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

2235.2 37.30 (1.70%)

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Historical option data for SRF

14 Nov 2024 04:11 PM IST
SRF 28NOV2024 2340 CE
Delta: 0.18
Vega: 1.15
Theta: -1.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2235.20 9.2 0.75 21.94 423 73 310
13 Nov 2197.90 8.45 -6.50 25.14 702 35 236
12 Nov 2253.05 14.95 -16.30 24.34 589 72 201
11 Nov 2294.20 31.25 -0.75 23.46 512 11 126
8 Nov 2305.95 32 -43.00 21.61 597 18 113
7 Nov 2378.45 75 12.95 20.85 869 10 95
6 Nov 2343.05 62.05 21.05 22.21 798 38 86
5 Nov 2299.15 41 10.10 21.75 90 20 49
4 Nov 2246.70 30.9 -1.10 26.40 77 9 32
1 Nov 2252.30 32 -0.10 24.42 1 0 22
31 Oct 2243.15 32.1 -7.40 - 37 7 21
30 Oct 2261.95 39.5 6.90 - 4 1 14
29 Oct 2260.45 32.6 -5.80 - 1 0 12
28 Oct 2257.25 38.4 14.40 - 1 1 13
25 Oct 2206.90 24 -11.30 - 5 2 12
24 Oct 2257.30 35.3 -18.25 - 12 6 11
23 Oct 2248.20 53.55 -153.90 - 5 4 4
22 Oct 2178.10 207.45 0.00 - 0 0 0
21 Oct 2277.95 207.45 0.00 - 0 0 0
18 Oct 2325.70 207.45 0.00 - 0 0 0
17 Oct 2262.95 207.45 0.00 - 0 0 0
16 Oct 2306.10 207.45 0.00 - 0 0 0
15 Oct 2351.40 207.45 0.00 - 0 0 0
14 Oct 2342.85 207.45 0.00 - 0 0 0
11 Oct 2348.75 207.45 0.00 - 0 0 0
10 Oct 2342.30 207.45 0.00 - 0 0 0
9 Oct 2334.60 207.45 0.00 - 0 0 0
8 Oct 2328.40 207.45 0.00 - 0 0 0
7 Oct 2307.80 207.45 0.00 - 0 0 0
4 Oct 2350.35 207.45 0.00 - 0 0 0
1 Oct 2481.35 207.45 - 0 0 0


For Srf Ltd - strike price 2340 expiring on 28NOV2024

Delta for 2340 CE is 0.18

Historical price for 2340 CE is as follows

On 14 Nov SRF was trading at 2235.20. The strike last trading price was 9.2, which was 0.75 higher than the previous day. The implied volatity was 21.94, the open interest changed by 73 which increased total open position to 310


On 13 Nov SRF was trading at 2197.90. The strike last trading price was 8.45, which was -6.50 lower than the previous day. The implied volatity was 25.14, the open interest changed by 35 which increased total open position to 236


On 12 Nov SRF was trading at 2253.05. The strike last trading price was 14.95, which was -16.30 lower than the previous day. The implied volatity was 24.34, the open interest changed by 72 which increased total open position to 201


On 11 Nov SRF was trading at 2294.20. The strike last trading price was 31.25, which was -0.75 lower than the previous day. The implied volatity was 23.46, the open interest changed by 11 which increased total open position to 126


On 8 Nov SRF was trading at 2305.95. The strike last trading price was 32, which was -43.00 lower than the previous day. The implied volatity was 21.61, the open interest changed by 18 which increased total open position to 113


On 7 Nov SRF was trading at 2378.45. The strike last trading price was 75, which was 12.95 higher than the previous day. The implied volatity was 20.85, the open interest changed by 10 which increased total open position to 95


On 6 Nov SRF was trading at 2343.05. The strike last trading price was 62.05, which was 21.05 higher than the previous day. The implied volatity was 22.21, the open interest changed by 38 which increased total open position to 86


On 5 Nov SRF was trading at 2299.15. The strike last trading price was 41, which was 10.10 higher than the previous day. The implied volatity was 21.75, the open interest changed by 20 which increased total open position to 49


On 4 Nov SRF was trading at 2246.70. The strike last trading price was 30.9, which was -1.10 lower than the previous day. The implied volatity was 26.40, the open interest changed by 9 which increased total open position to 32


On 1 Nov SRF was trading at 2252.30. The strike last trading price was 32, which was -0.10 lower than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 22


