SRF
SRF LTD
Historical option data for SRF
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 2400.75 | 66.05 | -1.05 | - | 3,51,375 | 24,000 | 2,10,750 | |||
| 4 Jul | 2390.25 | 67.1 | - | 5,10,750 | 12,750 | 1,86,750 | ||||
| 3 Jul | 2381.50 | 68.1 | - | 3,34,500 | 42,750 | 1,74,000 | ||||
| 2 Jul | 2393.70 | 71.1 | - | 4,78,500 | 79,500 | 1,31,625 | ||||
| 1 Jul | 2462.40 | 110.55 | - | 94,500 | 1,125 | 52,125 | ||||
| 28 Jun | 2436.05 | 93 | - | 1,01,625 | 3,375 | 51,000 | ||||
| 27 Jun | 2458.85 | 120 | - | 3,60,750 | -10,125 | 47,625 | ||||
| 26 Jun | 2398.80 | 82.9 | - | 93,375 | 8,250 | 58,125 | ||||
| 25 Jun | 2393.85 | 82.5 | - | 48,750 | 20,250 | 49,875 | ||||
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| 24 Jun | 2420.25 | 100.05 | - | 17,625 | 3,375 | 30,000 | ||||
| 21 Jun | 2460.05 | 126.95 | - | 7,125 | 0 | 26,250 | ||||
| 20 Jun | 2499.35 | 155.05 | - | 46,875 | -3,375 | 26,625 | ||||
| 19 Jun | 2416.75 | 99.55 | - | 30,375 | 16,875 | 30,000 | ||||
| 18 Jun | 2422.20 | 105.10 | - | 21,750 | 3,000 | 13,125 | ||||
| 14 Jun | 2402.00 | 95.00 | - | 8,250 | 1,875 | 10,125 | ||||
| 13 Jun | 2399.90 | 101.00 | - | 10,500 | 4,125 | 8,250 | ||||
| 12 Jun | 2365.90 | 92.00 | - | 6,000 | 2,250 | 3,750 | ||||
| 11 Jun | 2327.70 | 72.00 | - | 750 | 375 | 1,125 | ||||
| 10 Jun | 2354.65 | 81.70 | - | 750 | 375 | 375 | ||||
| 7 Jun | 2312.30 | 326.30 | - | 0 | 0 | 0 | ||||
| 5 Jun | 2295.05 | 326.30 | - | 0 | 0 | 0 | ||||
For SRF LTD - strike price 2400 expiring on 25JUL2024
Delta for 2400 CE is -
Historical price for 2400 CE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 66.05, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 210750
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 67.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 12750 which increased total open position to 186750
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 68.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 42750 which increased total open position to 174000
On 2 Jul SRF was trading at 2393.70. The strike last trading price was 71.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 79500 which increased total open position to 131625
On 1 Jul SRF was trading at 2462.40. The strike last trading price was 110.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 52125
On 28 Jun SRF was trading at 2436.05. The strike last trading price was 93, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 51000
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 120, which was lower than the previous day. The implied volatity was -, the open interest changed by -10125 which decreased total open position to 47625
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 82.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 58125
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 82.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 20250 which increased total open position to 49875
On 24 Jun SRF was trading at 2420.25. The strike last trading price was 100.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 30000
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 126.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26250
On 20 Jun SRF was trading at 2499.35. The strike last trading price was 155.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -3375 which decreased total open position to 26625
On 19 Jun SRF was trading at 2416.75. The strike last trading price was 99.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 16875 which increased total open position to 30000
On 18 Jun SRF was trading at 2422.20. The strike last trading price was 105.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 13125
On 14 Jun SRF was trading at 2402.00. The strike last trading price was 95.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 10125
On 13 Jun SRF was trading at 2399.90. The strike last trading price was 101.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 8250
On 12 Jun SRF was trading at 2365.90. The strike last trading price was 92.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 3750
On 11 Jun SRF was trading at 2327.70. The strike last trading price was 72.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1125
On 10 Jun SRF was trading at 2354.65. The strike last trading price was 81.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 375
