SRF
Srf Ltd
Historical option data for SRF
21 Nov 2024 04:11 PM IST
| SRF 28NOV2024 2500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.09
Theta: -0.31
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2143.65 | 0.55 | -0.25 | 48.31 | 42 | -18 | 460 | |||
| 20 Nov | 2199.50 | 0.8 | 0.00 | 37.93 | 129 | -6 | 479 | |||
| 19 Nov | 2199.50 | 0.8 | 0.05 | 37.93 | 129 | -5 | 479 | |||
| 18 Nov | 2179.35 | 0.75 | -0.70 | 37.81 | 108 | -30 | 484 | |||
| 14 Nov | 2235.20 | 1.45 | -0.20 | 28.56 | 64 | -15 | 514 | |||
| 13 Nov | 2197.90 | 1.65 | -0.75 | 31.32 | 332 | 18 | 528 | |||
| 12 Nov | 2253.05 | 2.4 | -1.85 | 28.91 | 399 | 44 | 534 | |||
| 11 Nov | 2294.20 | 4.25 | -0.55 | 25.78 | 599 | -17 | 489 | |||
| 8 Nov | 2305.95 | 4.8 | -9.70 | 24.25 | 817 | -13 | 507 | |||
| 7 Nov | 2378.45 | 14.5 | 4.15 | 22.46 | 1,174 | 79 | 502 | |||
| 6 Nov | 2343.05 | 10.35 | 1.55 | 22.46 | 808 | 61 | 423 | |||
| 5 Nov | 2299.15 | 8.8 | 1.55 | 25.21 | 325 | 68 | 364 | |||
| 4 Nov | 2246.70 | 7.25 | -0.30 | 28.89 | 437 | 85 | 306 | |||
| 1 Nov | 2252.30 | 7.55 | 0.00 | 26.95 | 5 | 0 | 221 | |||
| 31 Oct | 2243.15 | 7.55 | -1.55 | - | 97 | 27 | 222 | |||
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| 30 Oct | 2261.95 | 9.1 | -0.45 | - | 116 | 13 | 197 | |||
| 29 Oct | 2260.45 | 9.55 | -0.95 | - | 81 | 1 | 183 | |||
| 28 Oct | 2257.25 | 10.5 | 1.50 | - | 81 | 25 | 182 | |||
| 25 Oct | 2206.90 | 9 | -2.00 | - | 80 | 3 | 157 | |||
| 24 Oct | 2257.30 | 11 | -7.35 | - | 92 | 11 | 153 | |||
| 23 Oct | 2248.20 | 18.35 | -1.15 | - | 215 | 78 | 142 | |||
| 22 Oct | 2178.10 | 19.5 | -4.40 | - | 28 | 5 | 64 | |||
| 21 Oct | 2277.95 | 23.9 | -10.20 | - | 40 | -10 | 59 | |||
| 18 Oct | 2325.70 | 34.1 | 12.10 | - | 59 | 17 | 46 | |||
| 17 Oct | 2262.95 | 22 | -7.95 | - | 18 | 7 | 29 | |||
| 16 Oct | 2306.10 | 29.95 | -3.05 | - | 21 | 4 | 17 | |||
| 15 Oct | 2351.40 | 33 | 0.80 | - | 8 | 5 | 13 | |||
| 14 Oct | 2342.85 | 32.2 | -6.80 | - | 3 | 1 | 7 | |||
| 11 Oct | 2348.75 | 39 | 3.00 | - | 11 | 4 | 5 | |||
| 10 Oct | 2342.30 | 36 | 1.00 | - | 3 | 1 | 2 | |||
| 9 Oct | 2334.60 | 35 | -83.30 | - | 1 | 0 | 0 | |||
| 8 Oct | 2328.40 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2307.80 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 2421.00 | 118.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2481.35 | 118.3 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2500 expiring on 28NOV2024
Delta for 2500 CE is 0.01
Historical price for 2500 CE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 48.31, the open interest changed by -18 which decreased total open position to 460
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 37.93, the open interest changed by -6 which decreased total open position to 479
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 37.93, the open interest changed by -5 which decreased total open position to 479
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 0.75, which was -0.70 lower than the previous day. The implied volatity was 37.81, the open interest changed by -30 which decreased total open position to 484
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 1.45, which was -0.20 lower than the previous day. The implied volatity was 28.56, the open interest changed by -15 which decreased total open position to 514
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 1.65, which was -0.75 lower than the previous day. The implied volatity was 31.32, the open interest changed by 18 which increased total open position to 528
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 2.4, which was -1.85 lower than the previous day. The implied volatity was 28.91, the open interest changed by 44 which increased total open position to 534
On 11 Nov SRF was trading at 2294.20. The strike last trading price was 4.25, which was -0.55 lower than the previous day. The implied volatity was 25.78, the open interest changed by -17 which decreased total open position to 489
On 8 Nov SRF was trading at 2305.95. The strike last trading price was 4.8, which was -9.70 lower than the previous day. The implied volatity was 24.25, the open interest changed by -13 which decreased total open position to 507
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 14.5, which was 4.15 higher than the previous day. The implied volatity was 22.46, the open interest changed by 79 which increased total open position to 502
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 10.35, which was 1.55 higher than the previous day. The implied volatity was 22.46, the open interest changed by 61 which increased total open position to 423
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 8.8, which was 1.55 higher than the previous day. The implied volatity was 25.21, the open interest changed by 68 which increased total open position to 364
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 7.25, which was -0.30 lower than the previous day. The implied volatity was 28.89, the open interest changed by 85 which increased total open position to 306
