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

2235.2 37.30 (1.70%)

Back to Option Chain


Historical option data for SRF

14 Nov 2024 04:11 PM IST
SRF 28NOV2024 2240 CE
Delta: 0.54
Vega: 1.74
Theta: -1.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2235.20 42.6 9.40 22.16 655 -6 65
13 Nov 2197.90 33.2 -17.80 24.57 214 27 80
12 Nov 2253.05 51 -32.75 24.31 14 1 53
11 Nov 2294.20 83.75 -4.80 22.71 44 -12 52
8 Nov 2305.95 88.55 -52.50 22.80 30 3 66
7 Nov 2378.45 141.05 6.65 - 6 -4 63
6 Nov 2343.05 134.4 36.70 24.18 25 -9 68
5 Nov 2299.15 97.7 22.95 21.17 84 4 77
4 Nov 2246.70 74.75 0.80 27.37 93 30 74
1 Nov 2252.30 73.95 0.00 0.00 0 16 0
31 Oct 2243.15 73.95 -12.05 - 37 15 43
30 Oct 2261.95 86 2.00 - 10 2 27
29 Oct 2260.45 84 -3.70 - 25 0 25
28 Oct 2257.25 87.7 27.70 - 7 3 24
25 Oct 2206.90 60 -22.60 - 22 12 21
24 Oct 2257.30 82.6 3.30 - 13 6 9
23 Oct 2248.20 79.3 0.00 - 0 3 0
22 Oct 2178.10 79.3 -295.40 - 8 2 2
21 Oct 2277.95 374.7 0.00 - 0 0 0
18 Oct 2325.70 374.7 0.00 - 0 0 0
17 Oct 2262.95 374.7 0.00 - 0 0 0
16 Oct 2306.10 374.7 0.00 - 0 0 0
15 Oct 2351.40 374.7 0.00 - 0 0 0
14 Oct 2342.85 374.7 0.00 - 0 0 0
11 Oct 2348.75 374.7 0.00 - 0 0 0
10 Oct 2342.30 374.7 0.00 - 0 0 0
9 Oct 2334.60 374.7 0.00 - 0 0 0
8 Oct 2328.40 374.7 0.00 - 0 0 0
7 Oct 2307.80 374.7 0.00 - 0 0 0
4 Oct 2350.35 374.7 374.70 - 0 0 0
24 Sept 2432.50 0 0.00 - 0 0 0
19 Sept 2402.00 0 0.00 - 0 0 0
18 Sept 2388.35 0 0.00 - 0 0 0
17 Sept 2431.15 0 0.00 - 0 0 0
16 Sept 2436.90 0 - 0 0 0


For Srf Ltd - strike price 2240 expiring on 28NOV2024

Delta for 2240 CE is 0.54

Historical price for 2240 CE is as follows

On 14 Nov SRF was trading at 2235.20. The strike last trading price was 42.6, which was 9.40 higher than the previous day. The implied volatity was 22.16, the open interest changed by -6 which decreased total open position to 65


On 13 Nov SRF was trading at 2197.90. The strike last trading price was 33.2, which was -17.80 lower than the previous day. The implied volatity was 24.57, the open interest changed by 27 which increased total open position to 80


On 12 Nov SRF was trading at 2253.05. The strike last trading price was 51, which was -32.75 lower than the previous day. The implied volatity was 24.31, the open interest changed by 1 which increased total open position to 53


On 11 Nov SRF was trading at 2294.20. The strike last trading price was 83.75, which was -4.80 lower than the previous day. The implied volatity was 22.71, the open interest changed by -12 which decreased total open position to 52


On 8 Nov SRF was trading at 2305.95. The strike last trading price was 88.55, which was -52.50 lower than the previous day. The implied volatity was 22.80, the open interest changed by 3 which increased total open position to 66


On 7 Nov SRF was trading at 2378.45. The strike last trading price was 141.05, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 63


On 6 Nov SRF was trading at 2343.05. The strike last trading price was 134.4, which was 36.70 higher than the previous day. The implied volatity was 24.18, the open interest changed by -9 which decreased total open position to 68


On 5 Nov SRF was trading at 2299.15. The strike last trading price was 97.7, which was 22.95 higher than the previous day. The implied volatity was 21.17, the open interest changed by 4 which increased total open position to 77


On 4 Nov SRF was trading at 2246.70. The strike last trading price was 74.75, which was 0.80 higher than the previous day. The implied volatity was 27.37, the open interest changed by 30 which increased total open position to 74


