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[--[65.84.65.76]--]
SRF
Srf Ltd

2308.45 31.01 (1.36%)

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Historical option data for SRF

07 Jan 2025 04:11 PM IST
SRF 30JAN2025 2400 CE
Delta: 0.32
Vega: 2.07
Theta: -1.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 2308.45 32 11.85 27.50 3,157 50 1,228
6 Jan 2277.45 20.15 -2.05 25.50 1,399 38 1,181
3 Jan 2284.90 22.2 12.45 23.46 2,182 100 1,143
2 Jan 2224.75 9.75 -0.35 22.59 659 -1 1,090
1 Jan 2211.30 10.1 -5.00 23.52 1,485 666 1,089
31 Dec 2237.95 15.1 -1.20 24.70 808 89 420
30 Dec 2255.15 16.3 -3.70 22.93 647 11 331
27 Dec 2264.45 20 -1.50 22.02 436 71 325
26 Dec 2262.15 21.5 -4.10 21.49 290 56 254
24 Dec 2277.85 25.6 -4.00 21.81 126 16 197
23 Dec 2286.55 29.6 -7.85 21.97 161 30 178
20 Dec 2277.60 37.45 1.45 24.83 287 65 148
19 Dec 2283.95 36 2.70 22.40 36 8 80
18 Dec 2272.05 33.3 -4.40 23.31 222 37 70
17 Dec 2280.00 37.7 -8.15 23.40 114 -2 33
16 Dec 2306.45 45.85 -1.15 22.91 98 16 35
13 Dec 2296.70 47 -4.50 22.85 18 7 18
12 Dec 2298.80 51.5 -16.50 23.76 4 1 10
11 Dec 2336.45 68 -2.75 23.18 3 -1 10
10 Dec 2343.60 70.75 22.50 22.97 14 7 11
9 Dec 2302.35 48.25 -11.75 20.72 3 2 5
6 Dec 2294.70 60 -2.45 24.82 2 1 2
5 Dec 2319.75 62.45 -29.25 22.28 1 0 0
4 Dec 2333.70 91.7 0.00 1.05 0 0 0
3 Dec 2311.25 91.7 0.00 1.56 0 0 0
2 Dec 2296.95 91.7 0.00 1.89 0 0 0
29 Nov 2265.00 91.7 0.00 2.69 0 0 0
28 Nov 2262.40 91.7 0.00 2.59 0 0 0
25 Nov 2223.55 91.7 0.00 3.70 0 0 0
14 Nov 2235.20 91.7 0.00 2.90 0 0 0
12 Nov 2253.05 91.7 0.00 2.20 0 0 0
11 Nov 2294.20 91.7 0.00 1.42 0 0 0
8 Nov 2305.95 91.7 0.00 0.85 0 0 0
7 Nov 2378.45 91.7 0.00 - 0 0 0
6 Nov 2343.05 91.7 0.00 0.01 0 0 0
5 Nov 2299.15 91.7 91.70 1.30 0 0 0
4 Nov 2246.70 0 2.30 0 0 0


For Srf Ltd - strike price 2400 expiring on 30JAN2025

Delta for 2400 CE is 0.32

Historical price for 2400 CE is as follows

On 7 Jan SRF was trading at 2308.45. The strike last trading price was 32, which was 11.85 higher than the previous day. The implied volatity was 27.50, the open interest changed by 50 which increased total open position to 1228


On 6 Jan SRF was trading at 2277.45. The strike last trading price was 20.15, which was -2.05 lower than the previous day. The implied volatity was 25.50, the open interest changed by 38 which increased total open position to 1181


On 3 Jan SRF was trading at 2284.90. The strike last trading price was 22.2, which was 12.45 higher than the previous day. The implied volatity was 23.46, the open interest changed by 100 which increased total open position to 1143


On 2 Jan SRF was trading at 2224.75. The strike last trading price was 9.75, which was -0.35 lower than the previous day. The implied volatity was 22.59, the open interest changed by -1 which decreased total open position to 1090


