SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 1.12
Theta: -2.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 36.15 | -14.90 | 22.75 | 88 | -13 | 84 | |||
| 19 Dec | 2283.95 | 51.05 | 7.85 | 26.20 | 289 | 36 | 97 | |||
| 18 Dec | 2272.05 | 43.2 | -9.70 | 27.33 | 45 | -5 | 61 | |||
| 17 Dec | 2280.00 | 52.9 | -22.10 | 28.19 | 52 | -1 | 67 | |||
| 16 Dec | 2306.45 | 75 | 5.70 | 30.96 | 7 | -3 | 68 | |||
| 13 Dec | 2296.70 | 69.3 | -3.20 | 24.58 | 183 | 1 | 70 | |||
| 12 Dec | 2298.80 | 72.5 | -37.15 | 24.96 | 13 | 3 | 69 | |||
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| 11 Dec | 2336.45 | 109.65 | -1.05 | 28.42 | 3 | 0 | 67 | |||
| 10 Dec | 2343.60 | 110.7 | 27.35 | 25.21 | 14 | 0 | 67 | |||
| 9 Dec | 2302.35 | 83.35 | 9.35 | 20.37 | 81 | -3 | 68 | |||
| 6 Dec | 2294.70 | 74 | -24.00 | 21.22 | 11 | -6 | 71 | |||
| 5 Dec | 2319.75 | 98 | -10.00 | 23.89 | 2 | 0 | 77 | |||
| 4 Dec | 2333.70 | 108 | 18.95 | 27.56 | 12 | -7 | 77 | |||
| 3 Dec | 2311.25 | 89.05 | 2.95 | 21.76 | 16 | -2 | 84 | |||
| 2 Dec | 2296.95 | 86.1 | 17.25 | 25.27 | 136 | -10 | 86 | |||
| 29 Nov | 2265.00 | 68.85 | -5.15 | 24.12 | 360 | 32 | 95 | |||
| 28 Nov | 2262.40 | 74 | -22.00 | 25.02 | 99 | 40 | 63 | |||
| 27 Nov | 2296.60 | 96 | 36.25 | 26.65 | 167 | 2 | 22 | |||
| 26 Nov | 2234.65 | 59.75 | 5.25 | 24.40 | 14 | 7 | 19 | |||
| 25 Nov | 2223.55 | 54.5 | 16.75 | 24.12 | 7 | 11 | 11 | |||
| 22 Nov | 2163.25 | 37.75 | -74.40 | 24.84 | 6 | 2 | 2 | |||
| 21 Nov | 2143.65 | 112.15 | 0.00 | 3.86 | 0 | 0 | 0 | |||
| 20 Nov | 2199.50 | 112.15 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 112.15 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 112.15 | 0.00 | 2.21 | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 112.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2197.90 | 112.15 | 0.00 | 1.04 | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 112.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2294.20 | 112.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 112.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 112.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2343.05 | 112.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 112.15 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2260 expiring on 26DEC2024
Delta for 2260 CE is 0.61
Historical price for 2260 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 36.15, which was -14.90 lower than the previous day. The implied volatity was 22.75, the open interest changed by -13 which decreased total open position to 84
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 51.05, which was 7.85 higher than the previous day. The implied volatity was 26.20, the open interest changed by 36 which increased total open position to 97
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 43.2, which was -9.70 lower than the previous day. The implied volatity was 27.33, the open interest changed by -5 which decreased total open position to 61
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 52.9, which was -22.10 lower than the previous day. The implied volatity was 28.19, the open interest changed by -1 which decreased total open position to 67
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 75, which was 5.70 higher than the previous day. The implied volatity was 30.96, the open interest changed by -3 which decreased total open position to 68
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 69.3, which was -3.20 lower than the previous day. The implied volatity was 24.58, the open interest changed by 1 which increased total open position to 70
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 72.5, which was -37.15 lower than the previous day. The implied volatity was 24.96, the open interest changed by 3 which increased total open position to 69
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 109.65, which was -1.05 lower than the previous day. The implied volatity was 28.42, the open interest changed by 0 which decreased total open position to 67
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 110.7, which was 27.35 higher than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 67
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 83.35, which was 9.35 higher than the previous day. The implied volatity was 20.37, the open interest changed by -3 which decreased total open position to 68
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 74, which was -24.00 lower than the previous day. The implied volatity was 21.22, the open interest changed by -6 which decreased total open position to 71
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 98, which was -10.00 lower than the previous day. The implied volatity was 23.89, the open interest changed by 0 which decreased total open position to 77
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 108, which was 18.95 higher than the previous day. The implied volatity was 27.56, the open interest changed by -7 which decreased total open position to 77
