SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.71
Theta: -1.73
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 6.7 | -2.75 | 27.47 | 1,749 | -49 | 289 | |||
| 19 Dec | 2283.95 | 9.45 | 0.60 | 25.66 | 662 | -39 | 344 | |||
| 18 Dec | 2272.05 | 8.85 | -3.60 | 27.32 | 560 | 20 | 383 | |||
| 17 Dec | 2280.00 | 12.45 | -6.40 | 27.13 | 823 | 70 | 367 | |||
| 16 Dec | 2306.45 | 18.85 | -0.10 | 25.47 | 624 | -36 | 304 | |||
| 13 Dec | 2296.70 | 18.95 | -3.15 | 22.90 | 756 | 86 | 340 | |||
| 12 Dec | 2298.80 | 22.1 | -18.25 | 23.70 | 583 | 16 | 270 | |||
| 11 Dec | 2336.45 | 40.35 | -7.65 | 23.67 | 640 | -96 | 258 | |||
| 10 Dec | 2343.60 | 48 | 16.30 | 25.41 | 2,681 | 159 | 356 | |||
| 9 Dec | 2302.35 | 31.7 | 3.85 | 22.65 | 439 | 56 | 193 | |||
| 6 Dec | 2294.70 | 27.85 | -8.65 | 22.52 | 232 | 6 | 139 | |||
| 5 Dec | 2319.75 | 36.5 | -3.50 | 21.38 | 324 | -2 | 134 | |||
| 4 Dec | 2333.70 | 40 | 6.15 | 21.95 | 934 | 50 | 134 | |||
| 3 Dec | 2311.25 | 33.85 | -2.50 | 21.01 | 313 | -1 | 84 | |||
| 2 Dec | 2296.95 | 36.35 | 8.25 | 24.56 | 303 | 2 | 84 | |||
| 29 Nov | 2265.00 | 28.1 | -1.80 | 23.99 | 295 | 56 | 85 | |||
| 28 Nov | 2262.40 | 29.9 | -13.10 | 23.90 | 61 | 23 | 28 | |||
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| 27 Nov | 2296.60 | 43 | -182.00 | 24.78 | 17 | 6 | 6 | |||
| 26 Nov | 2234.65 | 225 | 0.00 | 4.14 | 0 | 0 | 0 | |||
| 25 Nov | 2223.55 | 225 | 0.00 | 4.51 | 0 | 0 | 0 | |||
| 22 Nov | 2163.25 | 225 | 0.00 | 6.19 | 0 | 0 | 0 | |||
| 21 Nov | 2143.65 | 225 | 0.00 | 7.20 | 0 | 0 | 0 | |||
| 20 Nov | 2199.50 | 225 | 0.00 | 5.03 | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 225 | 0.00 | 5.03 | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 225 | 0.00 | 5.35 | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 225 | 0.00 | 3.19 | 0 | 0 | 0 | |||
| 13 Nov | 2197.90 | 225 | 0.00 | 4.39 | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 225 | 0.00 | 3.00 | 0 | 0 | 0 | |||
| 11 Nov | 2294.20 | 225 | 0.00 | 1.31 | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 225 | 0.00 | 0.26 | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 225 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2343.05 | 225 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 225 | 225.00 | 0.89 | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 2421.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2481.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2497.85 | 0 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2360 expiring on 26DEC2024
Delta for 2360 CE is 0.16
Historical price for 2360 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 6.7, which was -2.75 lower than the previous day. The implied volatity was 27.47, the open interest changed by -49 which decreased total open position to 289
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 9.45, which was 0.60 higher than the previous day. The implied volatity was 25.66, the open interest changed by -39 which decreased total open position to 344
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 8.85, which was -3.60 lower than the previous day. The implied volatity was 27.32, the open interest changed by 20 which increased total open position to 383
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 12.45, which was -6.40 lower than the previous day. The implied volatity was 27.13, the open interest changed by 70 which increased total open position to 367
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 18.85, which was -0.10 lower than the previous day. The implied volatity was 25.47, the open interest changed by -36 which decreased total open position to 304
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 18.95, which was -3.15 lower than the previous day. The implied volatity was 22.90, the open interest changed by 86 which increased total open position to 340
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 22.1, which was -18.25 lower than the previous day. The implied volatity was 23.70, the open interest changed by 16 which increased total open position to 270
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 40.35, which was -7.65 lower than the previous day. The implied volatity was 23.67, the open interest changed by -96 which decreased total open position to 258
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 48, which was 16.30 higher than the previous day. The implied volatity was 25.41, the open interest changed by 159 which increased total open position to 356
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 31.7, which was 3.85 higher than the previous day. The implied volatity was 22.65, the open interest changed by 56 which increased total open position to 193
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 27.85, which was -8.65 lower than the previous day. The implied volatity was 22.52, the open interest changed by 6 which increased total open position to 139
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 36.5, which was -3.50 lower than the previous day. The implied volatity was 21.38, the open interest changed by -2 which decreased total open position to 134