On 1 Jan SRF was trading at 2211.30. The strike last trading price was 10.1, which was -5.00 lower than the previous day. The implied volatity was 23.52, the open interest changed by 666 which increased total open position to 1089


On 31 Dec SRF was trading at 2237.95. The strike last trading price was 15.1, which was -1.20 lower than the previous day. The implied volatity was 24.70, the open interest changed by 89 which increased total open position to 420


On 30 Dec SRF was trading at 2255.15. The strike last trading price was 16.3, which was -3.70 lower than the previous day. The implied volatity was 22.93, the open interest changed by 11 which increased total open position to 331


On 27 Dec SRF was trading at 2264.45. The strike last trading price was 20, which was -1.50 lower than the previous day. The implied volatity was 22.02, the open interest changed by 71 which increased total open position to 325


On 26 Dec SRF was trading at 2262.15. The strike last trading price was 21.5, which was -4.10 lower than the previous day. The implied volatity was 21.49, the open interest changed by 56 which increased total open position to 254


On 24 Dec SRF was trading at 2277.85. The strike last trading price was 25.6, which was -4.00 lower than the previous day. The implied volatity was 21.81, the open interest changed by 16 which increased total open position to 197


On 23 Dec SRF was trading at 2286.55. The strike last trading price was 29.6, which was -7.85 lower than the previous day. The implied volatity was 21.97, the open interest changed by 30 which increased total open position to 178


On 20 Dec SRF was trading at 2277.60. The strike last trading price was 37.45, which was 1.45 higher than the previous day. The implied volatity was 24.83, the open interest changed by 65 which increased total open position to 148


On 19 Dec SRF was trading at 2283.95. The strike last trading price was 36, which was 2.70 higher than the previous day. The implied volatity was 22.40, the open interest changed by 8 which increased total open position to 80


On 18 Dec SRF was trading at 2272.05. The strike last trading price was 33.3, which was -4.40 lower than the previous day. The implied volatity was 23.31, the open interest changed by 37 which increased total open position to 70


On 17 Dec SRF was trading at 2280.00. The strike last trading price was 37.7, which was -8.15 lower than the previous day. The implied volatity was 23.40, the open interest changed by -2 which decreased total open position to 33


On 16 Dec SRF was trading at 2306.45. The strike last trading price was 45.85, which was -1.15 lower than the previous day. The implied volatity was 22.91, the open interest changed by 16 which increased total open position to 35


On 13 Dec SRF was trading at 2296.70. The strike last trading price was 47, which was -4.50 lower than the previous day. The implied volatity was 22.85, the open interest changed by 7 which increased total open position to 18


On 12 Dec SRF was trading at 2298.80. The strike last trading price was 51.5, which was -16.50 lower than the previous day. The implied volatity was 23.76, the open interest changed by 1 which increased total open position to 10


On 11 Dec SRF was trading at 2336.45. The strike last trading price was 68, which was -2.75 lower than the previous day. The implied volatity was 23.18, the open interest changed by -1 which decreased total open position to 10


On 10 Dec SRF was trading at 2343.60. The strike last trading price was 70.75, which was 22.50 higher than the previous day. The implied volatity was 22.97, the open interest changed by 7 which increased total open position to 11


On 9 Dec SRF was trading at 2302.35. The strike last trading price was 48.25, which was -11.75 lower than the previous day. The implied volatity was 20.72, the open interest changed by 2 which increased total open position to 5


On 6 Dec SRF was trading at 2294.70. The strike last trading price was 60, which was -2.45 lower than the previous day. The implied volatity was 24.82, the open interest changed by 1 which increased total open position to 2


On 5 Dec SRF was trading at 2319.75. The strike last trading price was 62.45, which was -29.25 lower than the previous day. The implied volatity was 22.28, the open interest changed by 0 which decreased total open position to 0


On 4 Dec SRF was trading at 2333.70. The strike last trading price was 91.7, which was 0.00 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0


On 3 Dec SRF was trading at 2311.25. The strike last trading price was 91.7, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 91.7, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 91.7, which was 0.00 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0


