[--[65.84.65.76]--]
SRF
SRF LTD

2400.75 10.50 (0.44%)

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Historical option data for SRF

05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 2400.75 127.95 -16.05 - 8,250 -2,625 14,250
4 Jul 2390.25 144 - 12,000 3,000 16,875
3 Jul 2381.50 125 - 7,875 1,875 13,875
2 Jul 2393.70 132 - 19,500 6,375 11,625
1 Jul 2462.40 191 - 5,250 0 5,250
28 Jun 2436.05 163.65 - 3,750 -750 5,250
27 Jun 2458.85 203.15 - 9,375 -1,500 6,000
26 Jun 2398.80 144.05 - 1,125 750 7,125
25 Jun 2393.85 143 - 5,250 3,750 6,375
24 Jun 2420.25 163.65 - 1,875 375 2,250
21 Jun 2460.05 229.50 - 0 -3,750 0
20 Jun 2499.35 229.50 - 6,000 -3,000 2,625
19 Jun 2416.75 165.00 - 375 0 5,625
18 Jun 2422.20 177.65 - 750 5,625 5,625
14 Jun 2402.00 147.60 - 0 375 0
13 Jun 2399.90 147.60 - 1,125 0 5,250
12 Jun 2365.90 143.85 - 5,250 4,875 4,875
11 Jun 2327.70 82.05 - 0 0 0
10 Jun 2354.65 82.05 - 0 0 0
7 Jun 2312.30 82.05 - 0 0 0
5 Jun 2295.05 82.05 - 0 0 0


For SRF LTD - strike price 2300 expiring on 25JUL2024

Delta for 2300 CE is -

Historical price for 2300 CE is as follows

On 5 Jul SRF was trading at 2400.75. The strike last trading price was 127.95, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 14250


On 4 Jul SRF was trading at 2390.25. The strike last trading price was 144, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 16875


On 3 Jul SRF was trading at 2381.50. The strike last trading price was 125, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 13875


On 2 Jul SRF was trading at 2393.70. The strike last trading price was 132, which was lower than the previous day. The implied volatity was -, the open interest changed by 6375 which increased total open position to 11625


On 1 Jul SRF was trading at 2462.40. The strike last trading price was 191, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5250


On 28 Jun SRF was trading at 2436.05. The strike last trading price was 163.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 5250


On 27 Jun SRF was trading at 2458.85. The strike last trading price was 203.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 6000


On 26 Jun SRF was trading at 2398.80. The strike last trading price was 144.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 7125


On 25 Jun SRF was trading at 2393.85. The strike last trading price was 143, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 6375


On 24 Jun SRF was trading at 2420.25. The strike last trading price was 163.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 2250


On 21 Jun SRF was trading at 2460.05. The strike last trading price was 229.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -3750 which decreased total open position to 0


On 20 Jun SRF was trading at 2499.35. The strike last trading price was 229.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 2625


On 19 Jun SRF was trading at 2416.75. The strike last trading price was 165.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5625


On 18 Jun SRF was trading at 2422.20. The strike last trading price was 177.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 5625


On 14 Jun SRF was trading at 2402.00. The strike last trading price was 147.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0


On 13 Jun SRF was trading at 2399.90. The strike last trading price was 147.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5250


On 12 Jun SRF was trading at 2365.90. The strike last trading price was 143.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 4875


On 11 Jun SRF was trading at 2327.70. The strike last trading price was 82.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun SRF was trading at 2354.65. The strike last trading price was 82.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun SRF was trading at 2312.30. The strike last trading price was 82.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun SRF was trading at 2295.05. The strike last trading price was 82.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 2400.75 26.05 -4.30 - 1,81,125 17,625 3,45,000
4 Jul 2390.25 30.35 - 1,66,500 4,125 3,27,375
3 Jul 2381.50 29.9 - 1,28,625 1,125 3,23,250
2 Jul 2393.70 31.55 - 4,73,625 1,00,125 3,36,000
1 Jul 2462.40 16.55 - 2,56,125 61,500 2,35,875
28 Jun 2436.05 21.4 - 1,79,625 19,500 1,74,375
27 Jun 2458.85 18.6 - 1,96,500 27,000 1,54,875
26 Jun 2398.80 28 - 88,125 27,375 1,27,500
25 Jun 2393.85 30.6 - 59,250 30,750 1,00,125
24 Jun 2420.25 26.95 - 57,375 10,500 69,000
21 Jun 2460.05 21.10 - 26,625 2,250 58,125
20 Jun 2499.35 21.00 - 62,250 26,250 55,875
19 Jun 2416.75 33.00 - 3,000 1,125 29,625
18 Jun 2422.20 32.10 - 29,625 12,750 27,375
14 Jun 2402.00 34.55 - 6,000 375 14,625
13 Jun 2399.90 39.00 - 13,500 6,750 14,625
12 Jun 2365.90 55.00 - 8,250 4,125 7,500
11 Jun 2327.70 57.35 - 3,375 3,000 3,000
10 Jun 2354.65 133.40 - 0 0 0
7 Jun 2312.30 133.40 - 0 0 0
5 Jun 2295.05 133.40 - 0 0 0


For SRF LTD - strike price 2300 expiring on 25JUL2024

Delta for 2300 PE is -

Historical price for 2300 PE is as follows

On 5 Jul SRF was trading at 2400.75. The strike last trading price was 26.05, which was -4.30 lower than the previous day. The implied volatity was -, the open interest changed by 17625 which increased total open position to 345000


On 4 Jul SRF was trading at 2390.25. The strike last trading price was 30.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 327375


On 3 Jul SRF was trading at 2381.50. The strike last trading price was 29.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 323250


On 2 Jul SRF was trading at 2393.70. The strike last trading price was 31.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 100125 which increased total open position to 336000


On 1 Jul SRF was trading at 2462.40. The strike last trading price was 16.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 61500 which increased total open position to 235875


On 28 Jun SRF was trading at 2436.05. The strike last trading price was 21.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 174375


On 27 Jun SRF was trading at 2458.85. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 27000 which increased total open position to 154875


On 26 Jun SRF was trading at 2398.80. The strike last trading price was 28, which was lower than the previous day. The implied volatity was -, the open interest changed by 27375 which increased total open position to 127500


On 25 Jun SRF was trading at 2393.85. The strike last trading price was 30.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 30750 which increased total open position to 100125


On 24 Jun SRF was trading at 2420.25. The strike last trading price was 26.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 69000


On 21 Jun SRF was trading at 2460.05. The strike last trading price was 21.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 58125


On 20 Jun SRF was trading at 2499.35. The strike last trading price was 21.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 26250 which increased total open position to 55875


On 19 Jun SRF was trading at 2416.75. The strike last trading price was 33.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 29625


On 18 Jun SRF was trading at 2422.20. The strike last trading price was 32.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 12750 which increased total open position to 27375


On 14 Jun SRF was trading at 2402.00. The strike last trading price was 34.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 14625


On 13 Jun SRF was trading at 2399.90. The strike last trading price was 39.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 14625


On 12 Jun SRF was trading at 2365.90. The strike last trading price was 55.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 7500


On 11 Jun SRF was trading at 2327.70. The strike last trading price was 57.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000


On 10 Jun SRF was trading at 2354.65. The strike last trading price was 133.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun SRF was trading at 2312.30. The strike last trading price was 133.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun SRF was trading at 2295.05. The strike last trading price was 133.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0