SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.44
Theta: -1.13
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 3.15 | -1.05 | 29.03 | 3,880 | -5 | 573 | |||
| 19 Dec | 2283.95 | 4.2 | -0.85 | 26.39 | 554 | 18 | 580 | |||
| 18 Dec | 2272.05 | 5.05 | -1.30 | 29.30 | 845 | -3 | 563 | |||
| 17 Dec | 2280.00 | 6.35 | -3.70 | 27.63 | 847 | 37 | 566 | |||
| 16 Dec | 2306.45 | 10.05 | -0.25 | 25.88 | 607 | -43 | 532 | |||
| 13 Dec | 2296.70 | 10.3 | -2.10 | 23.31 | 1,391 | -15 | 584 | |||
| 12 Dec | 2298.80 | 12.4 | -11.25 | 23.86 | 1,401 | 22 | 602 | |||
| 11 Dec | 2336.45 | 23.65 | -7.25 | 22.98 | 1,065 | 0 | 582 | |||
| 10 Dec | 2343.60 | 30.9 | 11.05 | 25.11 | 3,265 | 9 | 572 | |||
| 9 Dec | 2302.35 | 19.85 | 3.20 | 23.20 | 1,354 | 95 | 565 | |||
| 6 Dec | 2294.70 | 16.65 | -7.05 | 22.41 | 483 | 2 | 470 | |||
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| 5 Dec | 2319.75 | 23.7 | -2.70 | 21.90 | 1,057 | 31 | 468 | |||
| 4 Dec | 2333.70 | 26.4 | 4.60 | 22.32 | 971 | 5 | 433 | |||
| 3 Dec | 2311.25 | 21.8 | -1.70 | 21.40 | 738 | 25 | 429 | |||
| 2 Dec | 2296.95 | 23.5 | 5.35 | 24.18 | 627 | -35 | 406 | |||
| 29 Nov | 2265.00 | 18.15 | -2.65 | 23.84 | 1,237 | 111 | 444 | |||
| 28 Nov | 2262.40 | 20.8 | -8.00 | 24.40 | 630 | 53 | 332 | |||
| 27 Nov | 2296.60 | 28.8 | 12.95 | 24.18 | 612 | 107 | 280 | |||
| 26 Nov | 2234.65 | 15.85 | 0.35 | 24.10 | 111 | 45 | 173 | |||
| 25 Nov | 2223.55 | 15.5 | 5.65 | 24.74 | 128 | 81 | 129 | |||
| 22 Nov | 2163.25 | 9.85 | -0.15 | 25.07 | 33 | 8 | 56 | |||
| 21 Nov | 2143.65 | 10 | -6.00 | 27.65 | 30 | 7 | 48 | |||
| 20 Nov | 2199.50 | 16 | 0.00 | 25.39 | 19 | 12 | 40 | |||
| 19 Nov | 2199.50 | 16 | 2.00 | 25.39 | 19 | 11 | 40 | |||
| 18 Nov | 2179.35 | 14 | -8.55 | 25.74 | 2 | 0 | 28 | |||
| 14 Nov | 2235.20 | 22.55 | 3.05 | 22.43 | 10 | 5 | 28 | |||
| 13 Nov | 2197.90 | 19.5 | -7.85 | 23.85 | 20 | 2 | 22 | |||
| 12 Nov | 2253.05 | 27.35 | -9.55 | 23.56 | 7 | 1 | 19 | |||
| 11 Nov | 2294.20 | 36.9 | -10.10 | 20.96 | 5 | 1 | 17 | |||
| 8 Nov | 2305.95 | 47 | -31.00 | 23.33 | 8 | 1 | 15 | |||
| 7 Nov | 2378.45 | 78 | 9.50 | 21.49 | 13 | 6 | 14 | |||
| 6 Nov | 2343.05 | 68.5 | 18.50 | 22.49 | 7 | 4 | 6 | |||
| 5 Nov | 2299.15 | 50 | 50.00 | 22.57 | 2 | 1 | 1 | |||
| 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 2400 expiring on 26DEC2024
Delta for 2400 CE is 0.08
Historical price for 2400 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 3.15, which was -1.05 lower than the previous day. The implied volatity was 29.03, the open interest changed by -5 which decreased total open position to 573
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 4.2, which was -0.85 lower than the previous day. The implied volatity was 26.39, the open interest changed by 18 which increased total open position to 580
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 5.05, which was -1.30 lower than the previous day. The implied volatity was 29.30, the open interest changed by -3 which decreased total open position to 563
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 6.35, which was -3.70 lower than the previous day. The implied volatity was 27.63, the open interest changed by 37 which increased total open position to 566
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 10.05, which was -0.25 lower than the previous day. The implied volatity was 25.88, the open interest changed by -43 which decreased total open position to 532
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 10.3, which was -2.10 lower than the previous day. The implied volatity was 23.31, the open interest changed by -15 which decreased total open position to 584
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 12.4, which was -11.25 lower than the previous day. The implied volatity was 23.86, the open interest changed by 22 which increased total open position to 602
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 23.65, which was -7.25 lower than the previous day. The implied volatity was 22.98, the open interest changed by 0 which decreased total open position to 582
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 30.9, which was 11.05 higher than the previous day. The implied volatity was 25.11, the open interest changed by 9 which increased total open position to 572
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 19.85, which was 3.20 higher than the previous day. The implied volatity was 23.20, the open interest changed by 95 which increased total open position to 565
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 16.65, which was -7.05 lower than the previous day. The implied volatity was 22.41, the open interest changed by 2 which increased total open position to 470
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 23.7, which was -2.70 lower than the previous day. The implied volatity was 21.90, the open interest changed by 31 which increased total open position to 468
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 26.4, which was 4.60 higher than the previous day. The implied volatity was 22.32, the open interest changed by 5 which increased total open position to 433
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 21.8, which was -1.70 lower than the previous day. The implied volatity was 21.40, the open interest changed by 25 which increased total open position to 429
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 23.5, which was 5.35 higher than the previous day. The implied volatity was 24.18, the open interest changed by -35 which decreased total open position to 406
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 18.15, which was -2.65 lower than the previous day. The implied volatity was 23.84, the open interest changed by 111 which increased total open position to 444