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 89.05, which was 2.95 higher than the previous day. The implied volatity was 21.76, the open interest changed by -2 which decreased total open position to 84
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 86.1, which was 17.25 higher than the previous day. The implied volatity was 25.27, the open interest changed by -10 which decreased total open position to 86
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 68.85, which was -5.15 lower than the previous day. The implied volatity was 24.12, the open interest changed by 32 which increased total open position to 95
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 74, which was -22.00 lower than the previous day. The implied volatity was 25.02, the open interest changed by 40 which increased total open position to 63
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 96, which was 36.25 higher than the previous day. The implied volatity was 26.65, the open interest changed by 2 which increased total open position to 22
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 59.75, which was 5.25 higher than the previous day. The implied volatity was 24.40, the open interest changed by 7 which increased total open position to 19
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 54.5, which was 16.75 higher than the previous day. The implied volatity was 24.12, the open interest changed by 11 which increased total open position to 11
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 37.75, which was -74.40 lower than the previous day. The implied volatity was 24.84, the open interest changed by 2 which increased total open position to 2
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 112.15, which was 0.00 lower than the previous day. The implied volatity was 3.86, 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 112.15, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 112.15, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 112.15, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 112.15, 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 112.15, which was 0.00 lower than the previous day. The implied volatity was 1.04, 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 112.15, 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 112.15, 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 112.15, 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 112.15, 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 112.15, 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 112.15, 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 2260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 1.11
Theta: -1.75
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 17 | -2.20 | 21.46 | 952 | 19 | 161 |
| 19 Dec | 2283.95 | 19.2 | -5.80 | 25.97 | 326 | -24 | 141 |
| 18 Dec | 2272.05 | 25 | 2.00 | 23.16 | 226 | 14 | 166 |
| 17 Dec | 2280.00 | 23 | 6.10 | 23.58 | 286 | -29 | 152 |
| 16 Dec | 2306.45 | 16.9 | -1.20 | 24.06 | 293 | 18 | 182 |
| 13 Dec | 2296.70 | 18.1 | -3.75 | 21.44 | 652 | 12 | 166 |
| 12 Dec | 2298.80 | 21.85 | 7.50 | 23.37 | 346 | 44 | 155 |
| 11 Dec | 2336.45 | 14.35 | -2.80 | 24.81 | 169 | -20 | 109 |
| 10 Dec | 2343.60 | 17.15 | -7.30 | 26.84 | 591 | -14 | 131 |
| 9 Dec | 2302.35 | 24.45 | -2.80 | 26.28 | 648 | -3 | 142 |
| 6 Dec | 2294.70 | 27.25 | 3.90 | 22.61 | 512 | 23 | 144 |
| 5 Dec | 2319.75 | 23.35 | -1.45 | 24.03 | 244 | 5 | 119 |
| 4 Dec | 2333.70 | 24.8 | -5.20 | 24.62 | 222 | -12 | 112 |
| 3 Dec | 2311.25 | 30 | -6.00 | 24.90 | 113 | -3 | 123 |
| 2 Dec | 2296.95 | 36 | -15.75 | 24.57 | 130 | 2 | 126 |
| 29 Nov | 2265.00 | 51.75 | -4.30 | 24.84 | 259 | 52 | 123 |
| 28 Nov | 2262.40 | 56.05 | 13.25 | 26.73 | 143 | 44 | 71 |
| 27 Nov | 2296.60 | 42.8 | -28.70 | 25.45 | 53 | 16 | 26 |
| 26 Nov | 2234.65 | 71.5 | -6.65 | 26.84 | 6 | 4 | 9 |
| 25 Nov | 2223.55 | 78.15 | 3.15 | 26.74 | 4 | 3 | 4 |
| 22 Nov | 2163.25 | 75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 2143.65 | 75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 2199.50 | 75 | 0.00 | 18.19 | 1 | 1 | 0 |
| 19 Nov | 2199.50 | 75 | -28.90 | 18.19 | 1 | 0 | 0 |
| 18 Nov | 2179.35 | 103.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 103.9 | 0.00 | 0.22 | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 103.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 103.9 | 0.00 | 0.33 | 0 | 0 | 0 |
| 11 Nov | 2294.20 | 103.9 | 0.00 | 2.21 | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 103.9 | 0.00 | 2.21 | 0 | 0 | 0 |
| 7 Nov | 2378.45 | 103.9 | 0.00 | 4.45 | 0 | 0 | 0 |
| 6 Nov | 2343.05 | 103.9 | 0.00 | 3.63 | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 103.9 | 2.39 | 0 | 0 | 0 | |
For Srf Ltd - strike price 2260 expiring on 26DEC2024
Delta for 2260 PE is -0.38