On 28 Nov SRF was trading at 2262.40. The strike last trading price was 91.7, which was 0.00 lower than the previous day. The implied volatity was 2.59, 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 91.7, which was 0.00 lower than the previous day. The implied volatity was 3.70, 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 91.7, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 91.7, which was 0.00 lower than the previous day. The implied volatity was 2.20, 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 91.7, which was 0.00 lower than the previous day. The implied volatity was 1.42, 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 91.7, which was 0.00 lower than the previous day. The implied volatity was 0.85, 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 91.7, 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 6 Nov SRF was trading at 2343.05. The strike last trading price was 91.7, which was 0.00 lower than the previous day. The implied volatity was 0.01, 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 91.7, which was 91.70 higher than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SRF was trading at 2246.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0


SRF 30JAN2025 2400 PE
Delta: -0.68
Vega: 2.08
Theta: -0.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 2308.45 114.1 -11.65 28.07 56 -5 84
6 Jan 2277.45 125.75 0.75 20.99 3 -1 89
3 Jan 2284.90 125 -54.10 24.68 1 0 89
2 Jan 2224.75 179.1 -4.90 28.95 8 -1 89
1 Jan 2211.30 184 -2.15 26.23 2 0 0
31 Dec 2237.95 186.15 29.25 33.74 6 0 89
30 Dec 2255.15 156.9 19.05 25.95 18 10 88
27 Dec 2264.45 137.85 -3.15 21.60 2 0 77
26 Dec 2262.15 141 11.00 25.39 17 10 75
24 Dec 2277.85 130 1.65 22.45 21 20 64
23 Dec 2286.55 128.35 8.35 24.30 5 3 43
20 Dec 2277.60 120 -13.00 18.43 32 17 51
19 Dec 2283.95 133 8.00 26.50 15 12 31
18 Dec 2272.05 125 -13.80 18.53 3 0 16
17 Dec 2280.00 138.8 28.80 26.13 8 3 16
16 Dec 2306.45 110 20.00 21.67 4 3 12
13 Dec 2296.70 90 0.00 0.00 0 0 0
12 Dec 2298.80 90 0.00 0.00 0 2 0
11 Dec 2336.45 90 -9.00 21.88 2 1 8
10 Dec 2343.60 99 -106.40 25.13 7 6 6
9 Dec 2302.35 205.4 0.00 - 0 0 0
6 Dec 2294.70 205.4 0.00 - 0 0 0
5 Dec 2319.75 205.4 0.00 - 0 0 0
4 Dec 2333.70 205.4 0.00 - 0 0 0
3 Dec 2311.25 205.4 0.00 - 0 0 0
2 Dec 2296.95 205.4 0.00 - 0 0 0
29 Nov 2265.00 205.4 0.00 - 0 0 0
28 Nov 2262.40 205.4 205.40 - 0 0 0
25 Nov 2223.55 0 0.00 - 0 0 0
14 Nov 2235.20 0 0.00 - 0 0 0
12 Nov 2253.05 0 0.00 - 0 0 0
11 Nov 2294.20 0 0.00 - 0 0 0
8 Nov 2305.95 0 0.00 - 0 0 0
7 Nov 2378.45 0 0.00 0.76 0 0 0
6 Nov 2343.05 0 0.00 - 0 0 0
5 Nov 2299.15 0 0.00 - 0 0 0
4 Nov 2246.70 0 - 0 0 0


For Srf Ltd - strike price 2400 expiring on 30JAN2025

Delta for 2400 PE is -0.68

Historical price for 2400 PE is as follows

On 7 Jan SRF was trading at 2308.45. The strike last trading price was 114.1, which was -11.65 lower than the previous day. The implied volatity was 28.07, the open interest changed by -5 which decreased total open position to 84


On 6 Jan SRF was trading at 2277.45. The strike last trading price was 125.75, which was 0.75 higher than the previous day. The implied volatity was 20.99, the open interest changed by -1 which decreased total open position to 89


