SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
SRF 26DEC2024 2200 CE | ||||||||||
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Delta: 0.87
Vega: 0.61
Theta: -1.76
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.14
Vega: 0.64
Theta: -1.25
Gamma: 0.00
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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