On 31 Oct SRF was trading at 2243.15. The strike last trading price was 32.1, which was -7.40 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 39.5, which was 6.90 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 32.6, 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 28 Oct SRF was trading at 2257.25. The strike last trading price was 38.4, which was 14.40 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 24, which was -11.30 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 35.3, which was -18.25 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 53.55, which was -153.90 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 207.45, 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 207.45, 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 207.45, 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 207.45, 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 207.45, 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 207.45, 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 207.45, 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 Oct SRF was trading at 2348.75. The strike last trading price was 207.45, 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 207.45, 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 207.45, 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 207.45, 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 207.45, 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 207.45, 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 207.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SRF 28NOV2024 2340 PE
Delta: -0.68
Vega: 1.57
Theta: -1.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2235.20 128.5 -21.50 41.18 8 0 120
13 Nov 2197.90 150 47.10 39.33 28 -1 121
12 Nov 2253.05 102.9 28.10 23.77 10 -3 123
11 Nov 2294.20 74.8 -1.40 27.91 40 -11 126
8 Nov 2305.95 76.2 38.55 27.01 499 48 136
7 Nov 2378.45 37.65 -6.90 26.10 349 45 86
6 Nov 2343.05 44.55 -32.25 23.79 111 31 40
5 Nov 2299.15 76.8 -38.45 28.59 3 1 9
4 Nov 2246.70 115.25 4.20 30.18 1 0 7
1 Nov 2252.30 111.05 0.00 0.00 0 1 0
31 Oct 2243.15 111.05 2.05 - 2 0 6
30 Oct 2261.95 109 0.00 - 0 0 0
29 Oct 2260.45 109 0.00 - 0 0 0
28 Oct 2257.25 109 -61.00 - 1 6 6
25 Oct 2206.90 170 0.00 - 0 0 0
24 Oct 2257.30 170 82.15 - 1 0 6
23 Oct 2248.20 87.85 -38.15 - 5 3 5
22 Oct 2178.10 126 23.40 - 1 0 2
21 Oct 2277.95 102.6 9.55 - 1 0 3
18 Oct 2325.70 93.05 0.00 - 0 0 0
17 Oct 2262.95 93.05 0.00 - 0 1 0
16 Oct 2306.10 93.05 32.25 - 2 1 3
15 Oct 2351.40 60.8 -4.45 - 1 0 3
14 Oct 2342.85 65.25 0.00 - 0 1 0
11 Oct 2348.75 65.25 -3.65 - 1 0 2
10 Oct 2342.30 68.9 0.00 - 0 1 0
9 Oct 2334.60 68.9 -31.10 - 1 0 1
8 Oct 2328.40 100 0.00 - 0 0 0
7 Oct 2307.80 100 49.50 - 2 1 2
4 Oct 2350.35 50.5 0.00 - 0 0 0
1 Oct 2481.35 50.5 - 1 0 0


For Srf Ltd - strike price 2340 expiring on 28NOV2024

Delta for 2340 PE is -0.68

Historical price for 2340 PE is as follows

On 14 Nov SRF was trading at 2235.20. The strike last trading price was 128.5, which was -21.50 lower than the previous day. The implied volatity was 41.18, the open interest changed by 0 which decreased total open position to 120


On 13 Nov SRF was trading at 2197.90. The strike last trading price was 150, which was 47.10 higher than the previous day. The implied volatity was 39.33, the open interest changed by -1 which decreased total open position to 121


On 12 Nov SRF was trading at 2253.05. The strike last trading price was 102.9, which was 28.10 higher than the previous day. The implied volatity was 23.77, the open interest changed by -3 which decreased total open position to 123


On 11 Nov SRF was trading at 2294.20. The strike last trading price was 74.8, which was -1.40 lower than the previous day. The implied volatity was 27.91, the open interest changed by -11 which decreased total open position to 126


On 8 Nov SRF was trading at 2305.95. The strike last trading price was 76.2, which was 38.55 higher than the previous day. The implied volatity was 27.01, the open interest changed by 48 which increased total open position to 136


On 7 Nov SRF was trading at 2378.45. The strike last trading price was 37.65, which was -6.90 lower than the previous day. The implied volatity was 26.10, the open interest changed by 45 which increased total open position to 86


On 6 Nov SRF was trading at 2343.05. The strike last trading price was 44.55, which was -32.25 lower than the previous day. The implied volatity was 23.79, the open interest changed by 31 which increased total open position to 40


On 5 Nov SRF was trading at 2299.15. The strike last trading price was 76.8, which was -38.45 lower than the previous day. The implied volatity was 28.59, the open interest changed by 1 which increased total open position to 9


On 4 Nov SRF was trading at 2246.70. The strike last trading price was 115.25, which was 4.20 higher than the previous day. The implied volatity was 30.18, the open interest changed by 0 which decreased total open position to 7


On 1 Nov SRF was trading at 2252.30. The strike last trading price was 111.05, 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 111.05, which was 2.05 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 109, 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 109, 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 109, which was -61.00 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 170, 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 170, which was 82.15 higher 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 87.85, which was -38.15 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 126, which was 23.40 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 102.6, which was 9.55 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 93.05, 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 93.05, 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 93.05, which was 32.25 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 60.8, which was -4.45 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 65.25, 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 Oct SRF was trading at 2348.75. The strike last trading price was 65.25, which was -3.65 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 68.9, 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 68.9, which was -31.10 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 100, 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 100, which was 49.50 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 50.5, 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 50.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to