SRF
Srf Ltd
Historical option data for SRF
14 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 1.74
Theta: -1.62
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2235.20 | 32.1 | 8.55 | 21.64 | 534 | 12 | 139 | |||
| 13 Nov | 2197.90 | 23.55 | -18.00 | 23.21 | 203 | 32 | 130 | |||
| 12 Nov | 2253.05 | 41.55 | -30.15 | 24.51 | 56 | 9 | 99 | |||
| 11 Nov | 2294.20 | 71.7 | -0.85 | 23.52 | 150 | -2 | 90 | |||
| 8 Nov | 2305.95 | 72.55 | -50.45 | 21.44 | 33 | -4 | 92 | |||
| 7 Nov | 2378.45 | 123 | 7.70 | - | 33 | -5 | 96 | |||
| 6 Nov | 2343.05 | 115.3 | 28.30 | 22.06 | 50 | -16 | 101 | |||
| 5 Nov | 2299.15 | 87 | 24.45 | 22.82 | 240 | -34 | 117 | |||
| 4 Nov | 2246.70 | 62.55 | 4.80 | 26.55 | 275 | 58 | 155 | |||
| 1 Nov | 2252.30 | 57.75 | -4.50 | 21.61 | 11 | 9 | 98 | |||
| 31 Oct | 2243.15 | 62.25 | -13.65 | - | 96 | 35 | 88 | |||
| 30 Oct | 2261.95 | 75.9 | 3.00 | - | 54 | 14 | 56 | |||
| 29 Oct | 2260.45 | 72.9 | -2.95 | - | 41 | 5 | 41 | |||
| 28 Oct | 2257.25 | 75.85 | 19.75 | - | 50 | 17 | 35 | |||
| 25 Oct | 2206.90 | 56.1 | -16.50 | - | 51 | 0 | 18 | |||
| 24 Oct | 2257.30 | 72.6 | -7.10 | - | 32 | 6 | 17 | |||
| 23 Oct | 2248.20 | 79.7 | 5.70 | - | 22 | 8 | 12 | |||
| 22 Oct | 2178.10 | 74 | -22.25 | - | 6 | 2 | 3 | |||
| 21 Oct | 2277.95 | 96.25 | -167.65 | - | 4 | 2 | 2 | |||
| 18 Oct | 2325.70 | 263.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2262.95 | 263.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2306.10 | 263.9 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2351.40 | 263.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2342.85 | 263.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2348.75 | 263.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2342.30 | 263.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2334.60 | 263.9 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 8 Oct | 2328.40 | 263.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2307.80 | 263.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 263.9 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2260 expiring on 28NOV2024
Delta for 2260 CE is 0.46
Historical price for 2260 CE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 32.1, which was 8.55 higher than the previous day. The implied volatity was 21.64, the open interest changed by 12 which increased total open position to 139
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 23.55, which was -18.00 lower than the previous day. The implied volatity was 23.21, the open interest changed by 32 which increased total open position to 130
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 41.55, which was -30.15 lower than the previous day. The implied volatity was 24.51, the open interest changed by 9 which increased total open position to 99
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 71.7, which was -0.85 lower than the previous day. The implied volatity was 23.52, the open interest changed by -2 which decreased total open position to 90
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 72.55, which was -50.45 lower than the previous day. The implied volatity was 21.44, the open interest changed by -4 which decreased total open position to 92
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 123, which was 7.70 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 96
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 115.3, which was 28.30 higher than the previous day. The implied volatity was 22.06, the open interest changed by -16 which decreased total open position to 101
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 87, which was 24.45 higher than the previous day. The implied volatity was 22.82, the open interest changed by -34 which decreased total open position to 117
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 62.55, which was 4.80 higher than the previous day. The implied volatity was 26.55, the open interest changed by 58 which increased total open position to 155
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 57.75, which was -4.50 lower than the previous day. The implied volatity was 21.61, the open interest changed by 9 which increased total open position to 98
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 62.25, which was -13.65 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 75.9, which was 3.00 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 72.9, which was -2.95 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 75.85, which was 19.75 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 56.1, which was -16.50 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 72.6, which was -7.10 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 79.7, which was 5.70 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 74, which was -22.25 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 96.25, which was -167.65 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 263.9, 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 263.9, 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 263.9, 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 263.9, 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 263.9, 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 263.9, 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 263.9, 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 263.9, 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 263.9, 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 263.9, 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 263.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SRF 28NOV2024 2260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 1.74
