SRF
Srf Ltd
Historical option data for SRF
14 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 1.35
Theta: -1.19
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2235.20 | 12.95 | 1.55 | 21.84 | 324 | 27 | 166 | |||
| 13 Nov | 2197.90 | 11.4 | -8.05 | 25.00 | 659 | 52 | 138 | |||
| 12 Nov | 2253.05 | 19.45 | -19.30 | 24.15 | 183 | -12 | 84 | |||
| 11 Nov | 2294.20 | 38.75 | -1.80 | 23.17 | 238 | 13 | 97 | |||
| 8 Nov | 2305.95 | 40.55 | -42.70 | 21.77 | 63 | 20 | 86 | |||
| 7 Nov | 2378.45 | 83.25 | 9.55 | 17.97 | 68 | -3 | 66 | |||
| 6 Nov | 2343.05 | 73.7 | 20.95 | 22.22 | 562 | 23 | 70 | |||
| 5 Nov | 2299.15 | 52.75 | 16.65 | 22.90 | 104 | 11 | 45 | |||
| 4 Nov | 2246.70 | 36.1 | 2.40 | 25.85 | 31 | 12 | 35 | |||
| 1 Nov | 2252.30 | 33.7 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 31 Oct | 2243.15 | 33.7 | -12.40 | - | 40 | 10 | 24 | |||
| 30 Oct | 2261.95 | 46.1 | 1.25 | - | 7 | 2 | 13 | |||
| 29 Oct | 2260.45 | 44.85 | -2.55 | - | 10 | 1 | 11 | |||
| 28 Oct | 2257.25 | 47.4 | 16.00 | - | 3 | -2 | 10 | |||
| 25 Oct | 2206.90 | 31.4 | -17.60 | - | 8 | 4 | 12 | |||
| 24 Oct | 2257.30 | 49 | -3.95 | - | 29 | 5 | 9 | |||
| 23 Oct | 2248.20 | 52.95 | -63.70 | - | 14 | 3 | 4 | |||
| 22 Oct | 2178.10 | 116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2277.95 | 116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2325.70 | 116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2262.95 | 116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2306.10 | 116.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 2351.40 | 116.65 | 0.00 | - | 0 | 1 | 0 | |||
| 14 Oct | 2342.85 | 116.65 | -197.50 | - | 1 | 0 | 0 | |||
| 11 Oct | 2348.75 | 314.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 2342.30 | 314.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2334.60 | 314.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2328.40 | 314.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2307.80 | 314.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 314.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2481.35 | 314.15 | 314.15 | - | 0 | 0 | 0 | |||
| 24 Sept | 2432.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 2402.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Sept | 2388.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 2431.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 2436.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 2466.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 2488.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 2482.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 2509.05 | 0 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2320 expiring on 28NOV2024
Delta for 2320 CE is 0.24
Historical price for 2320 CE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 12.95, which was 1.55 higher than the previous day. The implied volatity was 21.84, the open interest changed by 27 which increased total open position to 166
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 11.4, which was -8.05 lower than the previous day. The implied volatity was 25.00, the open interest changed by 52 which increased total open position to 138
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 19.45, which was -19.30 lower than the previous day. The implied volatity was 24.15, the open interest changed by -12 which decreased total open position to 84
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 38.75, which was -1.80 lower than the previous day. The implied volatity was 23.17, the open interest changed by 13 which increased total open position to 97
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 40.55, which was -42.70 lower than the previous day. The implied volatity was 21.77, the open interest changed by 20 which increased total open position to 86
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 83.25, which was 9.55 higher than the previous day. The implied volatity was 17.97, the open interest changed by -3 which decreased total open position to 66
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 73.7, which was 20.95 higher than the previous day. The implied volatity was 22.22, the open interest changed by 23 which increased total open position to 70
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 52.75, which was 16.65 higher than the previous day. The implied volatity was 22.90, the open interest changed by 11 which increased total open position to 45
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 36.1, which was 2.40 higher than the previous day. The implied volatity was 25.85, the open interest changed by 12 which increased total open position to 35
