SRF
Srf Ltd
Historical option data for SRF
14 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 1.56
Theta: -1.76
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2235.20 | 70 | 15.55 | 24.33 | 779 | 40 | 266 | |||
| 13 Nov | 2197.90 | 54.45 | -21.80 | 25.87 | 850 | 78 | 233 | |||
| 12 Nov | 2253.05 | 76.25 | -43.60 | 25.20 | 28 | 4 | 153 | |||
| 11 Nov | 2294.20 | 119.85 | 4.40 | 26.85 | 21 | -1 | 148 | |||
| 8 Nov | 2305.95 | 115.45 | -71.55 | 20.48 | 122 | 52 | 151 | |||
| 7 Nov | 2378.45 | 187 | 22.05 | - | 20 | -8 | 99 | |||
| 6 Nov | 2343.05 | 164.95 | 37.90 | 21.20 | 64 | -19 | 108 | |||
| 5 Nov | 2299.15 | 127.05 | 31.10 | 19.69 | 74 | -16 | 127 | |||
| 4 Nov | 2246.70 | 95.95 | -4.05 | 26.21 | 39 | 12 | 142 | |||
| 1 Nov | 2252.30 | 100 | 0.10 | 24.47 | 1 | 0 | 130 | |||
| 31 Oct | 2243.15 | 99.9 | -17.10 | - | 72 | 45 | 130 | |||
| 30 Oct | 2261.95 | 117 | 5.20 | - | 48 | 12 | 85 | |||
| 29 Oct | 2260.45 | 111.8 | 3.00 | - | 24 | 4 | 71 | |||
| 28 Oct | 2257.25 | 108.8 | 25.05 | - | 29 | -1 | 67 | |||
| 25 Oct | 2206.90 | 83.75 | -26.40 | - | 54 | 14 | 68 | |||
| 24 Oct | 2257.30 | 110.15 | 4.40 | - | 182 | 24 | 55 | |||
| 23 Oct | 2248.20 | 105.75 | 7.75 | - | 85 | 1 | 30 | |||
| 22 Oct | 2178.10 | 98 | -23.00 | - | 60 | 26 | 27 | |||
| 21 Oct | 2277.95 | 121 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 2325.70 | 121 | 0.00 | - | 0 | 1 | 0 | |||
| 17 Oct | 2262.95 | 121 | -285.95 | - | 2 | 1 | 1 | |||
| 16 Oct | 2306.10 | 406.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2351.40 | 406.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2342.85 | 406.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2348.75 | 406.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2342.30 | 406.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2334.60 | 406.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2328.40 | 406.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2307.80 | 406.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 406.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 2461.55 | 406.95 | 406.95 | - | 0 | 0 | 0 | |||
| 26 Sept | 2458.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 2451.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 2439.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 2419.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 2388.35 | 0 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2200 expiring on 28NOV2024
Delta for 2200 CE is 0.68
Historical price for 2200 CE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 70, which was 15.55 higher than the previous day. The implied volatity was 24.33, the open interest changed by 40 which increased total open position to 266
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 54.45, which was -21.80 lower than the previous day. The implied volatity was 25.87, the open interest changed by 78 which increased total open position to 233
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 76.25, which was -43.60 lower than the previous day. The implied volatity was 25.20, the open interest changed by 4 which increased total open position to 153
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 119.85, which was 4.40 higher than the previous day. The implied volatity was 26.85, the open interest changed by -1 which decreased total open position to 148
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 115.45, which was -71.55 lower than the previous day. The implied volatity was 20.48, the open interest changed by 52 which increased total open position to 151
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 187, which was 22.05 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 99
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 164.95, which was 37.90 higher than the previous day. The implied volatity was 21.20, the open interest changed by -19 which decreased total open position to 108
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 127.05, which was 31.10 higher than the previous day. The implied volatity was 19.69, the open interest changed by -16 which decreased total open position to 127
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 95.95, which was -4.05 lower than the previous day. The implied volatity was 26.21, the open interest changed by 12 which increased total open position to 142
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 100, which was 0.10 higher than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 130
