SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.25
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 1.35 | -0.55 | 30.09 | 622 | 6 | 225 | |||
| 19 Dec | 2283.95 | 1.9 | -0.90 | 27.60 | 222 | 15 | 225 | |||
| 18 Dec | 2272.05 | 2.8 | -1.20 | 30.92 | 343 | -27 | 210 | |||
| 17 Dec | 2280.00 | 4 | -1.30 | 29.98 | 329 | 14 | 239 | |||
| 16 Dec | 2306.45 | 5.3 | -0.35 | 26.70 | 264 | 36 | 225 | |||
| 13 Dec | 2296.70 | 5.65 | -1.25 | 24.17 | 464 | -50 | 189 | |||
| 12 Dec | 2298.80 | 6.9 | -6.70 | 24.45 | 702 | 80 | 243 | |||
| 11 Dec | 2336.45 | 13.6 | -5.35 | 23.19 | 668 | 39 | 167 | |||
| 10 Dec | 2343.60 | 18.95 | 6.60 | 25.05 | 526 | 26 | 128 | |||
| 9 Dec | 2302.35 | 12.35 | 2.25 | 24.00 | 245 | 41 | 104 | |||
| 6 Dec | 2294.70 | 10.1 | -4.15 | 22.92 | 51 | 8 | 64 | |||
| 5 Dec | 2319.75 | 14.25 | -2.25 | 22.00 | 273 | 15 | 56 | |||
| 4 Dec | 2333.70 | 16.5 | -0.35 | 22.49 | 41 | 11 | 42 | |||
| 3 Dec | 2311.25 | 16.85 | 1.70 | 23.75 | 13 | 0 | 30 | |||
| 2 Dec | 2296.95 | 15.15 | 2.80 | 24.32 | 23 | 6 | 29 | |||
| 29 Nov | 2265.00 | 12.35 | -5.70 | 24.47 | 51 | 22 | 23 | |||
| 28 Nov | 2262.40 | 18.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 2296.60 | 18.05 | -161.30 | 23.51 | 1 | 0 | 0 | |||
| 26 Nov | 2234.65 | 179.35 | 0.00 | 6.92 | 0 | 0 | 0 | |||
| 25 Nov | 2223.55 | 179.35 | 0.00 | 7.22 | 0 | 0 | 0 | |||
| 22 Nov | 2163.25 | 179.35 | 0.00 | 9.37 | 0 | 0 | 0 | |||
| 21 Nov | 2143.65 | 179.35 | 0.00 | 10.15 | 0 | 0 | 0 | |||
| 20 Nov | 2199.50 | 179.35 | 0.00 | 6.74 | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 179.35 | 0.00 | 6.74 | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 179.35 | 0.00 | 7.97 | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 179.35 | 0.00 | 5.81 | 0 | 0 | 0 | |||
| 13 Nov | 2197.90 | 179.35 | 0.00 | 6.51 | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 179.35 | 0.00 | 5.38 | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 179.35 | 0.00 | 3.49 | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 179.35 | 0.00 | 1.07 | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 179.35 | 179.35 | 3.23 | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Oct | 2421.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2481.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2497.85 | 0 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2440 expiring on 26DEC2024
Delta for 2440 CE is 0.04
Historical price for 2440 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 30.09, the open interest changed by 6 which increased total open position to 225
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 1.9, which was -0.90 lower than the previous day. The implied volatity was 27.60, the open interest changed by 15 which increased total open position to 225
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 2.8, which was -1.20 lower than the previous day. The implied volatity was 30.92, the open interest changed by -27 which decreased total open position to 210
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 4, which was -1.30 lower than the previous day. The implied volatity was 29.98, the open interest changed by 14 which increased total open position to 239
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 5.3, which was -0.35 lower than the previous day. The implied volatity was 26.70, the open interest changed by 36 which increased total open position to 225
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 5.65, which was -1.25 lower than the previous day. The implied volatity was 24.17, the open interest changed by -50 which decreased total open position to 189
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 6.9, which was -6.70 lower than the previous day. The implied volatity was 24.45, the open interest changed by 80 which increased total open position to 243
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 13.6, which was -5.35 lower than the previous day. The implied volatity was 23.19, the open interest changed by 39 which increased total open position to 167
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 18.95, which was 6.60 higher than the previous day. The implied volatity was 25.05, the open interest changed by 26 which increased total open position to 128
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 12.35, which was 2.25 higher than the previous day. The implied volatity was 24.00, the open interest changed by 41 which increased total open position to 104
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 10.1, which was -4.15 lower than the previous day. The implied volatity was 22.92, the open interest changed by 8 which increased total open position to 64
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 14.25, which was -2.25 lower than the previous day. The implied volatity was 22.00, the open interest changed by 15 which increased total open position to 56
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 16.5, which was -0.35 lower than the previous day. The implied volatity was 22.49, the open interest changed by 11 which increased total open position to 42
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 16.85, which was 1.70 higher than the previous day. The implied volatity was 23.75, the open interest changed by 0 which decreased total open position to 30
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 15.15, which was 2.80 higher than the previous day. The implied volatity was 24.32, the open interest changed by 6 which increased total open position to 29
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 12.35, which was -5.70 lower than the previous day. The implied volatity was 24.47, the open interest changed by 22 which increased total open position to 23
