SRF
Srf Ltd
Historical option data for SRF
14 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 1.66
Theta: -1.50
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2235.20 | 23.9 | 3.80 | 21.49 | 567 | -34 | 206 | |||
| 13 Nov | 2197.90 | 20.1 | -12.10 | 24.82 | 681 | 57 | 242 | |||
| 12 Nov | 2253.05 | 32.2 | -27.80 | 24.02 | 270 | 10 | 185 | |||
| 11 Nov | 2294.20 | 60 | 0.20 | 23.73 | 274 | 36 | 175 | |||
| 8 Nov | 2305.95 | 59.8 | -56.40 | 21.21 | 31 | -1 | 139 | |||
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| 7 Nov | 2378.45 | 116.2 | 13.30 | 18.78 | 167 | 0 | 142 | |||
| 6 Nov | 2343.05 | 102.9 | 26.60 | 23.50 | 47 | -1 | 142 | |||
| 5 Nov | 2299.15 | 76.3 | 25.75 | 23.71 | 136 | 6 | 143 | |||
| 4 Nov | 2246.70 | 50.55 | 1.65 | 25.38 | 64 | 31 | 137 | |||
| 1 Nov | 2252.30 | 48.9 | 0.00 | 22.21 | 2 | 0 | 106 | |||
| 31 Oct | 2243.15 | 48.9 | -17.10 | - | 112 | 90 | 105 | |||
| 30 Oct | 2261.95 | 66 | 5.00 | - | 42 | 9 | 16 | |||
| 29 Oct | 2260.45 | 61 | 13.50 | - | 13 | 1 | 6 | |||
| 28 Oct | 2257.25 | 47.5 | 0.00 | - | 0 | 4 | 0 | |||
| 25 Oct | 2206.90 | 47.5 | -25.45 | - | 6 | 3 | 4 | |||
| 24 Oct | 2257.30 | 72.95 | -270.75 | - | 1 | 0 | 0 | |||
| 23 Oct | 2248.20 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2178.10 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2277.95 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2325.70 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2262.95 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2306.10 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2351.40 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2342.85 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2348.75 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2342.30 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2334.60 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2328.40 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2307.80 | 343.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 343.7 | 343.70 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 2466.40 | 0 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2280 expiring on 28NOV2024
Delta for 2280 CE is 0.37
Historical price for 2280 CE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 23.9, which was 3.80 higher than the previous day. The implied volatity was 21.49, the open interest changed by -34 which decreased total open position to 206
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 20.1, which was -12.10 lower than the previous day. The implied volatity was 24.82, the open interest changed by 57 which increased total open position to 242
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 32.2, which was -27.80 lower than the previous day. The implied volatity was 24.02, the open interest changed by 10 which increased total open position to 185
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 60, which was 0.20 higher than the previous day. The implied volatity was 23.73, the open interest changed by 36 which increased total open position to 175
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 59.8, which was -56.40 lower than the previous day. The implied volatity was 21.21, the open interest changed by -1 which decreased total open position to 139
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 116.2, which was 13.30 higher than the previous day. The implied volatity was 18.78, the open interest changed by 0 which decreased total open position to 142
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 102.9, which was 26.60 higher than the previous day. The implied volatity was 23.50, the open interest changed by -1 which decreased total open position to 142
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 76.3, which was 25.75 higher than the previous day. The implied volatity was 23.71, the open interest changed by 6 which increased total open position to 143
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 50.55, which was 1.65 higher than the previous day. The implied volatity was 25.38, the open interest changed by 31 which increased total open position to 137
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 48.9, which was 0.00 lower than the previous day. The implied volatity was 22.21, the open interest changed by 0 which decreased total open position to 106
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 48.9, which was -17.10 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 66, which was 5.00 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 61, which was 13.50 higher 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 47.5, 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 25 Oct SRF was trading at 2206.90. The strike last trading price was 47.5, which was -25.45 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 72.95, which was -270.75 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 343.7, 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 22 Oct SRF was trading at 2178.10. The strike last trading price was 343.7, 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 21 Oct SRF was trading at 2277.95. The strike last trading price was 343.7, 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 343.7, 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 343.7, 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 343.7, 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 343.7, 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 343.7, 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 343.7, 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 343.7, 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 343.7, 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 343.7, 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 343.7, 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 343.7, which was 343.70 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept SRF was trading at 2466.40. 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 2280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 1.68
