`
[--[65.84.65.76]--]
SRF
Srf Ltd

2831.15 166.30 (6.24%)

Back to Option Chain


Historical option data for SRF

30 Jan 2025 04:01 PM IST
SRF 30JAN2025 2500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
30 Jan 2831.15 339.55 162.3 - 91 -85 319
29 Jan 2664.85 170 49.85 - 154 -35 406
28 Jan 2600.20 120.55 28.6 72.82 77 -14 445
27 Jan 2570.40 90 -16.9 53.97 92 -33 461
24 Jan 2583.95 108.35 -13.15 42.27 167 12 534
23 Jan 2596.75 121.45 62.40 45.91 453 -10 518
22 Jan 2523.15 59.05 -41.65 32.25 638 -61 527
21 Jan 2575.15 100.7 -34.90 30.90 43 -12 589
20 Jan 2612.10 135.6 3.05 28.11 50 5 602
17 Jan 2606.45 132.55 8.15 31.77 228 5 597
16 Jan 2583.80 124.4 62.20 33.25 1,044 -124 593
15 Jan 2491.70 62.2 -3.90 28.91 1,415 28 724
14 Jan 2509.75 66.1 -8.00 25.79 1,349 90 692
13 Jan 2516.00 74.1 -60.10 24.94 1,033 101 608
10 Jan 2601.10 134.2 -60.45 27.69 797 -58 499
9 Jan 2673.90 194.65 175.45 29.66 6,554 87 943
8 Jan 2350.95 19.2 7.65 27.04 1,974 114 870
7 Jan 2308.45 11.55 4.55 27.52 3,243 337 756
6 Jan 2277.45 7 -0.80 26.42 930 -46 429
3 Jan 2284.90 7.8 4.85 24.43 1,328 168 474
2 Jan 2224.75 2.95 -0.25 23.65 195 41 311
1 Jan 2211.30 3.2 -2.60 24.45 158 22 270
31 Dec 2237.95 5.8 -0.45 25.98 94 21 242
30 Dec 2255.15 6.25 -0.90 24.42 249 -3 223
27 Dec 2264.45 7.15 -0.85 22.81 228 57 227
26 Dec 2262.15 8 -2.45 22.49 90 22 170
24 Dec 2277.85 10.45 -2.00 22.95 87 46 148
23 Dec 2286.55 12.45 -1.95 23.02 80 21 101
20 Dec 2277.60 14.4 -0.75 23.81 125 50 85
19 Dec 2283.95 15.15 0.15 22.73 7 -1 33
18 Dec 2272.05 15 -2.00 23.99 34 16 34
17 Dec 2280.00 17 -5.65 23.81 16 7 18
16 Dec 2306.45 22.65 7.60 23.89 10 8 10
13 Dec 2296.70 15.05 -5.95 20.03 1 0 3
12 Dec 2298.80 21 -25.40 22.24 3 2 2
11 Dec 2336.45 46.4 0.00 3.67 0 0 0
10 Dec 2343.60 46.4 0.00 3.47 0 0 0
9 Dec 2302.35 46.4 0.00 4.82 0 0 0
6 Dec 2294.70 46.4 0.00 4.76 0 0 0
5 Dec 2319.75 46.4 0.00 3.89 0 0 0
4 Dec 2333.70 46.4 0.00 3.48 0 0 0
3 Dec 2311.25 46.4 0.00 3.90 0 0 0
2 Dec 2296.95 46.4 0.00 4.44 0 0 0
29 Nov 2265.00 46.4 4.89 0 0 0


For Srf Ltd - strike price 2500 expiring on 30JAN2025

Delta for 2500 CE is -

Historical price for 2500 CE is as follows

On 30 Jan SRF was trading at 2831.15. The strike last trading price was 339.55, which was 162.3 higher than the previous day. The implied volatity was -, the open interest changed by -85 which decreased total open position to 319


On 29 Jan SRF was trading at 2664.85. The strike last trading price was 170, which was 49.85 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 406


On 28 Jan SRF was trading at 2600.20. The strike last trading price was 120.55, which was 28.6 higher than the previous day. The implied volatity was 72.82, the open interest changed by -14 which decreased total open position to 445


