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

2143.65 -55.85 (-2.54%)

Back to Option Chain


Historical option data for SRF

21 Nov 2024 04:11 PM IST
SRF 28NOV2024 2420 CE
Delta: 0.01
Vega: 0.11
Theta: -0.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2143.65 0.6 -0.60 39.90 17 -5 127
20 Nov 2199.50 1.2 0.00 31.56 44 7 134
19 Nov 2199.50 1.2 0.10 31.56 44 9 134
18 Nov 2179.35 1.1 -1.85 31.84 90 3 123
14 Nov 2235.20 2.95 -0.15 24.45 76 8 120
13 Nov 2197.90 3.1 -2.15 27.43 190 -44 107
12 Nov 2253.05 5.25 -5.95 25.83 256 -4 155
11 Nov 2294.20 11.2 -1.15 23.91 425 37 160
8 Nov 2305.95 12.35 -21.65 22.58 401 38 121
7 Nov 2378.45 34 7.25 20.98 207 -11 82
6 Nov 2343.05 26.75 8.15 21.79 151 54 85
5 Nov 2299.15 18.6 3.10 23.13 29 8 30
4 Nov 2246.70 15.5 1.05 27.84 22 6 22
1 Nov 2252.30 14.45 0.00 0.00 0 -3 0
31 Oct 2243.15 14.45 -5.20 - 8 -2 17
30 Oct 2261.95 19.65 -3.75 - 12 -3 18
29 Oct 2260.45 23.4 0.00 - 0 -6 0
28 Oct 2257.25 23.4 0.40 - 10 20 20
25 Oct 2206.90 23 0.00 - 0 26 0
24 Oct 2257.30 23 -31.45 - 346 26 27
23 Oct 2248.20 54.45 0.00 - 0 0 0
22 Oct 2178.10 54.45 0.00 - 0 0 0
21 Oct 2277.95 54.45 0.00 - 0 0 0
18 Oct 2325.70 54.45 0.00 - 0 0 0
17 Oct 2262.95 54.45 0.00 - 0 1 0
16 Oct 2306.10 54.45 -104.35 - 1 0 0
15 Oct 2351.40 158.8 0.00 - 0 0 0
14 Oct 2342.85 158.8 0.00 - 0 0 0
11 Oct 2348.75 158.8 0.00 - 0 0 0
10 Oct 2342.30 158.8 0.00 - 0 0 0
9 Oct 2334.60 158.8 0.00 - 0 0 0
8 Oct 2328.40 158.8 0.00 - 0 0 0
7 Oct 2307.80 158.8 0.00 - 0 0 0
4 Oct 2350.35 158.8 0.00 - 0 0 0
3 Oct 2421.00 158.8 0.00 - 0 0 0
1 Oct 2481.35 158.8 - 0 0 0


For Srf Ltd - strike price 2420 expiring on 28NOV2024

Delta for 2420 CE is 0.01

Historical price for 2420 CE is as follows

On 21 Nov SRF was trading at 2143.65. The strike last trading price was 0.6, which was -0.60 lower than the previous day. The implied volatity was 39.90, the open interest changed by -5 which decreased total open position to 127


On 20 Nov SRF was trading at 2199.50. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 31.56, the open interest changed by 7 which increased total open position to 134


On 19 Nov SRF was trading at 2199.50. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 31.56, the open interest changed by 9 which increased total open position to 134


On 18 Nov SRF was trading at 2179.35. The strike last trading price was 1.1, which was -1.85 lower than the previous day. The implied volatity was 31.84, the open interest changed by 3 which increased total open position to 123


On 14 Nov SRF was trading at 2235.20. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was 24.45, the open interest changed by 8 which increased total open position to 120


On 13 Nov SRF was trading at 2197.90. The strike last trading price was 3.1, which was -2.15 lower than the previous day. The implied volatity was 27.43, the open interest changed by -44 which decreased total open position to 107


