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

2235.2 37.30 (1.70%)

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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