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 20.8, which was -8.00 lower than the previous day. The implied volatity was 24.40, the open interest changed by 53 which increased total open position to 332
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 28.8, which was 12.95 higher than the previous day. The implied volatity was 24.18, the open interest changed by 107 which increased total open position to 280
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 15.85, which was 0.35 higher than the previous day. The implied volatity was 24.10, the open interest changed by 45 which increased total open position to 173
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 15.5, which was 5.65 higher than the previous day. The implied volatity was 24.74, the open interest changed by 81 which increased total open position to 129
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 9.85, which was -0.15 lower than the previous day. The implied volatity was 25.07, the open interest changed by 8 which increased total open position to 56
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 10, which was -6.00 lower than the previous day. The implied volatity was 27.65, the open interest changed by 7 which increased total open position to 48
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 25.39, the open interest changed by 12 which increased total open position to 40
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 16, which was 2.00 higher than the previous day. The implied volatity was 25.39, the open interest changed by 11 which increased total open position to 40
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 14, which was -8.55 lower than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 28
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 22.55, which was 3.05 higher than the previous day. The implied volatity was 22.43, the open interest changed by 5 which increased total open position to 28
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 19.5, which was -7.85 lower than the previous day. The implied volatity was 23.85, the open interest changed by 2 which increased total open position to 22
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 27.35, which was -9.55 lower than the previous day. The implied volatity was 23.56, the open interest changed by 1 which increased total open position to 19
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 36.9, which was -10.10 lower than the previous day. The implied volatity was 20.96, the open interest changed by 1 which increased total open position to 17
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 47, which was -31.00 lower than the previous day. The implied volatity was 23.33, the open interest changed by 1 which increased total open position to 15
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 78, which was 9.50 higher than the previous day. The implied volatity was 21.49, the open interest changed by 6 which increased total open position to 14
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 68.5, which was 18.50 higher than the previous day. The implied volatity was 22.49, the open interest changed by 4 which increased total open position to 6
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 50, which was 50.00 higher than the previous day. The implied volatity was 22.57, the open interest changed by 1 which increased total open position to 1
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 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 87.55 | -40.05 | - | 32 | -10 | 54 |
| 19 Dec | 2283.95 | 127.6 | 18.60 | 45.03 | 21 | -16 | 64 |
| 18 Dec | 2272.05 | 109 | -19.20 | - | 3 | 0 | 83 |
| 17 Dec | 2280.00 | 128.2 | 28.80 | 34.30 | 9 | -3 | 84 |
| 16 Dec | 2306.45 | 99.4 | -8.60 | 24.46 | 13 | -1 | 88 |
| 13 Dec | 2296.70 | 108 | 4.70 | 27.00 | 7 | 0 | 90 |
| 12 Dec | 2298.80 | 103.3 | 29.95 | 23.50 | 19 | -3 | 89 |
| 11 Dec | 2336.45 | 73.35 | -1.65 | 23.24 | 50 | 5 | 93 |
| 10 Dec | 2343.60 | 75 | -31.00 | 25.43 | 85 | 0 | 89 |
| 9 Dec | 2302.35 | 106 | -2.00 | 31.87 | 6 | -1 | 90 |
| 6 Dec | 2294.70 | 108 | 20.00 | 23.34 | 8 | -7 | 92 |
| 5 Dec | 2319.75 | 88 | -10.00 | 21.91 | 13 | 1 | 98 |
| 4 Dec | 2333.70 | 98 | -6.15 | 27.05 | 6 | 0 | 96 |
| 3 Dec | 2311.25 | 104.15 | -9.85 | 25.63 | 4 | 3 | 96 |
| 2 Dec | 2296.95 | 114 | -23.25 | 24.17 | 11 | 2 | 94 |
| 29 Nov | 2265.00 | 137.25 | -4.85 | 23.28 | 32 | 10 | 91 |
| 28 Nov | 2262.40 | 142.1 | 22.85 | 26.68 | 22 | 12 | 81 |
| 27 Nov | 2296.60 | 119.25 | -45.80 | 24.99 | 33 | 19 | 68 |
| 26 Nov | 2234.65 | 165.05 | -2.95 | 26.76 | 22 | 21 | 48 |
| 25 Nov | 2223.55 | 168 | -63.25 | 22.80 | 9 | 10 | 26 |
| 22 Nov | 2163.25 | 231.25 | -16.75 | 33.47 | 2 | 1 | 17 |
| 21 Nov | 2143.65 | 248 | 57.95 | 26.78 | 5 | 3 | 14 |
| 20 Nov | 2199.50 | 190.05 | 0.00 | 21.31 | 13 | 10 | 10 |
| 19 Nov | 2199.50 | 190.05 | 29.30 | 21.31 | 13 | 9 | 10 |
| 18 Nov | 2179.35 | 160.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 14 Nov | 2235.20 | 160.75 | 60.95 | 24.38 | 1 | 0 | 0 |
| 13 Nov | 2197.90 | 99.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 99.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2294.20 | 99.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 99.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2378.45 | 99.8 | 0.00 | 0.25 | 0 | 0 | 0 |
| 6 Nov | 2343.05 | 99.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 99.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2350.35 | 99.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2421.00 | 99.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2481.35 | 99.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2497.85 | 99.8 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2400 expiring on 26DEC2024
Delta for 2400 PE is -