On 3 Jan SRF was trading at 2284.90. The strike last trading price was 125, which was -54.10 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 89


On 2 Jan SRF was trading at 2224.75. The strike last trading price was 179.1, which was -4.90 lower than the previous day. The implied volatity was 28.95, the open interest changed by -1 which decreased total open position to 89


On 1 Jan SRF was trading at 2211.30. The strike last trading price was 184, which was -2.15 lower than the previous day. The implied volatity was 26.23, the open interest changed by 0 which decreased total open position to 0


On 31 Dec SRF was trading at 2237.95. The strike last trading price was 186.15, which was 29.25 higher than the previous day. The implied volatity was 33.74, the open interest changed by 0 which decreased total open position to 89


On 30 Dec SRF was trading at 2255.15. The strike last trading price was 156.9, which was 19.05 higher than the previous day. The implied volatity was 25.95, the open interest changed by 10 which increased total open position to 88


On 27 Dec SRF was trading at 2264.45. The strike last trading price was 137.85, which was -3.15 lower than the previous day. The implied volatity was 21.60, the open interest changed by 0 which decreased total open position to 77


On 26 Dec SRF was trading at 2262.15. The strike last trading price was 141, which was 11.00 higher than the previous day. The implied volatity was 25.39, the open interest changed by 10 which increased total open position to 75


On 24 Dec SRF was trading at 2277.85. The strike last trading price was 130, which was 1.65 higher than the previous day. The implied volatity was 22.45, the open interest changed by 20 which increased total open position to 64


On 23 Dec SRF was trading at 2286.55. The strike last trading price was 128.35, which was 8.35 higher than the previous day. The implied volatity was 24.30, the open interest changed by 3 which increased total open position to 43


On 20 Dec SRF was trading at 2277.60. The strike last trading price was 120, which was -13.00 lower than the previous day. The implied volatity was 18.43, the open interest changed by 17 which increased total open position to 51


On 19 Dec SRF was trading at 2283.95. The strike last trading price was 133, which was 8.00 higher than the previous day. The implied volatity was 26.50, the open interest changed by 12 which increased total open position to 31


On 18 Dec SRF was trading at 2272.05. The strike last trading price was 125, which was -13.80 lower than the previous day. The implied volatity was 18.53, the open interest changed by 0 which decreased total open position to 16


On 17 Dec SRF was trading at 2280.00. The strike last trading price was 138.8, which was 28.80 higher than the previous day. The implied volatity was 26.13, the open interest changed by 3 which increased total open position to 16


On 16 Dec SRF was trading at 2306.45. The strike last trading price was 110, which was 20.00 higher than the previous day. The implied volatity was 21.67, the open interest changed by 3 which increased total open position to 12


On 13 Dec SRF was trading at 2296.70. The strike last trading price was 90, 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 12 Dec SRF was trading at 2298.80. The strike last trading price was 90, 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 11 Dec SRF was trading at 2336.45. The strike last trading price was 90, which was -9.00 lower than the previous day. The implied volatity was 21.88, the open interest changed by 1 which increased total open position to 8


On 10 Dec SRF was trading at 2343.60. The strike last trading price was 99, which was -106.40 lower than the previous day. The implied volatity was 25.13, the open interest changed by 6 which increased total open position to 6


On 9 Dec SRF was trading at 2302.35. The strike last trading price was 205.4, 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 Dec SRF was trading at 2294.70. The strike last trading price was 205.4, 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 Dec SRF was trading at 2319.75. The strike last trading price was 205.4, 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 Dec SRF was trading at 2333.70. The strike last trading price was 205.4, 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 3 Dec SRF was trading at 2311.25. The strike last trading price was 205.4, 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 2 Dec SRF was trading at 2296.95. The strike last trading price was 205.4, 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 29 Nov SRF was trading at 2265.00. The strike last trading price was 205.4, 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 28 Nov SRF was trading at 2262.40. The strike last trading price was 205.4, which was 205.40 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 0, 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 0, 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 Nov SRF was trading at 2246.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0