SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.17
Theta: -0.54
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 1 | -0.20 | 36.66 | 558 | -61 | 496 | |||
| 19 Dec | 2283.95 | 1.2 | -0.25 | 33.03 | 98 | -9 | 554 | |||
| 18 Dec | 2272.05 | 1.45 | -0.40 | 34.44 | 113 | -6 | 564 | |||
| 17 Dec | 2280.00 | 1.85 | -0.45 | 32.49 | 323 | -76 | 566 | |||
| 16 Dec | 2306.45 | 2.3 | -0.40 | 28.90 | 266 | 44 | 640 | |||
| 13 Dec | 2296.70 | 2.7 | -1.10 | 26.47 | 620 | -159 | 597 | |||
| 12 Dec | 2298.80 | 3.8 | -2.35 | 27.27 | 874 | -37 | 773 | |||
| 11 Dec | 2336.45 | 6.15 | -2.70 | 24.47 | 930 | 95 | 808 | |||
|
|
||||||||||
| 10 Dec | 2343.60 | 8.85 | 2.50 | 25.64 | 2,208 | 10 | 717 | |||
| 9 Dec | 2302.35 | 6.35 | 0.90 | 25.70 | 766 | 3 | 708 | |||
| 6 Dec | 2294.70 | 5.45 | -1.70 | 24.74 | 471 | 59 | 705 | |||
| 5 Dec | 2319.75 | 7.15 | -0.65 | 23.22 | 961 | 154 | 651 | |||
| 4 Dec | 2333.70 | 7.8 | 0.80 | 22.98 | 920 | 103 | 496 | |||
| 3 Dec | 2311.25 | 7 | -0.80 | 23.02 | 555 | 6 | 397 | |||
| 2 Dec | 2296.95 | 7.8 | 1.15 | 24.92 | 494 | 38 | 391 | |||
| 29 Nov | 2265.00 | 6.65 | -1.55 | 25.22 | 485 | 138 | 356 | |||
| 28 Nov | 2262.40 | 8.2 | -3.40 | 25.86 | 323 | 85 | 218 | |||
| 27 Nov | 2296.60 | 11.6 | 5.70 | 25.32 | 500 | 61 | 134 | |||
| 26 Nov | 2234.65 | 5.9 | -0.90 | 25.28 | 22 | 14 | 71 | |||
| 25 Nov | 2223.55 | 6.8 | 0.80 | 26.72 | 44 | 18 | 55 | |||
| 22 Nov | 2163.25 | 6 | 0.25 | 28.85 | 2 | 1 | 38 | |||
| 21 Nov | 2143.65 | 5.75 | -3.80 | 30.66 | 23 | 5 | 37 | |||
| 20 Nov | 2199.50 | 9.55 | 0.00 | 28.80 | 32 | 25 | 32 | |||
| 19 Nov | 2199.50 | 9.55 | 1.05 | 28.80 | 32 | 25 | 32 | |||
| 18 Nov | 2179.35 | 8.5 | 0.60 | 29.12 | 1 | 0 | 6 | |||
| 14 Nov | 2235.20 | 7.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 2197.90 | 7.9 | -5.10 | 24.30 | 2 | 0 | 6 | |||
| 12 Nov | 2253.05 | 13 | -13.00 | 24.75 | 1 | 0 | 5 | |||
| 8 Nov | 2305.95 | 26 | -14.55 | 25.07 | 2 | 1 | 4 | |||
| 7 Nov | 2378.45 | 40.55 | 40.55 | 22.35 | 4 | 3 | 3 | |||
| 5 Nov | 2299.15 | 0 | 6.23 | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2500 expiring on 26DEC2024
Delta for 2500 CE is 0.03
Historical price for 2500 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 36.66, the open interest changed by -61 which decreased total open position to 496
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 33.03, the open interest changed by -9 which decreased total open position to 554
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 1.45, which was -0.40 lower than the previous day. The implied volatity was 34.44, the open interest changed by -6 which decreased total open position to 564
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 32.49, the open interest changed by -76 which decreased total open position to 566
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 2.3, which was -0.40 lower than the previous day. The implied volatity was 28.90, the open interest changed by 44 which increased total open position to 640
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 2.7, which was -1.10 lower than the previous day. The implied volatity was 26.47, the open interest changed by -159 which decreased total open position to 597
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 3.8, which was -2.35 lower than the previous day. The implied volatity was 27.27, the open interest changed by -37 which decreased total open position to 773
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 6.15, which was -2.70 lower than the previous day. The implied volatity was 24.47, the open interest changed by 95 which increased total open position to 808
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 8.85, which was 2.50 higher than the previous day. The implied volatity was 25.64, the open interest changed by 10 which increased total open position to 717
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 6.35, which was 0.90 higher than the previous day. The implied volatity was 25.70, the open interest changed by 3 which increased total open position to 708
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 5.45, which was -1.70 lower than the previous day. The implied volatity was 24.74, the open interest changed by 59 which increased total open position to 705
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 7.15, which was -0.65 lower than the previous day. The implied volatity was 23.22, the open interest changed by 154 which increased total open position to 651
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 7.8, which was 0.80 higher than the previous day. The implied volatity was 22.98, the open interest changed by 103 which increased total open position to 496