On 12 Nov SRF was trading at 2253.05. The strike last trading price was 5.25, which was -5.95 lower than the previous day. The implied volatity was 25.83, the open interest changed by -4 which decreased total open position to 155


On 11 Nov SRF was trading at 2294.20. The strike last trading price was 11.2, which was -1.15 lower than the previous day. The implied volatity was 23.91, the open interest changed by 37 which increased total open position to 160


On 8 Nov SRF was trading at 2305.95. The strike last trading price was 12.35, which was -21.65 lower than the previous day. The implied volatity was 22.58, the open interest changed by 38 which increased total open position to 121


On 7 Nov SRF was trading at 2378.45. The strike last trading price was 34, which was 7.25 higher than the previous day. The implied volatity was 20.98, the open interest changed by -11 which decreased total open position to 82


On 6 Nov SRF was trading at 2343.05. The strike last trading price was 26.75, which was 8.15 higher than the previous day. The implied volatity was 21.79, the open interest changed by 54 which increased total open position to 85


On 5 Nov SRF was trading at 2299.15. The strike last trading price was 18.6, which was 3.10 higher than the previous day. The implied volatity was 23.13, the open interest changed by 8 which increased total open position to 30


On 4 Nov SRF was trading at 2246.70. The strike last trading price was 15.5, which was 1.05 higher than the previous day. The implied volatity was 27.84, the open interest changed by 6 which increased total open position to 22


On 1 Nov SRF was trading at 2252.30. The strike last trading price was 14.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 31 Oct SRF was trading at 2243.15. The strike last trading price was 14.45, which was -5.20 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 19.65, which was -3.75 lower 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 23.4, 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 28 Oct SRF was trading at 2257.25. The strike last trading price was 23.4, which was 0.40 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 23, 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 Oct SRF was trading at 2257.30. The strike last trading price was 23, which was -31.45 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 54.45, 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 22 Oct SRF was trading at 2178.10. The strike last trading price was 54.45, 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 21 Oct SRF was trading at 2277.95. The strike last trading price was 54.45, 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 54.45, 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 54.45, 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 54.45, which was -104.35 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 158.8, 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 14 Oct SRF was trading at 2342.85. The strike last trading price was 158.8, 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 11 Oct SRF was trading at 2348.75. The strike last trading price was 158.8, 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 10 Oct SRF was trading at 2342.30. The strike last trading price was 158.8, 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 9 Oct SRF was trading at 2334.60. The strike last trading price was 158.8, 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 8 Oct SRF was trading at 2328.40. The strike last trading price was 158.8, 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 7 Oct SRF was trading at 2307.80. The strike last trading price was 158.8, 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 4 Oct SRF was trading at 2350.35. The strike last trading price was 158.8, 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 158.8, 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 158.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SRF 28NOV2024 2420 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2143.65 83.4 0.00 0.00 0 0 0
20 Nov 2199.50 83.4 0.00 0.00 0 0 0
19 Nov 2199.50 83.4 0.00 0.00 0 0 0
18 Nov 2179.35 83.4 0.00 0.00 0 0 0
14 Nov 2235.20 83.4 0.00 0.00 0 0 0
13 Nov 2197.90 83.4 0.00 0.00 0 0 0
12 Nov 2253.05 83.4 0.00 0.00 0 0 0
11 Nov 2294.20 83.4 0.00 0.00 0 0 0
8 Nov 2305.95 83.4 0.00 0.00 0 0 0
7 Nov 2378.45 83.4 0.00 0.00 0 1 0
6 Nov 2343.05 83.4 -98.45 20.92 3 1 2
5 Nov 2299.15 181.85 0.00 0.00 0 1 0
4 Nov 2246.70 181.85 91.60 34.14 1 0 0
1 Nov 2252.30 90.25 0.00 - 0 0 0
31 Oct 2243.15 90.25 0.00 - 0 0 0
30 Oct 2261.95 90.25 0.00 - 0 0 0
29 Oct 2260.45 90.25 0.00 - 0 0 0
28 Oct 2257.25 90.25 0.00 - 0 0 0
25 Oct 2206.90 90.25 0.00 - 0 0 0
24 Oct 2257.30 90.25 0.00 - 0 0 0
23 Oct 2248.20 90.25 0.00 - 0 0 0
22 Oct 2178.10 90.25 0.00 - 0 0 0
21 Oct 2277.95 90.25 0.00 - 0 0 0
18 Oct 2325.70 90.25 0.00 - 0 0 0
17 Oct 2262.95 90.25 0.00 - 0 0 0
16 Oct 2306.10 90.25 0.00 - 0 0 0
15 Oct 2351.40 90.25 0.00 - 0 0 0
14 Oct 2342.85 90.25 0.00 - 0 0 0
11 Oct 2348.75 90.25 0.00 - 0 0 0
10 Oct 2342.30 90.25 0.00 - 0 0 0
9 Oct 2334.60 90.25 0.00 - 0 0 0
8 Oct 2328.40 90.25 0.00 - 0 0 0
7 Oct 2307.80 90.25 0.00 - 0 0 0
4 Oct 2350.35 90.25 0.00 - 0 0 0
3 Oct 2421.00 90.25 0.00 - 0 0 0
1 Oct 2481.35 90.25 - 0 0 0


