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

2235.2 37.30 (1.70%)

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Historical option data for SRF

14 Nov 2024 04:11 PM IST
SRF 28NOV2024 2400 CE
Delta: 0.09
Vega: 0.69
Theta: -0.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2235.20 4.1 -0.20 24.11 427 -16 420
13 Nov 2197.90 4.3 -2.55 27.36 1,041 75 547
12 Nov 2253.05 6.85 -7.95 25.44 730 33 495
11 Nov 2294.20 14.8 -0.90 23.83 1,134 -3 464
8 Nov 2305.95 15.7 -26.65 22.24 1,192 -4 470
7 Nov 2378.45 42.35 8.35 20.98 3,195 -14 483
6 Nov 2343.05 34 9.85 22.00 1,645 -191 500
5 Nov 2299.15 24.15 5.65 23.46 961 -112 689
4 Nov 2246.70 18.5 1.20 27.50 913 280 808
1 Nov 2252.30 17.3 -1.20 24.49 25 0 527
31 Oct 2243.15 18.5 -4.50 - 385 122 527
30 Oct 2261.95 23 1.50 - 647 195 405
29 Oct 2260.45 21.5 -1.55 - 53 9 209
28 Oct 2257.25 23.05 5.05 - 90 2 200
25 Oct 2206.90 18 -6.95 - 73 25 198
24 Oct 2257.30 24.95 -6.55 - 403 28 172
23 Oct 2248.20 31.5 -2.35 - 316 14 143
22 Oct 2178.10 33.85 -13.65 - 73 22 128
21 Oct 2277.95 47.5 -15.70 - 64 -16 106
18 Oct 2325.70 63.2 17.15 - 44 14 121
17 Oct 2262.95 46.05 -13.25 - 100 44 101
16 Oct 2306.10 59.3 -8.60 - 41 12 56
15 Oct 2351.40 67.9 3.90 - 2 0 44
14 Oct 2342.85 64 -14.85 - 5 2 45
11 Oct 2348.75 78.85 6.65 - 12 6 41
10 Oct 2342.30 72.2 -2.05 - 12 6 34
9 Oct 2334.60 74.25 6.05 - 9 1 28
8 Oct 2328.40 68.2 1.25 - 16 1 28
7 Oct 2307.80 66.95 -20.05 - 23 10 26
4 Oct 2350.35 87 -172.15 - 17 14 14
3 Oct 2421.00 259.15 0.00 - 0 0 0
1 Oct 2481.35 259.15 0.00 - 0 0 0
24 Sept 2432.50 259.15 259.15 - 0 0 0
19 Sept 2402.00 0 0.00 - 0 0 0
18 Sept 2388.35 0 0.00 - 0 0 0
17 Sept 2431.15 0 0.00 - 0 0 0
16 Sept 2436.90 0 0.00 - 0 0 0
13 Sept 2466.40 0 0.00 - 0 0 0
12 Sept 2488.20 0 0.00 - 0 0 0
11 Sept 2482.40 0 0.00 - 0 0 0
10 Sept 2536.15 0 0.00 - 0 0 0
9 Sept 2529.15 0 0.00 - 0 0 0
6 Sept 2509.05 0 0.00 - 0 0 0
3 Sept 2586.00 0 0.00 - 0 0 0
2 Sept 2590.30 0 - 0 0 0


For Srf Ltd - strike price 2400 expiring on 28NOV2024

Delta for 2400 CE is 0.09

Historical price for 2400 CE is as follows

On 14 Nov SRF was trading at 2235.20. The strike last trading price was 4.1, which was -0.20 lower than the previous day. The implied volatity was 24.11, the open interest changed by -16 which decreased total open position to 420


On 13 Nov SRF was trading at 2197.90. The strike last trading price was 4.3, which was -2.55 lower than the previous day. The implied volatity was 27.36, the open interest changed by 75 which increased total open position to 547


On 12 Nov SRF was trading at 2253.05. The strike last trading price was 6.85, which was -7.95 lower than the previous day. The implied volatity was 25.44, the open interest changed by 33 which increased total open position to 495


On 11 Nov SRF was trading at 2294.20. The strike last trading price was 14.8, which was -0.90 lower than the previous day. The implied volatity was 23.83, the open interest changed by -3 which decreased total open position to 464


On 8 Nov SRF was trading at 2305.95. The strike last trading price was 15.7, which was -26.65 lower than the previous day. The implied volatity was 22.24, the open interest changed by -4 which decreased total open position to 470


On 7 Nov SRF was trading at 2378.45. The strike last trading price was 42.35, which was 8.35 higher than the previous day. The implied volatity was 20.98, the open interest changed by -14 which decreased total open position to 483


