SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.89
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 10.65 | -3.55 | 27.80 | 4,088 | 157 | 417 | |||
| 19 Dec | 2283.95 | 14.2 | 1.95 | 25.72 | 564 | 21 | 261 | |||
| 18 Dec | 2272.05 | 12.25 | -3.95 | 26.77 | 482 | 19 | 253 | |||
| 17 Dec | 2280.00 | 16.2 | -9.15 | 26.21 | 702 | 5 | 233 | |||
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| 16 Dec | 2306.45 | 25.35 | 0.05 | 25.40 | 606 | 32 | 230 | |||
| 13 Dec | 2296.70 | 25.3 | -3.70 | 22.82 | 691 | 0 | 193 | |||
| 12 Dec | 2298.80 | 29 | -21.50 | 23.75 | 571 | -39 | 196 | |||
| 11 Dec | 2336.45 | 50.5 | -7.55 | 23.86 | 419 | -29 | 235 | |||
| 10 Dec | 2343.60 | 58.05 | 18.55 | 25.36 | 1,526 | 34 | 266 | |||
| 9 Dec | 2302.35 | 39.5 | 4.85 | 22.39 | 615 | 4 | 238 | |||
| 6 Dec | 2294.70 | 34.65 | -11.10 | 22.33 | 313 | 20 | 233 | |||
| 5 Dec | 2319.75 | 45.75 | -4.50 | 21.60 | 543 | 9 | 214 | |||
| 4 Dec | 2333.70 | 50.25 | 7.80 | 22.52 | 718 | 53 | 208 | |||
| 3 Dec | 2311.25 | 42.45 | -0.45 | 21.19 | 278 | 1 | 155 | |||
| 2 Dec | 2296.95 | 42.9 | 8.90 | 24.15 | 293 | 27 | 154 | |||
| 29 Nov | 2265.00 | 34 | -3.15 | 23.90 | 230 | 26 | 127 | |||
| 28 Nov | 2262.40 | 37.15 | -10.75 | 24.30 | 219 | 13 | 101 | |||
| 27 Nov | 2296.60 | 47.9 | 20.45 | 23.65 | 155 | 43 | 87 | |||
| 26 Nov | 2234.65 | 27.45 | 0.25 | 23.29 | 21 | 6 | 45 | |||
| 25 Nov | 2223.55 | 27.2 | 10.20 | 24.29 | 17 | 7 | 39 | |||
| 22 Nov | 2163.25 | 17 | -4.35 | 24.32 | 9 | 2 | 34 | |||
| 21 Nov | 2143.65 | 21.35 | -11.75 | 29.67 | 7 | 1 | 34 | |||
| 20 Nov | 2199.50 | 33.1 | 0.00 | 27.75 | 336 | 33 | 33 | |||
| 19 Nov | 2199.50 | 33.1 | -45.00 | 27.75 | 336 | 33 | 33 | |||
| 18 Nov | 2179.35 | 78.1 | 0.00 | 4.82 | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 78.1 | 0.00 | 2.54 | 0 | 0 | 0 | |||
| 13 Nov | 2197.90 | 78.1 | 0.00 | 3.56 | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 78.1 | 0.00 | 2.28 | 0 | 0 | 0 | |||
| 11 Nov | 2294.20 | 78.1 | 0.00 | 0.62 | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 78.1 | 0.00 | 0.54 | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2343.05 | 78.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 78.1 | 0.27 | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2340 expiring on 26DEC2024
Delta for 2340 CE is 0.23
Historical price for 2340 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 10.65, which was -3.55 lower than the previous day. The implied volatity was 27.80, the open interest changed by 157 which increased total open position to 417
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 14.2, which was 1.95 higher than the previous day. The implied volatity was 25.72, the open interest changed by 21 which increased total open position to 261
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 12.25, which was -3.95 lower than the previous day. The implied volatity was 26.77, the open interest changed by 19 which increased total open position to 253
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 16.2, which was -9.15 lower than the previous day. The implied volatity was 26.21, the open interest changed by 5 which increased total open position to 233
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 25.35, which was 0.05 higher than the previous day. The implied volatity was 25.40, the open interest changed by 32 which increased total open position to 230
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 25.3, which was -3.70 lower than the previous day. The implied volatity was 22.82, the open interest changed by 0 which decreased total open position to 193
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 29, which was -21.50 lower than the previous day. The implied volatity was 23.75, the open interest changed by -39 which decreased total open position to 196
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 50.5, which was -7.55 lower than the previous day. The implied volatity was 23.86, the open interest changed by -29 which decreased total open position to 235
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 58.05, which was 18.55 higher than the previous day. The implied volatity was 25.36, the open interest changed by 34 which increased total open position to 266
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 39.5, which was 4.85 higher than the previous day. The implied volatity was 22.39, the open interest changed by 4 which increased total open position to 238
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 34.65, which was -11.10 lower than the previous day. The implied volatity was 22.33, the open interest changed by 20 which increased total open position to 233
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 45.75, which was -4.50 lower than the previous day. The implied volatity was 21.60, the open interest changed by 9 which increased total open position to 214
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 50.25, which was 7.80 higher than the previous day. The implied volatity was 22.52, the open interest changed by 53 which increased total open position to 208
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 42.45, which was -0.45 lower than the previous day. The implied volatity was 21.19, the open interest changed by 1 which increased total open position to 155
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 42.9, which was 8.90 higher than the previous day. The implied volatity was 24.15, the open interest changed by 27 which increased total open position to 154
