trading at 2235.20. The strike last trading price was 97.3, which was 11.30 higher than the previous day. The implied volatity was 20.03, the open interest changed by 2 which increased total open position to 3


On 13 Nov SRF was trading at 2197.90. The strike last trading price was 86, which was -249.85 lower than the previous day. The implied volatity was 22.80, 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 335.85, 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 335.85, 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 335.85, 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 335.85, 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 335.85, 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 335.85, 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 335.85, 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 335.85, which was 335.85 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 0, 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 0, 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 0, 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 0, 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 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 2200 PE
Delta: -0.14
Vega: 0.64
Theta: -1.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2277.60 5.15 -0.50 25.11 1,484 -50 388
19 Dec 2283.95 5.65 -2.95 26.71 937 9 438
18 Dec 2272.05 8.6 0.35 24.98 659 -23 429
17 Dec 2280.00 8.25 2.05 25.25 539 33 454
16 Dec 2306.45 6.2 -1.45 25.83 350 -2 417
13 Dec 2296.70 7.65 -0.80 23.87 699 44 418
12 Dec 2298.80 8.45 1.85 24.03 278 38 374
11 Dec 2336.45 6.6 -1.55 26.75 300 18 342
10 Dec 2343.60 8.15 -3.40 28.25 616 -62 325
9 Dec 2302.35 11.55 -1.55 27.11 620 6 391
6 Dec 2294.70 13.1 1.00 23.76 244 -14 386
5 Dec 2319.75 12.1 -1.95 25.56 187 -30 401
4 Dec 2333.70 14.05 -2.85 26.67 686 21 433
3 Dec 2311.25 16.9 -4.20 26.53 286 34 413
2 Dec 2296.95 21.1 -9.55 26.37 748 21 380
29 Nov 2265.00 30.65 -1.25 25.77 474 50 359
28 Nov 2262.40 31.9 4.90 26.34 309 65 307
27 Nov 2296.60 27 -17.00 27.17 520 114 243
26 Nov 2234.65 44 -4.15 26.76 163 29 136
25 Nov 2223.55 48.15 -28.85 26.29 173 51 107
22 Nov 2163.25 77 -19.00 27.23 24 15 71
21 Nov 2143.65 96 31.50 27.64 66 -10 56
20 Nov 2199.50 64.5 0.00 26.22 54 31 66
19 Nov 2199.50 64.5 -9.50 26.22 54 31 66
18 Nov 2179.35 74 23.50 26.03 120 4 34
14 Nov 2235.20 50.5 -17.50 26.28 18 4 27
13 Nov 2197.90 68 20.00 27.80 18 1 23
12 Nov 2253.05 48 12.85 25.21 11 2 21
11 Nov 2294.20 35.15 -4.50 26.17 7 5 20
8 Nov 2305.95 39.65 17.05 27.20 7 2 15
7 Nov 2378.45 22.6 -1.60 27.20 10 0 14
6 Nov 2343.05 24.2 -16.80 25.48 12 4 15
5 Nov 2299.15 41 -19.00 28.08 7 2 11
4 Nov 2246.70 60 -17.00 28.41 4 2 8
31 Oct 2243.15 77 12.70 - 3 1 6
24 Oct 2257.30 64.3 14.30 - 1 0 5
23 Oct 2248.20 50 -24.20 - 2 1 4
22 Oct 2178.10 74.2 4.75 - 1 0 2
17 Oct 2262.95 69.45 31.50 - 4 2 2
4 Oct 2350.35 37.95 - 0 0 0


For Srf Ltd - strike price 2200 expiring on 26DEC2024

Delta for 2200 PE is -0.14

Historical price for 2200 PE is as follows

On 20 Dec SRF was trading at 2277.60. The strike last trading price was 5.15, which was -0.50 lower than the previous day. The implied volatity was 25.11, the open interest changed by -50 which decreased total open position to 388


On 19 Dec SRF was trading at 2283.95. The strike last trading price was 5.65, which was -2.95 lower than the previous day. The implied volatity was 26.71, the open interest changed by 9 which increased total open position to 438


On 18 Dec SRF was trading at 2272.05. The strike last trading price was 8.6, which was 0.35 higher than the previous day. The implied volatity was 24.98, the open interest changed by -23 which decreased total open position to 429


On 17 Dec SRF was trading at 2280.00. The strike last trading price was 8.25, which was 2.05 higher than the previous day. The implied volatity was 25.25, the open interest changed by 33 which increased total open position to 454


On 16 Dec SRF was trading at 2306.45. The strike last trading price was 6.2, which was -1.45 lower than the previous day. The implied volatity was 25.83, the open interest changed by -2 which decreased total open position to 417


On 13 Dec SRF was trading at 2296.70. The strike last trading price was 7.65, which was -0.80 lower than the previous day. The implied volatity was 23.87, the open interest changed by 44 which increased total open position to 418


On 12 Dec SRF was trading at 2298.80. The strike last trading price was 8.45, which was 1.85 higher than the previous day. The implied volatity was 24.03, the open interest changed by 38 which increased total open position to 374


On 11 Dec SRF was trading at 2336.45. The strike last trading price was 6.6, which was -1.55 lower than the previous day. The implied volatity was 26.75, the open interest changed by 18 which increased total open position to 342


On 10 Dec SRF was trading at 2343.60. The strike last trading price was 8.15, which was -3.40 lower than the previous day. The implied volatity was 28.25, the open interest changed by -62 which decreased total open position to 325