On 27 Jan SRF was trading at 2570.40. The strike last trading price was 90, which was -16.9 lower than the previous day. The implied volatity was 53.97, the open interest changed by -33 which decreased total open position to 461


On 24 Jan SRF was trading at 2583.95. The strike last trading price was 108.35, which was -13.15 lower than the previous day. The implied volatity was 42.27, the open interest changed by 12 which increased total open position to 534


On 23 Jan SRF was trading at 2596.75. The strike last trading price was 121.45, which was 62.40 higher than the previous day. The implied volatity was 45.91, the open interest changed by -10 which decreased total open position to 518


On 22 Jan SRF was trading at 2523.15. The strike last trading price was 59.05, which was -41.65 lower than the previous day. The implied volatity was 32.25, the open interest changed by -61 which decreased total open position to 527


On 21 Jan SRF was trading at 2575.15. The strike last trading price was 100.7, which was -34.90 lower than the previous day. The implied volatity was 30.90, the open interest changed by -12 which decreased total open position to 589


On 20 Jan SRF was trading at 2612.10. The strike last trading price was 135.6, which was 3.05 higher than the previous day. The implied volatity was 28.11, the open interest changed by 5 which increased total open position to 602


On 17 Jan SRF was trading at 2606.45. The strike last trading price was 132.55, which was 8.15 higher than the previous day. The implied volatity was 31.77, the open interest changed by 5 which increased total open position to 597


On 16 Jan SRF was trading at 2583.80. The strike last trading price was 124.4, which was 62.20 higher than the previous day. The implied volatity was 33.25, the open interest changed by -124 which decreased total open position to 593


On 15 Jan SRF was trading at 2491.70. The strike last trading price was 62.2, which was -3.90 lower than the previous day. The implied volatity was 28.91, the open interest changed by 28 which increased total open position to 724


On 14 Jan SRF was trading at 2509.75. The strike last trading price was 66.1, which was -8.00 lower than the previous day. The implied volatity was 25.79, the open interest changed by 90 which increased total open position to 692


On 13 Jan SRF was trading at 2516.00. The strike last trading price was 74.1, which was -60.10 lower than the previous day. The implied volatity was 24.94, the open interest changed by 101 which increased total open position to 608


On 10 Jan SRF was trading at 2601.10. The strike last trading price was 134.2, which was -60.45 lower than the previous day. The implied volatity was 27.69, the open interest changed by -58 which decreased total open position to 499


On 9 Jan SRF was trading at 2673.90. The strike last trading price was 194.65, which was 175.45 higher than the previous day. The implied volatity was 29.66, the open interest changed by 87 which increased total open position to 943


On 8 Jan SRF was trading at 2350.95. The strike last trading price was 19.2, which was 7.65 higher than the previous day. The implied volatity was 27.04, the open interest changed by 114 which increased total open position to 870


On 7 Jan SRF was trading at 2308.45. The strike last trading price was 11.55, which was 4.55 higher than the previous day. The implied volatity was 27.52, the open interest changed by 337 which increased total open position to 756


On 6 Jan SRF was trading at 2277.45. The strike last trading price was 7, which was -0.80 lower than the previous day. The implied volatity was 26.42, the open interest changed by -46 which decreased total open position to 429


On 3 Jan SRF was trading at 2284.90. The strike last trading price was 7.8, which was 4.85 higher than the previous day. The implied volatity was 24.43, the open interest changed by 168 which increased total open position to 474


On 2 Jan SRF was trading at 2224.75. The strike last trading price was 2.95, which was -0.25 lower than the previous day. The implied volatity was 23.65, the open interest changed by 41 which increased total open position to 311


On 1 Jan SRF was trading at 2211.30. The strike last trading price was 3.2, which was -2.60 lower than the previous day. The implied volatity was 24.45, the open interest changed by 22 which increased total open position to 270


On 31 Dec SRF was trading at 2237.95. The strike last trading price was 5.8, which was -0.45 lower than the previous day. The implied volatity was 25.98, the open interest changed by 21 which increased total open position to 242


