SRF
Srf Ltd
Historical option data for SRF
21 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.62
Theta: -1.32
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2143.65 | 5.25 | -13.60 | 28.02 | 1,018 | 58 | 185 | |||
| 20 Nov | 2199.50 | 18.85 | 0.00 | 25.31 | 828 | 6 | 132 | |||
| 19 Nov | 2199.50 | 18.85 | 3.45 | 25.31 | 828 | 11 | 132 | |||
| 18 Nov | 2179.35 | 15.4 | -27.20 | 25.94 | 588 | 59 | 122 | |||
| 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 | |||
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| 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 0.13
Historical price for 2240 CE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 5.25, which was -13.60 lower than the previous day. The implied volatity was 28.02, the open interest changed by 58 which increased total open position to 185
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 18.85, which was 0.00 lower than the previous day. The implied volatity was 25.31, the open interest changed by 6 which increased total open position to 132
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 18.85, which was 3.45 higher than the previous day. The implied volatity was 25.31, the open interest changed by 11 which increased total open position to 132
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 15.4, which was -27.20 lower than the previous day. The implied volatity was 25.94, the open interest changed by 59 which increased total open position to 122
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: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2143.65 | 97.1 | 41.10 | - | 20 | -7 | 133 |
| 20 Nov | 2199.50 | 56 | 0.00 | 23.44 | 140 | -18 | 140 |
| 19 Nov | 2199.50 | 56 | -11.45 | 23.44 | 140 | -18 | 140 |
| 18 Nov | 2179.35 | 67.45 | 27.10 | 19.92 | 248 | 6 | 158 |
| 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 -
Historical price for 2240 PE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 97.1, which was 41.10 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 133
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 56, which was 0.00 lower than the previous day. The implied volatity was 23.44, the open interest changed by -18 which decreased total open position to 140
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 56, which was -11.45 lower than the previous day. The implied volatity was 23.44, the open interest changed by -18 which decreased total open position to 140
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 67.45, which was 27.10 higher than the previous day. The implied volatity was 19.92, the open interest changed by 6 which increased total open position to 158
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
