SRF
Srf Ltd
Historical option data for SRF
21 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.15
Theta: -0.39
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2143.65 | 0.8 | -0.70 | 36.70 | 50 | -28 | 145 | |||
| 20 Nov | 2199.50 | 1.5 | 0.00 | 28.03 | 103 | -29 | 178 | |||
| 19 Nov | 2199.50 | 1.5 | -0.15 | 28.03 | 103 | -24 | 178 | |||
| 18 Nov | 2179.35 | 1.65 | -3.50 | 29.57 | 110 | -14 | 205 | |||
| 14 Nov | 2235.20 | 5.15 | 0.05 | 23.15 | 192 | 45 | 214 | |||
| 13 Nov | 2197.90 | 5.1 | -3.70 | 26.28 | 256 | 22 | 171 | |||
| 12 Nov | 2253.05 | 8.8 | -9.55 | 24.96 | 286 | 15 | 149 | |||
| 11 Nov | 2294.20 | 18.35 | -1.85 | 23.17 | 489 | 31 | 133 | |||
| 8 Nov | 2305.95 | 20.2 | -32.30 | 22.08 | 674 | 0 | 105 | |||
| 7 Nov | 2378.45 | 52.5 | 10.80 | 21.19 | 746 | 77 | 107 | |||
| 6 Nov | 2343.05 | 41.7 | 12.60 | 21.88 | 107 | -14 | 29 | |||
| 5 Nov | 2299.15 | 29.1 | 8.10 | 23.02 | 72 | 19 | 42 | |||
| 4 Nov | 2246.70 | 21 | 0.00 | 26.58 | 49 | 16 | 23 | |||
| 1 Nov | 2252.30 | 21 | -1.05 | 24.25 | 1 | 0 | 8 | |||
| 31 Oct | 2243.15 | 22.05 | -15.05 | - | 6 | 3 | 8 | |||
| 30 Oct | 2261.95 | 37.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2260.45 | 37.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2257.25 | 37.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2206.90 | 37.1 | 0.00 | - | 0 | -1 | 0 | |||
| 24 Oct | 2257.30 | 37.1 | 4.25 | - | 5 | -1 | 5 | |||
| 23 Oct | 2248.20 | 32.85 | -1.20 | - | 9 | 1 | 4 | |||
| 22 Oct | 2178.10 | 34.05 | -20.20 | - | 3 | 1 | 3 | |||
| 21 Oct | 2277.95 | 54.25 | -11.10 | - | 1 | 0 | 3 | |||
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| 18 Oct | 2325.70 | 65.35 | 10.10 | - | 1 | 0 | 2 | |||
| 17 Oct | 2262.95 | 55.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 2306.10 | 55.25 | -28.35 | - | 1 | 0 | 2 | |||
| 15 Oct | 2351.40 | 83.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 2342.85 | 83.6 | 0.00 | - | 0 | 2 | 0 | |||
| 11 Oct | 2348.75 | 83.6 | -98.50 | - | 2 | 0 | 0 | |||
| 10 Oct | 2342.30 | 182.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2334.60 | 182.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2328.40 | 182.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2307.80 | 182.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 182.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 2421.00 | 182.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2481.35 | 182.1 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2380 expiring on 28NOV2024
Delta for 2380 CE is 0.02
Historical price for 2380 CE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 0.8, which was -0.70 lower than the previous day. The implied volatity was 36.70, the open interest changed by -28 which decreased total open position to 145
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 28.03, the open interest changed by -29 which decreased total open position to 178
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 28.03, the open interest changed by -24 which decreased total open position to 178
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 1.65, which was -3.50 lower than the previous day. The implied volatity was 29.57, the open interest changed by -14 which decreased total open position to 205
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 5.15, which was 0.05 higher than the previous day. The implied volatity was 23.15, the open interest changed by 45 which increased total open position to 214
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 5.1, which was -3.70 lower than the previous day. The implied volatity was 26.28, the open interest changed by 22 which increased total open position to 171
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 8.8, which was -9.55 lower than the previous day. The implied volatity was 24.96, the open interest changed by 15 which increased total open position to 149
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 18.35, which was -1.85 lower than the previous day. The implied volatity was 23.17, the open interest changed by 31 which increased total open position to 133
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 20.2, which was -32.30 lower than the previous day. The implied volatity was 22.08, the open interest changed by 0 which decreased total open position to 105
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 52.5, which was 10.80 higher than the previous day. The implied volatity was 21.19, the open interest changed by 77 which increased total open position to 107
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 41.7, which was 12.60 higher than the previous day. The implied volatity was 21.88, the open interest changed by -14 which decreased total open position to 29
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 29.1, which was 8.10 higher than the previous day. The implied volatity was 23.02, the open interest changed by 19 which increased total open position to 42
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 26.58, the open interest changed by 16 which increased total open position to 23
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 21, which was -1.05 lower than the previous day. The implied volatity was 24.25, the open interest changed by 0 which decreased total open position to 8