On 9 Dec SRF was trading at 2302.35. The strike last trading price was 11.55, which was -1.55 lower than the previous day. The implied volatity was 27.11, the open interest changed by 6 which increased total open position to 391


On 6 Dec SRF was trading at 2294.70. The strike last trading price was 13.1, which was 1.00 higher than the previous day. The implied volatity was 23.76, the open interest changed by -14 which decreased total open position to 386


On 5 Dec SRF was trading at 2319.75. The strike last trading price was 12.1, which was -1.95 lower than the previous day. The implied volatity was 25.56, the open interest changed by -30 which decreased total open position to 401


On 4 Dec SRF was trading at 2333.70. The strike last trading price was 14.05, which was -2.85 lower than the previous day. The implied volatity was 26.67, the open interest changed by 21 which increased total open position to 433


On 3 Dec SRF was trading at 2311.25. The strike last trading price was 16.9, which was -4.20 lower than the previous day. The implied volatity was 26.53, the open interest changed by 34 which increased total open position to 413


On 2 Dec SRF was trading at 2296.95. The strike last trading price was 21.1, which was -9.55 lower than the previous day. The implied volatity was 26.37, the open interest changed by 21 which increased total open position to 380


On 29 Nov SRF was trading at 2265.00. The strike last trading price was 30.65, which was -1.25 lower than the previous day. The implied volatity was 25.77, the open interest changed by 50 which increased total open position to 359


On 28 Nov SRF was trading at 2262.40. The strike last trading price was 31.9, which was 4.90 higher than the previous day. The implied volatity was 26.34, the open interest changed by 65 which increased total open position to 307


On 27 Nov SRF was trading at 2296.60. The strike last trading price was 27, which was -17.00 lower than the previous day. The implied volatity was 27.17, the open interest changed by 114 which increased total open position to 243


On 26 Nov SRF was trading at 2234.65. The strike last trading price was 44, which was -4.15 lower than the previous day. The implied volatity was 26.76, the open interest changed by 29 which increased total open position to 136


On 25 Nov SRF was trading at 2223.55. The strike last trading price was 48.15, which was -28.85 lower than the previous day. The implied volatity was 26.29, the open interest changed by 51 which increased total open position to 107


On 22 Nov SRF was trading at 2163.25. The strike last trading price was 77, which was -19.00 lower than the previous day. The implied volatity was 27.23, the open interest changed by 15 which increased total open position to 71


On 21 Nov SRF was trading at 2143.65. The strike last trading price was 96, which was 31.50 higher than the previous day. The implied volatity was 27.64, the open interest changed by -10 which decreased total open position to 56


On 20 Nov SRF was trading at 2199.50. The strike last trading price was 64.5, which was 0.00 lower than the previous day. The implied volatity was 26.22, the open interest changed by 31 which increased total open position to 66


On 19 Nov SRF was trading at 2199.50. The strike last trading price was 64.5, which was -9.50 lower than the previous day. The implied volatity was 26.22, the open interest changed by 31 which increased total open position to 66


On 18 Nov SRF was trading at 2179.35. The strike last trading price was 74, which was 23.50 higher than the previous day. The implied volatity was 26.03, the open interest changed by 4 which increased total open position to 34


On 14 Nov SRF was trading at 2235.20. The strike last trading price was 50.5, which was -17.50 lower than the previous day. The implied volatity was 26.28, the open interest changed by 4 which increased total open position to 27


On 13 Nov SRF was trading at 2197.90. The strike last trading price was 68, which was 20.00 higher than the previous day. The implied volatity was 27.80, the open interest changed by 1 which increased total open position to 23


On 12 Nov SRF was trading at 2253.05. The strike last trading price was 48, which was 12.85 higher than the previous day. The implied volatity was 25.21, the open interest changed by 2 which increased total open position to 21


On 11 Nov SRF was trading at 2294.20. The strike last trading price was 35.15, which was -4.50 lower than the previous day. The implied volatity was 26.17, the open interest changed by 5 which increased total open position to 20


On 8 Nov SRF was trading at 2305.95. The strike last trading price was 39.65, which was 17.05 higher than the previous day. The implied volatity was 27.20, the open interest changed by 2 which increased total open position to 15


On 7 Nov SRF was trading at 2378.45. The strike last trading price was 22.6, which was -1.60 lower than the previous day. The implied volatity was 27.20, the open interest changed by 0 which decreased total open position to 14


On 6 Nov SRF was trading at 2343.05. The strike last trading price was 24.2, which was -16.80 lower than the previous day. The implied volatity was 25.48, the open interest changed by 4 which increased total open position to 15


On 5 Nov SRF was trading at 2299.15. The strike last trading price was 41, which was -19.00 lower than the previous day. The implied volatity was 28.08, the open interest changed by 2 which increased total open position to 11


On 4 Nov SRF was trading at 2246.70. The strike last trading price was 60, which was -17.00 lower than the previous day. The implied volatity was 28.41, the open interest changed by 2 which increased total open position to 8


On 31 Oct SRF was trading at 2243.15. The strike last trading price was 77, which was 12.70 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 64.3, which was 14.30 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 50, which was -24.20 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 74.2, which was 4.75 higher 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 69.45, which was 31.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct SRF was trading at 2350.35. The strike last trading price was 37.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to