On 6 Nov SRF was trading at 2343.05. The strike last trading price was 34, which was 9.85 higher than the previous day. The implied volatity was 22.00, the open interest changed by -191 which decreased total open position to 500


On 5 Nov SRF was trading at 2299.15. The strike last trading price was 24.15, which was 5.65 higher than the previous day. The implied volatity was 23.46, the open interest changed by -112 which decreased total open position to 689


On 4 Nov SRF was trading at 2246.70. The strike last trading price was 18.5, which was 1.20 higher than the previous day. The implied volatity was 27.50, the open interest changed by 280 which increased total open position to 808


On 1 Nov SRF was trading at 2252.30. The strike last trading price was 17.3, which was -1.20 lower than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 527


On 31 Oct SRF was trading at 2243.15. The strike last trading price was 18.5, which was -4.50 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 23, which was 1.50 higher 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 21.5, which was -1.55 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 23.05, which was 5.05 higher 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 18, which was -6.95 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 24.95, which was -6.55 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 31.5, which was -2.35 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 33.85, which was -13.65 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 47.5, which was -15.70 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 63.2, which was 17.15 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 46.05, which was -13.25 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 59.3, which was -8.60 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 67.9, which was 3.90 higher 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 64, which was -14.85 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 78.85, which was 6.65 higher 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 72.2, which was -2.05 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 74.25, which was 6.05 higher 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 68.2, which was 1.25 higher 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 66.95, which was -20.05 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 87, which was -172.15 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 259.15, 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 259.15, 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 Sept SRF was trading at 2432.50. The strike last trading price was 259.15, which was 259.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept SRF was trading at 2402.00. 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 18 Sept SRF was trading at 2388.35. 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 17 Sept SRF was trading at 2431.15. 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 which decreased total open position to


On 16 Sept SRF was trading at 2436.90. 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 13 Sept SRF was trading at 2466.40. 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 12 Sept SRF was trading at 2488.20. 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 which decreased total open position to


On 11 Sept SRF was trading at 2482.40. 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 10 Sept SRF was trading at 2536.15. 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 which decreased total open position to


On 9 Sept SRF was trading at 2529.15. 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 which decreased total open position to


On 6 Sept SRF was trading at 2509.05. 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 which decreased total open position to


On 3 Sept SRF was trading at 2586.00. 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 2 Sept SRF was trading at 2590.30. 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 28NOV2024 2400 PE
Delta: -0.90
Vega: 0.77
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2235.20 157 -48.00 25.60 10 -1 134
13 Nov 2197.90 205 47.25 44.83 9 -5 135
12 Nov 2253.05 157.75 42.75 27.85 14 1 139
11 Nov 2294.20 115 -2.70 27.37 34 -3 136
8 Nov 2305.95 117.7 51.80 27.67 95 7 139
7 Nov 2378.45 65.9 -9.75 26.38 139 -5 134
6 Nov 2343.05 75.65 -38.00 23.39 140 -42 143
5 Nov 2299.15 113.65 -43.55 28.24 39 -10 185
4 Nov 2246.70 157.2 5.55 29.07 18 3 193
1 Nov 2252.30 151.65 0.00 0.00 0 23 0
31 Oct 2243.15 151.65 12.65 - 71 22 189
30 Oct 2261.95 139 1.00 - 53 45 165
29 Oct 2260.45 138 -7.95 - 57 47 112
28 Oct 2257.25 145.95 -47.60 - 15 10 63
25 Oct 2206.90 193.55 33.25 - 5 2 53
24 Oct 2257.30 160.3 25.80 - 2 0 50
23 Oct 2248.20 134.5 -80.50 - 14 4 49
22 Oct 2178.10 215 110.40 - 35 32 43
21 Oct 2277.95 104.6 0.00 - 0 0 0
18 Oct 2325.70 104.6 0.00 - 0 0 0
17 Oct 2262.95 104.6 0.00 - 0 0 0
16 Oct 2306.10 104.6 0.00 - 0 0 0
15 Oct 2351.40 104.6 0.00 - 0 2 0
14 Oct 2342.85 104.6 -6.40 - 2 1 10
11 Oct 2348.75 111 0.00 - 0 0 0
10 Oct 2342.30 111 0.00 - 0 0 0
9 Oct 2334.60 111 0.00 - 0 0 0
8 Oct 2328.40 111 -11.75 - 1 0 9
7 Oct 2307.80 122.75 19.70 - 4 0 7
4 Oct 2350.35 103.05 27.40 - 15 -9 7
3 Oct 2421.00 75.65 20.00 - 5 1 14
1 Oct 2481.35 55.65 -19.95 - 14 13 13
24 Sept 2432.50 75.6 0.00 - 0 0 0
19 Sept 2402.00 75.6 0.00 - 0 0 0
18 Sept 2388.35 75.6 0.00 - 0 0 0
17 Sept 2431.15 75.6 0.00 - 0 0 0
16 Sept 2436.90 75.6 0.00 - 0 0 0
13 Sept 2466.40 75.6 0.00 - 0 0 0
12 Sept 2488.20 75.6 0.00 - 0 0 0
11 Sept 2482.40 75.6 0.00 - 0 0 0
10 Sept 2536.15 75.6 0.00 - 0 0 0
9 Sept 2529.15 75.6 75.60 - 0 0 0
6 Sept 2509.05 0 0.00 - 0 0 0
3 Sept 2586.00 0 0.00 - 0 0 0
2 Sept 2590.30 0 - 0 0 0


