SRF
Srf Ltd
Historical option data for SRF
03 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 2.25
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 2311.25 | 61.8 | -1.65 | 20.81 | 1,237 | 30 | 591 | |||
| 2 Dec | 2296.95 | 63.45 | 13.65 | 25.17 | 1,078 | -5 | 563 | |||
| 29 Nov | 2265.00 | 49.8 | -3.20 | 24.19 | 891 | 58 | 567 | |||
| 28 Nov | 2262.40 | 53 | -14.50 | 24.43 | 962 | 93 | 508 | |||
| 27 Nov | 2296.60 | 67.5 | 27.50 | 24.13 | 1,663 | 138 | 415 | |||
| 26 Nov | 2234.65 | 40 | 1.05 | 23.19 | 239 | 19 | 275 | |||
| 25 Nov | 2223.55 | 38.95 | 13.25 | 24.16 | 433 | 181 | 255 | |||
| 22 Nov | 2163.25 | 25.7 | 3.40 | 24.51 | 358 | 156 | 230 | |||
| 21 Nov | 2143.65 | 22.3 | -14.25 | 26.25 | 99 | 31 | 72 | |||
| 20 Nov | 2199.50 | 36.55 | 0.00 | 24.64 | 366 | 17 | 42 | |||
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| 19 Nov | 2199.50 | 36.55 | 6.45 | 24.64 | 366 | 18 | 42 | |||
| 18 Nov | 2179.35 | 30.1 | -21.85 | 24.18 | 13 | 6 | 23 | |||
| 14 Nov | 2235.20 | 51.95 | 12.95 | 22.24 | 48 | 9 | 17 | |||
| 13 Nov | 2197.90 | 39 | -18.50 | 21.82 | 13 | 5 | 7 | |||
| 12 Nov | 2253.05 | 57.5 | -12.45 | 23.08 | 2 | 0 | 1 | |||
| 11 Nov | 2294.20 | 69.95 | -24.05 | 18.39 | 1 | 0 | 0 | |||
| 8 Nov | 2305.95 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2343.05 | 94 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 94 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2300 expiring on 26DEC2024
Delta for 2300 CE is 0.59
Historical price for 2300 CE is as follows
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 61.8, which was -1.65 lower than the previous day. The implied volatity was 20.81, the open interest changed by 30 which increased total open position to 591
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 63.45, which was 13.65 higher than the previous day. The implied volatity was 25.17, the open interest changed by -5 which decreased total open position to 563
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 49.8, which was -3.20 lower than the previous day. The implied volatity was 24.19, the open interest changed by 58 which increased total open position to 567
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 53, which was -14.50 lower than the previous day. The implied volatity was 24.43, the open interest changed by 93 which increased total open position to 508
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 67.5, which was 27.50 higher than the previous day. The implied volatity was 24.13, the open interest changed by 138 which increased total open position to 415
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 40, which was 1.05 higher than the previous day. The implied volatity was 23.19, the open interest changed by 19 which increased total open position to 275
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 38.95, which was 13.25 higher than the previous day. The implied volatity was 24.16, the open interest changed by 181 which increased total open position to 255
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 25.7, which was 3.40 higher than the previous day. The implied volatity was 24.51, the open interest changed by 156 which increased total open position to 230
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 22.3, which was -14.25 lower than the previous day. The implied volatity was 26.25, the open interest changed by 31 which increased total open position to 72
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 36.55, which was 0.00 lower than the previous day. The implied volatity was 24.64, the open interest changed by 17 which increased total open position to 42
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 36.55, which was 6.45 higher than the previous day. The implied volatity was 24.64, the open interest changed by 18 which increased total open position to 42
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 30.1, which was -21.85 lower than the previous day. The implied volatity was 24.18, the open interest changed by 6 which increased total open position to 23
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 51.95, which was 12.95 higher than the previous day. The implied volatity was 22.24, the open interest changed by 9 which increased total open position to 17
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 39, which was -18.50 lower than the previous day. The implied volatity was 21.82, the open interest changed by 5 which increased total open position to 7
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 57.5, which was -12.45 lower than the previous day. The implied volatity was 23.08, the open interest changed by 0 which decreased total open position to 1
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 69.95, which was -24.05 lower than the previous day. The implied volatity was 18.39, 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 94, 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 94, 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 94, 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 94, 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 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 2.26
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 2311.25 | 45.05 | -7.55 | 24.75 | 649 | 69 | 354 |
