SRF
Srf Ltd
Historical option data for SRF
14 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 1.67
Theta: -1.73
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2235.20 | 54.95 | 12.95 | 22.83 | 193 | 6 | 72 | |||
| 13 Nov | 2197.90 | 42 | -24.80 | 24.59 | 165 | 49 | 66 | |||
| 12 Nov | 2253.05 | 66.8 | -17.20 | 26.87 | 11 | 1 | 17 | |||
| 11 Nov | 2294.20 | 84 | -17.55 | - | 5 | -3 | 16 | |||
| 8 Nov | 2305.95 | 101.55 | -58.65 | 21.88 | 8 | -1 | 20 | |||
| 7 Nov | 2378.45 | 160.2 | 45.45 | - | 1 | 0 | 21 | |||
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| 6 Nov | 2343.05 | 114.75 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 5 Nov | 2299.15 | 114.75 | 33.90 | 22.32 | 17 | -3 | 22 | |||
| 4 Nov | 2246.70 | 80.85 | 11.45 | 24.99 | 34 | 15 | 25 | |||
| 1 Nov | 2252.30 | 69.4 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 31 Oct | 2243.15 | 69.4 | -225.40 | - | 13 | 10 | 10 | |||
| 30 Oct | 2261.95 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2260.45 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2257.25 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2206.90 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2257.30 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2248.20 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2178.10 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2277.95 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2325.70 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2262.95 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2306.10 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2351.40 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2342.85 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2348.75 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2342.30 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2334.60 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2328.40 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2307.80 | 294.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 294.8 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2220 expiring on 28NOV2024
Delta for 2220 CE is 0.62
Historical price for 2220 CE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 54.95, which was 12.95 higher than the previous day. The implied volatity was 22.83, the open interest changed by 6 which increased total open position to 72
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 42, which was -24.80 lower than the previous day. The implied volatity was 24.59, the open interest changed by 49 which increased total open position to 66
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 66.8, which was -17.20 lower than the previous day. The implied volatity was 26.87, the open interest changed by 1 which increased total open position to 17
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 84, which was -17.55 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 16
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 101.55, which was -58.65 lower than the previous day. The implied volatity was 21.88, the open interest changed by -1 which decreased total open position to 20
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 160.2, which was 45.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 114.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 114.75, which was 33.90 higher than the previous day. The implied volatity was 22.32, the open interest changed by -3 which decreased total open position to 22
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 80.85, which was 11.45 higher than the previous day. The implied volatity was 24.99, the open interest changed by 15 which increased total open position to 25
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 69.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 69.4, which was -225.40 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 294.8, 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 29 Oct SRF was trading at 2260.45. The strike last trading price was 294.8, 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 28 Oct SRF was trading at 2257.25. The strike last trading price was 294.8, 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 Oct SRF was trading at 2206.90. The strike last trading price was 294.8, 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 24 Oct SRF was trading at 2257.30. The strike last trading price was 294.8, 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 294.8, 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 294.8, 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 21 Oct SRF was trading at 2277.95. The strike last trading price was 294.8, 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 294.8, 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 294.8, 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 16 Oct SRF was trading at 2306.10. The strike last trading price was 294.8, 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 294.8, 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 294.8, 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 294.8, 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 294.8, 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 294.8, 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 294.8, 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 294.8, 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 294.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SRF 28NOV2024 2220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 1.69
Theta: -1.30
