SRF
Srf Ltd
Historical option data for SRF
07 Jan 2025 04:11 PM IST
SRF 30JAN2025 2400 CE | ||||||||||
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Delta: 0.32
Vega: 2.07
Theta: -1.43
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.68
Vega: 2.08
Theta: -0.81
Gamma: 0.00
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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