SRF
Srf Ltd
Historical option data for SRF
03 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 1.73
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 2311.25 | 124.45 | 6.20 | 25.27 | 5 | -3 | 21 | |||
| 2 Dec | 2296.95 | 118.25 | 24.50 | 28.14 | 7 | -3 | 25 | |||
| 29 Nov | 2265.00 | 93.75 | -11.25 | 24.76 | 53 | 0 | 28 | |||
| 28 Nov | 2262.40 | 105 | -10.15 | 28.26 | 7 | -3 | 27 | |||
| 27 Nov | 2296.60 | 115.15 | 40.75 | 23.63 | 65 | 1 | 30 | |||
| 26 Nov | 2234.65 | 74.4 | -3.35 | 21.93 | 42 | 0 | 30 | |||
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| 25 Nov | 2223.55 | 77.75 | 28.50 | 25.56 | 51 | 28 | 29 | |||
| 22 Nov | 2163.25 | 49.25 | 4.25 | 23.64 | 8 | 6 | 7 | |||
| 21 Nov | 2143.65 | 45 | -87.65 | 26.63 | 1 | 0 | 0 | |||
| 20 Nov | 2199.50 | 132.65 | 0.00 | 0.13 | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 132.65 | 0.00 | 0.13 | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 132.65 | 0.00 | 0.90 | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 132.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2197.90 | 132.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 132.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2294.20 | 132.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 132.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 132.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2343.05 | 132.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 132.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2246.70 | 132.65 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2220 expiring on 26DEC2024
Delta for 2220 CE is 0.78
Historical price for 2220 CE is as follows
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 124.45, which was 6.20 higher than the previous day. The implied volatity was 25.27, the open interest changed by -3 which decreased total open position to 21
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 118.25, which was 24.50 higher than the previous day. The implied volatity was 28.14, the open interest changed by -3 which decreased total open position to 25
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 93.75, which was -11.25 lower than the previous day. The implied volatity was 24.76, the open interest changed by 0 which decreased total open position to 28
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 105, which was -10.15 lower than the previous day. The implied volatity was 28.26, the open interest changed by -3 which decreased total open position to 27
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 115.15, which was 40.75 higher than the previous day. The implied volatity was 23.63, the open interest changed by 1 which increased total open position to 30
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 74.4, which was -3.35 lower than the previous day. The implied volatity was 21.93, the open interest changed by 0 which decreased total open position to 30
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 77.75, which was 28.50 higher than the previous day. The implied volatity was 25.56, the open interest changed by 28 which increased total open position to 29
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 49.25, which was 4.25 higher than the previous day. The implied volatity was 23.64, the open interest changed by 6 which increased total open position to 7
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 45, which was -87.65 lower than the previous day. The implied volatity was 26.63, 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 132.65, 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 19 Nov SRF was trading at 2199.50. The strike last trading price was 132.65, 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 18 Nov SRF was trading at 2179.35. The strike last trading price was 132.65, which was 0.00 lower than the previous day. The implied volatity was 0.90, 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 132.65, 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 Nov SRF was trading at 2197.90. The strike last trading price was 132.65, 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 Nov SRF was trading at 2253.05. The strike last trading price was 132.65, 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 Nov SRF was trading at 2294.20. The strike last trading price was 132.65, 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 8 Nov SRF was trading at 2305.95. The strike last trading price was 132.65, 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 7 Nov SRF was trading at 2378.45. The strike last trading price was 132.65, 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 Nov SRF was trading at 2343.05. The strike last trading price was 132.65, 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 Nov SRF was trading at 2299.15. The strike last trading price was 132.65, 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 Nov SRF was trading at 2246.70. The strike last trading price was 132.65, 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 2220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 1.75
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 2311.25 | 20.7 | -4.10 | 26.07 | 199 | 1 | 63 |
| 2 Dec | 2296.95 | 24.8 | -11.40 | 25.51 | 95 | 13 | 69 |
| 29 Nov | 2265.00 | 36.2 | -1.90 | 25.21 | 104 | 23 | 56 |
| 28 Nov | 2262.40 | 38.1 | 7.70 | 26.08 | 48 | 16 | 33 |
| 27 Nov | 2296.60 | 30.4 | -19.45 | 26.06 | 43 | 6 | 18 |
| 26 Nov | 2234.65 | 49.85 | -10.95 | 25.82 | 17 | 11 | 12 |
| 25 Nov | 2223.55 | 60.8 | -24.05 | 27.85 | 3 | 1 | 1 |
| 22 Nov | 2163.25 | 84.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2143.65 | 84.85 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 84.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 84.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 84.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 84.85 | 0.00 | 1.69 | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 84.85 | 0.00 | 0.54 | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 84.85 | 0.00 | 1.76 | 0 | 0 | 0 |
| 11 Nov | 2294.20 | 84.85 | 0.00 | 3.37 | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 84.85 | 0.00 | 3.33 | 0 | 0 | 0 |
| 7 Nov | 2378.45 | 84.85 | 0.00 | 5.63 | 0 | 0 | 0 |
| 6 Nov | 2343.05 | 84.85 | 0.00 | 4.83 | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 84.85 | 0.00 | 3.61 | 0 | 0 | 0 |
| 4 Nov | 2246.70 | 84.85 | 2.03 | 0 | 0 | 0 | |
For Srf Ltd - strike price 2220 expiring on 26DEC2024
Delta for 2220 PE is -0.23
Historical price for 2220 PE is as follows
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 20.7, which was -4.10 lower than the previous day. The implied volatity was 26.07, the open interest changed by 1 which increased total open position to 63
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 24.8, which was -11.40 lower than the previous day. The implied volatity was 25.51, the open interest changed by 13 which increased total open position to 69
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 36.2, which was -1.90 lower than the previous day. The implied volatity was 25.21, the open interest changed by 23 which increased total open position to 56
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 38.1, which was 7.70 higher than the previous day. The implied volatity was 26.08, the open interest changed by 16 which increased total open position to 33
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 30.4, which was -19.45 lower than the previous day. The implied volatity was 26.06, the open interest changed by 6 which increased total open position to 18
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 49.85, which was -10.95 lower than the previous day. The implied volatity was 25.82, the open interest changed by 11 which increased total open position to 12
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 60.8, which was -24.05 lower than the previous day. The implied volatity was 27.85, the open interest changed by 1 which increased total open position to 1
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 84.85, 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 21 Nov SRF was trading at 2143.65. The strike last trading price was 84.85, 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 20 Nov SRF was trading at 2199.50. The strike last trading price was 84.85, 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 19 Nov SRF was trading at 2199.50. The strike last trading price was 84.85, 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 18 Nov SRF was trading at 2179.35. The strike last trading price was 84.85, 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 14 Nov SRF was trading at 2235.20. The strike last trading price was 84.85, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 84.85, which was 0.00 lower than the previous day. The implied volatity was 0.54, 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 84.85, which was 0.00 lower than the previous day. The implied volatity was 1.76, 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 84.85, which was 0.00 lower than the previous day. The implied volatity was 3.37, 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 84.85, which was 0.00 lower than the previous day. The implied volatity was 3.33, 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 84.85, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 84.85, which was 0.00 lower than the previous day. The implied volatity was 4.83, 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 84.85, which was 0.00 lower than the previous day. The implied volatity was 3.61, 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 84.85, which was lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