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 40, which was 6.15 higher than the previous day. The implied volatity was 21.95, the open interest changed by 50 which increased total open position to 134
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 33.85, which was -2.50 lower than the previous day. The implied volatity was 21.01, the open interest changed by -1 which decreased total open position to 84
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 36.35, which was 8.25 higher than the previous day. The implied volatity was 24.56, the open interest changed by 2 which increased total open position to 84
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 28.1, which was -1.80 lower than the previous day. The implied volatity was 23.99, the open interest changed by 56 which increased total open position to 85
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 29.9, which was -13.10 lower than the previous day. The implied volatity was 23.90, the open interest changed by 23 which increased total open position to 28
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 43, which was -182.00 lower than the previous day. The implied volatity was 24.78, the open interest changed by 6 which increased total open position to 6
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 225, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 225, which was 0.00 lower than the previous day. The implied volatity was 4.51, 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 225, which was 0.00 lower than the previous day. The implied volatity was 6.19, 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 225, which was 0.00 lower than the previous day. The implied volatity was 7.20, 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 225, which was 0.00 lower than the previous day. The implied volatity was 5.03, 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 225, which was 0.00 lower than the previous day. The implied volatity was 5.03, 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 225, which was 0.00 lower than the previous day. The implied volatity was 5.35, 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 225, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 225, which was 0.00 lower than the previous day. The implied volatity was 4.39, 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 225, which was 0.00 lower than the previous day. The implied volatity was 3.00, 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 225, which was 0.00 lower than the previous day. The implied volatity was 1.31, 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 225, which was 0.00 lower than the previous day. The implied volatity was 0.26, 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 225, 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 225, 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 225, which was 225.00 higher than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 4 Oct SRF was trading at 2350.35. 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 3 Oct SRF was trading at 2421.00. 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 1 Oct SRF was trading at 2481.35. 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 30 Sept SRF was trading at 2497.85. 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 26DEC2024 2360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 63.45 | -28.00 | - | 88 | -21 | 58 |
| 19 Dec | 2283.95 | 91.45 | 4.25 | 39.09 | 7 | -1 | 79 |
| 18 Dec | 2272.05 | 87.2 | 0.40 | 10.83 | 8 | 0 | 81 |
| 17 Dec | 2280.00 | 86.8 | 16.80 | 25.39 | 3 | -2 | 81 |
| 16 Dec | 2306.45 | 70 | -7.70 | 25.66 | 1 | 0 | 84 |
| 13 Dec | 2296.70 | 77.7 | 4.25 | 26.44 | 16 | -2 | 84 |
| 12 Dec | 2298.80 | 73.45 | 25.45 | 23.59 | 71 | 5 | 87 |
| 11 Dec | 2336.45 | 48 | -1.65 | 22.74 | 260 | 9 | 78 |
| 10 Dec | 2343.60 | 49.65 | -22.55 | 24.37 | 389 | 22 | 69 |
| 9 Dec | 2302.35 | 72.2 | -4.65 | 27.56 | 6 | -4 | 47 |
| 6 Dec | 2294.70 | 76.85 | 11.45 | 22.02 | 9 | -1 | 51 |
| 5 Dec | 2319.75 | 65.4 | 0.15 | 23.39 | 31 | 3 | 52 |
| 4 Dec | 2333.70 | 65.25 | -9.40 | 23.43 | 104 | 20 | 49 |
| 3 Dec | 2311.25 | 74.65 | -29.00 | 24.04 | 10 | 1 | 28 |
| 2 Dec | 2296.95 | 103.65 | 0.00 | 0.00 | 0 | 7 | 0 |
| 29 Nov | 2265.00 | 103.65 | -8.20 | 21.71 | 19 | 7 | 27 |
| 28 Nov | 2262.40 | 111.85 | 19.95 | 26.06 | 3 | 2 | 20 |
| 27 Nov | 2296.60 | 91.9 | 7.75 | 24.77 | 19 | 17 | 17 |
| 26 Nov | 2234.65 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2223.55 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2163.25 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2143.65 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2294.20 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 84.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2378.45 | 84.15 | 0.00 | 1.54 | 0 | 0 | 0 |
| 6 Nov | 2343.05 | 84.15 | 0.00 | 0.74 | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 84.15 | 84.15 | - | 0 | 0 | 0 |
| 4 Oct | 2350.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2421.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2481.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2497.85 | 0 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2360 expiring on 26DEC2024