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2235.20 | 32.2 | -29.80 | 25.66 | 248 | 5 | 51 |
| 13 Nov | 2197.90 | 62 | 25.30 | 33.61 | 183 | -31 | 46 |
| 12 Nov | 2253.05 | 36.7 | 14.80 | 27.21 | 63 | -1 | 77 |
| 11 Nov | 2294.20 | 21.9 | -2.50 | 27.82 | 277 | 6 | 79 |
| 8 Nov | 2305.95 | 24.4 | 13.50 | 27.40 | 76 | -4 | 75 |
| 7 Nov | 2378.45 | 10.9 | -3.35 | 28.12 | 87 | 5 | 80 |
| 6 Nov | 2343.05 | 14.25 | -14.55 | 26.95 | 136 | 31 | 76 |
| 5 Nov | 2299.15 | 28.8 | -16.45 | 29.69 | 87 | -10 | 44 |
| 4 Nov | 2246.70 | 45.25 | 6.25 | 28.28 | 70 | 15 | 51 |
| 1 Nov | 2252.30 | 39 | 1.50 | 25.16 | 1 | 0 | 36 |
| 31 Oct | 2243.15 | 37.5 | -2.50 | - | 28 | 17 | 37 |
| 30 Oct | 2261.95 | 40 | 0.00 | - | 4 | 0 | 20 |
| 29 Oct | 2260.45 | 40 | -8.00 | - | 10 | 6 | 19 |
| 28 Oct | 2257.25 | 48 | -20.00 | - | 14 | -3 | 10 |
| 25 Oct | 2206.90 | 68 | 20.00 | - | 11 | 2 | 13 |
| 24 Oct | 2257.30 | 48 | -18.05 | - | 19 | 0 | 6 |
| 23 Oct | 2248.20 | 66.05 | 34.40 | - | 5 | 2 | 6 |
| 22 Oct | 2178.10 | 31.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2277.95 | 31.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2325.70 | 31.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2262.95 | 31.65 | 0.00 | - | 0 | 4 | 0 |
| 16 Oct | 2306.10 | 31.65 | 2.90 | - | 59 | 8 | 8 |
| 15 Oct | 2351.40 | 28.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2342.85 | 28.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2348.75 | 28.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2342.30 | 28.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2334.60 | 28.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2328.40 | 28.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2307.80 | 28.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2350.35 | 28.75 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2220 expiring on 28NOV2024
Delta for 2220 PE is -0.39
Historical price for 2220 PE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 32.2, which was -29.80 lower than the previous day. The implied volatity was 25.66, the open interest changed by 5 which increased total open position to 51
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 62, which was 25.30 higher than the previous day. The implied volatity was 33.61, the open interest changed by -31 which decreased total open position to 46
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 36.7, which was 14.80 higher than the previous day. The implied volatity was 27.21, the open interest changed by -1 which decreased total open position to 77
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 21.9, which was -2.50 lower than the previous day. The implied volatity was 27.82, the open interest changed by 6 which increased total open position to 79
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 24.4, which was 13.50 higher than the previous day. The implied volatity was 27.40, the open interest changed by -4 which decreased total open position to 75
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 10.9, which was -3.35 lower than the previous day. The implied volatity was 28.12, the open interest changed by 5 which increased total open position to 80
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 14.25, which was -14.55 lower than the previous day. The implied volatity was 26.95, the open interest changed by 31 which increased total open position to 76
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 28.8, which was -16.45 lower than the previous day. The implied volatity was 29.69, the open interest changed by -10 which decreased total open position to 44
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 45.25, which was 6.25 higher than the previous day. The implied volatity was 28.28, the open interest changed by 15 which increased total open position to 51
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 39, which was 1.50 higher than the previous day. The implied volatity was 25.16, the open interest changed by 0 which decreased total open position to 36
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 37.5, 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 30 Oct SRF was trading at 2261.95. The strike last trading price was 40, 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 29 Oct SRF was trading at 2260.45. The strike last trading price was 40, which was -8.00 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 48, which was -20.00 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 68, which was 20.00 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 48, which was -18.05 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 66.05, which was 34.40 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 31.65, 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 21 Oct SRF was trading at 2277.95. The strike last trading price was 31.65, 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 31.65, 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 31.65, 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 16 Oct SRF was trading at 2306.10. The strike last trading price was 31.65, which was 2.90 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 28.75, 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 28.75, 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 28.75, 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 28.75, 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 28.75, 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 28.75, 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 28.75, 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 28.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