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 33.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 33.7, 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 46.1, which was 1.25 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 44.85, which was -2.55 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 47.4, 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 31.4, which was -17.60 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 49, 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 23 Oct SRF was trading at 2248.20. The strike last trading price was 52.95, which was -63.70 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 116.65, 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 21 Oct SRF was trading at 2277.95. The strike last trading price was 116.65, 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 18 Oct SRF was trading at 2325.70. The strike last trading price was 116.65, 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 17 Oct SRF was trading at 2262.95. The strike last trading price was 116.65, 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 16 Oct SRF was trading at 2306.10. The strike last trading price was 116.65, 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 15 Oct SRF was trading at 2351.40. The strike last trading price was 116.65, 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 116.65, which was -197.50 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 314.15, 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 10 Oct SRF was trading at 2342.30. The strike last trading price was 314.15, 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 9 Oct SRF was trading at 2334.60. The strike last trading price was 314.15, 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 8 Oct SRF was trading at 2328.40. The strike last trading price was 314.15, 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 7 Oct SRF was trading at 2307.80. The strike last trading price was 314.15, 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 4 Oct SRF was trading at 2350.35. The strike last trading price was 314.15, 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 314.15, which was 314.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept SRF was trading at 2432.50. The strike last trading price was 0, 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 19 Sept SRF was trading at 2402.00. The strike last trading price was 0, 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 18 Sept SRF was trading at 2388.35. The strike last trading price was 0, 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 17 Sept SRF was trading at 2431.15. The strike last trading price was 0, 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 16 Sept SRF was trading at 2436.90. The strike last trading price was 0, 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 13 Sept SRF was trading at 2466.40. The strike last trading price was 0, 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 12 Sept SRF was trading at 2488.20. The strike last trading price was 0, 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 11 Sept SRF was trading at 2482.40. The strike last trading price was 0, 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 6 Sept SRF was trading at 2509.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SRF 28NOV2024 2320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 1.54
Theta: -1.19
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2235.20 | 97 | -15.40 | 30.03 | 14 | -2 | 80 |
| 13 Nov | 2197.90 | 112.4 | 50.95 | 22.87 | 329 | 66 | 379 |
| 12 Nov | 2253.05 | 61.45 | -7.00 | - | 4 | 0 | 313 |
| 11 Nov | 2294.20 | 68.45 | 3.10 | 30.58 | 16 | -2 | 313 |
| 8 Nov | 2305.95 | 65.35 | 35.75 | 27.28 | 741 | 258 | 321 |
| 7 Nov | 2378.45 | 29.6 | -5.40 | 25.63 | 133 | 27 | 61 |
| 6 Nov | 2343.05 | 35 | -29.25 | 23.25 | 123 | 20 | 33 |
| 5 Nov | 2299.15 | 64.25 | -40.75 | 27.79 | 12 | 6 | 14 |
| 4 Nov | 2246.70 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 2252.30 | 105 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 2243.15 | 105 | 19.00 | - | 1 | 0 | 7 |
| 30 Oct | 2261.95 | 86 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2260.45 | 86 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2257.25 | 86 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2206.90 | 86 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2257.30 | 86 | 0.00 | - | 0 | 2 | 0 |
| 23 Oct | 2248.20 | 86 | -24.00 | - | 6 | 2 | 7 |
| 22 Oct | 2178.10 | 110 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 2277.95 | 110 | 47.70 | - | 4 | 0 | 4 |
| 18 Oct | 2325.70 | 62.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2262.95 | 62.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2306.10 | 62.3 | -3.85 | - | 1 | 0 | 4 |
| 15 Oct | 2351.40 | 66.15 | 0.00 | - | 0 | 2 | 0 |
| 14 Oct | 2342.85 | 66.15 | 4.85 | - | 2 | 0 | 2 |
| 11 Oct | 2348.75 | 61.3 | -6.70 | - | 2 | 0 | 1 |
| 10 Oct | 2342.30 | 68 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2334.60 | 68 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2328.40 | 68 | -18.20 | - | 1 | 0 | 1 |
| 7 Oct | 2307.80 | 86.2 | 30.65 | - | 2 | 1 | 2 |
| 4 Oct | 2350.35 | 55.55 | 14.65 | - | 1 | 0 | 1 |
| 1 Oct | 2481.35 | 40.9 | -11.20 | - | 1 | 0 | 0 |
| 24 Sept | 2432.50 | 52.1 | 52.10 | - | 0 | 0 | 0 |
| 19 Sept | 2402.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 2388.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 2431.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 2436.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 2466.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 2488.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 2482.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 2509.05 | 0 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2320 expiring on 28NOV2024