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 7, which was -0.80 lower than the previous day. The implied volatity was 23.02, the open interest changed by 6 which increased total open position to 397
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 7.8, which was 1.15 higher than the previous day. The implied volatity was 24.92, the open interest changed by 38 which increased total open position to 391
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 6.65, which was -1.55 lower than the previous day. The implied volatity was 25.22, the open interest changed by 138 which increased total open position to 356
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 8.2, which was -3.40 lower than the previous day. The implied volatity was 25.86, the open interest changed by 85 which increased total open position to 218
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 11.6, which was 5.70 higher than the previous day. The implied volatity was 25.32, the open interest changed by 61 which increased total open position to 134
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 5.9, which was -0.90 lower than the previous day. The implied volatity was 25.28, the open interest changed by 14 which increased total open position to 71
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 6.8, which was 0.80 higher than the previous day. The implied volatity was 26.72, the open interest changed by 18 which increased total open position to 55
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 6, which was 0.25 higher than the previous day. The implied volatity was 28.85, the open interest changed by 1 which increased total open position to 38
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 5.75, which was -3.80 lower than the previous day. The implied volatity was 30.66, the open interest changed by 5 which increased total open position to 37
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 9.55, which was 0.00 lower than the previous day. The implied volatity was 28.80, the open interest changed by 25 which increased total open position to 32
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 9.55, which was 1.05 higher than the previous day. The implied volatity was 28.80, the open interest changed by 25 which increased total open position to 32
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 8.5, which was 0.60 higher than the previous day. The implied volatity was 29.12, the open interest changed by 0 which decreased total open position to 6
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 7.9, 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 Nov SRF was trading at 2197.90. The strike last trading price was 7.9, which was -5.10 lower than the previous day. The implied volatity was 24.30, the open interest changed by 0 which decreased total open position to 6
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 13, which was -13.00 lower than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 5
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 26, which was -14.55 lower than the previous day. The implied volatity was 25.07, the open interest changed by 1 which increased total open position to 4
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 40.55, which was 40.55 higher than the previous day. The implied volatity was 22.35, the open interest changed by 3 which increased total open position to 3
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
| SRF 26DEC2024 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 175 | -81.10 | - | 56 | -42 | 57 |
| 19 Dec | 2283.95 | 256.1 | 63.95 | 95.27 | 3 | -1 | 101 |
| 18 Dec | 2272.05 | 192.15 | 0.00 | 0.00 | 0 | -3 | 0 |
| 17 Dec | 2280.00 | 192.15 | 37.15 | - | 3 | -1 | 104 |
| 16 Dec | 2306.45 | 155 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 2296.70 | 155 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2298.80 | 155 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2336.45 | 155 | -1.00 | 24.47 | 10 | -2 | 103 |
| 10 Dec | 2343.60 | 156 | -29.00 | 29.10 | 14 | -3 | 104 |
| 9 Dec | 2302.35 | 185 | -9.00 | 33.27 | 5 | -2 | 108 |
| 6 Dec | 2294.70 | 194 | 30.35 | 23.92 | 5 | 2 | 109 |
| 5 Dec | 2319.75 | 163.65 | -11.35 | - | 6 | 0 | 107 |
| 4 Dec | 2333.70 | 175 | -1.85 | 27.65 | 5 | 3 | 106 |
| 3 Dec | 2311.25 | 176.85 | -18.15 | 19.65 | 9 | -1 | 103 |
| 2 Dec | 2296.95 | 195 | -36.05 | 22.33 | 4 | 0 | 103 |
| 29 Nov | 2265.00 | 231.05 | 3.90 | 29.47 | 3 | 0 | 103 |
| 28 Nov | 2262.40 | 227.15 | 27.15 | 28.23 | 26 | 18 | 103 |
| 27 Nov | 2296.60 | 200 | -56.00 | 25.72 | 43 | 39 | 89 |
| 26 Nov | 2234.65 | 256 | -6.00 | 30.87 | 10 | 9 | 49 |
| 25 Nov | 2223.55 | 262 | -53.00 | 27.05 | 37 | 39 | 39 |
| 22 Nov | 2163.25 | 315 | 51.90 | 31.10 | 3 | 2 | 2 |
