SRF
Srf Ltd
Historical option data for SRF
02 Jan 2025 04:11 PM IST
| SRF 30JAN2025 2360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 1.78
Theta: -0.85
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 2224.75 | 16.3 | -0.20 | 22.74 | 132 | -21 | 56 | |||
| 1 Jan | 2211.30 | 16.5 | -7.40 | 23.69 | 76 | 20 | 80 | |||
| 31 Dec | 2237.95 | 23.9 | -1.90 | 25.22 | 69 | 20 | 60 | |||
| 30 Dec | 2255.15 | 25.8 | -2.60 | 23.32 | 82 | 17 | 40 | |||
| 27 Dec | 2264.45 | 28.4 | -2.60 | 21.38 | 27 | 10 | 22 | |||
| 26 Dec | 2262.15 | 31 | -15.00 | 21.06 | 10 | 3 | 11 | |||
| 24 Dec | 2277.85 | 46 | 5.15 | 25.06 | 1 | 0 | 8 | |||
| 23 Dec | 2286.55 | 40.85 | -9.15 | 22.17 | 86 | 5 | 10 | |||
| 20 Dec | 2277.60 | 50 | 0.00 | 24.72 | 6 | 3 | 4 | |||
| 19 Dec | 2283.95 | 50 | -56.05 | 22.57 | 1 | 0 | 0 | |||
| 18 Dec | 2272.05 | 106.05 | 0.00 | 2.32 | 0 | 0 | 0 | |||
| 17 Dec | 2280.00 | 106.05 | 0.00 | 1.91 | 0 | 0 | 0 | |||
| 16 Dec | 2306.45 | 106.05 | 0.00 | 0.90 | 0 | 0 | 0 | |||
| 13 Dec | 2296.70 | 106.05 | 0.00 | 0.90 | 0 | 0 | 0 | |||
| 12 Dec | 2298.80 | 106.05 | 0.00 | 0.99 | 0 | 0 | 0 | |||
| 11 Dec | 2336.45 | 106.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 2343.60 | 106.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 2302.35 | 106.05 | 0.00 | 0.30 | 0 | 0 | 0 | |||
| 6 Dec | 2294.70 | 106.05 | 0.00 | 0.88 | 0 | 0 | 0 | |||
| 5 Dec | 2319.75 | 106.05 | 0.00 | 0.08 | 0 | 0 | 0 | |||
| 4 Dec | 2333.70 | 106.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 2311.25 | 106.05 | 0.00 | 0.38 | 0 | 0 | 0 | |||
| 2 Dec | 2296.95 | 106.05 | 0.00 | 0.84 | 0 | 0 | 0 | |||
| 29 Nov | 2265.00 | 106.05 | 0.00 | 1.73 | 0 | 0 | 0 | |||
| 28 Nov | 2262.40 | 106.05 | 106.05 | 1.61 | 0 | 0 | 0 | |||
| 25 Nov | 2223.55 | 0 | 0.00 | 2.72 | 0 | 0 | 0 | |||
| 22 Nov | 2163.25 | 0 | 0.00 | 4.10 | 0 | 0 | 0 | |||
| 20 Nov | 2199.50 | 0 | 0.00 | 2.94 | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 0 | 0.00 | 2.94 | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 0 | 0.00 | 3.42 | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 0 | 0.00 | 1.95 | 0 | 0 | 0 | |||
| 13 Nov | 2197.90 | 0 | 0.00 | 2.99 | 0 | 0 | 0 | |||
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| 12 Nov | 2253.05 | 0 | 0.00 | 1.35 | 0 | 0 | 0 | |||
| 11 Nov | 2294.20 | 0 | 0.00 | 0.43 | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2343.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 0 | 0.00 | 0.31 | 0 | 0 | 0 | |||
| 4 Nov | 2246.70 | 0 | 1.50 | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2360 expiring on 30JAN2025
Delta for 2360 CE is 0.21
Historical price for 2360 CE is as follows
On 2 Jan SRF was trading at 2224.75. The strike last trading price was 16.3, which was -0.20 lower than the previous day. The implied volatity was 22.74, the open interest changed by -21 which decreased total open position to 56
On 1 Jan SRF was trading at 2211.30. The strike last trading price was 16.5, which was -7.40 lower than the previous day. The implied volatity was 23.69, the open interest changed by 20 which increased total open position to 80
On 31 Dec SRF was trading at 2237.95. The strike last trading price was 23.9, which was -1.90 lower than the previous day. The implied volatity was 25.22, the open interest changed by 20 which increased total open position to 60
On 30 Dec SRF was trading at 2255.15. The strike last trading price was 25.8, which was -2.60 lower than the previous day. The implied volatity was 23.32, the open interest changed by 17 which increased total open position to 40
On 27 Dec SRF was trading at 2264.45. The strike last trading price was 28.4, which was -2.60 lower than the previous day. The implied volatity was 21.38, the open interest changed by 10 which increased total open position to 22
On 26 Dec SRF was trading at 2262.15. The strike last trading price was 31, which was -15.00 lower than the previous day. The implied volatity was 21.06, the open interest changed by 3 which increased total open position to 11
On 24 Dec SRF was trading at 2277.85. The strike last trading price was 46, which was 5.15 higher than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 8
On 23 Dec SRF was trading at 2286.55. The strike last trading price was 40.85, which was -9.15 lower than the previous day. The implied volatity was 22.17, the open interest changed by 5 which increased total open position to 10
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 24.72, the open interest changed by 3 which increased total open position to 4
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 50, which was -56.05 lower than the previous day. The implied volatity was 22.57, the open interest changed by 0 which decreased total open position to 0
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 106.05, which was 0.00 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 106.05, which was 0.00 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.90, 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 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.99, 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 106.05, 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 10 Dec SRF was trading at 2343.60. The strike last trading price was 106.05, 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 9 Dec SRF was trading at 2302.35. The strike last trading price was 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.88, 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 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 106.05, 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 3 Dec SRF was trading at 2311.25. The strike last trading price was 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.38, 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 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.84, 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 106.05, which was 0.00 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 106.05, which was 106.05 higher than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.10, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.42, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.99, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.35, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.43, 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 0, 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 7 Nov SRF was trading at 2378.45. 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 0 which decreased total open position to 0
On 6 Nov SRF was trading at 2343.05. 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 0 which decreased total open position to 0
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