For Srf Ltd - strike price 2420 expiring on 28NOV2024

Delta for 2420 PE is 0.00

Historical price for 2420 PE is as follows

On 21 Nov SRF was trading at 2143.65. The strike last trading price was 83.4, 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 20 Nov SRF was trading at 2199.50. The strike last trading price was 83.4, 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 19 Nov SRF was trading at 2199.50. The strike last trading price was 83.4, 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 18 Nov SRF was trading at 2179.35. The strike last trading price was 83.4, 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 14 Nov SRF was trading at 2235.20. The strike last trading price was 83.4, 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 13 Nov SRF was trading at 2197.90. The strike last trading price was 83.4, 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 Nov SRF was trading at 2253.05. The strike last trading price was 83.4, 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 11 Nov SRF was trading at 2294.20. The strike last trading price was 83.4, 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 8 Nov SRF was trading at 2305.95. The strike last trading price was 83.4, 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 7 Nov SRF was trading at 2378.45. The strike last trading price was 83.4, 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 6 Nov SRF was trading at 2343.05. The strike last trading price was 83.4, which was -98.45 lower than the previous day. The implied volatity was 20.92, the open interest changed by 1 which increased total open position to 2


On 5 Nov SRF was trading at 2299.15. The strike last trading price was 181.85, 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 4 Nov SRF was trading at 2246.70. The strike last trading price was 181.85, which was 91.60 higher than the previous day. The implied volatity was 34.14, the open interest changed by 0 which decreased total open position to 0


On 1 Nov SRF was trading at 2252.30. The strike last trading price was 90.25, 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 Oct SRF was trading at 2243.15. The strike last trading price was 90.25, 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 Oct SRF was trading at 2261.95. The strike last trading price was 90.25, 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 29 Oct SRF was trading at 2260.45. The strike last trading price was 90.25, 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 28 Oct SRF was trading at 2257.25. The strike last trading price was 90.25, 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 25 Oct SRF was trading at 2206.90. The strike last trading price was 90.25, 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 Oct SRF was trading at 2257.30. The strike last trading price was 90.25, 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 23 Oct SRF was trading at 2248.20. The strike last trading price was 90.25, 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 22 Oct SRF was trading at 2178.10. The strike last trading price was 90.25, 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 21 Oct SRF was trading at 2277.95. The strike last trading price was 90.25, 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 90.25, 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 90.25, 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 90.25, 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 90.25, 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 90.25, 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 Oct SRF was trading at 2348.75. The strike last trading price was 90.25, 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 90.25, 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 90.25, 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 90.25, 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 7 Oct SRF was trading at 2307.80. The strike last trading price was 90.25, 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 4 Oct SRF was trading at 2350.35. The strike last trading price was 90.25, 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 90.25, 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 90.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to