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 34, which was -3.15 lower than the previous day. The implied volatity was 23.90, the open interest changed by 26 which increased total open position to 127
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 37.15, which was -10.75 lower than the previous day. The implied volatity was 24.30, the open interest changed by 13 which increased total open position to 101
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 47.9, which was 20.45 higher than the previous day. The implied volatity was 23.65, the open interest changed by 43 which increased total open position to 87
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 27.45, which was 0.25 higher than the previous day. The implied volatity was 23.29, the open interest changed by 6 which increased total open position to 45
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 27.2, which was 10.20 higher than the previous day. The implied volatity was 24.29, the open interest changed by 7 which increased total open position to 39
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 17, which was -4.35 lower than the previous day. The implied volatity was 24.32, the open interest changed by 2 which increased total open position to 34
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 21.35, which was -11.75 lower than the previous day. The implied volatity was 29.67, the open interest changed by 1 which increased total open position to 34
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 33.1, which was 0.00 lower than the previous day. The implied volatity was 27.75, the open interest changed by 33 which increased total open position to 33
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 33.1, which was -45.00 lower than the previous day. The implied volatity was 27.75, the open interest changed by 33 which increased total open position to 33
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 78.1, which was 0.00 lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 78.1, which was 0.00 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 78.1, which was 0.00 lower than the previous day. The implied volatity was 3.56, the open interest changed by 0 which decreased total open position to 0
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 78.1, which was 0.00 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 78.1, which was 0.00 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 78.1, which was 0.00 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 78.1, 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 6 Nov SRF was trading at 2343.05. The strike last trading price was 78.1, 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 5 Nov SRF was trading at 2299.15. The strike last trading price was 78.1, which was lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
| SRF 26DEC2024 2340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.84
Theta: -1.26
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 70.75 | 1.55 | 25.41 | 215 | -5 | 72 |
| 19 Dec | 2283.95 | 69.2 | -6.00 | 31.78 | 4 | 0 | 76 |
| 18 Dec | 2272.05 | 75.2 | 9.05 | 22.53 | 12 | -3 | 85 |
| 17 Dec | 2280.00 | 66.15 | 14.65 | 20.78 | 57 | 4 | 88 |
| 16 Dec | 2306.45 | 51.5 | -13.40 | 22.08 | 17 | 1 | 84 |
| 13 Dec | 2296.70 | 64.9 | 5.45 | 26.59 | 30 | -3 | 84 |
| 12 Dec | 2298.80 | 59.45 | 20.90 | 23.09 | 187 | 0 | 87 |
| 11 Dec | 2336.45 | 38.55 | -3.70 | 23.08 | 211 | 1 | 81 |
| 10 Dec | 2343.60 | 42.25 | -19.00 | 25.58 | 508 | 13 | 82 |
| 9 Dec | 2302.35 | 61.25 | -3.80 | 27.78 | 61 | 1 | 69 |
| 6 Dec | 2294.70 | 65.05 | 11.75 | 22.47 | 38 | 1 | 71 |
| 5 Dec | 2319.75 | 53.3 | -0.50 | 22.91 | 171 | 4 | 70 |
| 4 Dec | 2333.70 | 53.8 | -6.65 | 23.18 | 228 | 12 | 67 |
| 3 Dec | 2311.25 | 60.45 | -6.30 | 22.88 | 46 | 8 | 55 |
| 2 Dec | 2296.95 | 66.75 | -26.00 | 21.07 | 4 | 2 | 49 |
| 29 Nov | 2265.00 | 92.75 | -5.60 | 23.11 | 43 | 23 | 46 |
| 28 Nov | 2262.40 | 98.35 | 12.00 | 25.98 | 34 | 14 | 24 |
| 27 Nov | 2296.60 | 86.35 | -28.65 | 27.32 | 2 | 1 | 11 |
| 26 Nov | 2234.65 | 115 | -14.00 | 24.49 | 5 | 1 | 8 |
| 25 Nov | 2223.55 | 129 | -12.80 | 26.79 | 7 | 3 | 7 |
| 22 Nov | 2163.25 | 141.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 2143.65 | 141.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 141.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 141.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 141.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 141.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 141.8 | 84.60 | 25.18 | 1 | 0 | 4 |
| 12 Nov | 2253.05 | 57.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 2294.20 | 57.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 57.2 | -3.15 | 14.80 | 1 | 0 | 4 |
| 7 Nov | 2378.45 | 60.35 | -1.35 | 26.18 | 1 | 0 | 4 |
| 6 Nov | 2343.05 | 61.7 | -87.25 | 23.17 | 4 | 2 | 2 |
| 5 Nov | 2299.15 | 148.95 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2340 expiring on 26DEC2024
Delta for 2340 PE is -0.79
Historical price for 2340 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 70.75, which was 1.55 higher than the previous day. The implied volatity was 25.41, the open interest changed by -5 which decreased total open position to 72
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 69.2, which was -6.00 lower than the previous day. The implied volatity was 31.78, the open interest changed by 0 which decreased total open position to 76
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 75.2, which was 9.05 higher than the previous day. The implied volatity was 22.53, the open interest changed by -3 which decreased total open position to 85