| SRF 30JAN2025 2360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 2224.75 | 107.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 2211.30 | 107.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 2237.95 | 107.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 2255.15 | 107.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 2264.45 | 107.9 | 0.00 | 0.00 | 0 | 2 | 0 |
| 26 Dec | 2262.15 | 107.9 | -72.55 | 23.41 | 2 | 0 | 0 |
| 24 Dec | 2277.85 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 2286.55 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 2277.60 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 2283.95 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 2272.05 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 2280.00 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 2306.45 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 2296.70 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 2298.80 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 2336.45 | 180.45 | 0.00 | 0.47 | 0 | 0 | 0 |
| 10 Dec | 2343.60 | 180.45 | 0.00 | 0.75 | 0 | 0 | 0 |
| 9 Dec | 2302.35 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 2294.70 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 2319.75 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 2333.70 | 180.45 | 0.00 | 0.19 | 0 | 0 | 0 |
| 3 Dec | 2311.25 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 2296.95 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 2265.00 | 180.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 2262.40 | 180.45 | 180.45 | - | 0 | 0 | 0 |
| 25 Nov | 2223.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2163.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2294.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 0 | 0.00 | 0.17 | 0 | 0 | 0 |
| 7 Nov | 2378.45 | 0 | 0.00 | 1.64 | 0 | 0 | 0 |
| 6 Nov | 2343.05 | 0 | 0.00 | 0.99 | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2246.70 | 0 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2360 expiring on 30JAN2025
Delta for 2360 PE is 0.00
Historical price for 2360 PE is as follows
On 2 Jan SRF was trading at 2224.75. The strike last trading price was 107.9, 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 Jan SRF was trading at 2211.30. The strike last trading price was 107.9, 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 31 Dec SRF was trading at 2237.95. The strike last trading price was 107.9, 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 30 Dec SRF was trading at 2255.15. The strike last trading price was 107.9, 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 27 Dec SRF was trading at 2264.45. The strike last trading price was 107.9, 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 26 Dec SRF was trading at 2262.15. The strike last trading price was 107.9, which was -72.55 lower than the previous day. The implied volatity was 23.41, the open interest changed by 0 which decreased total open position to 0
On 24 Dec SRF was trading at 2277.85. The strike last trading price was 180.45, 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 23 Dec SRF was trading at 2286.55. The strike last trading price was 180.45, 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 20 Dec SRF was trading at 2277.60. The strike last trading price was 180.45, 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 19 Dec SRF was trading at 2283.95. The strike last trading price was 180.45, 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 18 Dec SRF was trading at 2272.05. The strike last trading price was 180.45, 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 17 Dec SRF was trading at 2280.00. The strike last trading price was 180.45, 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 16 Dec SRF was trading at 2306.45. The strike last trading price was 180.45, 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 13 Dec SRF was trading at 2296.70. The strike last trading price was 180.45, 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 12 Dec SRF was trading at 2298.80. The strike last trading price was 180.45, 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 11 Dec SRF was trading at 2336.45. The strike last trading price was 180.45, which was 0.00 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 180.45, which was 0.00 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 180.45, 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 Dec SRF was trading at 2294.70. The strike last trading price was 180.45, 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 Dec SRF was trading at 2319.75. The strike last trading price was 180.45, 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 4 Dec SRF was trading at 2333.70. The strike last trading price was 180.45, which was 0.00 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 180.45, 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 2 Dec SRF was trading at 2296.95. The strike last trading price was 180.45, 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 180.45, 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 28 Nov SRF was trading at 2262.40. The strike last trading price was 180.45, which was 180.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SRF was trading at 2223.55. 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 0 which decreased total open position to 0
On 22 Nov SRF was trading at 2163.25. 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 0 which decreased total open position to 0
On 20 Nov SRF was trading at 2199.50. 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 0 which decreased total open position to 0
On 19 Nov SRF was trading at 2199.50. 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 0 which decreased total open position to 0
On 18 Nov SRF was trading at 2179.35. 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 0 which decreased total open position to 0
On 14 Nov SRF was trading at 2235.20. 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 0 which decreased total open position to 0
On 13 Nov SRF was trading at 2197.90. 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 0 which decreased total open position to 0
On 12 Nov SRF was trading at 2253.05. 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 0 which decreased total open position to 0
On 11 Nov SRF was trading at 2294.20. 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 0 which decreased total open position to 0
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.17, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.64, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.99, 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 0, 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 4 Nov SRF was trading at 2246.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