On 30 Dec SRF was trading at 2255.15. The strike last trading price was 6.25, which was -0.90 lower than the previous day. The implied volatity was 24.42, the open interest changed by -3 which decreased total open position to 223


On 27 Dec SRF was trading at 2264.45. The strike last trading price was 7.15, which was -0.85 lower than the previous day. The implied volatity was 22.81, the open interest changed by 57 which increased total open position to 227


On 26 Dec SRF was trading at 2262.15. The strike last trading price was 8, which was -2.45 lower than the previous day. The implied volatity was 22.49, the open interest changed by 22 which increased total open position to 170


On 24 Dec SRF was trading at 2277.85. The strike last trading price was 10.45, which was -2.00 lower than the previous day. The implied volatity was 22.95, the open interest changed by 46 which increased total open position to 148


On 23 Dec SRF was trading at 2286.55. The strike last trading price was 12.45, which was -1.95 lower than the previous day. The implied volatity was 23.02, the open interest changed by 21 which increased total open position to 101


On 20 Dec SRF was trading at 2277.60. The strike last trading price was 14.4, which was -0.75 lower than the previous day. The implied volatity was 23.81, the open interest changed by 50 which increased total open position to 85


On 19 Dec SRF was trading at 2283.95. The strike last trading price was 15.15, which was 0.15 higher than the previous day. The implied volatity was 22.73, the open interest changed by -1 which decreased total open position to 33


On 18 Dec SRF was trading at 2272.05. The strike last trading price was 15, which was -2.00 lower than the previous day. The implied volatity was 23.99, the open interest changed by 16 which increased total open position to 34


On 17 Dec SRF was trading at 2280.00. The strike last trading price was 17, which was -5.65 lower than the previous day. The implied volatity was 23.81, the open interest changed by 7 which increased total open position to 18


On 16 Dec SRF was trading at 2306.45. The strike last trading price was 22.65, which was 7.60 higher than the previous day. The implied volatity was 23.89, the open interest changed by 8 which increased total open position to 10


On 13 Dec SRF was trading at 2296.70. The strike last trading price was 15.05, which was -5.95 lower than the previous day. The implied volatity was 20.03, the open interest changed by 0 which decreased total open position to 3


On 12 Dec SRF was trading at 2298.80. The strike last trading price was 21, which was -25.40 lower than the previous day. The implied volatity was 22.24, the open interest changed by 2 which increased total open position to 2


On 11 Dec SRF was trading at 2336.45. The strike last trading price was 46.4, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 46.4, which was 0.00 lower than the previous day. The implied volatity was 3.47, 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 46.4, which was 0.00 lower than the previous day. The implied volatity was 4.82, 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 46.4, which was 0.00 lower than the previous day. The implied volatity was 4.76, 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 46.4, which was 0.00 lower than the previous day. The implied volatity was 3.89, 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 46.4, which was 0.00 lower than the previous day. The implied volatity was 3.48, 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 46.4, which was 0.00 lower than the previous day. The implied volatity was 3.90, 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 46.4, which was 0.00 lower than the previous day. The implied volatity was 4.44, 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 46.4, which was lower than the previous day. The implied volatity was 4.89, the open interest changed by 0 which decreased total open position to 0