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 99.9, which was -17.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SRF was trading at 2261.95. The strike last trading price was 117, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SRF was trading at 2260.45. The strike last trading price was 111.8, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SRF was trading at 2257.25. The strike last trading price was 108.8, which was 25.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SRF was trading at 2206.90. The strike last trading price was 83.75, which was -26.40 lower 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 110.15, which was 4.40 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 105.75, which was 7.75 higher 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 98, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SRF was trading at 2277.95. The strike last trading price was 121, 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 18 Oct SRF was trading at 2325.70. The strike last trading price was 121, 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 121, which was -285.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SRF was trading at 2306.10. The strike last trading price was 406.95, 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 15 Oct SRF was trading at 2351.40. The strike last trading price was 406.95, 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 14 Oct SRF was trading at 2342.85. The strike last trading price was 406.95, 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 11 Oct SRF was trading at 2348.75. The strike last trading price was 406.95, 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 10 Oct SRF was trading at 2342.30. The strike last trading price was 406.95, 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 9 Oct SRF was trading at 2334.60. The strike last trading price was 406.95, 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 8 Oct SRF was trading at 2328.40. The strike last trading price was 406.95, 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 7 Oct SRF was trading at 2307.80. The strike last trading price was 406.95, 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 406.95, 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 27 Sept SRF was trading at 2461.55. The strike last trading price was 406.95, which was 406.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept SRF was trading at 2458.25. 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 25 Sept SRF was trading at 2451.75. 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 Sept SRF was trading at 2439.95. 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 20 Sept SRF was trading at 2419.70. 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 18 Sept SRF was trading at 2388.35. 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 28NOV2024 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 1.58
Theta: -1.24
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2235.20 | 24.7 | -12.35 | 25.68 | 929 | 33 | 776 |
| 13 Nov | 2197.90 | 37.05 | 6.75 | 25.08 | 1,404 | 2 | 742 |
| 12 Nov | 2253.05 | 30.3 | 12.30 | 27.95 | 650 | -2 | 748 |
| 11 Nov | 2294.20 | 18 | -1.90 | 28.59 | 792 | -12 | 755 |
| 8 Nov | 2305.95 | 19.9 | 10.70 | 27.85 | 1,261 | 107 | 824 |
| 7 Nov | 2378.45 | 9.2 | -2.60 | 28.99 | 417 | -64 | 717 |
| 6 Nov | 2343.05 | 11.8 | -11.75 | 27.63 | 758 | -37 | 781 |
| 5 Nov | 2299.15 | 23.55 | -14.30 | 29.75 | 928 | 111 | 829 |
| 4 Nov | 2246.70 | 37.85 | -1.40 | 28.40 | 1,125 | 286 | 715 |
| 1 Nov | 2252.30 | 39.25 | 3.25 | 28.54 | 6 | 0 | 428 |
| 31 Oct | 2243.15 | 36 | 0.90 | - | 234 | 99 | 429 |
| 30 Oct | 2261.95 | 35.1 | 1.45 | - | 180 | 31 | 328 |
| 29 Oct | 2260.45 | 33.65 | -3.35 | - | 116 | 31 | 291 |
| 28 Oct | 2257.25 | 37 | -15.80 | - | 145 | 36 | 261 |
| 25 Oct | 2206.90 | 52.8 | 13.20 | - | 145 | 6 | 225 |
| 24 Oct | 2257.30 | 39.6 | -16.60 | - | 297 | 40 | 216 |
| 23 Oct | 2248.20 | 56.2 | -32.80 | - | 335 | 44 | 176 |
| 22 Oct | 2178.10 | 89 | 43.00 | - | 164 | 23 | 131 |
| 21 Oct | 2277.95 | 46 | 13.80 | - | 28 | 0 | 107 |
| 18 Oct | 2325.70 | 32.2 | -9.85 | - | 30 | 1 | 105 |
| 17 Oct | 2262.95 | 42.05 | 1.20 | - | 132 | 5 | 104 |
| 16 Oct | 2306.10 | 40.85 | 17.75 | - | 77 | 34 | 98 |
| 15 Oct | 2351.40 | 23.1 | -5.40 | - | 13 | 5 | 65 |
| 14 Oct | 2342.85 | 28.5 | 2.55 | - | 3 | 2 | 59 |
| 11 Oct | 2348.75 | 25.95 | -1.05 | - | 1 | 0 | 58 |
| 10 Oct | 2342.30 | 27 | -6.00 | - | 10 | -2 | 57 |
| 9 Oct | 2334.60 | 33 | -3.00 | - | 14 | 2 | 58 |
| 8 Oct | 2328.40 | 36 | -9.00 | - | 24 | -2 | 56 |
| 7 Oct | 2307.80 | 45 | 13.95 | - | 28 | 19 | 58 |
| 4 Oct | 2350.35 | 31.05 | 17.55 | - | 10 | 8 | 38 |
| 27 Sept | 2461.55 | 13.5 | -2.50 | - | 24 | -9 | 31 |
| 26 Sept | 2458.25 | 16 | -4.00 | - | 2 | -1 | 39 |
| 25 Sept | 2451.75 | 20 | 4.25 | - | 1 | 0 | 39 |
| 23 Sept | 2439.95 | 15.75 | -11.30 | - | 38 | 22 | 23 |
| 20 Sept | 2419.70 | 27.05 | 27.05 | - | 0 | 0 | 1 |
| 18 Sept | 2388.35 | 0 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2200 expiring on 28NOV2024
Delta for 2200 PE is -0.33
Historical price for 2200 PE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 24.7, which was -12.35 lower than the previous day. The implied volatity was 25.68, the open interest changed by 33 which increased total open position to 776