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 22.05, which was -15.05 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 37.1, 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 37.1, 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 37.1, 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 25 Oct SRF was trading at 2206.90. The strike last trading price was 37.1, 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 37.1, which was 4.25 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 32.85, which was -1.20 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 34.05, which was -20.20 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 54.25, which was -11.10 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 65.35, which was 10.10 higher 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 55.25, 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 16 Oct SRF was trading at 2306.10. The strike last trading price was 55.25, which was -28.35 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 83.6, 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 83.6, 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 83.6, which was -98.50 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 182.1, 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 182.1, 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 182.1, 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 182.1, 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 182.1, 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 182.1, 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 182.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SRF 28NOV2024 2380 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 |
| 21 Nov | 2143.65 | 174.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 174.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 174.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 174.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 174.45 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Nov | 2197.90 | 174.45 | 59.10 | 33.01 | 2 | 1 | 26 |
| 12 Nov | 2253.05 | 115.35 | 0.00 | 0.00 | 0 | -2 | 0 |
| 11 Nov | 2294.20 | 115.35 | 12.05 | 35.79 | 5 | 1 | 28 |
| 8 Nov | 2305.95 | 103.3 | 51.15 | 27.61 | 72 | 0 | 29 |
| 7 Nov | 2378.45 | 52.15 | -11.35 | 24.84 | 72 | 24 | 29 |
| 6 Nov | 2343.05 | 63.5 | -39.60 | 23.94 | 2 | 1 | 5 |
| 5 Nov | 2299.15 | 103.1 | 52.10 | 29.55 | 3 | 1 | 3 |
| 4 Nov | 2246.70 | 51 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 2252.30 | 51 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 2243.15 | 51 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 2261.95 | 51 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2260.45 | 51 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2257.25 | 51 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2206.90 | 51 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2257.30 | 51 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2248.20 | 51 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2178.10 | 51 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2277.95 | 51 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2325.70 | 51 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2262.95 | 51 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2306.10 | 51 | 0.00 | - | 0 | 0 | 2 |
| 15 Oct | 2351.40 | 51 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2342.85 | 51 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2348.75 | 51 | 0.00 | - | 0 | 0 | 2 |
| 10 Oct | 2342.30 | 51 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2334.60 | 51 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2328.40 | 51 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2307.80 | 51 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2350.35 | 51 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2421.00 | 51 | 0.00 | - | 0 | 2 | 0 |
| 1 Oct | 2481.35 | 51 | - | 4 | 2 | 2 | |
For Srf Ltd - strike price 2380 expiring on 28NOV2024
Delta for 2380 PE is 0.00
Historical price for 2380 PE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 174.45, 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 174.45, 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 174.45, 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 174.45, 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 174.45, 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 13 Nov SRF was trading at 2197.90. The strike last trading price was 174.45, which was 59.10 higher than the previous day. The implied volatity was 33.01, the open interest changed by 1 which increased total open position to 26
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 115.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 115.35, which was 12.05 higher than the previous day. The implied volatity was 35.79, the open interest changed by 1 which increased total open position to 28
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 103.3, which was 51.15 higher than the previous day. The implied volatity was 27.61, the open interest changed by 0 which decreased total open position to 29
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 52.15, which was -11.35 lower than the previous day. The implied volatity was 24.84, the open interest changed by 24 which increased total open position to 29
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 63.5, which was -39.60 lower than the previous day. The implied volatity was 23.94, the open interest changed by 1 which increased total open position to 5
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 103.1, which was 52.10 higher than the previous day. The implied volatity was 29.55, the open interest changed by 1 which increased total open position to 3
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 51, 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 Nov SRF was trading at 2252.30. The strike last trading price was 51, 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 Oct SRF was trading at 2243.15. The strike last trading price was 51, 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 Oct SRF was trading at 2261.95. The strike last trading price was 51, 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 51, 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 51, 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 25 Oct SRF was trading at 2206.90. The strike last trading price was 51, 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 51, 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 23 Oct SRF was trading at 2248.20. The strike last trading price was 51, 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 22 Oct SRF was trading at 2178.10. The strike last trading price was 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, 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 51, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