Historical price for 2400 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 87.55, which was -40.05 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 54
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 127.6, which was 18.60 higher than the previous day. The implied volatity was 45.03, the open interest changed by -16 which decreased total open position to 64
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 109, which was -19.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 128.2, which was 28.80 higher than the previous day. The implied volatity was 34.30, the open interest changed by -3 which decreased total open position to 84
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 99.4, which was -8.60 lower than the previous day. The implied volatity was 24.46, the open interest changed by -1 which decreased total open position to 88
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 108, which was 4.70 higher than the previous day. The implied volatity was 27.00, the open interest changed by 0 which decreased total open position to 90
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 103.3, which was 29.95 higher than the previous day. The implied volatity was 23.50, the open interest changed by -3 which decreased total open position to 89
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 73.35, which was -1.65 lower than the previous day. The implied volatity was 23.24, the open interest changed by 5 which increased total open position to 93
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 75, which was -31.00 lower than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 89
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 106, which was -2.00 lower than the previous day. The implied volatity was 31.87, the open interest changed by -1 which decreased total open position to 90
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 108, which was 20.00 higher than the previous day. The implied volatity was 23.34, the open interest changed by -7 which decreased total open position to 92
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 88, which was -10.00 lower than the previous day. The implied volatity was 21.91, the open interest changed by 1 which increased total open position to 98
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 98, which was -6.15 lower than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 96
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 104.15, which was -9.85 lower than the previous day. The implied volatity was 25.63, the open interest changed by 3 which increased total open position to 96
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 114, which was -23.25 lower than the previous day. The implied volatity was 24.17, the open interest changed by 2 which increased total open position to 94
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 137.25, which was -4.85 lower than the previous day. The implied volatity was 23.28, the open interest changed by 10 which increased total open position to 91
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 142.1, which was 22.85 higher than the previous day. The implied volatity was 26.68, the open interest changed by 12 which increased total open position to 81
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 119.25, which was -45.80 lower than the previous day. The implied volatity was 24.99, the open interest changed by 19 which increased total open position to 68
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 165.05, which was -2.95 lower than the previous day. The implied volatity was 26.76, the open interest changed by 21 which increased total open position to 48
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 168, which was -63.25 lower than the previous day. The implied volatity was 22.80, the open interest changed by 10 which increased total open position to 26
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 231.25, which was -16.75 lower than the previous day. The implied volatity was 33.47, the open interest changed by 1 which increased total open position to 17
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 248, which was 57.95 higher than the previous day. The implied volatity was 26.78, the open interest changed by 3 which increased total open position to 14
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 190.05, which was 0.00 lower than the previous day. The implied volatity was 21.31, the open interest changed by 10 which increased total open position to 10
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 190.05, which was 29.30 higher than the previous day. The implied volatity was 21.31, the open interest changed by 9 which increased total open position to 10
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 160.75, 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 14 Nov SRF was trading at 2235.20. The strike last trading price was 160.75, which was 60.95 higher than the previous day. The implied volatity was 24.38, 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 99.8, 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 99.8, 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 99.8, 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 99.8, 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 99.8, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 99.8, 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 99.8, 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 Oct SRF was trading at 2350.35. The strike last trading price was 99.8, 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 99.8, 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 99.8, 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 99.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