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 66.15, which was 14.65 higher than the previous day. The implied volatity was 20.78, the open interest changed by 4 which increased total open position to 88
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 51.5, which was -13.40 lower than the previous day. The implied volatity was 22.08, the open interest changed by 1 which increased total open position to 84
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 64.9, which was 5.45 higher than the previous day. The implied volatity was 26.59, the open interest changed by -3 which decreased total open position to 84
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 59.45, which was 20.90 higher than the previous day. The implied volatity was 23.09, the open interest changed by 0 which decreased total open position to 87
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 38.55, which was -3.70 lower than the previous day. The implied volatity was 23.08, the open interest changed by 1 which increased total open position to 81
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 42.25, which was -19.00 lower than the previous day. The implied volatity was 25.58, the open interest changed by 13 which increased total open position to 82
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 61.25, which was -3.80 lower than the previous day. The implied volatity was 27.78, the open interest changed by 1 which increased total open position to 69
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 65.05, which was 11.75 higher than the previous day. The implied volatity was 22.47, the open interest changed by 1 which increased total open position to 71
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 53.3, which was -0.50 lower than the previous day. The implied volatity was 22.91, the open interest changed by 4 which increased total open position to 70
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 53.8, which was -6.65 lower than the previous day. The implied volatity was 23.18, the open interest changed by 12 which increased total open position to 67
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 60.45, which was -6.30 lower than the previous day. The implied volatity was 22.88, the open interest changed by 8 which increased total open position to 55
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 66.75, which was -26.00 lower than the previous day. The implied volatity was 21.07, the open interest changed by 2 which increased total open position to 49
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 92.75, which was -5.60 lower than the previous day. The implied volatity was 23.11, the open interest changed by 23 which increased total open position to 46
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 98.35, which was 12.00 higher than the previous day. The implied volatity was 25.98, the open interest changed by 14 which increased total open position to 24
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 86.35, which was -28.65 lower than the previous day. The implied volatity was 27.32, the open interest changed by 1 which increased total open position to 11
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 115, which was -14.00 lower than the previous day. The implied volatity was 24.49, the open interest changed by 1 which increased total open position to 8
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 129, which was -12.80 lower than the previous day. The implied volatity was 26.79, the open interest changed by 3 which increased total open position to 7
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 141.8, 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 21 Nov SRF was trading at 2143.65. The strike last trading price was 141.8, 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 20 Nov SRF was trading at 2199.50. The strike last trading price was 141.8, 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 19 Nov SRF was trading at 2199.50. The strike last trading price was 141.8, 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 18 Nov SRF was trading at 2179.35. The strike last trading price was 141.8, 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 14 Nov SRF was trading at 2235.20. The strike last trading price was 141.8, 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 13 Nov SRF was trading at 2197.90. The strike last trading price was 141.8, which was 84.60 higher than the previous day. The implied volatity was 25.18, the open interest changed by 0 which decreased total open position to 4
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 57.2, 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 Nov SRF was trading at 2294.20. The strike last trading price was 57.2, 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 8 Nov SRF was trading at 2305.95. The strike last trading price was 57.2, which was -3.15 lower than the previous day. The implied volatity was 14.80, the open interest changed by 0 which decreased total open position to 4
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 60.35, which was -1.35 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 4
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 61.7, which was -87.25 lower than the previous day. The implied volatity was 23.17, the open interest changed by 2 which increased total open position to 2
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 148.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
