SRF
SRF LTD
Historical option data for SRF
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 2400.75 | 57.3 | 0.10 | - | 90,750 | -750 | 58,125 | |||
| 4 Jul | 2390.25 | 57.2 | - | 1,38,375 | 25,125 | 58,875 | ||||
| 3 Jul | 2381.50 | 58.05 | - | 45,375 | -1,500 | 33,750 | ||||
| 2 Jul | 2393.70 | 62 | - | 70,500 | 20,625 | 36,000 | ||||
| 1 Jul | 2462.40 | 100.05 | - | 29,625 | 3,000 | 15,375 | ||||
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| 28 Jun | 2436.05 | 81 | - | 48,375 | 750 | 12,375 | ||||
| 27 Jun | 2458.85 | 111.1 | - | 71,625 | 4,500 | 11,625 | ||||
| 26 Jun | 2398.80 | 72.8 | - | 10,875 | 4,500 | 7,125 | ||||
| 25 Jun | 2393.85 | 72 | - | 5,250 | 2,250 | 2,625 | ||||
| 24 Jun | 2420.25 | 122 | - | 375 | 0 | 0 | ||||
| 21 Jun | 2460.05 | 89.30 | - | 0 | -375 | 0 | ||||
| 20 Jun | 2499.35 | 89.30 | - | 375 | 375 | 375 | ||||
| 19 Jun | 2416.75 | 109.25 | - | 375 | 0 | 0 | ||||
| 18 Jun | 2422.20 | 44.15 | - | 0 | 0 | 0 | ||||
| 14 Jun | 2402.00 | 44.15 | - | 0 | 0 | 0 | ||||
| 13 Jun | 2399.90 | 44.15 | - | 0 | 0 | 0 | ||||
| 12 Jun | 2365.90 | 44.15 | - | 0 | 0 | 0 | ||||
| 11 Jun | 2327.70 | 44.15 | - | 0 | 0 | 0 | ||||
| 10 Jun | 2354.65 | 44.15 | - | 0 | 0 | 0 | ||||
| 7 Jun | 2312.30 | 44.15 | - | 0 | 0 | 0 | ||||
| 5 Jun | 2295.05 | 44.15 | - | 0 | 0 | 0 | ||||
For SRF LTD - strike price 2420 expiring on 25JUL2024
Delta for 2420 CE is -
Historical price for 2420 CE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 57.3, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 58125
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 57.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 25125 which increased total open position to 58875
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 58.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 33750
On 2 Jul SRF was trading at 2393.70. The strike last trading price was 62, which was lower than the previous day. The implied volatity was -, the open interest changed by 20625 which increased total open position to 36000
On 1 Jul SRF was trading at 2462.40. The strike last trading price was 100.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 15375
On 28 Jun SRF was trading at 2436.05. The strike last trading price was 81, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 12375
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 111.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 11625
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 72.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 7125
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 72, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 2625
On 24 Jun SRF was trading at 2420.25. The strike last trading price was 122, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 89.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 0
On 20 Jun SRF was trading at 2499.35. The strike last trading price was 89.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 375
On 19 Jun SRF was trading at 2416.75. The strike last trading price was 109.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun SRF was trading at 2422.20. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun SRF was trading at 2402.00. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun SRF was trading at 2399.90. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun SRF was trading at 2365.90. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun SRF was trading at 2327.70. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun SRF was trading at 2354.65. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun SRF was trading at 2312.30. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SRF was trading at 2295.05. The strike last trading price was 44.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 2400.75 | 74.25 | -8.05 | - | 1,875 | 750 | 23,250 |
| 4 Jul | 2390.25 | 82.3 | - | 5,625 | 0 | 22,500 | |
| 3 Jul | 2381.50 | 82.4 | - | 6,750 | -375 | 22,500 | |
| 2 Jul | 2393.70 | 82.65 | - | 28,125 | 0 | 22,500 | |
| 1 Jul | 2462.40 | 49.2 | - | 30,000 | 4,125 | 22,500 | |
| 28 Jun | 2436.05 | 61.9 | - | 60,000 | 5,250 | 18,375 | |
| 27 Jun | 2458.85 | 43.45 | - | 21,750 | 5,625 | 13,125 | |
| 26 Jun | 2398.80 | 70.65 | - | 4,875 | 4,125 | 7,125 | |
| 25 Jun | 2393.85 | 73 | - | 750 | 0 | 3,000 | |
| 24 Jun | 2420.25 | 66.35 | - | 4,125 | 2,625 | 3,000 | |
| 21 Jun | 2460.05 | 59.00 | - | 0 | 375 | 0 | |
| 20 Jun | 2499.35 | 59.00 | - | 750 | 375 | 375 | |
| 19 Jun | 2416.75 | 214.15 | - | 0 | 0 | 0 | |
| 18 Jun | 2422.20 | 214.15 | - | 0 | 0 | 0 | |
| 14 Jun | 2402.00 | 214.15 | - | 0 | 0 | 0 | |
| 13 Jun | 2399.90 | 214.15 | - | 0 | 0 | 0 | |
| 12 Jun | 2365.90 | 214.15 | - | 0 | 0 | 0 | |
| 11 Jun | 2327.70 | 214.15 | - | 0 | 0 | 0 | |
| 10 Jun | 2354.65 | 214.15 | - | 0 | 0 | 0 | |
| 7 Jun | 2312.30 | 214.15 | - | 0 | 0 | 0 | |
| 5 Jun | 2295.05 | 214.15 | - | 0 | 0 | 0 | |
For SRF LTD - strike price 2420 expiring on 25JUL2024
Delta for 2420 PE is -
Historical price for 2420 PE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 74.25, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 23250
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 82.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22500
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 82.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 22500
On 2 Jul SRF was trading at 2393.70. The strike last trading price was 82.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22500
On 1 Jul SRF was trading at 2462.40. The strike last trading price was 49.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 22500
On 28 Jun SRF was trading at 2436.05. The strike last trading price was 61.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 18375
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 43.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 13125
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 70.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 7125
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 73, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000
On 24 Jun SRF was trading at 2420.25. The strike last trading price was 66.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 3000
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 59.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 20 Jun SRF was trading at 2499.35. The strike last trading price was 59.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 375
On 19 Jun SRF was trading at 2416.75. The strike last trading price was 214.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun SRF was trading at 2422.20. The strike last trading price was 214.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun SRF was trading at 2402.00. The strike last trading price was 214.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun SRF was trading at 2399.90. The strike last trading price was 214.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun SRF was trading at 2365.90. The strike last trading price was 214.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun SRF was trading at 2327.70. The strike last trading price was 214.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun SRF was trading at 2354.65. The strike last trading price was 214.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun SRF was trading at 2312.30. The strike last trading price was 214.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SRF was trading at 2295.05. The strike last trading price was 214.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0