SRF
Srf Ltd
Historical option data for SRF
21 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.28
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2143.65 | 1.6 | -4.15 | 29.88 | 897 | -47 | 676 | |||
| 20 Nov | 2199.50 | 5.75 | 0.00 | 25.03 | 1,189 | -100 | 729 | |||
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| 19 Nov | 2199.50 | 5.75 | 0.30 | 25.03 | 1,189 | -94 | 729 | |||
| 18 Nov | 2179.35 | 5.45 | -14.00 | 26.62 | 2,395 | 186 | 823 | |||
| 14 Nov | 2235.20 | 19.45 | 4.15 | 22.76 | 952 | -38 | 639 | |||
| 13 Nov | 2197.90 | 15.3 | -10.80 | 24.94 | 1,676 | 150 | 678 | |||
| 12 Nov | 2253.05 | 26.1 | -21.80 | 24.59 | 1,491 | 84 | 556 | |||
| 11 Nov | 2294.20 | 47.9 | -1.40 | 23.05 | 1,622 | 64 | 474 | |||
| 8 Nov | 2305.95 | 49.3 | -53.45 | 21.40 | 170 | 10 | 415 | |||
| 7 Nov | 2378.45 | 102.75 | 14.20 | 20.54 | 368 | -39 | 407 | |||
| 6 Nov | 2343.05 | 88.55 | 25.50 | 23.21 | 2,425 | -133 | 447 | |||
| 5 Nov | 2299.15 | 63.05 | 18.00 | 22.91 | 1,135 | 19 | 580 | |||
| 4 Nov | 2246.70 | 45.05 | 0.15 | 26.60 | 685 | 110 | 562 | |||
| 1 Nov | 2252.30 | 44.9 | 1.40 | 23.85 | 30 | -1 | 450 | |||
| 31 Oct | 2243.15 | 43.5 | -12.40 | - | 328 | 96 | 449 | |||
| 30 Oct | 2261.95 | 55.9 | 4.50 | - | 345 | 68 | 352 | |||
| 29 Oct | 2260.45 | 51.4 | -3.60 | - | 190 | 32 | 284 | |||
| 28 Oct | 2257.25 | 55 | 16.00 | - | 436 | 12 | 255 | |||
| 25 Oct | 2206.90 | 39 | -12.65 | - | 238 | 1 | 243 | |||
| 24 Oct | 2257.30 | 51.65 | -10.60 | - | 535 | 133 | 238 | |||
| 23 Oct | 2248.20 | 62.25 | 9.95 | - | 521 | 0 | 107 | |||
| 22 Oct | 2178.10 | 52.3 | -32.65 | - | 323 | 62 | 109 | |||
| 21 Oct | 2277.95 | 84.95 | -23.05 | - | 43 | 5 | 46 | |||
| 18 Oct | 2325.70 | 108 | 22.45 | - | 61 | 4 | 42 | |||
| 17 Oct | 2262.95 | 85.55 | -22.50 | - | 50 | 16 | 38 | |||
| 16 Oct | 2306.10 | 108.05 | -3.95 | - | 38 | -4 | 21 | |||
| 15 Oct | 2351.40 | 112 | 4.00 | - | 2 | 0 | 23 | |||
| 14 Oct | 2342.85 | 108 | -8.40 | - | 15 | 13 | 22 | |||
| 11 Oct | 2348.75 | 116.4 | 2.65 | - | 5 | 0 | 8 | |||
| 10 Oct | 2342.30 | 113.75 | 3.80 | - | 4 | 3 | 7 | |||
| 9 Oct | 2334.60 | 109.95 | -15.05 | - | 1 | 0 | 3 | |||
| 8 Oct | 2328.40 | 125 | 25.00 | - | 1 | 0 | 3 | |||
| 7 Oct | 2307.80 | 100 | -134.85 | - | 3 | 2 | 2 | |||
| 4 Oct | 2350.35 | 234.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2481.35 | 234.85 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2300 expiring on 28NOV2024
Delta for 2300 CE is 0.04
Historical price for 2300 CE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 1.6, which was -4.15 lower than the previous day. The implied volatity was 29.88, the open interest changed by -47 which decreased total open position to 676
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 25.03, the open interest changed by -100 which decreased total open position to 729
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 5.75, which was 0.30 higher than the previous day. The implied volatity was 25.03, the open interest changed by -94 which decreased total open position to 729
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 5.45, which was -14.00 lower than the previous day. The implied volatity was 26.62, the open interest changed by 186 which increased total open position to 823
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 19.45, which was 4.15 higher than the previous day. The implied volatity was 22.76, the open interest changed by -38 which decreased total open position to 639
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 15.3, which was -10.80 lower than the previous day. The implied volatity was 24.94, the open interest changed by 150 which increased total open position to 678
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 26.1, which was -21.80 lower than the previous day. The implied volatity was 24.59, the open interest changed by 84 which increased total open position to 556
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 47.9, which was -1.40 lower than the previous day. The implied volatity was 23.05, the open interest changed by 64 which increased total open position to 474
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 49.3, which was -53.45 lower than the previous day. The implied volatity was 21.40, the open interest changed by 10 which increased total open position to 415
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 102.75, which was 14.20 higher than the previous day. The implied volatity was 20.54, the open interest changed by -39 which decreased total open position to 407