| 2 Dec | 2296.95 | 52.6 | -17.05 | 24.30 | 617 | 26 | 288 |
| 29 Nov | 2265.00 | 69.65 | -2.75 | 23.78 | 431 | 55 | 264 |
| 28 Nov | 2262.40 | 72.4 | 10.55 | 25.18 | 292 | 51 | 209 |
| 27 Nov | 2296.60 | 61.85 | -32.25 | 26.06 | 214 | 70 | 157 |
| 26 Nov | 2234.65 | 94.1 | -2.90 | 26.79 | 44 | 29 | 87 |
| 25 Nov | 2223.55 | 97 | -35.00 | 24.77 | 32 | 30 | 57 |
| 22 Nov | 2163.25 | 132 | -39.00 | 23.41 | 7 | 5 | 32 |
| 21 Nov | 2143.65 | 171 | 54.00 | 30.38 | 11 | -1 | 28 |
| 20 Nov | 2199.50 | 117 | 0.00 | 24.13 | 6 | 3 | 29 |
| 19 Nov | 2199.50 | 117 | -14.00 | 24.13 | 6 | 3 | 29 |
| 18 Nov | 2179.35 | 131 | 33.95 | 24.07 | 2 | 0 | 25 |
| 14 Nov | 2235.20 | 97.05 | -26.20 | 25.71 | 16 | 6 | 25 |
| 13 Nov | 2197.90 | 123.25 | 31.35 | 28.12 | 13 | -5 | 19 |
| 12 Nov | 2253.05 | 91.9 | 21.90 | 24.04 | 4 | 1 | 25 |
| 11 Nov | 2294.20 | 70 | 5.30 | 25.23 | 14 | 3 | 23 |
| 8 Nov | 2305.95 | 64.7 | 22.15 | 23.10 | 9 | 2 | 19 |
| 7 Nov | 2378.45 | 42.55 | -8.70 | 25.10 | 13 | 5 | 16 |
| 6 Nov | 2343.05 | 51.25 | -74.05 | 24.87 | 14 | 10 | 10 |
| 5 Nov | 2299.15 | 125.3 | 1.07 | 0 | 0 | 0 | |
For Srf Ltd - strike price 2300 expiring on 26DEC2024
Delta for 2300 PE is -0.42
Historical price for 2300 PE is as follows
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 45.05, which was -7.55 lower than the previous day. The implied volatity was 24.75, the open interest changed by 69 which increased total open position to 354
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 52.6, which was -17.05 lower than the previous day. The implied volatity was 24.30, the open interest changed by 26 which increased total open position to 288
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 69.65, which was -2.75 lower than the previous day. The implied volatity was 23.78, the open interest changed by 55 which increased total open position to 264
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 72.4, which was 10.55 higher than the previous day. The implied volatity was 25.18, the open interest changed by 51 which increased total open position to 209
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 61.85, which was -32.25 lower than the previous day. The implied volatity was 26.06, the open interest changed by 70 which increased total open position to 157
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 94.1, which was -2.90 lower than the previous day. The implied volatity was 26.79, the open interest changed by 29 which increased total open position to 87
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 97, which was -35.00 lower than the previous day. The implied volatity was 24.77, the open interest changed by 30 which increased total open position to 57
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 132, which was -39.00 lower than the previous day. The implied volatity was 23.41, the open interest changed by 5 which increased total open position to 32
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 171, which was 54.00 higher than the previous day. The implied volatity was 30.38, the open interest changed by -1 which decreased total open position to 28
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 117, which was 0.00 lower than the previous day. The implied volatity was 24.13, the open interest changed by 3 which increased total open position to 29
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 117, which was -14.00 lower than the previous day. The implied volatity was 24.13, the open interest changed by 3 which increased total open position to 29
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 131, which was 33.95 higher than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 25
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 97.05, which was -26.20 lower than the previous day. The implied volatity was 25.71, the open interest changed by 6 which increased total open position to 25
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 123.25, which was 31.35 higher than the previous day. The implied volatity was 28.12, the open interest changed by -5 which decreased total open position to 19
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 91.9, which was 21.90 higher than the previous day. The implied volatity was 24.04, the open interest changed by 1 which increased total open position to 25
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 70, which was 5.30 higher than the previous day. The implied volatity was 25.23, the open interest changed by 3 which increased total open position to 23
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 64.7, which was 22.15 higher than the previous day. The implied volatity was 23.10, the open interest changed by 2 which increased total open position to 19
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 42.55, which was -8.70 lower than the previous day. The implied volatity was 25.10, the open interest changed by 5 which increased total open position to 16
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 51.25, which was -74.05 lower than the previous day. The implied volatity was 24.87, the open interest changed by 10 which increased total open position to 10
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 125.3, which was lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