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 7.55, which was 0.00 lower than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 221
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 7.55, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SRF was trading at 2261.95. The strike last trading price was 9.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SRF was trading at 2260.45. The strike last trading price was 9.55, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SRF was trading at 2257.25. The strike last trading price was 10.5, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SRF was trading at 2206.90. The strike last trading price was 9, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SRF was trading at 2257.30. The strike last trading price was 11, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SRF was trading at 2248.20. The strike last trading price was 18.35, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SRF was trading at 2178.10. The strike last trading price was 19.5, which was -4.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SRF was trading at 2277.95. The strike last trading price was 23.9, which was -10.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SRF was trading at 2325.70. The strike last trading price was 34.1, which was 12.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SRF was trading at 2262.95. The strike last trading price was 22, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SRF was trading at 2306.10. The strike last trading price was 29.95, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct SRF was trading at 2351.40. The strike last trading price was 33, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct SRF was trading at 2342.85. The strike last trading price was 32.2, which was -6.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SRF was trading at 2348.75. The strike last trading price was 39, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SRF was trading at 2342.30. The strike last trading price was 36, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SRF was trading at 2334.60. The strike last trading price was 35, which was -83.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SRF was trading at 2328.40. The strike last trading price was 118.3, 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 7 Oct SRF was trading at 2307.80. The strike last trading price was 118.3, 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 4 Oct SRF was trading at 2350.35. The strike last trading price was 118.3, 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 118.3, 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 118.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SRF 28NOV2024 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2143.65 | 325.25 | 44.25 | - | 2 | 0 | 122 |
| 20 Nov | 2199.50 | 281 | 0.00 | - | 5 | -5 | 124 |
| 19 Nov | 2199.50 | 281 | -16.00 | - | 5 | -3 | 124 |
| 18 Nov | 2179.35 | 297 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 297 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Nov | 2197.90 | 297 | 114.25 | 50.68 | 4 | -2 | 127 |
| 12 Nov | 2253.05 | 182.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 2294.20 | 182.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 2305.95 | 182.75 | 50.10 | - | 6 | -1 | 128 |
| 7 Nov | 2378.45 | 132.65 | -18.00 | 26.78 | 46 | -14 | 129 |
| 6 Nov | 2343.05 | 150.65 | -56.35 | 24.08 | 26 | -5 | 143 |
| 5 Nov | 2299.15 | 207 | -43.00 | 37.84 | 20 | -11 | 152 |
| 4 Nov | 2246.70 | 250 | 10.00 | 35.27 | 4 | -1 | 162 |
| 1 Nov | 2252.30 | 240 | 0.00 | 0.00 | 0 | 33 | 0 |
| 31 Oct | 2243.15 | 240 | 11.00 | - | 33 | 32 | 162 |
| 30 Oct | 2261.95 | 229 | -1.00 | - | 18 | 17 | 129 |
| 29 Oct | 2260.45 | 230 | -2.90 | - | 23 | 19 | 112 |
| 28 Oct | 2257.25 | 232.9 | -51.10 | - | 21 | 20 | 92 |
| 25 Oct | 2206.90 | 284 | 22.60 | - | 23 | 21 | 72 |
| 24 Oct | 2257.30 | 261.4 | 37.10 | - | 3 | 2 | 50 |
| 23 Oct | 2248.20 | 224.3 | -106.70 | - | 39 | 33 | 45 |
| 22 Oct | 2178.10 | 331 | 111.80 | - | 9 | 7 | 13 |
| 21 Oct | 2277.95 | 219.2 | 40.20 | - | 2 | 1 | 5 |
| 18 Oct | 2325.70 | 179 | 50.25 | - | 4 | 2 | 2 |
| 17 Oct | 2262.95 | 128.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 2306.10 | 128.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 2351.40 | 128.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2342.85 | 128.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2348.75 | 128.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 2342.30 | 128.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2334.60 | 128.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2328.40 | 128.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2307.80 | 128.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2350.35 | 128.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2421.00 | 128.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2481.35 | 128.75 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2500 expiring on 28NOV2024