For Srf Ltd - strike price 2400 expiring on 28NOV2024

Delta for 2400 PE is -0.90

Historical price for 2400 PE is as follows

On 14 Nov SRF was trading at 2235.20. The strike last trading price was 157, which was -48.00 lower than the previous day. The implied volatity was 25.60, the open interest changed by -1 which decreased total open position to 134


On 13 Nov SRF was trading at 2197.90. The strike last trading price was 205, which was 47.25 higher than the previous day. The implied volatity was 44.83, the open interest changed by -5 which decreased total open position to 135


On 12 Nov SRF was trading at 2253.05. The strike last trading price was 157.75, which was 42.75 higher than the previous day. The implied volatity was 27.85, the open interest changed by 1 which increased total open position to 139


On 11 Nov SRF was trading at 2294.20. The strike last trading price was 115, which was -2.70 lower than the previous day. The implied volatity was 27.37, the open interest changed by -3 which decreased total open position to 136


On 8 Nov SRF was trading at 2305.95. The strike last trading price was 117.7, which was 51.80 higher than the previous day. The implied volatity was 27.67, the open interest changed by 7 which increased total open position to 139


On 7 Nov SRF was trading at 2378.45. The strike last trading price was 65.9, which was -9.75 lower than the previous day. The implied volatity was 26.38, the open interest changed by -5 which decreased total open position to 134


On 6 Nov SRF was trading at 2343.05. The strike last trading price was 75.65, which was -38.00 lower than the previous day. The implied volatity was 23.39, the open interest changed by -42 which decreased total open position to 143


On 5 Nov SRF was trading at 2299.15. The strike last trading price was 113.65, which was -43.55 lower than the previous day. The implied volatity was 28.24, the open interest changed by -10 which decreased total open position to 185


On 4 Nov SRF was trading at 2246.70. The strike last trading price was 157.2, which was 5.55 higher than the previous day. The implied volatity was 29.07, the open interest changed by 3 which increased total open position to 193


On 1 Nov SRF was trading at 2252.30. The strike last trading price was 151.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0


On 31 Oct SRF was trading at 2243.15. The strike last trading price was 151.65, which was 12.65 higher 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 139, which was 1.00 higher 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 138, which was -7.95 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 145.95, which was -47.60 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 193.55, which was 33.25 higher 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 160.3, which was 25.80 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 134.5, which was -80.50 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 215, which was 110.40 higher 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 104.6, 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 18 Oct SRF was trading at 2325.70. The strike last trading price was 104.6, 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 17 Oct SRF was trading at 2262.95. The strike last trading price was 104.6, 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 16 Oct SRF was trading at 2306.10. The strike last trading price was 104.6, 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 15 Oct SRF was trading at 2351.40. The strike last trading price was 104.6, 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 104.6, which was -6.40 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 111, 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 111, 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 111, 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 111, which was -11.75 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 122.75, which was 19.70 higher 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 103.05, which was 27.40 higher 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 75.65, which was 20.00 higher 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 55.65, which was -19.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept SRF was trading at 2432.50. The strike last trading price was 75.6, 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 19 Sept SRF was trading at 2402.00. The strike last trading price was 75.6, 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 18 Sept SRF was trading at 2388.35. The strike last trading price was 75.6, 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 17 Sept SRF was trading at 2431.15. The strike last trading price was 75.6, 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 16 Sept SRF was trading at 2436.90. The strike last trading price was 75.6, 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 13 Sept SRF was trading at 2466.40. The strike last trading price was 75.6, 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 12 Sept SRF was trading at 2488.20. The strike last trading price was 75.6, 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 Sept SRF was trading at 2482.40. The strike last trading price was 75.6, 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 10 Sept SRF was trading at 2536.15. The strike last trading price was 75.6, 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 9 Sept SRF was trading at 2529.15. The strike last trading price was 75.6, which was 75.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept SRF was trading at 2509.05. 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 which decreased total open position to


On 3 Sept SRF was trading at 2586.00. 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 2 Sept SRF was trading at 2590.30. 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