SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.20
Theta: -0.56
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 1.1 | -0.85 | 31.81 | 324 | 17 | 118 | |||
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| 19 Dec | 2283.95 | 1.95 | -0.10 | 30.57 | 18 | -4 | 101 | |||
| 18 Dec | 2272.05 | 2.05 | -0.70 | 31.59 | 17 | -3 | 105 | |||
| 17 Dec | 2280.00 | 2.75 | -1.15 | 30.08 | 40 | -9 | 108 | |||
| 16 Dec | 2306.45 | 3.9 | -0.45 | 27.27 | 91 | 24 | 117 | |||
| 13 Dec | 2296.70 | 4.35 | -0.55 | 24.88 | 271 | -17 | 93 | |||
| 12 Dec | 2298.80 | 4.9 | -4.40 | 24.50 | 150 | 9 | 110 | |||
| 11 Dec | 2336.45 | 9.3 | -5.15 | 22.64 | 280 | 26 | 102 | |||
| 10 Dec | 2343.60 | 14.45 | 4.50 | 24.98 | 125 | 12 | 75 | |||
| 9 Dec | 2302.35 | 9.95 | 1.95 | 24.62 | 80 | -3 | 63 | |||
| 6 Dec | 2294.70 | 8 | -3.40 | 23.36 | 80 | -6 | 66 | |||
| 5 Dec | 2319.75 | 11.4 | -1.20 | 22.45 | 55 | 8 | 74 | |||
| 4 Dec | 2333.70 | 12.6 | 1.40 | 22.42 | 65 | -9 | 66 | |||
| 3 Dec | 2311.25 | 11.2 | -1.30 | 22.41 | 70 | 20 | 77 | |||
| 2 Dec | 2296.95 | 12.5 | 1.45 | 24.72 | 51 | 39 | 57 | |||
| 29 Nov | 2265.00 | 11.05 | 0.05 | 25.44 | 22 | 10 | 18 | |||
| 28 Nov | 2262.40 | 11 | -31.50 | 24.61 | 11 | 8 | 8 | |||
| 27 Nov | 2296.60 | 42.5 | 0.00 | 5.66 | 0 | 0 | 0 | |||
| 26 Nov | 2234.65 | 42.5 | 0.00 | 8.03 | 0 | 0 | 0 | |||
| 25 Nov | 2223.55 | 42.5 | 0.00 | 8.31 | 0 | 0 | 0 | |||
| 22 Nov | 2163.25 | 42.5 | 0.00 | 9.95 | 0 | 0 | 0 | |||
| 21 Nov | 2143.65 | 42.5 | 0.00 | 10.66 | 0 | 0 | 0 | |||
| 20 Nov | 2199.50 | 42.5 | 0.00 | 7.33 | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 42.5 | 0.00 | 7.33 | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 42.5 | 0.00 | 9.07 | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 42.5 | 0.00 | 6.33 | 0 | 0 | 0 | |||
| 13 Nov | 2197.90 | 42.5 | 0.00 | 7.06 | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 42.5 | 0.00 | 5.94 | 0 | 0 | 0 | |||
| 8 Nov | 2305.95 | 42.5 | 0.00 | 4.05 | 0 | 0 | 0 | |||
| 7 Nov | 2378.45 | 42.5 | 0.00 | 1.70 | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 42.5 | 3.67 | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2460 expiring on 26DEC2024
Delta for 2460 CE is 0.03
Historical price for 2460 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 31.81, the open interest changed by 17 which increased total open position to 118
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was 30.57, the open interest changed by -4 which decreased total open position to 101
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 2.05, which was -0.70 lower than the previous day. The implied volatity was 31.59, the open interest changed by -3 which decreased total open position to 105
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 2.75, which was -1.15 lower than the previous day. The implied volatity was 30.08, the open interest changed by -9 which decreased total open position to 108
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 3.9, which was -0.45 lower than the previous day. The implied volatity was 27.27, the open interest changed by 24 which increased total open position to 117
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 4.35, which was -0.55 lower than the previous day. The implied volatity was 24.88, the open interest changed by -17 which decreased total open position to 93
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 4.9, which was -4.40 lower than the previous day. The implied volatity was 24.50, the open interest changed by 9 which increased total open position to 110
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 9.3, which was -5.15 lower than the previous day. The implied volatity was 22.64, the open interest changed by 26 which increased total open position to 102
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 14.45, which was 4.50 higher than the previous day. The implied volatity was 24.98, the open interest changed by 12 which increased total open position to 75
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 9.95, which was 1.95 higher than the previous day. The implied volatity was 24.62, the open interest changed by -3 which decreased total open position to 63
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 8, which was -3.40 lower than the previous day. The implied volatity was 23.36, the open interest changed by -6 which decreased total open position to 66
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 11.4, which was -1.20 lower than the previous day. The implied volatity was 22.45, the open interest changed by 8 which increased total open position to 74
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 12.6, which was 1.40 higher than the previous day. The implied volatity was 22.42, the open interest changed by -9 which decreased total open position to 66
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 11.2, which was -1.30 lower than the previous day. The implied volatity was 22.41, the open interest changed by 20 which increased total open position to 77
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 12.5, which was 1.45 higher than the previous day. The implied volatity was 24.72, the open interest changed by 39 which increased total open position to 57
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 11.05, which was 0.05 higher than the previous day. The implied volatity was 25.44, the open interest changed by 10 which increased total open position to 18
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 11, which was -31.50 lower than the previous day. The implied volatity was 24.61, the open interest changed by 8 which increased total open position to 8
