SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.29
Theta: -0.71
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 1.6 | -1.40 | 28.05 | 851 | -17 | 185 | |||
| 19 Dec | 2283.95 | 3 | -0.70 | 27.36 | 163 | 0 | 208 | |||
| 18 Dec | 2272.05 | 3.7 | -1.35 | 30.01 | 331 | -19 | 205 | |||
| 17 Dec | 2280.00 | 5.05 | -2.00 | 28.86 | 614 | -29 | 230 | |||
| 16 Dec | 2306.45 | 7.05 | -0.55 | 25.97 | 348 | -5 | 260 | |||
| 13 Dec | 2296.70 | 7.6 | -1.55 | 23.69 | 887 | -63 | 377 | |||
| 12 Dec | 2298.80 | 9.15 | -9.20 | 24.02 | 482 | 35 | 442 | |||
| 11 Dec | 2336.45 | 18.35 | -5.95 | 23.26 | 445 | 18 | 410 | |||
| 10 Dec | 2343.60 | 24.3 | 8.70 | 25.03 | 966 | 178 | 380 | |||
| 9 Dec | 2302.35 | 15.6 | 2.40 | 23.54 | 427 | 22 | 205 | |||
| 6 Dec | 2294.70 | 13.2 | -5.00 | 22.79 | 400 | 72 | 184 | |||
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| 5 Dec | 2319.75 | 18.2 | -2.10 | 21.78 | 428 | 24 | 113 | |||
| 4 Dec | 2333.70 | 20.3 | 1.30 | 22.05 | 276 | 35 | 92 | |||
| 3 Dec | 2311.25 | 19 | -0.15 | 22.54 | 62 | 18 | 57 | |||
| 2 Dec | 2296.95 | 19.15 | 3.60 | 24.36 | 88 | 16 | 39 | |||
| 29 Nov | 2265.00 | 15.55 | -4.05 | 24.49 | 27 | 7 | 21 | |||
| 28 Nov | 2262.40 | 19.6 | -3.15 | 25.94 | 6 | 0 | 14 | |||
| 27 Nov | 2296.60 | 22.75 | 1.75 | 23.73 | 14 | 2 | 2 | |||
| 26 Nov | 2234.65 | 21 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 2223.55 | 21 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 2163.25 | 21 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 2143.65 | 21 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 2199.50 | 21 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 21 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 21 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 21 | -31.45 | 24.00 | 2 | 1 | 1 | |||
| 13 Nov | 2197.90 | 52.45 | 0.00 | 5.95 | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 52.45 | 0.00 | 4.81 | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 52.45 | 0.00 | 2.92 | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 52.45 | 0.00 | 0.46 | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 52.45 | 2.73 | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2420 expiring on 26DEC2024
Delta for 2420 CE is 0.05
Historical price for 2420 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 1.6, which was -1.40 lower than the previous day. The implied volatity was 28.05, the open interest changed by -17 which decreased total open position to 185
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 3, which was -0.70 lower than the previous day. The implied volatity was 27.36, the open interest changed by 0 which decreased total open position to 208
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 3.7, which was -1.35 lower than the previous day. The implied volatity was 30.01, the open interest changed by -19 which decreased total open position to 205
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 5.05, which was -2.00 lower than the previous day. The implied volatity was 28.86, the open interest changed by -29 which decreased total open position to 230
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 7.05, which was -0.55 lower than the previous day. The implied volatity was 25.97, the open interest changed by -5 which decreased total open position to 260
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 7.6, which was -1.55 lower than the previous day. The implied volatity was 23.69, the open interest changed by -63 which decreased total open position to 377
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 9.15, which was -9.20 lower than the previous day. The implied volatity was 24.02, the open interest changed by 35 which increased total open position to 442
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 18.35, which was -5.95 lower than the previous day. The implied volatity was 23.26, the open interest changed by 18 which increased total open position to 410
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 24.3, which was 8.70 higher than the previous day. The implied volatity was 25.03, the open interest changed by 178 which increased total open position to 380
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 15.6, which was 2.40 higher than the previous day. The implied volatity was 23.54, the open interest changed by 22 which increased total open position to 205
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 13.2, which was -5.00 lower than the previous day. The implied volatity was 22.79, the open interest changed by 72 which increased total open position to 184
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 18.2, which was -2.10 lower than the previous day. The implied volatity was 21.78, the open interest changed by 24 which increased total open position to 113
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 20.3, which was 1.30 higher than the previous day. The implied volatity was 22.05, the open interest changed by 35 which increased total open position to 92
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 19, which was -0.15 lower than the previous day. The implied volatity was 22.54, the open interest changed by 18 which increased total open position to 57
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 19.15, which was 3.60 higher than the previous day. The implied volatity was 24.36, the open interest changed by 16 which increased total open position to 39
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 15.55, which was -4.05 lower than the previous day. The implied volatity was 24.49, the open interest changed by 7 which increased total open position to 21
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 19.6, which was -3.15 lower than the previous day. The implied volatity was 25.94, the open interest changed by 0 which decreased total open position to 14
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 22.75, which was 1.75 higher than the previous day. The implied volatity was 23.73, the open interest changed by 2 which increased total open position to 2
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 21, 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 25 Nov SRF was trading at 2223.55. The strike last trading price was 21, 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 22 Nov SRF was trading at 2163.25. The strike last trading price was 21, 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 21 Nov SRF was trading at 2143.65. The strike last trading price was 21, 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 21, 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 21, 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 21, 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 21, which was -31.45 lower than the previous day. The implied volatity was 24.00, the open interest changed by 1 which increased total open position to 1