Theta: -1.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2235.20 | 59.95 | -23.05 | 23.75 | 12 | -9 | 71 |
| 13 Nov | 2197.90 | 83 | 16.65 | 24.33 | 31 | -4 | 76 |
| 12 Nov | 2253.05 | 66.35 | 24.35 | 26.82 | 109 | 2 | 84 |
| 11 Nov | 2294.20 | 42 | -3.85 | 27.21 | 116 | -6 | 84 |
| 8 Nov | 2305.95 | 45.85 | 25.60 | 27.35 | 165 | 6 | 83 |
| 7 Nov | 2378.45 | 20.25 | -3.85 | 26.69 | 141 | 0 | 78 |
| 6 Nov | 2343.05 | 24.1 | -21.85 | 24.50 | 168 | 22 | 89 |
| 5 Nov | 2299.15 | 45.95 | -31.05 | 27.87 | 49 | 19 | 68 |
| 4 Nov | 2246.70 | 77 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 2252.30 | 77 | 0.00 | 0.00 | 0 | 11 | 0 |
| 31 Oct | 2243.15 | 77 | 9.50 | - | 30 | 8 | 46 |
| 30 Oct | 2261.95 | 67.5 | -12.70 | - | 26 | 15 | 37 |
| 29 Oct | 2260.45 | 80.2 | 11.95 | - | 1 | 0 | 22 |
| 28 Oct | 2257.25 | 68.25 | -34.65 | - | 4 | 0 | 21 |
| 25 Oct | 2206.90 | 102.9 | 13.25 | - | 4 | 3 | 21 |
| 24 Oct | 2257.30 | 89.65 | 13.65 | - | 7 | 0 | 19 |
| 23 Oct | 2248.20 | 76 | -16.00 | - | 21 | 14 | 19 |
| 22 Oct | 2178.10 | 92 | 2.00 | - | 1 | 0 | 5 |
| 21 Oct | 2277.95 | 90 | -0.90 | - | 1 | 0 | 5 |
| 18 Oct | 2325.70 | 90.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2262.95 | 90.9 | 27.60 | - | 2 | 0 | 5 |
| 16 Oct | 2306.10 | 63.3 | 15.30 | - | 2 | 0 | 5 |
| 15 Oct | 2351.40 | 48 | 0.00 | - | 0 | 2 | 0 |
| 14 Oct | 2342.85 | 48 | 2.65 | - | 3 | 1 | 4 |
| 11 Oct | 2348.75 | 45.35 | -18.65 | - | 1 | 0 | 3 |
| 10 Oct | 2342.30 | 64 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2334.60 | 64 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 2328.40 | 64 | 8.45 | - | 1 | 0 | 2 |
| 7 Oct | 2307.80 | 55.55 | 13.20 | - | 2 | 0 | 0 |
| 4 Oct | 2350.35 | 42.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 2432.50 | 42.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 2402.00 | 42.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 2388.35 | 42.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 2431.15 | 42.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 2436.90 | 42.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 2466.40 | 42.35 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2280 expiring on 28NOV2024
Delta for 2280 PE is -0.61
Historical price for 2280 PE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 59.95, which was -23.05 lower than the previous day. The implied volatity was 23.75, the open interest changed by -9 which decreased total open position to 71
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 83, which was 16.65 higher than the previous day. The implied volatity was 24.33, the open interest changed by -4 which decreased total open position to 76
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 66.35, which was 24.35 higher than the previous day. The implied volatity was 26.82, the open interest changed by 2 which increased total open position to 84
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 42, which was -3.85 lower than the previous day. The implied volatity was 27.21, the open interest changed by -6 which decreased total open position to 84
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 45.85, which was 25.60 higher than the previous day. The implied volatity was 27.35, the open interest changed by 6 which increased total open position to 83
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 20.25, which was -3.85 lower than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 78
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 24.1, which was -21.85 lower than the previous day. The implied volatity was 24.50, the open interest changed by 22 which increased total open position to 89
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 45.95, which was -31.05 lower than the previous day. The implied volatity was 27.87, the open interest changed by 19 which increased total open position to 68
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 77, 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 1 Nov SRF was trading at 2252.30. The strike last trading price was 77, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 77, which was 9.50 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 67.5, which was -12.70 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 80.2, which was 11.95 higher 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 68.25, which was -34.65 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 102.9, which was 13.25 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 89.65, which was 13.65 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 76, which was -16.00 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 92, 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 21 Oct SRF was trading at 2277.95. The strike last trading price was 90, which was -0.90 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 90.9, 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 90.9, which was 27.60 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 63.3, which was 15.30 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 48, 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 48, which was 2.65 higher 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 45.35, which was -18.65 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 64, 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 64, 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 64, which was 8.45 higher 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 55.55, which was 13.20 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 42.35, 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 24 Sept SRF was trading at 2432.50. The strike last trading price was 42.35, 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 42.35, 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 42.35, 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 42.35, 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 42.35, 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 13 Sept SRF was trading at 2466.40. The strike last trading price was 42.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