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 42.5, which was 0.00 lower than the previous day. The implied volatity was 5.66, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 8.03, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 8.31, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 9.95, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 10.66, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 7.33, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 7.33, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 9.07, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 6.33, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 7.06, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 5.94, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 4.05, 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 42.5, which was 0.00 lower than the previous day. The implied volatity was 1.70, 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 42.5, which was lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
| SRF 26DEC2024 2460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0.05
Theta: 0.57
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 182.1 | 6.95 | 23.91 | 1 | 0 | 6 |
| 19 Dec | 2283.95 | 175.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2272.05 | 175.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2280.00 | 175.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 2306.45 | 175.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 2296.70 | 175.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2298.80 | 175.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2336.45 | 175.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2343.60 | 175.15 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 2302.35 | 175.15 | 33.80 | 46.90 | 1 | 0 | 5 |
| 6 Dec | 2294.70 | 141.35 | -0.15 | - | 3 | -2 | 4 |
| 5 Dec | 2319.75 | 141.5 | -13.25 | 26.46 | 16 | 7 | 8 |
| 4 Dec | 2333.70 | 154.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 2311.25 | 154.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2296.95 | 154.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 2265.00 | 154.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 2262.40 | 154.75 | -77.30 | - | 1 | 0 | 0 |
| 27 Nov | 2296.60 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 2234.65 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2223.55 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2163.25 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2143.65 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2378.45 | 232.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 232.05 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2460 expiring on 26DEC2024
Delta for 2460 PE is -0.99
Historical price for 2460 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 182.1, which was 6.95 higher than the previous day. The implied volatity was 23.91, the open interest changed by 0 which decreased total open position to 6
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 175.15, 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 175.15, 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 175.15, 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 16 Dec SRF was trading at 2306.45. The strike last trading price was 175.15, 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 Dec SRF was trading at 2296.70. The strike last trading price was 175.15, 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 Dec SRF was trading at 2298.80. The strike last trading price was 175.15, 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 Dec SRF was trading at 2336.45. The strike last trading price was 175.15, 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 175.15, 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 9 Dec SRF was trading at 2302.35. The strike last trading price was 175.15, which was 33.80 higher than the previous day. The implied volatity was 46.90, the open interest changed by 0 which decreased total open position to 5
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 141.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 4
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 141.5, which was -13.25 lower than the previous day. The implied volatity was 26.46, the open interest changed by 7 which increased total open position to 8
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 154.75, 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 154.75, 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 154.75, 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 154.75, 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 28 Nov SRF was trading at 2262.40. The strike last trading price was 154.75, which was -77.30 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 232.05, 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 232.05, 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 232.05, 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 232.05, 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 232.05, 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 232.05, 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 232.05, 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 232.05, 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 232.05, 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 232.05, 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 232.05, 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 232.05, 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 232.05, 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 232.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
