[--[65.84.65.76]--]
SRF
SRF LTD

2400.75 10.50 (0.44%)

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Historical option data for SRF

05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 2400.75 41.85 -0.65 - 90,750 -18,000 1,83,750
4 Jul 2390.25 42.5 - 1,73,625 12,750 2,01,750
3 Jul 2381.50 43.7 - 1,33,500 -16,500 1,89,000
2 Jul 2393.70 47 - 6,58,875 74,250 2,05,500
1 Jul 2462.40 77.45 - 3,95,625 58,500 1,31,250
28 Jun 2436.05 62.2 - 1,58,250 18,000 72,750
27 Jun 2458.85 87 - 1,93,125 44,250 54,750
26 Jun 2398.80 55.4 - 14,625 8,625 10,500
25 Jun 2393.85 50.95 - 1,875 375 1,875
24 Jun 2420.25 71.05 - 2,625 750 750
21 Jun 2460.05 115.40 - 0 0 0
20 Jun 2499.35 115.40 - 2,625 375 375
19 Jun 2416.75 35.15 - 0 0 0
18 Jun 2422.20 35.15 - 0 0 0
14 Jun 2402.00 35.15 - 0 0 0
13 Jun 2399.90 35.15 - 0 0 0
12 Jun 2365.90 35.15 - 0 0 0
11 Jun 2327.70 35.15 - 0 0 0
10 Jun 2354.65 35.15 - 0 0 0
7 Jun 2312.30 35.15 - 0 0 0
5 Jun 2295.05 35.15 - 0 0 0


For SRF LTD - strike price 2460 expiring on 25JUL2024

Delta for 2460 CE is -

Historical price for 2460 CE is as follows

On 5 Jul SRF was trading at 2400.75. The strike last trading price was 41.85, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -18000 which decreased total open position to 183750


On 4 Jul SRF was trading at 2390.25. The strike last trading price was 42.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 12750 which increased total open position to 201750


On 3 Jul SRF was trading at 2381.50. The strike last trading price was 43.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 189000


On 2 Jul SRF was trading at 2393.70. The strike last trading price was 47, which was lower than the previous day. The implied volatity was -, the open interest changed by 74250 which increased total open position to 205500


On 1 Jul SRF was trading at 2462.40. The strike last trading price was 77.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 58500 which increased total open position to 131250


On 28 Jun SRF was trading at 2436.05. The strike last trading price was 62.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 72750


On 27 Jun SRF was trading at 2458.85. The strike last trading price was 87, which was lower than the previous day. The implied volatity was -, the open interest changed by 44250 which increased total open position to 54750


On 26 Jun SRF was trading at 2398.80. The strike last trading price was 55.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 10500


On 25 Jun SRF was trading at 2393.85. The strike last trading price was 50.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1875


On 24 Jun SRF was trading at 2420.25. The strike last trading price was 71.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750


On 21 Jun SRF was trading at 2460.05. The strike last trading price was 115.40, 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 20 Jun SRF was trading at 2499.35. The strike last trading price was 115.40, 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 35.15, 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 35.15, 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 35.15, 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 35.15, 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 35.15, 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 35.15, 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 35.15, 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 35.15, 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 35.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 2400.75 98.25 7.75 - 7,875 -1,125 39,375
4 Jul 2390.25 90.5 - 1,125 750 40,500
3 Jul 2381.50 107.55 - 8,250 375 39,750
2 Jul 2393.70 106.7 - 60,750 13,500 41,250
1 Jul 2462.40 67 - 96,750 -6,750 27,750
28 Jun 2436.05 80.85 - 4,22,250 29,250 34,500
27 Jun 2458.85 61.75 - 15,000 4,500 5,250
26 Jun 2398.80 69.9 - 0 0 0
25 Jun 2393.85 69.9 - 0 0 0
24 Jun 2420.25 69.9 - 0 750 0
21 Jun 2460.05 69.90 - 1,500 750 750
20 Jun 2499.35 244.70 - 0 0 0
19 Jun 2416.75 244.70 - 0 0 0
18 Jun 2422.20 244.70 - 0 0 0
14 Jun 2402.00 244.70 - 0 0 0
13 Jun 2399.90 244.70 - 0 0 0
12 Jun 2365.90 244.70 - 0 0 0
11 Jun 2327.70 244.70 - 0 0 0
10 Jun 2354.65 244.70 - 0 0 0
7 Jun 2312.30 244.70 - 0 0 0
5 Jun 2295.05 244.70 - 0 0 0


For SRF LTD - strike price 2460 expiring on 25JUL2024

Delta for 2460 PE is -

Historical price for 2460 PE is as follows

On 5 Jul SRF was trading at 2400.75. The strike last trading price was 98.25, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 39375


On 4 Jul SRF was trading at 2390.25. The strike last trading price was 90.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 40500


On 3 Jul SRF was trading at 2381.50. The strike last trading price was 107.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 39750


On 2 Jul SRF was trading at 2393.70. The strike last trading price was 106.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 41250


On 1 Jul SRF was trading at 2462.40. The strike last trading price was 67, which was lower than the previous day. The implied volatity was -, the open interest changed by -6750 which decreased total open position to 27750


On 28 Jun SRF was trading at 2436.05. The strike last trading price was 80.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 29250 which increased total open position to 34500


On 27 Jun SRF was trading at 2458.85. The strike last trading price was 61.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 5250


On 26 Jun SRF was trading at 2398.80. The strike last trading price was 69.9, 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 25 Jun SRF was trading at 2393.85. The strike last trading price was 69.9, 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 24 Jun SRF was trading at 2420.25. The strike last trading price was 69.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 0


On 21 Jun SRF was trading at 2460.05. The strike last trading price was 69.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750


On 20 Jun SRF was trading at 2499.35. The strike last trading price was 244.70, 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 19 Jun SRF was trading at 2416.75. The strike last trading price was 244.70, 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 244.70, 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 244.70, 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 244.70, 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 244.70, 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 244.70, 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 244.70, 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 244.70, 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 244.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0