Theta: -1.14
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2235.20 | 48.25 | -23.20 | 23.82 | 72 | 0 | 173 |
| 13 Nov | 2197.90 | 71.45 | 16.65 | 25.71 | 74 | -11 | 173 |
| 12 Nov | 2253.05 | 54.8 | 21.20 | 26.72 | 221 | 4 | 189 |
| 11 Nov | 2294.20 | 33.6 | -3.90 | 27.07 | 586 | 9 | 187 |
| 8 Nov | 2305.95 | 37.5 | 20.95 | 27.29 | 199 | 23 | 180 |
| 7 Nov | 2378.45 | 16.55 | -3.90 | 27.16 | 102 | -9 | 157 |
| 6 Nov | 2343.05 | 20.45 | -19.30 | 25.45 | 146 | -5 | 166 |
| 5 Nov | 2299.15 | 39.75 | -23.05 | 28.61 | 62 | 7 | 173 |
| 4 Nov | 2246.70 | 62.8 | -2.60 | 27.99 | 38 | 12 | 165 |
| 1 Nov | 2252.30 | 65.4 | -0.10 | 28.91 | 1 | 0 | 153 |
| 31 Oct | 2243.15 | 65.5 | 9.20 | - | 126 | 107 | 153 |
| 30 Oct | 2261.95 | 56.3 | 0.15 | - | 36 | 18 | 46 |
| 29 Oct | 2260.45 | 56.15 | -2.85 | - | 27 | 9 | 28 |
| 28 Oct | 2257.25 | 59 | -24.05 | - | 18 | 6 | 19 |
| 25 Oct | 2206.90 | 83.05 | 5.70 | - | 23 | 3 | 13 |
| 24 Oct | 2257.30 | 77.35 | -5.65 | - | 6 | 1 | 10 |
| 23 Oct | 2248.20 | 83 | 11.90 | - | 27 | 3 | 10 |
| 22 Oct | 2178.10 | 71.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2277.95 | 71.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2325.70 | 71.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2262.95 | 71.1 | 11.10 | - | 6 | 1 | 8 |
| 16 Oct | 2306.10 | 60 | 2.50 | - | 3 | 0 | 4 |
| 15 Oct | 2351.40 | 57.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2342.85 | 57.5 | 0.00 | - | 0 | 0 | 4 |
| 11 Oct | 2348.75 | 57.5 | 0.00 | - | 0 | 0 | 4 |
| 10 Oct | 2342.30 | 57.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2334.60 | 57.5 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 2328.40 | 57.5 | -3.10 | - | 1 | 0 | 3 |
| 7 Oct | 2307.80 | 60.6 | 23.20 | - | 3 | 2 | 2 |
| 4 Oct | 2350.35 | 37.4 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2260 expiring on 28NOV2024
Delta for 2260 PE is -0.54
Historical price for 2260 PE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 48.25, which was -23.20 lower than the previous day. The implied volatity was 23.82, the open interest changed by 0 which decreased total open position to 173
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 71.45, which was 16.65 higher than the previous day. The implied volatity was 25.71, the open interest changed by -11 which decreased total open position to 173
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 54.8, which was 21.20 higher than the previous day. The implied volatity was 26.72, the open interest changed by 4 which increased total open position to 189
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 33.6, which was -3.90 lower than the previous day. The implied volatity was 27.07, the open interest changed by 9 which increased total open position to 187
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 37.5, which was 20.95 higher than the previous day. The implied volatity was 27.29, the open interest changed by 23 which increased total open position to 180
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 16.55, which was -3.90 lower than the previous day. The implied volatity was 27.16, the open interest changed by -9 which decreased total open position to 157
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 20.45, which was -19.30 lower than the previous day. The implied volatity was 25.45, the open interest changed by -5 which decreased total open position to 166
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 39.75, which was -23.05 lower than the previous day. The implied volatity was 28.61, the open interest changed by 7 which increased total open position to 173
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 62.8, which was -2.60 lower than the previous day. The implied volatity was 27.99, the open interest changed by 12 which increased total open position to 165
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 65.4, which was -0.10 lower than the previous day. The implied volatity was 28.91, the open interest changed by 0 which decreased total open position to 153
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 65.5, which was 9.20 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 56.3, which was 0.15 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 56.15, which was -2.85 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 59, which was -24.05 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 83.05, which was 5.70 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 77.35, which was -5.65 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 83, which was 11.90 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 71.1, 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 71.1, 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 71.1, 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 71.1, which was 11.10 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 60, which was 2.50 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 57.5, 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 57.5, 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 57.5, 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 57.5, 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 57.5, 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 57.5, which was -3.10 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 60.6, which was 23.20 higher 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 37.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