| 21 Nov | 2143.65 | 263.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 263.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 263.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 263.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 263.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 263.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 263.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 263.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2378.45 | 263.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 263.1 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2500 expiring on 26DEC2024
Delta for 2500 PE is -
Historical price for 2500 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 175, which was -81.10 lower than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 57
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 256.1, which was 63.95 higher than the previous day. The implied volatity was 95.27, the open interest changed by -1 which decreased total open position to 101
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 192.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 192.15, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 104
On 16 Dec SRF was trading at 2306.45. The strike last trading price was 155, 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 155, 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 155, 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 155, which was -1.00 lower than the previous day. The implied volatity was 24.47, the open interest changed by -2 which decreased total open position to 103
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 156, which was -29.00 lower than the previous day. The implied volatity was 29.10, the open interest changed by -3 which decreased total open position to 104
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 185, which was -9.00 lower than the previous day. The implied volatity was 33.27, the open interest changed by -2 which decreased total open position to 108
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 194, which was 30.35 higher than the previous day. The implied volatity was 23.92, the open interest changed by 2 which increased total open position to 109
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 163.65, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 107
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 175, which was -1.85 lower than the previous day. The implied volatity was 27.65, the open interest changed by 3 which increased total open position to 106
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 176.85, which was -18.15 lower than the previous day. The implied volatity was 19.65, the open interest changed by -1 which decreased total open position to 103
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 195, which was -36.05 lower than the previous day. The implied volatity was 22.33, the open interest changed by 0 which decreased total open position to 103
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 231.05, which was 3.90 higher than the previous day. The implied volatity was 29.47, the open interest changed by 0 which decreased total open position to 103
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 227.15, which was 27.15 higher than the previous day. The implied volatity was 28.23, the open interest changed by 18 which increased total open position to 103
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 200, which was -56.00 lower than the previous day. The implied volatity was 25.72, the open interest changed by 39 which increased total open position to 89
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 256, which was -6.00 lower than the previous day. The implied volatity was 30.87, the open interest changed by 9 which increased total open position to 49
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 262, which was -53.00 lower than the previous day. The implied volatity was 27.05, the open interest changed by 39 which increased total open position to 39
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 315, which was 51.90 higher than the previous day. The implied volatity was 31.10, 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 263.1, 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 263.1, 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 263.1, 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 263.1, 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 263.1, 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 263.1, 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 263.1, 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 263.1, 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 263.1, 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 263.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