On 7 Jun SRF was trading at 2312.30. The strike last trading price was 326.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SRF was trading at 2295.05. The strike last trading price was 326.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 2400.75 | 63 | -7.05 | - | 1,46,625 | -5,625 | 1,80,750 |
| 4 Jul | 2390.25 | 70.05 | - | 1,63,125 | 1,500 | 1,86,375 | |
| 3 Jul | 2381.50 | 70.3 | - | 1,13,625 | 19,875 | 1,84,875 | |
| 2 Jul | 2393.70 | 72.3 | - | 5,44,500 | 34,875 | 1,65,000 | |
| 1 Jul | 2462.40 | 41.65 | - | 1,78,125 | -10,125 | 1,30,125 | |
| 28 Jun | 2436.05 | 52.7 | - | 2,81,250 | 63,000 | 1,40,250 | |
| 27 Jun | 2458.85 | 40.3 | - | 1,51,500 | -1,875 | 77,250 | |
| 26 Jun | 2398.80 | 63.55 | - | 46,125 | 14,625 | 78,375 | |
| 25 Jun | 2393.85 | 66.4 | - | 56,250 | 17,250 | 63,750 | |
| 24 Jun | 2420.25 | 59.7 | - | 38,250 | 10,500 | 46,125 | |
| 21 Jun | 2460.05 | 46.10 | - | 31,875 | 7,500 | 35,625 | |
| 20 Jun | 2499.35 | 47.00 | - | 56,625 | 20,625 | 28,125 | |
| 19 Jun | 2416.75 | 72.00 | - | 4,500 | 1,500 | 7,500 | |
| 18 Jun | 2422.20 | 61.00 | - | 6,000 | 3,375 | 5,625 | |
| 14 Jun | 2402.00 | 80.40 | - | 2,625 | 2,250 | 2,250 | |
| 13 Jun | 2399.90 | 44.05 | - | 0 | 0 | 0 | |
| 12 Jun | 2365.90 | 44.05 | - | 0 | 0 | 0 | |
| 11 Jun | 2327.70 | 44.05 | - | 0 | 0 | 0 | |
| 10 Jun | 2354.65 | 44.05 | - | 0 | 0 | 0 | |
| 7 Jun | 2312.30 | 44.05 | - | 0 | 0 | 0 | |
| 5 Jun | 2295.05 | 44.05 | - | 0 | 0 | 0 | |
For SRF LTD - strike price 2400 expiring on 25JUL2024
Delta for 2400 PE is -
Historical price for 2400 PE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 63, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by -5625 which decreased total open position to 180750
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 70.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 186375
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 70.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 19875 which increased total open position to 184875
On 2 Jul SRF was trading at 2393.70. The strike last trading price was 72.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 34875 which increased total open position to 165000
On 1 Jul SRF was trading at 2462.40. The strike last trading price was 41.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -10125 which decreased total open position to 130125
On 28 Jun SRF was trading at 2436.05. The strike last trading price was 52.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 63000 which increased total open position to 140250
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 40.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -1875 which decreased total open position to 77250
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 63.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 14625 which increased total open position to 78375
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 66.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 17250 which increased total open position to 63750
On 24 Jun SRF was trading at 2420.25. The strike last trading price was 59.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 46125
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 46.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 35625
On 20 Jun SRF was trading at 2499.35. The strike last trading price was 47.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 20625 which increased total open position to 28125
On 19 Jun SRF was trading at 2416.75. The strike last trading price was 72.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 7500
On 18 Jun SRF was trading at 2422.20. The strike last trading price was 61.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 5625
On 14 Jun SRF was trading at 2402.00. The strike last trading price was 80.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 2250
On 13 Jun SRF was trading at 2399.90. The strike last trading price was 44.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun SRF was trading at 2365.90. The strike last trading price was 44.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun SRF was trading at 2327.70. The strike last trading price was 44.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun SRF was trading at 2354.65. The strike last trading price was 44.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun SRF was trading at 2312.30. The strike last trading price was 44.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SRF was trading at 2295.05. The strike last trading price was 44.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0