Delta for 2360 PE is -
Historical price for 2360 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 63.45, which was -28.00 lower than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 58
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 91.45, which was 4.25 higher than the previous day. The implied volatity was 39.09, the open interest changed by -1 which decreased total open position to 79
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 87.2, which was 0.40 higher than the previous day. The implied volatity was 10.83, the open interest changed by 0 which decreased total open position to 81
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 86.8, which was 16.80 higher than the previous day. The implied volatity was 25.39, the open interest changed by -2 which decreased total open position to 81
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 70, which was -7.70 lower than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 84
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 77.7, which was 4.25 higher than the previous day. The implied volatity was 26.44, the open interest changed by -2 which decreased total open position to 84
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 73.45, which was 25.45 higher than the previous day. The implied volatity was 23.59, the open interest changed by 5 which increased total open position to 87
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 48, which was -1.65 lower than the previous day. The implied volatity was 22.74, the open interest changed by 9 which increased total open position to 78
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 49.65, which was -22.55 lower than the previous day. The implied volatity was 24.37, the open interest changed by 22 which increased total open position to 69
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 72.2, which was -4.65 lower than the previous day. The implied volatity was 27.56, the open interest changed by -4 which decreased total open position to 47
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 76.85, which was 11.45 higher than the previous day. The implied volatity was 22.02, the open interest changed by -1 which decreased total open position to 51
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 65.4, which was 0.15 higher than the previous day. The implied volatity was 23.39, the open interest changed by 3 which increased total open position to 52
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 65.25, which was -9.40 lower than the previous day. The implied volatity was 23.43, the open interest changed by 20 which increased total open position to 49
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 74.65, which was -29.00 lower than the previous day. The implied volatity was 24.04, the open interest changed by 1 which increased total open position to 28
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 103.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 103.65, which was -8.20 lower than the previous day. The implied volatity was 21.71, the open interest changed by 7 which increased total open position to 27
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 111.85, which was 19.95 higher than the previous day. The implied volatity was 26.06, the open interest changed by 2 which increased total open position to 20
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 91.9, which was 7.75 higher than the previous day. The implied volatity was 24.77, the open interest changed by 17 which increased total open position to 17
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 84.15, 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 25 Nov SRF was trading at 2223.55. The strike last trading price was 84.15, 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 84.15, 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 21 Nov SRF was trading at 2143.65. The strike last trading price was 84.15, 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 84.15, 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 84.15, 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 84.15, 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 84.15, 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 84.15, 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 84.15, 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 84.15, 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 84.15, 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 84.15, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 84.15, which was 0.00 lower than the previous day. The implied volatity was 0.74, 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 84.15, which was 84.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Oct SRF was trading at 2350.35. 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 3 Oct SRF was trading at 2421.00. 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 1 Oct SRF was trading at 2481.35. 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 30 Sept SRF was trading at 2497.85. 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