Delta for 2320 PE is -0.69
Historical price for 2320 PE is as follows
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 97, which was -15.40 lower than the previous day. The implied volatity was 30.03, the open interest changed by -2 which decreased total open position to 80
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 112.4, which was 50.95 higher than the previous day. The implied volatity was 22.87, the open interest changed by 66 which increased total open position to 379
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 61.45, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 313
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 68.45, which was 3.10 higher than the previous day. The implied volatity was 30.58, the open interest changed by -2 which decreased total open position to 313
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 65.35, which was 35.75 higher than the previous day. The implied volatity was 27.28, the open interest changed by 258 which increased total open position to 321
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 29.6, which was -5.40 lower than the previous day. The implied volatity was 25.63, the open interest changed by 27 which increased total open position to 61
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 35, which was -29.25 lower than the previous day. The implied volatity was 23.25, the open interest changed by 20 which increased total open position to 33
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 64.25, which was -40.75 lower than the previous day. The implied volatity was 27.79, the open interest changed by 6 which increased total open position to 14
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 105, 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 1 Nov SRF was trading at 2252.30. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 105, which was 19.00 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 86, 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 29 Oct SRF was trading at 2260.45. The strike last trading price was 86, 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 28 Oct SRF was trading at 2257.25. The strike last trading price was 86, 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 25 Oct SRF was trading at 2206.90. The strike last trading price was 86, 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 24 Oct SRF was trading at 2257.30. The strike last trading price was 86, 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 23 Oct SRF was trading at 2248.20. The strike last trading price was 86, which was -24.00 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 110, 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 21 Oct SRF was trading at 2277.95. The strike last trading price was 110, which was 47.70 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 62.3, 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 17 Oct SRF was trading at 2262.95. The strike last trading price was 62.3, 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 16 Oct SRF was trading at 2306.10. The strike last trading price was 62.3, which was -3.85 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 66.15, 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 66.15, which was 4.85 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 61.3, which was -6.70 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 68, 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 9 Oct SRF was trading at 2334.60. The strike last trading price was 68, 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 8 Oct SRF was trading at 2328.40. The strike last trading price was 68, which was -18.20 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 86.2, which was 30.65 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 55.55, which was 14.65 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 40.9, which was -11.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept SRF was trading at 2432.50. The strike last trading price was 52.1, which was 52.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept SRF was trading at 2402.00. The strike last trading price was 0, 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 18 Sept SRF was trading at 2388.35. The strike last trading price was 0, 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 17 Sept SRF was trading at 2431.15. The strike last trading price was 0, 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 16 Sept SRF was trading at 2436.90. The strike last trading price was 0, 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 13 Sept SRF was trading at 2466.40. The strike last trading price was 0, 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 12 Sept SRF was trading at 2488.20. The strike last trading price was 0, 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 11 Sept SRF was trading at 2482.40. The strike last trading price was 0, 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 6 Sept SRF was trading at 2509.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