On 1 Nov SRF was trading at 2252.30. The strike last trading price was 73.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 31 Oct SRF was trading at 2243.15. The strike last trading price was 73.95, which was -12.05 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 86, which was 2.00 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 84, which was -3.70 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 87.7, which was 27.70 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 60, which was -22.60 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 82.6, which was 3.30 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 79.3, 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 79.3, which was -295.40 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 374.7, 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 374.7, 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 374.7, 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 374.7, 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 374.7, 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 374.7, 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 374.7, 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 374.7, 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 374.7, 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 374.7, 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 374.7, 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 374.7, which was 374.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept SRF was trading at 2432.50. 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 19 Sept SRF was trading at 2402.00. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept SRF was trading at 2431.15. 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 16 Sept SRF was trading at 2436.90. 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 2240 PE
Delta: -0.46
Vega: 1.74
Theta: -1.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2235.20 40.35 -17.80 25.22 153 -4 151
13 Nov 2197.90 58.15 13.10 25.22 112 23 155
12 Nov 2253.05 45.05 17.85 26.92 92 0 134
11 Nov 2294.20 27.2 -2.80 27.41 128 11 134
8 Nov 2305.95 30 15.90 27.11 177 18 124
7 Nov 2378.45 14.1 -2.30 28.10 132 -31 106
6 Nov 2343.05 16.4 -18.20 25.77 297 -25 143
5 Nov 2299.15 34.6 -16.30 29.49 131 6 169
4 Nov 2246.70 50.9 -0.10 26.97 199 74 161
1 Nov 2252.30 51 3.05 26.56 20 8 78
31 Oct 2243.15 47.95 2.90 - 84 49 70
30 Oct 2261.95 45.05 -1.95 - 10 0 21
29 Oct 2260.45 47 -5.00 - 25 7 21
28 Oct 2257.25 52 -26.25 - 9 2 13
25 Oct 2206.90 78.25 25.25 - 18 -2 11
24 Oct 2257.30 53 -19.25 - 20 4 13
23 Oct 2248.20 72.25 9.30 - 17 7 9
22 Oct 2178.10 62.95 0.00 - 0 1 0
21 Oct 2277.95 62.95 0.95 - 1 0 1
18 Oct 2325.70 62 0.00 - 0 1 0
17 Oct 2262.95 62 27.95 - 1 0 0
16 Oct 2306.10 34.05 0.00 - 0 0 0
15 Oct 2351.40 34.05 0.00 - 0 0 0
14 Oct 2342.85 34.05 0.00 - 0 0 0
11 Oct 2348.75 34.05 0.00 - 0 0 0
10 Oct 2342.30 34.05 0.00 - 0 0 0
9 Oct 2334.60 34.05 0.00 - 0 0 0
8 Oct 2328.40 34.05 0.00 - 0 0 0
7 Oct 2307.80 34.05 0.00 - 0 0 0
4 Oct 2350.35 34.05 34.05 - 0 0 0
24 Sept 2432.50 0 0.00 - 0 0 0
19 Sept 2402.00 0 0.00 - 0 0 0
18 Sept 2388.35 0 0.00 - 0 0 0
17 Sept 2431.15 0 0.00 - 0 0 0
16 Sept 2436.90 0 - 0 0 0


For Srf Ltd - strike price 2240 expiring on 28NOV2024

Delta for 2240 PE is -0.46

Historical price for 2240 PE is as follows

On 14 Nov SRF was trading at 2235.20. The strike last trading price was 40.35, which was -17.80 lower than the previous day. The implied volatity was 25.22, the open interest changed by -4 which decreased total open position to 151


On 13 Nov SRF was trading at 2197.90. The strike last trading price was 58.15, which was 13.10 higher than the previous day. The implied volatity was 25.22, the open interest changed by 23 which increased total open position to 155


On 12 Nov SRF was trading at 2253.05. The strike last trading price was 45.05, which was 17.85 higher than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 134


On 11 Nov SRF was trading at 2294.20. The strike last trading price was 27.2, which was -2.80 lower than the previous day. The implied volatity was 27.41, the open interest changed by 11 which increased total open position to 134


On 8 Nov SRF was trading at 2305.95. The strike last trading price was 30, which was 15.90 higher than the previous day. The implied volatity was 27.11, the open interest changed by 18 which increased total open position to 124


On 7 Nov SRF was trading at 2378.45. The strike last trading price was 14.1, which was -2.30 lower than the previous day. The implied volatity was 28.10, the open interest changed by -31 which decreased total open position to 106


On 6 Nov SRF was trading at 2343.05. The strike last trading price was 16.4, which was -18.20 lower than the previous day. The implied volatity was 25.77, the open interest changed by -25 which decreased total open position to 143


On 5 Nov SRF was trading at 2299.15. The strike last trading price was 34.6, which was -16.30 lower than the previous day. The implied volatity was 29.49, the open interest changed by 6 which increased total open position to 169


On 4 Nov SRF was trading at 2246.70. The strike last trading price was 50.9, which was -0.10 lower than the previous day. The implied volatity was 26.97, the open interest changed by 74 which increased total open position to 161


On 1 Nov SRF was trading at 2252.30. The strike last trading price was 51, which was 3.05 higher than the previous day. The implied volatity was 26.56, the open interest changed by 8 which increased total open position to 78


On 31 Oct SRF was trading at 2243.15. The strike last trading price was 47.95, 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 30 Oct SRF was trading at 2261.95. The strike last trading price was 45.05, which was -1.95 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 47, which was -5.00 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 52, which was -26.25 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 78.25, which was 25.25 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 53, which was -19.25 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 72.25, which was 9.30 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 62.95, 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 21 Oct SRF was trading at 2277.95. The strike last trading price was 62.95, which was 0.95 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 62, 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 62, which was 27.95 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 34.05, 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 34.05, 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 34.05, 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 34.05, 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 34.05, 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 34.05, 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 34.05, 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 34.05, 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 34.05, which was 34.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept SRF was trading at 2432.50. 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 19 Sept SRF was trading at 2402.00. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept SRF was trading at 2431.15. 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 16 Sept SRF was trading at 2436.90. 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