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 37.05, which was 6.75 higher than the previous day. The implied volatity was 25.08, the open interest changed by 2 which increased total open position to 742
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 30.3, which was 12.30 higher than the previous day. The implied volatity was 27.95, the open interest changed by -2 which decreased total open position to 748
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 18, which was -1.90 lower than the previous day. The implied volatity was 28.59, the open interest changed by -12 which decreased total open position to 755
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 19.9, which was 10.70 higher than the previous day. The implied volatity was 27.85, the open interest changed by 107 which increased total open position to 824
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 9.2, which was -2.60 lower than the previous day. The implied volatity was 28.99, the open interest changed by -64 which decreased total open position to 717
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 11.8, which was -11.75 lower than the previous day. The implied volatity was 27.63, the open interest changed by -37 which decreased total open position to 781
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 23.55, which was -14.30 lower than the previous day. The implied volatity was 29.75, the open interest changed by 111 which increased total open position to 829
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 37.85, which was -1.40 lower than the previous day. The implied volatity was 28.40, the open interest changed by 286 which increased total open position to 715
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 39.25, which was 3.25 higher than the previous day. The implied volatity was 28.54, the open interest changed by 0 which decreased total open position to 428
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 36, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SRF was trading at 2261.95. The strike last trading price was 35.1, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SRF was trading at 2260.45. The strike last trading price was 33.65, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SRF was trading at 2257.25. The strike last trading price was 37, which was -15.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SRF was trading at 2206.90. The strike last trading price was 52.8, which was 13.20 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 39.6, which was -16.60 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 56.2, which was -32.80 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 89, which was 43.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SRF was trading at 2277.95. The strike last trading price was 46, which was 13.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SRF was trading at 2325.70. The strike last trading price was 32.2, which was -9.85 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 42.05, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SRF was trading at 2306.10. The strike last trading price was 40.85, which was 17.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SRF was trading at 2351.40. The strike last trading price was 23.1, which was -5.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SRF was trading at 2342.85. The strike last trading price was 28.5, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SRF was trading at 2348.75. The strike last trading price was 25.95, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SRF was trading at 2342.30. The strike last trading price was 27, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SRF was trading at 2334.60. The strike last trading price was 33, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SRF was trading at 2328.40. The strike last trading price was 36, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct SRF was trading at 2307.80. The strike last trading price was 45, which was 13.95 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 31.05, which was 17.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept SRF was trading at 2461.55. The strike last trading price was 13.5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept SRF was trading at 2458.25. The strike last trading price was 16, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept SRF was trading at 2451.75. The strike last trading price was 20, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept SRF was trading at 2439.95. The strike last trading price was 15.75, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept SRF was trading at 2419.70. The strike last trading price was 27.05, which was 27.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept SRF was trading at 2388.35. 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