SRF 30JAN2025 2500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
30 Jan 2831.15 0.05 -7.95 - 785 -180 761
29 Jan 2664.85 9.85 -3.4 - 4,670 51 1,050
28 Jan 2600.20 12.65 -8.8 62.68 1,887 -72 1,303
27 Jan 2570.40 19.4 -5.85 49.42 2,270 256 2,125
24 Jan 2583.95 24.7 1.45 44.55 2,093 241 2,354
23 Jan 2596.75 22.75 -9.55 41.15 2,011 205 2,123
22 Jan 2523.15 32.3 13.90 28.42 3,123 113 1,918
21 Jan 2575.15 18.4 4.60 30.79 843 -130 1,809
20 Jan 2612.10 13.8 -6.20 33.01 835 5 1,942
17 Jan 2606.45 20 -8.55 31.35 1,301 38 1,947
16 Jan 2583.80 28.55 -29.45 33.05 1,883 196 1,990
15 Jan 2491.70 58 1.85 30.63 1,680 315 1,793
14 Jan 2509.75 56.15 0.05 32.08 4,284 597 1,729
13 Jan 2516.00 56.1 20.65 33.81 4,825 117 1,534
10 Jan 2601.10 35.45 6.75 32.97 8,659 -31 1,419
9 Jan 2673.90 28.7 -131.30 37.22 13,673 2,397 2,502
8 Jan 2350.95 160 -33.55 33.51 10 0 106
7 Jan 2308.45 193.55 -66.45 28.78 14 -6 106
6 Jan 2277.45 260 0.00 0.00 0 0 0
3 Jan 2284.90 260 0.00 0.00 0 0 0
2 Jan 2224.75 260 0.00 0.00 0 0 0
1 Jan 2211.30 260 0.10 - 0 1 0
31 Dec 2237.95 259.9 49.90 27.06 1 0 111
30 Dec 2255.15 210 0.00 0.00 0 2 0
27 Dec 2264.45 210 -20.00 - 2 1 110
26 Dec 2262.15 230 20.00 30.21 34 31 108
24 Dec 2277.85 210 0.00 21.38 11 10 76
23 Dec 2286.55 210 34.00 26.25 14 12 64
20 Dec 2277.60 176 -23.90 - 46 45 51
19 Dec 2283.95 199.9 0.00 0.00 0 0 0
18 Dec 2272.05 199.9 0.00 0.00 0 4 0
17 Dec 2280.00 199.9 7.90 20.07 4 3 5
16 Dec 2306.45 192 0.00 0.00 0 0 0
13 Dec 2296.70 192 0.00 0.00 0 0 0
12 Dec 2298.80 192 0.00 0.00 0 0 0
11 Dec 2336.45 192 0.00 0.00 0 0 0
10 Dec 2343.60 192 0.00 0.00 0 2 0
9 Dec 2302.35 192 -60.65 28.46 2 1 1
6 Dec 2294.70 252.65 0.00 - 0 0 0
5 Dec 2319.75 252.65 0.00 - 0 0 0
4 Dec 2333.70 252.65 0.00 - 0 0 0
3 Dec 2311.25 252.65 0.00 - 0 0 0
2 Dec 2296.95 252.65 0.00 - 0 0 0
29 Nov 2265.00 252.65 - 0 0 0


For Srf Ltd - strike price 2500 expiring on 30JAN2025

Delta for 2500 PE is -

Historical price for 2500 PE is as follows

On 30 Jan SRF was trading at 2831.15. The strike last trading price was 0.05, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by -180 which decreased total open position to 761


On 29 Jan SRF was trading at 2664.85. The strike last trading price was 9.85, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 1050


On 28 Jan SRF was trading at 2600.20. The strike last trading price was 12.65, which was -8.8 lower than the previous day. The implied volatity was 62.68, the open interest changed by -72 which decreased total open position to 1303


On 27 Jan SRF was trading at 2570.40. The strike last trading price was 19.4, which was -5.85 lower than the previous day. The implied volatity was 49.42, the open interest changed by 256 which increased total open position to 2125


On 24 Jan SRF was trading at 2583.95. The strike last trading price was 24.7, which was 1.45 higher than the previous day. The implied volatity was 44.55, the open interest changed by 241 which increased total open position to 2354


On 23 Jan SRF was trading at 2596.75. The strike last trading price was 22.75, which was -9.55 lower than the previous day. The implied volatity was 41.15, the open interest changed by 205 which increased total open position to 2123


On 22 Jan SRF was trading at 2523.15. The strike last trading price was 32.3, which was 13.90 higher than the previous day. The implied volatity was 28.42, the open interest changed by 113 which increased total open position to 1918


On 21 Jan SRF was trading at 2575.15. The strike last trading price was 18.4, which was 4.60 higher than the previous day. The implied volatity was 30.79, the open interest changed by -130 which decreased total open position to 1809


On 20 Jan SRF was trading at 2612.10. The strike last trading price was 13.8, which was -6.20 lower than the previous day. The implied volatity was 33.01, the open interest changed by 5 which increased total open position to 1942