Delta for 2500 PE is -
Historical price for 2500 PE is as follows
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 325.25, which was 44.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 281, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 124
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 281, which was -16.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 124
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 297, 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 14 Nov SRF was trading at 2235.20. The strike last trading price was 297, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 297, which was 114.25 higher than the previous day. The implied volatity was 50.68, the open interest changed by -2 which decreased total open position to 127
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 182.75, 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 11 Nov SRF was trading at 2294.20. The strike last trading price was 182.75, 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 8 Nov SRF was trading at 2305.95. The strike last trading price was 182.75, which was 50.10 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 128
On 7 Nov SRF was trading at 2378.45. The strike last trading price was 132.65, which was -18.00 lower than the previous day. The implied volatity was 26.78, the open interest changed by -14 which decreased total open position to 129
On 6 Nov SRF was trading at 2343.05. The strike last trading price was 150.65, which was -56.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by -5 which decreased total open position to 143
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 207, which was -43.00 lower than the previous day. The implied volatity was 37.84, the open interest changed by -11 which decreased total open position to 152
On 4 Nov SRF was trading at 2246.70. The strike last trading price was 250, which was 10.00 higher than the previous day. The implied volatity was 35.27, the open interest changed by -1 which decreased total open position to 162
On 1 Nov SRF was trading at 2252.30. The strike last trading price was 240, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 33 which increased total open position to 0
On 31 Oct SRF was trading at 2243.15. The strike last trading price was 240, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SRF was trading at 2261.95. The strike last trading price was 229, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SRF was trading at 2260.45. The strike last trading price was 230, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SRF was trading at 2257.25. The strike last trading price was 232.9, which was -51.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SRF was trading at 2206.90. The strike last trading price was 284, which was 22.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SRF was trading at 2257.30. The strike last trading price was 261.4, which was 37.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SRF was trading at 2248.20. The strike last trading price was 224.3, which was -106.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SRF was trading at 2178.10. The strike last trading price was 331, which was 111.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SRF was trading at 2277.95. The strike last trading price was 219.2, which was 40.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SRF was trading at 2325.70. The strike last trading price was 179, which was 50.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SRF was trading at 2262.95. The strike last trading price was 128.75, 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 16 Oct SRF was trading at 2306.10. The strike last trading price was 128.75, 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 15 Oct SRF was trading at 2351.40. The strike last trading price was 128.75, 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 14 Oct SRF was trading at 2342.85. The strike last trading price was 128.75, 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 11 Oct SRF was trading at 2348.75. The strike last trading price was 128.75, 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 10 Oct SRF was trading at 2342.30. The strike last trading price was 128.75, 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 9 Oct SRF was trading at 2334.60. The strike last trading price was 128.75, 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 8 Oct SRF was trading at 2328.40. The strike last trading price was 128.75, 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 7 Oct SRF was trading at 2307.80. The strike last trading price was 128.75, 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 4 Oct SRF was trading at 2350.35. The strike last trading price was 128.75, 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 128.75, 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 128.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
