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

2583.95 -12.80 (-0.49%)

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Historical option data for SRF

24 Jan 2025 03:51 PM IST
SRF 30JAN2025 2300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 2583.95 280 -27.25 - 4 0 290
23 Jan 2596.75 307.25 101.55 73.48 4 0 291
22 Jan 2523.15 205.7 -105.30 - 24 -13 299
21 Jan 2575.15 311 11.00 79.91 2 -1 313
20 Jan 2612.10 300 -23.95 - 6 0 320
17 Jan 2606.45 323.95 28.95 54.15 1 0 321
16 Jan 2583.80 295 89.00 24.83 9 -7 322
15 Jan 2491.70 206 -2.00 - 8 -4 329
14 Jan 2509.75 208 -19.85 - 22 -4 333
13 Jan 2516.00 227.85 -75.15 - 17 -10 339
10 Jan 2601.10 303 -68.45 - 34 -12 352
9 Jan 2673.90 371.45 265.15 - 703 34 635
8 Jan 2350.95 106.3 31.30 27.53 1,835 -63 602
7 Jan 2308.45 75 19.55 28.45 4,621 -128 671
6 Jan 2277.45 55.45 -4.35 26.68 2,672 96 801
3 Jan 2284.90 59.8 28.15 24.36 3,780 181 705
2 Jan 2224.75 31.65 -0.45 22.79 582 26 523
1 Jan 2211.30 32.1 -8.85 24.17 497 87 501
31 Dec 2237.95 40.95 -2.70 25.08 933 49 415
30 Dec 2255.15 43.65 -6.30 22.73 1,548 31 363
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
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 -

Historical price for 2300 CE is as follows

On 24 Jan SRF was trading at 2583.95. The strike last trading price was 280, which was -27.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 290


On 23 Jan SRF was trading at 2596.75. The strike last trading price was 307.25, which was 101.55 higher than the previous day. The implied volatity was 73.48, the open interest changed by 0 which decreased total open position to 291


On 22 Jan SRF was trading at 2523.15. The strike last trading price was 205.7, which was -105.30 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 299


On 21 Jan SRF was trading at 2575.15. The strike last trading price was 311, which was 11.00 higher than the previous day. The implied volatity was 79.91, the open interest changed by -1 which decreased total open position to 313


On 20 Jan SRF was trading at 2612.10. The strike last trading price was 300, which was -23.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 320


On 17 Jan SRF was trading at 2606.45. The strike last trading price was 323.95, which was 28.95 higher than the previous day. The implied volatity was 54.15, the open interest changed by 0 which decreased total open position to 321


On 16 Jan SRF was trading at 2583.80. The strike last trading price was 295, which was 89.00 higher than the previous day. The implied volatity was 24.83, the open interest changed by -7 which decreased total open position to 322


On 15 Jan SRF was trading at 2491.70. The strike last trading price was 206, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 329


On 14 Jan SRF was trading at 2509.75. The strike last trading price was 208, which was -19.85 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 333


On 13 Jan SRF was trading at 2516.00. The strike last trading price was 227.85, which was -75.15 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 339


On 10 Jan SRF was trading at 2601.10. The strike last trading price was 303, which was -68.45 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 352


On 9 Jan SRF was trading at 2673.90. The strike last trading price was 371.45, which was 265.15 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 635


On 8 Jan SRF was trading at 2350.95. The strike last trading price was 106.3, which was 31.30 higher than the previous day. The implied volatity was 27.53, the open interest changed by -63 which decreased total open position to 602


On 7 Jan SRF was trading at 2308.45. The strike last trading price was 75, which was 19.55 higher than the previous day. The implied volatity was 28.45, the open interest changed by -128 which decreased total open position to 671


On 6 Jan SRF was trading at 2277.45. The strike last trading price was 55.45, which was -4.35 lower than the previous day. The implied volatity was 26.68, the open interest changed by 96 which increased total open position to 801


On 3 Jan SRF was trading at 2284.90. The strike last trading price was 59.8, which was 28.15 higher than the previous day. The implied volatity was 24.36, the open interest changed by 181 which increased total open position to 705


On 2 Jan SRF was trading at 2224.75. The strike last trading price was 31.65, which was -0.45 lower than the previous day. The implied volatity was 22.79, the open interest changed by 26 which increased total open position to 523


On 1 Jan SRF was trading at 2211.30. The strike last trading price was 32.1, which was -8.85 lower than the previous day. The implied volatity was 24.17, the open interest changed by 87 which increased total open position to 501


On 31 Dec SRF was trading at 2237.95. The strike last trading price was 40.95, which was -2.70 lower than the previous day. The implied volatity was 25.08, the open interest changed by 49 which increased total open position to 415


On 30 Dec SRF was trading at 2255.15. The strike last trading price was 43.65, which was -6.30 lower than the previous day. The implied volatity was 22.73, the open interest changed by 31 which increased total open position to 363


