SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.57
Theta: -1.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 4.7 | -1.70 | 28.42 | 1,552 | -42 | 177 | |||
| 19 Dec | 2283.95 | 6.4 | -0.20 | 26.08 | 514 | -4 | 220 | |||
| 18 Dec | 2272.05 | 6.6 | -1.95 | 28.22 | 348 | 19 | 226 | |||
| 17 Dec | 2280.00 | 8.55 | -5.20 | 26.93 | 245 | 64 | 207 | |||
| 16 Dec | 2306.45 | 13.75 | -0.05 | 25.56 | 241 | -21 | 142 | |||
| 13 Dec | 2296.70 | 13.8 | -2.20 | 22.90 | 812 | -5 | 164 | |||
| 12 Dec | 2298.80 | 16 | -12.80 | 23.30 | 462 | 38 | 170 | |||
| 11 Dec | 2336.45 | 28.8 | -8.90 | 21.97 | 372 | 13 | 134 | |||
| 10 Dec | 2343.60 | 37.7 | 12.70 | 24.67 | 1,099 | -74 | 122 | |||
| 9 Dec | 2302.35 | 25 | 3.45 | 22.81 | 699 | 80 | 197 | |||
| 6 Dec | 2294.70 | 21.55 | -7.80 | 22.38 | 387 | 20 | 116 | |||
| 5 Dec | 2319.75 | 29.35 | -3.90 | 21.55 | 435 | 8 | 95 | |||
| 4 Dec | 2333.70 | 33.25 | 5.50 | 22.42 | 370 | 7 | 88 | |||
| 3 Dec | 2311.25 | 27.75 | -1.55 | 21.42 | 362 | 2 | 80 | |||
| 2 Dec | 2296.95 | 29.3 | 5.55 | 24.31 | 394 | 19 | 79 | |||
| 29 Nov | 2265.00 | 23.75 | -3.75 | 24.43 | 224 | 51 | 61 | |||
| 28 Nov | 2262.40 | 27.5 | -7.50 | 25.34 | 38 | 3 | 11 | |||
| 27 Nov | 2296.60 | 35 | 23.35 | 24.30 | 19 | -3 | 8 | |||
| 26 Nov | 2234.65 | 11.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 2223.55 | 11.65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 22 Nov | 2163.25 | 11.65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 21 Nov | 2143.65 | 11.65 | -15.60 | 27.29 | 1 | 0 | 12 | |||
| 20 Nov | 2199.50 | 27.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 27.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 27.25 | 0.00 | 0.00 | 0 | 12 | 0 | |||
| 14 Nov | 2235.20 | 27.25 | -37.00 | 22.51 | 237 | 12 | 12 | |||
| 13 Nov | 2197.90 | 64.25 | 0.00 | 5.00 | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 64.25 | 0.00 | 3.31 | 0 | 0 | 0 | |||
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| 11 Nov | 2294.20 | 64.25 | 0.00 | 1.99 | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 64.25 | 0.00 | 1.95 | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 64.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2343.05 | 64.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 64.25 | 1.49 | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2380 expiring on 26DEC2024
Delta for 2380 CE is 0.12
Historical price for 2380 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 4.7, which was -1.70 lower than the previous day. The implied volatity was 28.42, the open interest changed by -42 which decreased total open position to 177
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 6.4, which was -0.20 lower than the previous day. The implied volatity was 26.08, the open interest changed by -4 which decreased total open position to 220
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 6.6, which was -1.95 lower than the previous day. The implied volatity was 28.22, the open interest changed by 19 which increased total open position to 226
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 8.55, which was -5.20 lower than the previous day. The implied volatity was 26.93, the open interest changed by 64 which increased total open position to 207
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 13.75, which was -0.05 lower than the previous day. The implied volatity was 25.56, the open interest changed by -21 which decreased total open position to 142
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 13.8, which was -2.20 lower than the previous day. The implied volatity was 22.90, the open interest changed by -5 which decreased total open position to 164
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 16, which was -12.80 lower than the previous day. The implied volatity was 23.30, the open interest changed by 38 which increased total open position to 170
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 28.8, which was -8.90 lower than the previous day. The implied volatity was 21.97, the open interest changed by 13 which increased total open position to 134
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 37.7, which was 12.70 higher than the previous day. The implied volatity was 24.67, the open interest changed by -74 which decreased total open position to 122
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 25, which was 3.45 higher than the previous day. The implied volatity was 22.81, the open interest changed by 80 which increased total open position to 197
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 21.55, which was -7.80 lower than the previous day. The implied volatity was 22.38, the open interest changed by 20 which increased total open position to 116
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 29.35, which was -3.90 lower than the previous day. The implied volatity was 21.55, the open interest changed by 8 which increased total open position to 95
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 33.25, which was 5.50 higher than the previous day. The implied volatity was 22.42, the open interest changed by 7 which increased total open position to 88
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 27.75, which was -1.55 lower than the previous day. The implied volatity was 21.42, the open interest changed by 2 which increased total open position to 80
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 29.3, which was 5.55 higher than the previous day. The implied volatity was 24.31, the open interest changed by 19 which increased total open position to 79
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 23.75, which was -3.75 lower than the previous day. The implied volatity was 24.43, the open interest changed by 51 which increased total open position to 61
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 27.5, which was -7.50 lower than the previous day. The implied volatity was 25.34, the open interest changed by 3 which increased total open position to 11
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 35, which was 23.35 higher than the previous day. The implied volatity was 24.30, the open interest changed by -3 which decreased total open position to 8
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 11.65, 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 25 Nov SRF was trading at 2223.55. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 11.65, which was -15.60 lower than the previous day. The implied volatity was 27.29, the open interest changed by 0 which decreased total open position to 12
