SRF
Srf Ltd
Historical option data for SRF
27 Dec 2024 04:11 PM IST
| SRF 30JAN2025 2300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 2.74
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2264.45 | 49.95 | -4.05 | 21.46 | 797 | 119 | 329 | |||
| 26 Dec | 2262.15 | 54 | -4.00 | 21.22 | 194 | 48 | 210 | |||
| 24 Dec | 2277.85 | 58 | -8.35 | 20.74 | 143 | 9 | 162 | |||
| 23 Dec | 2286.55 | 66.35 | -7.45 | 21.53 | 199 | 45 | 153 | |||
| 20 Dec | 2277.60 | 73.8 | -2.20 | 24.33 | 245 | 91 | 112 | |||
| 19 Dec | 2283.95 | 76 | 3.35 | 22.37 | 5 | 2 | 20 | |||
| 18 Dec | 2272.05 | 72.65 | -3.05 | 24.22 | 6 | 2 | 17 | |||
| 17 Dec | 2280.00 | 75.7 | -15.30 | 23.13 | 17 | 9 | 14 | |||
| 16 Dec | 2306.45 | 91 | -34.50 | 23.28 | 1 | 0 | 4 | |||
| 13 Dec | 2296.70 | 125.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 2298.80 | 125.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 2336.45 | 125.5 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 10 Dec | 2343.60 | 125.5 | 34.55 | 23.44 | 3 | 2 | 4 | |||
| 9 Dec | 2302.35 | 90.95 | -19.75 | 18.08 | 1 | 0 | 2 | |||
| 6 Dec | 2294.70 | 110.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 2319.75 | 110.7 | -4.95 | 22.04 | 1 | 0 | 2 | |||
| 4 Dec | 2333.70 | 115.65 | 11.30 | 22.82 | 2 | 1 | 2 | |||
| 3 Dec | 2311.25 | 104.35 | -9.05 | 21.54 | 1 | 0 | 0 | |||
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| 2 Dec | 2296.95 | 113.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 2265.00 | 113.4 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2300 expiring on 30JAN2025
Delta for 2300 CE is 0.46
Historical price for 2300 CE is as follows
On 27 Dec SRF was trading at 2264.45. The strike last trading price was 49.95, which was -4.05 lower than the previous day. The implied volatity was 21.46, the open interest changed by 119 which increased total open position to 329
On 26 Dec SRF was trading at 2262.15. The strike last trading price was 54, which was -4.00 lower than the previous day. The implied volatity was 21.22, the open interest changed by 48 which increased total open position to 210
On 24 Dec SRF was trading at 2277.85. The strike last trading price was 58, which was -8.35 lower than the previous day. The implied volatity was 20.74, the open interest changed by 9 which increased total open position to 162
On 23 Dec SRF was trading at 2286.55. The strike last trading price was 66.35, which was -7.45 lower than the previous day. The implied volatity was 21.53, the open interest changed by 45 which increased total open position to 153
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 73.8, which was -2.20 lower than the previous day. The implied volatity was 24.33, the open interest changed by 91 which increased total open position to 112
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 76, which was 3.35 higher than the previous day. The implied volatity was 22.37, the open interest changed by 2 which increased total open position to 20
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 72.65, which was -3.05 lower than the previous day. The implied volatity was 24.22, the open interest changed by 2 which increased total open position to 17
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 75.7, which was -15.30 lower than the previous day. The implied volatity was 23.13, the open interest changed by 9 which increased total open position to 14
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 91, which was -34.50 lower than the previous day. The implied volatity was 23.28, the open interest changed by 0 which decreased total open position to 4
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 125.5, 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 12 Dec SRF was trading at 2298.80. The strike last trading price was 125.5, 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 11 Dec SRF was trading at 2336.45. The strike last trading price was 125.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 125.5, which was 34.55 higher than the previous day. The implied volatity was 23.44, the open interest changed by 2 which increased total open position to 4
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 90.95, which was -19.75 lower than the previous day. The implied volatity was 18.08, the open interest changed by 0 which decreased total open position to 2
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 110.7, 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 5 Dec SRF was trading at 2319.75. The strike last trading price was 110.7, which was -4.95 lower than the previous day. The implied volatity was 22.04, the open interest changed by 0 which decreased total open position to 2
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 115.65, which was 11.30 higher than the previous day. The implied volatity was 22.82, the open interest changed by 1 which increased total open position to 2
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 104.35, which was -9.05 lower than the previous day. The implied volatity was 21.54, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 113.4, 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 29 Nov SRF was trading at 2265.00. The strike last trading price was 113.4, 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 30JAN2025 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 2.74
