SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
SRF 26DEC2024 2480 CE | ||||||||||
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Delta: 0.02
Vega: 0.17
Theta: -0.49
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 2277.60 | 0.9 | -0.25 | 33.44 | 48 | -15 | 52 | |||
19 Dec | 2283.95 | 1.15 | -1.25 | 30.28 | 19 | -6 | 67 | |||
18 Dec | 2272.05 | 2.4 | 0.00 | 0.00 | 0 | -10 | 0 | |||
17 Dec | 2280.00 | 2.4 | -0.75 | 31.71 | 49 | -5 | 78 | |||
16 Dec | 2306.45 | 3.15 | -0.10 | 28.42 | 79 | 3 | 85 | |||
13 Dec | 2296.70 | 3.25 | -1.10 | 25.40 | 171 | 6 | 83 | |||
12 Dec | 2298.80 | 4.35 | -3.20 | 25.98 | 80 | 16 | 78 | |||
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11 Dec | 2336.45 | 7.55 | -3.25 | 23.58 | 69 | 16 | 64 | |||
10 Dec | 2343.60 | 10.8 | 4.05 | 24.88 | 93 | -2 | 47 | |||
9 Dec | 2302.35 | 6.75 | 0.50 | 23.99 | 107 | 21 | 51 | |||
6 Dec | 2294.70 | 6.25 | -2.55 | 23.71 | 41 | 7 | 30 | |||
5 Dec | 2319.75 | 8.8 | -1.40 | 22.64 | 13 | -2 | 24 | |||
4 Dec | 2333.70 | 10.2 | 1.00 | 22.90 | 30 | 3 | 27 | |||
3 Dec | 2311.25 | 9.2 | -0.65 | 22.97 | 29 | 5 | 22 | |||
2 Dec | 2296.95 | 9.85 | -0.65 | 24.78 | 29 | 15 | 16 | |||
29 Nov | 2265.00 | 10.5 | -148.60 | 26.82 | 1 | 0 | 0 | |||
28 Nov | 2262.40 | 159.1 | 0.00 | 7.93 | 0 | 0 | 0 | |||
27 Nov | 2296.60 | 159.1 | 0.00 | 6.35 | 0 | 0 | 0 | |||
26 Nov | 2234.65 | 159.1 | 0.00 | 8.67 | 0 | 0 | 0 | |||
25 Nov | 2223.55 | 159.1 | 0.00 | 9.14 | 0 | 0 | 0 | |||
22 Nov | 2163.25 | 159.1 | 0.00 | 10.74 | 0 | 0 | 0 | |||
21 Nov | 2143.65 | 159.1 | 0.00 | 10.21 | 0 | 0 | 0 | |||
20 Nov | 2199.50 | 159.1 | 0.00 | 7.91 | 0 | 0 | 0 | |||
19 Nov | 2199.50 | 159.1 | 0.00 | 7.91 | 0 | 0 | 0 | |||
18 Nov | 2179.35 | 159.1 | 0.00 | 9.60 | 0 | 0 | 0 | |||
14 Nov | 2235.20 | 159.1 | 0.00 | 6.86 | 0 | 0 | 0 | |||
13 Nov | 2197.90 | 159.1 | 0.00 | 7.59 | 0 | 0 | 0 | |||
12 Nov | 2253.05 | 159.1 | 0.00 | 6.49 | 0 | 0 | 0 | |||
8 Nov | 2305.95 | 159.1 | 0.00 | 4.61 | 0 | 0 | 0 | |||
7 Nov | 2378.45 | 159.1 | 0.00 | 2.16 | 0 | 0 | 0 | |||
5 Nov | 2299.15 | 159.1 | 159.10 | 4.80 | 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 2480 expiring on 26DEC2024
Delta for 2480 CE is 0.02
Historical price for 2480 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 33.44, the open interest changed by -15 which decreased total open position to 52
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 1.15, which was -1.25 lower than the previous day. The implied volatity was 30.28, the open interest changed by -6 which decreased total open position to 67
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 2.4, which was -0.75 lower than the previous day. The implied volatity was 31.71, the open interest changed by -5 which decreased total open position to 78
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 3.15, which was -0.10 lower than the previous day. The implied volatity was 28.42, the open interest changed by 3 which increased total open position to 85
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 3.25, which was -1.10 lower than the previous day. The implied volatity was 25.40, the open interest changed by 6 which increased total open position to 83
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 4.35, which was -3.20 lower than the previous day. The implied volatity was 25.98, the open interest changed by 16 which increased total open position to 78
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 7.55, which was -3.25 lower than the previous day. The implied volatity was 23.58, the open interest changed by 16 which increased total open position to 64
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 10.8, which was 4.05 higher than the previous day. The implied volatity was 24.88, the open interest changed by -2 which decreased total open position to 47
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 6.75, which was 0.50 higher than the previous day. The implied volatity was 23.99, the open interest changed by 21 which increased total open position to 51
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 6.25, which was -2.55 lower than the previous day. The implied volatity was 23.71, the open interest changed by 7 which increased total open position to 30
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 8.8, which was -1.40 lower than the previous day. The implied volatity was 22.64, the open interest changed by -2 which decreased total open position to 24
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 10.2, which was 1.00 higher than the previous day. The implied volatity was 22.90, the open interest changed by 3 which increased total open position to 27
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 9.2, which was -0.65 lower than the previous day. The implied volatity was 22.97, the open interest changed by 5 which increased total open position to 22
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 9.85, which was -0.65 lower than the previous day. The implied volatity was 24.78, the open interest changed by 15 which increased total open position to 16
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 10.5, which was -148.60 lower than the previous day. The implied volatity was 26.82, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 7.93, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 8.67, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 9.14, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 10.74, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 10.21, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 7.91, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 7.91, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 9.60, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 6.86, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 7.59, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 6.49, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 4.61, 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 159.1, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 159.1, which was 159.10 higher than the previous day. The implied volatity was 4.80, 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 2480 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 2277.60 | 136.1 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 2283.95 | 136.1 | 0.00 | - | 0 | 0 | 0 |