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: -0.02
Vega: 0.18
Theta: -0.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 2583.95 1.4 -0.8 46.81 453 92 1,332
23 Jan 2596.75 2.7 1.35 49.52 1,125 -129 1,341
22 Jan 2523.15 1.35 0.10 32.93 1,138 74 1,469
21 Jan 2575.15 1.25 0.05 37.14 181 -1 1,395
20 Jan 2612.10 1.2 -0.75 39.31 147 -20 1,397
17 Jan 2606.45 1.95 -1.05 35.97 428 -4 1,419
16 Jan 2583.80 3 -3.75 35.97 729 -24 1,423
15 Jan 2491.70 6.75 0.55 32.21 563 9 1,447
14 Jan 2509.75 6.2 -0.80 32.09 925 21 1,438
13 Jan 2516.00 7 1.80 33.47 2,025 366 1,417
10 Jan 2601.10 5.2 -1.30 34.84 3,709 -143 1,051
9 Jan 2673.90 6.5 -29.50 41.31 9,573 902 1,181
8 Jan 2350.95 36 -19.60 28.62 1,235 36 282
7 Jan 2308.45 55.6 -19.45 28.03 1,104 -20 249
6 Jan 2277.45 75.05 14.55 29.13 623 -31 271
3 Jan 2284.90 60.5 -32.65 24.22 533 89 306
2 Jan 2224.75 93.15 -8.55 23.41 22 3 213
1 Jan 2211.30 101.7 11.90 23.69 43 7 210
31 Dec 2237.95 89.8 1.50 22.68 63 9 203
30 Dec 2255.15 88.3 11.20 26.24 266 24 194
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 -0.02

Historical price for 2300 PE is as follows

On 24 Jan SRF was trading at 2583.95. The strike last trading price was 1.4, which was -0.8 lower than the previous day. The implied volatity was 46.81, the open interest changed by 92 which increased total open position to 1332


On 23 Jan SRF was trading at 2596.75. The strike last trading price was 2.7, which was 1.35 higher than the previous day. The implied volatity was 49.52, the open interest changed by -129 which decreased total open position to 1341


On 22 Jan SRF was trading at 2523.15. The strike last trading price was 1.35, which was 0.10 higher than the previous day. The implied volatity was 32.93, the open interest changed by 74 which increased total open position to 1469


On 21 Jan SRF was trading at 2575.15. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 37.14, the open interest changed by -1 which decreased total open position to 1395


On 20 Jan SRF was trading at 2612.10. The strike last trading price was 1.2, which was -0.75 lower than the previous day. The implied volatity was 39.31, the open interest changed by -20 which decreased total open position to 1397


On 17 Jan SRF was trading at 2606.45. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 35.97, the open interest changed by -4 which decreased total open position to 1419


On 16 Jan SRF was trading at 2583.80. The strike last trading price was 3, which was -3.75 lower than the previous day. The implied volatity was 35.97, the open interest changed by -24 which decreased total open position to 1423


On 15 Jan SRF was trading at 2491.70. The strike last trading price was 6.75, which was 0.55 higher than the previous day. The implied volatity was 32.21, the open interest changed by 9 which increased total open position to 1447


On 14 Jan SRF was trading at 2509.75. The strike last trading price was 6.2, which was -0.80 lower than the previous day. The implied volatity was 32.09, the open interest changed by 21 which increased total open position to 1438


On 13 Jan SRF was trading at 2516.00. The strike last trading price was 7, which was 1.80 higher than the previous day. The implied volatity was 33.47, the open interest changed by 366 which increased total open position to 1417


On 10 Jan SRF was trading at 2601.10. The strike last trading price was 5.2, which was -1.30 lower than the previous day. The implied volatity was 34.84, the open interest changed by -143 which decreased total open position to 1051


On 9 Jan SRF was trading at 2673.90. The strike last trading price was 6.5, which was -29.50 lower than the previous day. The implied volatity was 41.31, the open interest changed by 902 which increased total open position to 1181


On 8 Jan SRF was trading at 2350.95. The strike last trading price was 36, which was -19.60 lower than the previous day. The implied volatity was 28.62, the open interest changed by 36 which increased total open position to 282


On 7 Jan SRF was trading at 2308.45. The strike last trading price was 55.6, which was -19.45 lower than the previous day. The implied volatity was 28.03, the open interest changed by -20 which decreased total open position to 249


On 6 Jan SRF was trading at 2277.45. The strike last trading price was 75.05, which was 14.55 higher than the previous day. The implied volatity was 29.13, the open interest changed by -31 which decreased total open position to 271


On 3 Jan SRF was trading at 2284.90. The strike last trading price was 60.5, which was -32.65 lower than the previous day. The implied volatity was 24.22, the open interest changed by 89 which increased total open position to 306


On 2 Jan SRF was trading at 2224.75. The strike last trading price was 93.15, which was -8.55 lower than the previous day. The implied volatity was 23.41, the open interest changed by 3 which increased total open position to 213


On 1 Jan SRF was trading at 2211.30. The strike last trading price was 101.7, which was 11.90 higher than the previous day. The implied volatity was 23.69, the open interest changed by 7 which increased total open position to 210


On 31 Dec SRF was trading at 2237.95. The strike last trading price was 89.8, which was 1.50 higher than the previous day. The implied volatity was 22.68, the open interest changed by 9 which increased total open position to 203


On 30 Dec SRF was trading at 2255.15. The strike last trading price was 88.3, which was 11.20 higher than the previous day. The implied volatity was 26.24, the open interest changed by 24 which increased total open position to 194


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