SRF
Srf Ltd
Historical option data for SRF
02 Jan 2025 04:11 PM IST
| SRF 30JAN2025 2420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 1.19
Theta: -0.55
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 2224.75 | 7.55 | -1.65 | 22.65 | 18 | 11 | 72 | |||
| 1 Jan | 2211.30 | 9.2 | -3.00 | 24.60 | 15 | 2 | 0 | |||
| 31 Dec | 2237.95 | 12.2 | -2.00 | 24.75 | 82 | 11 | 53 | |||
| 30 Dec | 2255.15 | 14.2 | -1.95 | 23.65 | 95 | 25 | 41 | |||
| 27 Dec | 2264.45 | 16.15 | -51.50 | 22.04 | 34 | 16 | 16 | |||
| 26 Dec | 2262.15 | 67.65 | 0.00 | 4.66 | 0 | 0 | 0 | |||
| 24 Dec | 2277.85 | 67.65 | 0.00 | 4.28 | 0 | 0 | 0 | |||
| 23 Dec | 2286.55 | 67.65 | 0.00 | 3.88 | 0 | 0 | 0 | |||
| 20 Dec | 2277.60 | 67.65 | 0.00 | 3.96 | 0 | 0 | 0 | |||
| 19 Dec | 2283.95 | 67.65 | 0.00 | 3.46 | 0 | 0 | 0 | |||
| 18 Dec | 2272.05 | 67.65 | 0.00 | 4.03 | 0 | 0 | 0 | |||
| 17 Dec | 2280.00 | 67.65 | 0.00 | 3.64 | 0 | 0 | 0 | |||
| 16 Dec | 2306.45 | 67.65 | 0.00 | 2.80 | 0 | 0 | 0 | |||
| 13 Dec | 2296.70 | 67.65 | 0.00 | 2.79 | 0 | 0 | 0 | |||
| 12 Dec | 2298.80 | 67.65 | 0.00 | 2.72 | 0 | 0 | 0 | |||
| 11 Dec | 2336.45 | 67.65 | 0.00 | 1.51 | 0 | 0 | 0 | |||
| 10 Dec | 2343.60 | 67.65 | 0.00 | 1.31 | 0 | 0 | 0 | |||
| 9 Dec | 2302.35 | 67.65 | 0.00 | 2.84 | 0 | 0 | 0 | |||
| 6 Dec | 2294.70 | 67.65 | 0.00 | 2.52 | 0 | 0 | 0 | |||
| 5 Dec | 2319.75 | 67.65 | 0.00 | 1.85 | 0 | 0 | 0 | |||
| 4 Dec | 2333.70 | 67.65 | 0.00 | 1.64 | 0 | 0 | 0 | |||
| 3 Dec | 2311.25 | 67.65 | 0.00 | 2.01 | 0 | 0 | 0 | |||
| 2 Dec | 2296.95 | 67.65 | 0.00 | 2.37 | 0 | 0 | 0 | |||
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| 29 Nov | 2265.00 | 67.65 | 3.20 | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2420 expiring on 30JAN2025
Delta for 2420 CE is 0.11
Historical price for 2420 CE is as follows
On 2 Jan SRF was trading at 2224.75. The strike last trading price was 7.55, which was -1.65 lower than the previous day. The implied volatity was 22.65, the open interest changed by 11 which increased total open position to 72
On 1 Jan SRF was trading at 2211.30. The strike last trading price was 9.2, which was -3.00 lower than the previous day. The implied volatity was 24.60, the open interest changed by 2 which increased total open position to 0
On 31 Dec SRF was trading at 2237.95. The strike last trading price was 12.2, which was -2.00 lower than the previous day. The implied volatity was 24.75, the open interest changed by 11 which increased total open position to 53
On 30 Dec SRF was trading at 2255.15. The strike last trading price was 14.2, which was -1.95 lower than the previous day. The implied volatity was 23.65, the open interest changed by 25 which increased total open position to 41
On 27 Dec SRF was trading at 2264.45. The strike last trading price was 16.15, which was -51.50 lower than the previous day. The implied volatity was 22.04, the open interest changed by 16 which increased total open position to 16
On 26 Dec SRF was trading at 2262.15. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
On 24 Dec SRF was trading at 2277.85. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
On 23 Dec SRF was trading at 2286.55. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 3.88, the open interest changed by 0 which decreased total open position to 0
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 2.79, 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 67.65, which was 0.00 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was 2.84, 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 67.65, which was 0.00 lower than the previous day. The implied volatity was 2.52, 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 67.65, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 67.65, which was 0.00 lower than the previous day. The implied volatity was 1.64, 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 67.65, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 67.65, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 67.65, which was lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
| SRF 30JAN2025 2420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 2224.75 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Jan | 2211.30 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 31 Dec | 2237.95 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Dec | 2255.15 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Dec | 2264.45 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Dec | 2262.15 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 2277.85 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 2286.55 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 2277.60 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 2283.95 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 2272.05 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 2280.00 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 2306.45 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 2296.70 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 2298.80 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 2336.45 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 2343.60 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 2302.35 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 2294.70 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 2319.75 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 2333.70 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 2311.25 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 2296.95 | 194.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 2265.00 | 194.95 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2420 expiring on 30JAN2025
Delta for 2420 PE is -
Historical price for 2420 PE is as follows
On 2 Jan SRF was trading at 2224.75. The strike last trading price was 194.95, 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 1 Jan SRF was trading at 2211.30. The strike last trading price was 194.95, 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 31 Dec SRF was trading at 2237.95. The strike last trading price was 194.95, 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 30 Dec SRF was trading at 2255.15. The strike last trading price was 194.95, 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 27 Dec SRF was trading at 2264.45. The strike last trading price was 194.95, 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 26 Dec SRF was trading at 2262.15. The strike last trading price was 194.95, 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 24 Dec SRF was trading at 2277.85. The strike last trading price was 194.95, 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 23 Dec SRF was trading at 2286.55. The strike last trading price was 194.95, 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 20 Dec SRF was trading at 2277.60. The strike last trading price was 194.95, 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 19 Dec SRF was trading at 2283.95. The strike last trading price was 194.95, 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 18 Dec SRF was trading at 2272.05. The strike last trading price was 194.95, 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 17 Dec SRF was trading at 2280.00. The strike last trading price was 194.95, 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 16 Dec SRF was trading at 2306.45. The strike last trading price was 194.95, 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 13 Dec SRF was trading at 2296.70. The strike last trading price was 194.95, 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 Dec SRF was trading at 2298.80. The strike last trading price was 194.95, 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 Dec SRF was trading at 2336.45. The strike last trading price was 194.95, 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 10 Dec SRF was trading at 2343.60. The strike last trading price was 194.95, 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 9 Dec SRF was trading at 2302.35. The strike last trading price was 194.95, 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 194.95, 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 194.95, 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 194.95, 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 194.95, 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 194.95, 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 194.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