On 17 Jan SRF was trading at 2606.45. The strike last trading price was 20, which was -8.55 lower than the previous day. The implied volatity was 31.35, the open interest changed by 38 which increased total open position to 1947


On 16 Jan SRF was trading at 2583.80. The strike last trading price was 28.55, which was -29.45 lower than the previous day. The implied volatity was 33.05, the open interest changed by 196 which increased total open position to 1990


On 15 Jan SRF was trading at 2491.70. The strike last trading price was 58, which was 1.85 higher than the previous day. The implied volatity was 30.63, the open interest changed by 315 which increased total open position to 1793


On 14 Jan SRF was trading at 2509.75. The strike last trading price was 56.15, which was 0.05 higher than the previous day. The implied volatity was 32.08, the open interest changed by 597 which increased total open position to 1729


On 13 Jan SRF was trading at 2516.00. The strike last trading price was 56.1, which was 20.65 higher than the previous day. The implied volatity was 33.81, the open interest changed by 117 which increased total open position to 1534


On 10 Jan SRF was trading at 2601.10. The strike last trading price was 35.45, which was 6.75 higher than the previous day. The implied volatity was 32.97, the open interest changed by -31 which decreased total open position to 1419


On 9 Jan SRF was trading at 2673.90. The strike last trading price was 28.7, which was -131.30 lower than the previous day. The implied volatity was 37.22, the open interest changed by 2397 which increased total open position to 2502


On 8 Jan SRF was trading at 2350.95. The strike last trading price was 160, which was -33.55 lower than the previous day. The implied volatity was 33.51, the open interest changed by 0 which decreased total open position to 106


On 7 Jan SRF was trading at 2308.45. The strike last trading price was 193.55, which was -66.45 lower than the previous day. The implied volatity was 28.78, the open interest changed by -6 which decreased total open position to 106


On 6 Jan SRF was trading at 2277.45. The strike last trading price was 260, 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 3 Jan SRF was trading at 2284.90. The strike last trading price was 260, 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 2 Jan SRF was trading at 2224.75. The strike last trading price was 260, 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 1 Jan SRF was trading at 2211.30. The strike last trading price was 260, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Dec SRF was trading at 2237.95. The strike last trading price was 259.9, which was 49.90 higher than the previous day. The implied volatity was 27.06, the open interest changed by 0 which decreased total open position to 111


On 30 Dec SRF was trading at 2255.15. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 27 Dec SRF was trading at 2264.45. The strike last trading price was 210, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 110


On 26 Dec SRF was trading at 2262.15. The strike last trading price was 230, which was 20.00 higher than the previous day. The implied volatity was 30.21, the open interest changed by 31 which increased total open position to 108


On 24 Dec SRF was trading at 2277.85. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 21.38, the open interest changed by 10 which increased total open position to 76


On 23 Dec SRF was trading at 2286.55. The strike last trading price was 210, which was 34.00 higher than the previous day. The implied volatity was 26.25, the open interest changed by 12 which increased total open position to 64


On 20 Dec SRF was trading at 2277.60. The strike last trading price was 176, which was -23.90 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 51


On 19 Dec SRF was trading at 2283.95. The strike last trading price was 199.9, 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 18 Dec SRF was trading at 2272.05. The strike last trading price was 199.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 17 Dec SRF was trading at 2280.00. The strike last trading price was 199.9, which was 7.90 higher than the previous day. The implied volatity was 20.07, the open interest changed by 3 which increased total open position to 5


On 16 Dec SRF was trading at 2306.45. The strike last trading price was 192, 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 192, 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 192, 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 192, 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 10 Dec SRF was trading at 2343.60. The strike last trading price was 192, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 9 Dec SRF was trading at 2302.35. The strike last trading price was 192, which was -60.65 lower than the previous day. The implied volatity was 28.46, the open interest changed by 1 which increased total open position to 1


On 6 Dec SRF was trading at 2294.70. The strike last trading price was 252.65, 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 252.65, 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 252.65, 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 252.65, 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 252.65, 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 252.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0