SRF
Srf Ltd
Historical option data for SRF
03 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 1.10
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.11
Historical price for 2500 CE is as follows
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: -0.93
Vega: 0.82
Theta: 0.28
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.93
Historical price for 2500 PE is as follows
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