Historical price for 2260 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 17, which was -2.20 lower than the previous day. The implied volatity was 21.46, the open interest changed by 19 which increased total open position to 161
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 19.2, which was -5.80 lower than the previous day. The implied volatity was 25.97, the open interest changed by -24 which decreased total open position to 141
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 25, which was 2.00 higher than the previous day. The implied volatity was 23.16, the open interest changed by 14 which increased total open position to 166
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 23, which was 6.10 higher than the previous day. The implied volatity was 23.58, the open interest changed by -29 which decreased total open position to 152
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 16.9, which was -1.20 lower than the previous day. The implied volatity was 24.06, the open interest changed by 18 which increased total open position to 182
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 18.1, which was -3.75 lower than the previous day. The implied volatity was 21.44, the open interest changed by 12 which increased total open position to 166
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 21.85, which was 7.50 higher than the previous day. The implied volatity was 23.37, the open interest changed by 44 which increased total open position to 155
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 14.35, which was -2.80 lower than the previous day. The implied volatity was 24.81, the open interest changed by -20 which decreased total open position to 109
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 17.15, which was -7.30 lower than the previous day. The implied volatity was 26.84, the open interest changed by -14 which decreased total open position to 131
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 24.45, which was -2.80 lower than the previous day. The implied volatity was 26.28, the open interest changed by -3 which decreased total open position to 142
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 27.25, which was 3.90 higher than the previous day. The implied volatity was 22.61, the open interest changed by 23 which increased total open position to 144
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 23.35, which was -1.45 lower than the previous day. The implied volatity was 24.03, the open interest changed by 5 which increased total open position to 119
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 24.8, which was -5.20 lower than the previous day. The implied volatity was 24.62, the open interest changed by -12 which decreased total open position to 112
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 30, which was -6.00 lower than the previous day. The implied volatity was 24.90, the open interest changed by -3 which decreased total open position to 123
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 36, which was -15.75 lower than the previous day. The implied volatity was 24.57, the open interest changed by 2 which increased total open position to 126
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 51.75, which was -4.30 lower than the previous day. The implied volatity was 24.84, the open interest changed by 52 which increased total open position to 123
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 56.05, which was 13.25 higher than the previous day. The implied volatity was 26.73, the open interest changed by 44 which increased total open position to 71
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 42.8, which was -28.70 lower than the previous day. The implied volatity was 25.45, the open interest changed by 16 which increased total open position to 26
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 71.5, which was -6.65 lower than the previous day. The implied volatity was 26.84, the open interest changed by 4 which increased total open position to 9
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 78.15, which was 3.15 higher than the previous day. The implied volatity was 26.74, the open interest changed by 3 which increased total open position to 4
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 75, which was 0.00 lower than the previous day. The implied volatity was 18.19, the open interest changed by 1 which increased total open position to 0
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 75, which was -28.90 lower than the previous day. The implied volatity was 18.19, 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 103.9, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 103.9, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 0.33, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 4.45, 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 103.9, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 103.9, which was lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
