SRF
SRF LTD
Historical option data for SRF
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 2400.75 | 29.2 | -1.85 | - | 4,07,250 | -27,000 | 5,64,750 | |||
| 4 Jul | 2390.25 | 31.05 | - | 6,45,000 | 32,250 | 5,91,750 | ||||
| 3 Jul | 2381.50 | 32 | - | 4,18,875 | -20,250 | 5,59,500 | ||||
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| 2 Jul | 2393.70 | 34.8 | - | 29,93,250 | 2,79,375 | 5,80,500 | ||||
| 1 Jul | 2462.40 | 58.65 | - | 10,35,750 | 57,375 | 3,01,125 | ||||
| 28 Jun | 2436.05 | 46.5 | - | 7,65,000 | 16,875 | 2,43,750 | ||||
| 27 Jun | 2458.85 | 64.45 | - | 12,27,750 | 63,750 | 2,26,875 | ||||
| 26 Jun | 2398.80 | 43 | - | 1,06,500 | 10,125 | 1,63,500 | ||||
| 25 Jun | 2393.85 | 42.55 | - | 1,51,875 | 19,875 | 1,53,375 | ||||
| 24 Jun | 2420.25 | 54.1 | - | 1,46,625 | 17,625 | 1,22,625 | ||||
| 21 Jun | 2460.05 | 72.10 | - | 1,21,875 | 9,000 | 1,04,625 | ||||
| 20 Jun | 2499.35 | 95.50 | - | 2,79,375 | 39,000 | 94,875 | ||||
| 19 Jun | 2416.75 | 58.50 | - | 26,625 | 10,875 | 55,875 | ||||
| 18 Jun | 2422.20 | 61.00 | - | 22,125 | 7,125 | 45,375 | ||||
| 14 Jun | 2402.00 | 59.00 | - | 11,250 | 750 | 38,250 | ||||
| 13 Jun | 2399.90 | 59.50 | - | 46,125 | -375 | 37,500 | ||||
| 12 Jun | 2365.90 | 56.50 | - | 76,125 | 36,000 | 37,500 | ||||
| 10 Jun | 2354.65 | 50.00 | - | 1,500 | 750 | 750 | ||||
| 5 Jun | 2295.05 | 27.80 | - | 0 | 0 | 0 | ||||
For SRF LTD - strike price 2500 expiring on 25JUL2024
Delta for 2500 CE is -
Historical price for 2500 CE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 29.2, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -27000 which decreased total open position to 564750
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 31.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 32250 which increased total open position to 591750
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 32, which was lower than the previous day. The implied volatity was -, the open interest changed by -20250 which decreased total open position to 559500
On 2 Jul SRF was trading at 2393.70. The strike last trading price was 34.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 279375 which increased total open position to 580500
On 1 Jul SRF was trading at 2462.40. The strike last trading price was 58.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 57375 which increased total open position to 301125
On 28 Jun SRF was trading at 2436.05. The strike last trading price was 46.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 16875 which increased total open position to 243750
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 64.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 63750 which increased total open position to 226875
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 43, which was lower than the previous day. The implied volatity was -, the open interest changed by 10125 which increased total open position to 163500
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 42.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 19875 which increased total open position to 153375
On 24 Jun SRF was trading at 2420.25. The strike last trading price was 54.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 17625 which increased total open position to 122625
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 72.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 104625
On 20 Jun SRF was trading at 2499.35. The strike last trading price was 95.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 39000 which increased total open position to 94875
On 19 Jun SRF was trading at 2416.75. The strike last trading price was 58.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 10875 which increased total open position to 55875
On 18 Jun SRF was trading at 2422.20. The strike last trading price was 61.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7125 which increased total open position to 45375
On 14 Jun SRF was trading at 2402.00. The strike last trading price was 59.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 38250
On 13 Jun SRF was trading at 2399.90. The strike last trading price was 59.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 37500
On 12 Jun SRF was trading at 2365.90. The strike last trading price was 56.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 36000 which increased total open position to 37500
On 10 Jun SRF was trading at 2354.65. The strike last trading price was 50.00, 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 5 Jun SRF was trading at 2295.05. The strike last trading price was 27.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 2400.75 | 124.75 | -7.35 | - | 14,250 | 2,625 | 57,000 |
| 4 Jul | 2390.25 | 132.1 | - | 7,875 | -4,500 | 54,375 | |
| 3 Jul | 2381.50 | 140 | - | 5,250 | -750 | 58,875 | |
| 2 Jul | 2393.70 | 134.25 | - | 50,250 | -375 | 59,250 | |
| 1 Jul | 2462.40 | 86.95 | - | 37,125 | -1,875 | 59,625 | |
| 28 Jun | 2436.05 | 107.2 | - | 1,02,750 | 15,375 | 61,500 | |
| 27 Jun | 2458.85 | 83.25 | - | 47,250 | 13,500 | 46,125 | |
| 26 Jun | 2398.80 | 122.75 | - | 5,625 | 2,625 | 32,250 | |
| 25 Jun | 2393.85 | 127 | - | 18,375 | 5,250 | 29,625 | |
| 24 Jun | 2420.25 | 114 | - | 10,125 | 6,000 | 24,000 | |
| 21 Jun | 2460.05 | 96.55 | - | 7,875 | 5,625 | 18,000 | |
| 20 Jun | 2499.35 | 82.30 | - | 19,875 | 9,000 | 11,250 | |
| 19 Jun | 2416.75 | 122.10 | - | 2,625 | 1,875 | 2,250 | |
| 18 Jun | 2422.20 | 185.00 | - | 0 | 0 | 0 | |
| 14 Jun | 2402.00 | 185.00 | - | 0 | 0 | 0 | |
| 13 Jun | 2399.90 | 185.00 | - | 0 | 375 | 0 | |
| 12 Jun | 2365.90 | 185.00 | - | 375 | 0 | 0 | |
| 10 Jun | 2354.65 | 276.90 | - | 0 | 0 | 0 | |
| 5 Jun | 2295.05 | 276.90 | - | 0 | 0 | 0 | |
For SRF LTD - strike price 2500 expiring on 25JUL2024
Delta for 2500 PE is -
Historical price for 2500 PE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 124.75, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 57000
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 132.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 54375
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 140, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 58875
On 2 Jul SRF was trading at 2393.70. The strike last trading price was 134.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 59250
On 1 Jul SRF was trading at 2462.40. The strike last trading price was 86.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -1875 which decreased total open position to 59625
On 28 Jun SRF was trading at 2436.05. The strike last trading price was 107.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 15375 which increased total open position to 61500
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 83.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 46125
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 122.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 32250
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 127, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 29625
On 24 Jun SRF was trading at 2420.25. The strike last trading price was 114, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 24000
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 96.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 18000
On 20 Jun SRF was trading at 2499.35. The strike last trading price was 82.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 11250
On 19 Jun SRF was trading at 2416.75. The strike last trading price was 122.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 2250
On 18 Jun SRF was trading at 2422.20. The strike last trading price was 185.00, 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 185.00, 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 185.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 12 Jun SRF was trading at 2365.90. The strike last trading price was 185.00, 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 276.90, 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 276.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0