Theta: -0.62
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2264.45 | 77.1 | 1.60 | 24.19 | 449 | 42 | 175 |
| 26 Dec | 2262.15 | 75.5 | 7.80 | 24.81 | 56 | 32 | 134 |
| 24 Dec | 2277.85 | 67.7 | -2.30 | 22.76 | 35 | 17 | 100 |
| 23 Dec | 2286.55 | 70 | -9.85 | 24.92 | 42 | 15 | 83 |
| 20 Dec | 2277.60 | 79.85 | 8.05 | 26.22 | 80 | 3 | 67 |
| 19 Dec | 2283.95 | 71.8 | -3.70 | 25.41 | 21 | 6 | 65 |
| 18 Dec | 2272.05 | 75.5 | 5.65 | 23.43 | 9 | 3 | 60 |
| 17 Dec | 2280.00 | 69.85 | 10.85 | 23.04 | 19 | 3 | 57 |
| 16 Dec | 2306.45 | 59 | -1.00 | 22.91 | 12 | 7 | 53 |
| 13 Dec | 2296.70 | 60 | -4.60 | 22.19 | 19 | 11 | 46 |
| 12 Dec | 2298.80 | 64.6 | 10.60 | 23.59 | 9 | 6 | 33 |
| 11 Dec | 2336.45 | 54 | 0.00 | 25.07 | 9 | -4 | 27 |
| 10 Dec | 2343.60 | 54 | -26.00 | 25.44 | 20 | 7 | 31 |
| 9 Dec | 2302.35 | 80 | 5.00 | 29.95 | 6 | 2 | 21 |
| 6 Dec | 2294.70 | 75 | 10.00 | 25.45 | 7 | 4 | 18 |
| 5 Dec | 2319.75 | 65 | 7.85 | 25.31 | 8 | 4 | 13 |
| 4 Dec | 2333.70 | 57.15 | -12.85 | 23.11 | 10 | 5 | 8 |
| 3 Dec | 2311.25 | 70 | -52.20 | 25.24 | 3 | 2 | 2 |
| 2 Dec | 2296.95 | 122.2 | 0.00 | 0.96 | 0 | 0 | 0 |
| 29 Nov | 2265.00 | 122.2 | 0.09 | 0 | 0 | 0 | |
For Srf Ltd - strike price 2300 expiring on 30JAN2025
Delta for 2300 PE is -0.53
Historical price for 2300 PE is as follows
On 27 Dec SRF was trading at 2264.45. The strike last trading price was 77.1, which was 1.60 higher than the previous day. The implied volatity was 24.19, the open interest changed by 42 which increased total open position to 175
On 26 Dec SRF was trading at 2262.15. The strike last trading price was 75.5, which was 7.80 higher than the previous day. The implied volatity was 24.81, the open interest changed by 32 which increased total open position to 134
On 24 Dec SRF was trading at 2277.85. The strike last trading price was 67.7, which was -2.30 lower than the previous day. The implied volatity was 22.76, the open interest changed by 17 which increased total open position to 100
On 23 Dec SRF was trading at 2286.55. The strike last trading price was 70, which was -9.85 lower than the previous day. The implied volatity was 24.92, the open interest changed by 15 which increased total open position to 83
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 79.85, which was 8.05 higher than the previous day. The implied volatity was 26.22, the open interest changed by 3 which increased total open position to 67
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 71.8, which was -3.70 lower than the previous day. The implied volatity was 25.41, the open interest changed by 6 which increased total open position to 65
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 75.5, which was 5.65 higher than the previous day. The implied volatity was 23.43, the open interest changed by 3 which increased total open position to 60
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 69.85, which was 10.85 higher than the previous day. The implied volatity was 23.04, the open interest changed by 3 which increased total open position to 57
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 59, which was -1.00 lower than the previous day. The implied volatity was 22.91, the open interest changed by 7 which increased total open position to 53
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 60, which was -4.60 lower than the previous day. The implied volatity was 22.19, the open interest changed by 11 which increased total open position to 46
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 64.6, which was 10.60 higher than the previous day. The implied volatity was 23.59, the open interest changed by 6 which increased total open position to 33
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 54, which was 0.00 lower than the previous day. The implied volatity was 25.07, the open interest changed by -4 which decreased total open position to 27
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 54, which was -26.00 lower than the previous day. The implied volatity was 25.44, the open interest changed by 7 which increased total open position to 31
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 80, which was 5.00 higher than the previous day. The implied volatity was 29.95, the open interest changed by 2 which increased total open position to 21
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 75, which was 10.00 higher than the previous day. The implied volatity was 25.45, the open interest changed by 4 which increased total open position to 18
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 65, which was 7.85 higher than the previous day. The implied volatity was 25.31, the open interest changed by 4 which increased total open position to 13
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 57.15, which was -12.85 lower than the previous day. The implied volatity was 23.11, the open interest changed by 5 which increased total open position to 8
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 70, which was -52.20 lower than the previous day. The implied volatity was 25.24, the open interest changed by 2 which increased total open position to 2
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 122.2, which was 0.00 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 122.2, which was lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