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 88.55, which was 25.50 higher than the previous day. The implied volatity was 23.21, the open interest changed by -133 which decreased total open position to 447
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 63.05, which was 18.00 higher than the previous day. The implied volatity was 22.91, the open interest changed by 19 which increased total open position to 580
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 45.05, which was 0.15 higher than the previous day. The implied volatity was 26.60, the open interest changed by 110 which increased total open position to 562
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 44.9, which was 1.40 higher than the previous day. The implied volatity was 23.85, the open interest changed by -1 which decreased total open position to 450
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 43.5, which was -12.40 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 55.9, which was 4.50 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 51.4, which was -3.60 lower 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 55, which was 16.00 higher 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 39, which was -12.65 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 51.65, which was -10.60 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 62.25, which was 9.95 higher 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 52.3, which was -32.65 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 84.95, which was -23.05 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 108, which was 22.45 higher 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 85.55, which was -22.50 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 108.05, which was -3.95 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 112, which was 4.00 higher 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 108, which was -8.40 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 116.4, 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 10 Oct SRF was trading at 2342.30. The strike last trading price was 113.75, which was 3.80 higher 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 109.95, which was -15.05 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 125, which was 25.00 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 100, which was -134.85 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 234.85, 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 1 Oct SRF was trading at 2481.35. The strike last trading price was 234.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SRF 28NOV2024 2300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2143.65 | 155 | 57.35 | - | 16 | -3 | 278 |
| 20 Nov | 2199.50 | 97.65 | 0.00 | - | 42 | -10 | 282 |
| 19 Nov | 2199.50 | 97.65 | -19.35 | - | 42 | -9 | 282 |
| 18 Nov | 2179.35 | 117 | 41.05 | - | 50 | -6 | 291 |
| 14 Nov | 2235.20 | 75.95 | -34.90 | 25.51 | 87 | -29 | 297 |
| 13 Nov | 2197.90 | 110.85 | 31.10 | 33.02 | 155 | -51 | 327 |
| 12 Nov | 2253.05 | 79.75 | 29.80 | 27.29 | 787 | -13 | 379 |
| 11 Nov | 2294.20 | 49.95 | -4.65 | 26.51 | 948 | 50 | 500 |
| 8 Nov | 2305.95 | 54.6 | 30.95 | 27.10 | 1,290 | 93 | 464 |
| 7 Nov | 2378.45 | 23.65 | -4.45 | 25.67 | 893 | 30 | 374 |
| 6 Nov | 2343.05 | 28.1 | -25.40 | 23.39 | 774 | -34 | 350 |
| 5 Nov | 2299.15 | 53.5 | -30.45 | 27.34 | 177 | -26 | 387 |
| 4 Nov | 2246.70 | 83.95 | -0.30 | 27.58 | 121 | 71 | 413 |
| 1 Nov | 2252.30 | 84.25 | 4.85 | 27.88 | 11 | 1 | 332 |
| 31 Oct | 2243.15 | 79.4 | 3.95 | - | 176 | 120 | 331 |
| 30 Oct | 2261.95 | 75.45 | 1.90 | - | 74 | 33 | 208 |
| 29 Oct | 2260.45 | 73.55 | -6.45 | - | 103 | 45 | 173 |
| 28 Oct | 2257.25 | 80 | -28.00 | - | 72 | 32 | 129 |
| 25 Oct | 2206.90 | 108 | 28.05 | - | 41 | -3 | 97 |
| 24 Oct | 2257.30 | 79.95 | -20.05 | - | 85 | -1 | 99 |
| 23 Oct | 2248.20 | 100 | -43.15 | - | 230 | 26 | 101 |
| 22 Oct | 2178.10 | 143.15 | 55.15 | - | 57 | 12 | 74 |
| 21 Oct | 2277.95 | 88 | 23.00 | - | 21 | 3 | 61 |
| 18 Oct | 2325.70 | 65 | -20.00 | - | 29 | 1 | 58 |
| 17 Oct | 2262.95 | 85 | 5.05 | - | 47 | 6 | 57 |
| 16 Oct | 2306.10 | 79.95 | 27.95 | - | 42 | 15 | 50 |
| 15 Oct | 2351.40 | 52 | 0.00 | - | 5 | 2 | 35 |
| 14 Oct | 2342.85 | 52 | 2.50 | - | 22 | 8 | 33 |
| 11 Oct | 2348.75 | 49.5 | -5.80 | - | 10 | 6 | 25 |
| 10 Oct | 2342.30 | 55.3 | -5.95 | - | 7 | 3 | 20 |
| 9 Oct | 2334.60 | 61.25 | -9.15 | - | 6 | 0 | 17 |
| 8 Oct | 2328.40 | 70.4 | -11.10 | - | 15 | 3 | 18 |
| 7 Oct | 2307.80 | 81.5 | 20.05 | - | 15 | -2 | 17 |