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 27.25, 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 27.25, 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 27.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 27.25, which was -37.00 lower than the previous day. The implied volatity was 22.51, the open interest changed by 12 which increased total open position to 12
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 64.25, which was 0.00 lower than the previous day. The implied volatity was 5.00, 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 64.25, which was 0.00 lower than the previous day. The implied volatity was 3.31, 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 64.25, which was 0.00 lower than the previous day. The implied volatity was 1.99, 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 64.25, 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 7 Nov SRF was trading at 2378.45. The strike last trading price was 64.25, 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 64.25, 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 64.25, which was lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0
| SRF 26DEC2024 2380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 75.85 | -34.05 | - | 11 | -2 | 44 |
| 19 Dec | 2283.95 | 109.9 | 26.60 | 42.64 | 3 | -1 | 46 |
| 18 Dec | 2272.05 | 83.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2280.00 | 83.3 | 0.00 | 0.00 | 0 | -1 | 0 |
| 16 Dec | 2306.45 | 83.3 | -11.65 | 24.47 | 2 | 0 | 48 |
| 13 Dec | 2296.70 | 94.95 | 7.65 | 28.49 | 8 | -1 | 46 |
| 12 Dec | 2298.80 | 87.3 | 24.90 | 23.21 | 12 | 0 | 48 |
| 11 Dec | 2336.45 | 62.4 | 0.10 | 24.28 | 30 | 8 | 48 |
| 10 Dec | 2343.60 | 62.3 | -24.15 | 25.20 | 39 | 27 | 40 |
| 9 Dec | 2302.35 | 86.45 | 10.10 | 28.50 | 4 | -1 | 12 |
| 6 Dec | 2294.70 | 76.35 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 2319.75 | 76.35 | -11.80 | 22.79 | 2 | 1 | 13 |
| 4 Dec | 2333.70 | 88.15 | -36.85 | 28.37 | 2 | 1 | 11 |
| 3 Dec | 2311.25 | 125 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2296.95 | 125 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 2265.00 | 125 | 0.00 | 0.00 | 0 | 8 | 0 |
| 28 Nov | 2262.40 | 125 | 8.30 | 25.61 | 14 | 7 | 9 |
| 27 Nov | 2296.60 | 116.7 | -58.00 | 29.55 | 2 | 0 | 0 |
| 26 Nov | 2234.65 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2223.55 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2163.25 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2143.65 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2294.20 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 174.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2378.45 | 174.7 | 0.00 | 0.75 | 0 | 0 | 0 |
| 6 Nov | 2343.05 | 174.7 | 0.00 | 0.09 | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 174.7 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2380 expiring on 26DEC2024
Delta for 2380 PE is -
Historical price for 2380 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 75.85, which was -34.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 44
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 109.9, which was 26.60 higher than the previous day. The implied volatity was 42.64, the open interest changed by -1 which decreased total open position to 46
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 83.3, 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 17 Dec SRF was trading at 2280.00. The strike last trading price was 83.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 83.3, which was -11.65 lower than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 48
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 94.95, which was 7.65 higher than the previous day. The implied volatity was 28.49, the open interest changed by -1 which decreased total open position to 46
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 87.3, which was 24.90 higher than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 48
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 62.4, which was 0.10 higher than the previous day. The implied volatity was 24.28, the open interest changed by 8 which increased total open position to 48
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 62.3, which was -24.15 lower than the previous day. The implied volatity was 25.20, the open interest changed by 27 which increased total open position to 40
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 86.45, which was 10.10 higher than the previous day. The implied volatity was 28.50, the open interest changed by -1 which decreased total open position to 12
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 76.35, 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 5 Dec SRF was trading at 2319.75. The strike last trading price was 76.35, which was -11.80 lower than the previous day. The implied volatity was 22.79, the open interest changed by 1 which increased total open position to 13
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 88.15, which was -36.85 lower than the previous day. The implied volatity was 28.37, the open interest changed by 1 which increased total open position to 11
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 125, 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 2 Dec SRF was trading at 2296.95. The strike last trading price was 125, 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 29 Nov SRF was trading at 2265.00. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 125, which was 8.30 higher than the previous day. The implied volatity was 25.61, the open interest changed by 7 which increased total open position to 9
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 116.7, which was -58.00 lower than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 174.7, 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 174.7, 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 174.7, 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 174.7, 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 174.7, 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 174.7, 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 174.7, 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 174.7, 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 174.7, 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 174.7, 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 174.7, 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 174.7, 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 174.7, 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 6 Nov SRF was trading at 2343.05. The strike last trading price was 174.7, which was 0.00 lower than the previous day. The implied volatity was 0.09, 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 174.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