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 52.45, which was 0.00 lower than the previous day. The implied volatity was 5.95, 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 52.45, which was 0.00 lower than the previous day. The implied volatity was 4.81, 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 52.45, which was 0.00 lower than the previous day. The implied volatity was 2.92, 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 52.45, which was 0.00 lower than the previous day. The implied volatity was 0.46, 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 52.45, which was lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
| SRF 26DEC2024 2420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 113.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 2283.95 | 113.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2272.05 | 113.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2280.00 | 113.8 | -15.45 | - | 2 | 0 | 2 |
| 16 Dec | 2306.45 | 129.25 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Dec | 2296.70 | 129.25 | 19.70 | 31.20 | 2 | 0 | 4 |
| 12 Dec | 2298.80 | 109.55 | 32.55 | - | 2 | 0 | 2 |
| 11 Dec | 2336.45 | 77 | -46.30 | 16.04 | 1 | 0 | 3 |
| 10 Dec | 2343.60 | 123.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2302.35 | 123.3 | 17.10 | 33.75 | 2 | 0 | 3 |
| 6 Dec | 2294.70 | 106.2 | 0.00 | 0.00 | 0 | -1 | 0 |
| 5 Dec | 2319.75 | 106.2 | -8.70 | 23.88 | 3 | -2 | 2 |
| 4 Dec | 2333.70 | 114.9 | -32.15 | 28.63 | 17 | 2 | 4 |
| 3 Dec | 2311.25 | 147.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2296.95 | 147.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 29 Nov | 2265.00 | 147.05 | -55.35 | 18.83 | 2 | 0 | 0 |
| 28 Nov | 2262.40 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 2296.60 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2234.65 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2223.55 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2163.25 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2143.65 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2378.45 | 202.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 202.4 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2420 expiring on 26DEC2024
Delta for 2420 PE is 0.00
Historical price for 2420 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 113.8, 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 Dec SRF was trading at 2283.95. The strike last trading price was 113.8, 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 Dec SRF was trading at 2272.05. The strike last trading price was 113.8, 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 17 Dec SRF was trading at 2280.00. The strike last trading price was 113.8, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 129.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 129.25, which was 19.70 higher than the previous day. The implied volatity was 31.20, the open interest changed by 0 which decreased total open position to 4
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 109.55, which was 32.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 77, which was -46.30 lower than the previous day. The implied volatity was 16.04, the open interest changed by 0 which decreased total open position to 3
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 123.3, 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 9 Dec SRF was trading at 2302.35. The strike last trading price was 123.3, which was 17.10 higher than the previous day. The implied volatity was 33.75, the open interest changed by 0 which decreased total open position to 3
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 106.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 106.2, which was -8.70 lower than the previous day. The implied volatity was 23.88, the open interest changed by -2 which decreased total open position to 2
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 114.9, which was -32.15 lower than the previous day. The implied volatity was 28.63, the open interest changed by 2 which increased total open position to 4
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 147.05, 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 2 Dec SRF was trading at 2296.95. The strike last trading price was 147.05, 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 29 Nov SRF was trading at 2265.00. The strike last trading price was 147.05, which was -55.35 lower than the previous day. The implied volatity was 18.83, 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 202.4, 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 27 Nov SRF was trading at 2296.60. The strike last trading price was 202.4, 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 26 Nov SRF was trading at 2234.65. The strike last trading price was 202.4, 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 25 Nov SRF was trading at 2223.55. The strike last trading price was 202.4, 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 22 Nov SRF was trading at 2163.25. The strike last trading price was 202.4, 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 21 Nov SRF was trading at 2143.65. The strike last trading price was 202.4, 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 20 Nov SRF was trading at 2199.50. The strike last trading price was 202.4, 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 19 Nov SRF was trading at 2199.50. The strike last trading price was 202.4, 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 18 Nov SRF was trading at 2179.35. The strike last trading price was 202.4, 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 14 Nov SRF was trading at 2235.20. The strike last trading price was 202.4, 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 13 Nov SRF was trading at 2197.90. The strike last trading price was 202.4, 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 12 Nov SRF was trading at 2253.05. The strike last trading price was 202.4, 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 8 Nov SRF was trading at 2305.95. The strike last trading price was 202.4, 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 7 Nov SRF was trading at 2378.45. The strike last trading price was 202.4, 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 Nov SRF was trading at 2299.15. The strike last trading price was 202.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