| 4 Oct | 2350.35 | 61.45 | 32.35 | - | 5 | 1 | 18 |
| 1 Oct | 2481.35 | 29.1 | - | 20 | 17 | 17 | |
For Srf Ltd - strike price 2300 expiring on 28NOV2024
Delta for 2300 PE is -
Historical price for 2300 PE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 155, which was 57.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 278
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 97.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 282
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 97.65, which was -19.35 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 282
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 117, which was 41.05 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 291
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 75.95, which was -34.90 lower than the previous day. The implied volatity was 25.51, the open interest changed by -29 which decreased total open position to 297
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 110.85, which was 31.10 higher than the previous day. The implied volatity was 33.02, the open interest changed by -51 which decreased total open position to 327
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 79.75, which was 29.80 higher than the previous day. The implied volatity was 27.29, the open interest changed by -13 which decreased total open position to 379
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 49.95, which was -4.65 lower than the previous day. The implied volatity was 26.51, the open interest changed by 50 which increased total open position to 500
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 54.6, which was 30.95 higher than the previous day. The implied volatity was 27.10, the open interest changed by 93 which increased total open position to 464
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 23.65, which was -4.45 lower than the previous day. The implied volatity was 25.67, the open interest changed by 30 which increased total open position to 374
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 28.1, which was -25.40 lower than the previous day. The implied volatity was 23.39, the open interest changed by -34 which decreased total open position to 350
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 53.5, which was -30.45 lower than the previous day. The implied volatity was 27.34, the open interest changed by -26 which decreased total open position to 387
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 83.95, which was -0.30 lower than the previous day. The implied volatity was 27.58, the open interest changed by 71 which increased total open position to 413
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 84.25, which was 4.85 higher than the previous day. The implied volatity was 27.88, the open interest changed by 1 which increased total open position to 332
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 79.4, which was 3.95 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 75.45, which was 1.90 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 73.55, which was -6.45 lower 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 80, which was -28.00 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 108, which was 28.05 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 79.95, which was -20.05 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 100, which was -43.15 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 143.15, which was 55.15 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 88, which was 23.00 higher 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 65, which was -20.00 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 85, which was 5.05 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 79.95, which was 27.95 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 52, 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 52, which was 2.50 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 49.5, which was -5.80 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 55.3, which was -5.95 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 61.25, which was -9.15 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 70.4, which was -11.10 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 81.5, which was 20.05 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 61.45, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct SRF was trading at 2481.35. The strike last trading price was 29.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