18 Dec | 2272.05 | 136.1 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 2280.00 | 136.1 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 2306.45 | 136.1 | 0.00 | - | 0 | 0 | 0 |
13 Dec | 2296.70 | 136.1 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 2298.80 | 136.1 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 2336.45 | 136.1 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 2343.60 | 136.1 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 2302.35 | 136.1 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 2294.70 | 136.1 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 2319.75 | 136.1 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 2333.70 | 136.1 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 2311.25 | 136.1 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 2296.95 | 136.1 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 2265.00 | 136.1 | 0.00 | - | 0 | 0 | 0 |
28 Nov | 2262.40 | 136.1 | 0.00 | - | 0 | 0 | 0 |
27 Nov | 2296.60 | 136.1 | 0.00 | - | 0 | 0 | 0 |
26 Nov | 2234.65 | 136.1 | 0.00 | - | 0 | 0 | 0 |
25 Nov | 2223.55 | 136.1 | 0.00 | - | 0 | 0 | 0 |
22 Nov | 2163.25 | 136.1 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 2143.65 | 136.1 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 2199.50 | 136.1 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 2199.50 | 136.1 | 0.00 | - | 0 | 0 | 0 |
18 Nov | 2179.35 | 136.1 | 0.00 | - | 0 | 0 | 0 |
14 Nov | 2235.20 | 136.1 | 0.00 | - | 0 | 0 | 0 |
13 Nov | 2197.90 | 136.1 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 2253.05 | 136.1 | 0.00 | - | 0 | 0 | 0 |
8 Nov | 2305.95 | 136.1 | 0.00 | - | 0 | 0 | 0 |
7 Nov | 2378.45 | 136.1 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 2299.15 | 136.1 | 136.10 | - | 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 2480 expiring on 26DEC2024
Delta for 2480 PE is -
Historical price for 2480 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 136.1, 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 Dec SRF was trading at 2283.95. The strike last trading price was 136.1, 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 Dec SRF was trading at 2272.05. The strike last trading price was 136.1, 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 17 Dec SRF was trading at 2280.00. The strike last trading price was 136.1, 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 16 Dec SRF was trading at 2306.45. The strike last trading price was 136.1, 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 Dec SRF was trading at 2296.70. The strike last trading price was 136.1, 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 Dec SRF was trading at 2298.80. The strike last trading price was 136.1, 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 11 Dec SRF was trading at 2336.45. The strike last trading price was 136.1, 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 10 Dec SRF was trading at 2343.60. The strike last trading price was 136.1, 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 9 Dec SRF was trading at 2302.35. The strike last trading price was 136.1, 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 6 Dec SRF was trading at 2294.70. The strike last trading price was 136.1, 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 Dec SRF was trading at 2319.75. The strike last trading price was 136.1, 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 4 Dec SRF was trading at 2333.70. The strike last trading price was 136.1, 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 3 Dec SRF was trading at 2311.25. The strike last trading price was 136.1, 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 2 Dec SRF was trading at 2296.95. The strike last trading price was 136.1, 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 29 Nov SRF was trading at 2265.00. The strike last trading price was 136.1, 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 28 Nov SRF was trading at 2262.40. The strike last trading price was 136.1, 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 27 Nov SRF was trading at 2296.60. The strike last trading price was 136.1, 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 26 Nov SRF was trading at 2234.65. The strike last trading price was 136.1, 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 25 Nov SRF was trading at 2223.55. The strike last trading price was 136.1, 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 22 Nov SRF was trading at 2163.25. The strike last trading price was 136.1, 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 21 Nov SRF was trading at 2143.65. The strike last trading price was 136.1, 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 136.1, 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 136.1, 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 136.1, 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 136.1, 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 136.1, 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 136.1, 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 136.1, 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 136.1, 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 136.1, which was 136.10 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