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 18.05, 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 27 Nov SRF was trading at 2296.60. The strike last trading price was 18.05, which was -161.30 lower than the previous day. The implied volatity was 23.51, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 6.92, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 7.22, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 9.37, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 10.15, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 6.74, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 6.74, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 7.97, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 5.81, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 6.51, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 5.38, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 3.49, 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 179.35, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 179.35, which was 179.35 higher than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
On 4 Oct SRF was trading at 2350.35. 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 3 Oct SRF was trading at 2421.00. 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 1 Oct SRF was trading at 2481.35. 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 30 Sept SRF was trading at 2497.85. 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 26DEC2024 2440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 116.2 | -16.00 | - | 1 | 0 | 3 |
| 19 Dec | 2283.95 | 132.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2272.05 | 132.2 | 0.00 | 0.00 | 0 | -4 | 0 |
| 17 Dec | 2280.00 | 132.2 | -24.75 | - | 8 | -5 | 2 |
| 16 Dec | 2306.45 | 156.95 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Dec | 2296.70 | 156.95 | 19.90 | 40.28 | 3 | -1 | 8 |
| 12 Dec | 2298.80 | 137.05 | 12.05 | 23.28 | 4 | 1 | 8 |
| 11 Dec | 2336.45 | 125 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2343.60 | 125 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2302.35 | 125 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 2294.70 | 125 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 2319.75 | 125 | -143.00 | 25.95 | 2 | 0 | 7 |
| 4 Dec | 2333.70 | 268 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 2311.25 | 268 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2296.95 | 268 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 2265.00 | 268 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 2262.40 | 268 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 2296.60 | 268 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 2234.65 | 268 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 2223.55 | 268 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 2163.25 | 268 | 150.90 | 32.95 | 7 | 2 | 2 |
| 21 Nov | 2143.65 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2378.45 | 117.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 117.1 | 117.10 | - | 0 | 0 | 0 |
| 4 Oct | 2350.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2421.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2481.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2497.85 | 0 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2440 expiring on 26DEC2024
Delta for 2440 PE is -
Historical price for 2440 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 116.2, which was -16.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 132.2, 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 132.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 132.2, which was -24.75 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 2
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 156.95, 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 156.95, which was 19.90 higher than the previous day. The implied volatity was 40.28, the open interest changed by -1 which decreased total open position to 8
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 137.05, which was 12.05 higher than the previous day. The implied volatity was 23.28, the open interest changed by 1 which increased total open position to 8
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 125, 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 10 Dec SRF was trading at 2343.60. The strike last trading price was 125, 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 125, 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 6 Dec SRF was trading at 2294.70. The strike last trading price was 125, 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 5 Dec SRF was trading at 2319.75. The strike last trading price was 125, which was -143.00 lower than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 7
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 268, 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 3 Dec SRF was trading at 2311.25. The strike last trading price was 268, 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 268, 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 29 Nov SRF was trading at 2265.00. The strike last trading price was 268, 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 28 Nov SRF was trading at 2262.40. The strike last trading price was 268, 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 27 Nov SRF was trading at 2296.60. The strike last trading price was 268, 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 26 Nov SRF was trading at 2234.65. The strike last trading price was 268, 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 268, 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 268, which was 150.90 higher than the previous day. The implied volatity was 32.95, the open interest changed by 2 which increased total open position to 2
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, 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 117.1, which was 117.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Oct SRF was trading at 2350.35. 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 3 Oct SRF was trading at 2421.00. 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 1 Oct SRF was trading at 2481.35. 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 30 Sept SRF was trading at 2497.85. 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
