SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.13
Theta: -0.41
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2277.60 | 0.7 | -0.20 | 37.21 | 20 | -2 | 50 | |||
| 19 Dec | 2283.95 | 0.9 | -0.25 | 33.91 | 23 | 3 | 52 | |||
| 18 Dec | 2272.05 | 1.15 | -0.95 | 35.41 | 4 | 1 | 51 | |||
| 17 Dec | 2280.00 | 2.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 2306.45 | 2.1 | 0.00 | 30.64 | 13 | 0 | 50 | |||
| 13 Dec | 2296.70 | 2.1 | -0.75 | 27.14 | 34 | 0 | 50 | |||
| 12 Dec | 2298.80 | 2.85 | -2.35 | 27.59 | 67 | 7 | 51 | |||
| 11 Dec | 2336.45 | 5.2 | -2.75 | 25.55 | 15 | 2 | 44 | |||
| 10 Dec | 2343.60 | 7.95 | 3.05 | 27.07 | 51 | 2 | 42 | |||
| 9 Dec | 2302.35 | 4.9 | 0.70 | 26.00 | 66 | 20 | 41 | |||
| 6 Dec | 2294.70 | 4.2 | -1.55 | 24.97 | 10 | -6 | 21 | |||
| 5 Dec | 2319.75 | 5.75 | -1.45 | 23.70 | 31 | 19 | 23 | |||
| 4 Dec | 2333.70 | 7.2 | 1.20 | 24.32 | 4 | 1 | 3 | |||
| 3 Dec | 2311.25 | 6 | -5.00 | 23.82 | 1 | 0 | 1 | |||
| 2 Dec | 2296.95 | 11 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 2265.00 | 11 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 2262.40 | 11 | -129.50 | 29.79 | 1 | 0 | 0 | |||
| 27 Nov | 2296.60 | 140.5 | 0.00 | 8.00 | 0 | 0 | 0 | |||
| 26 Nov | 2234.65 | 140.5 | 0.00 | 9.91 | 0 | 0 | 0 | |||
| 25 Nov | 2223.55 | 140.5 | 0.00 | 10.34 | 0 | 0 | 0 | |||
| 22 Nov | 2163.25 | 140.5 | 0.00 | 11.59 | 0 | 0 | 0 | |||
| 21 Nov | 2143.65 | 140.5 | 0.00 | 11.29 | 0 | 0 | 0 | |||
| 20 Nov | 2199.50 | 140.5 | 0.00 | 9.53 | 0 | 0 | 0 | |||
| 19 Nov | 2199.50 | 140.5 | 0.00 | 9.53 | 0 | 0 | 0 | |||
| 18 Nov | 2179.35 | 140.5 | 0.00 | 9.34 | 0 | 0 | 0 | |||
| 14 Nov | 2235.20 | 140.5 | 0.00 | 8.06 | 0 | 0 | 0 | |||
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| 13 Nov | 2197.90 | 140.5 | 0.00 | 9.12 | 0 | 0 | 0 | |||
| 12 Nov | 2253.05 | 140.5 | 0.00 | 7.27 | 0 | 0 | 0 | |||
| 5 Nov | 2299.15 | 140.5 | 140.50 | 5.42 | 0 | 0 | 0 | |||
| 4 Oct | 2350.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 2421.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2481.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2497.85 | 0 | - | 0 | 0 | 0 | ||||
For Srf Ltd - strike price 2520 expiring on 26DEC2024
Delta for 2520 CE is 0.02
Historical price for 2520 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 37.21, the open interest changed by -2 which decreased total open position to 50
On 19 Dec SRF was trading at 2283.95. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 33.91, the open interest changed by 3 which increased total open position to 52
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 1.15, which was -0.95 lower than the previous day. The implied volatity was 35.41, the open interest changed by 1 which increased total open position to 51
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 2.1, 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 16 Dec SRF was trading at 2306.45. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 50
On 13 Dec SRF was trading at 2296.70. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 50
On 12 Dec SRF was trading at 2298.80. The strike last trading price was 2.85, which was -2.35 lower than the previous day. The implied volatity was 27.59, the open interest changed by 7 which increased total open position to 51
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 5.2, which was -2.75 lower than the previous day. The implied volatity was 25.55, the open interest changed by 2 which increased total open position to 44
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 7.95, which was 3.05 higher than the previous day. The implied volatity was 27.07, the open interest changed by 2 which increased total open position to 42
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 4.9, which was 0.70 higher than the previous day. The implied volatity was 26.00, the open interest changed by 20 which increased total open position to 41
On 6 Dec SRF was trading at 2294.70. The strike last trading price was 4.2, which was -1.55 lower than the previous day. The implied volatity was 24.97, the open interest changed by -6 which decreased total open position to 21
On 5 Dec SRF was trading at 2319.75. The strike last trading price was 5.75, which was -1.45 lower than the previous day. The implied volatity was 23.70, the open interest changed by 19 which increased total open position to 23
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 7.2, which was 1.20 higher than the previous day. The implied volatity was 24.32, the open interest changed by 1 which increased total open position to 3
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 6, which was -5.00 lower than the previous day. The implied volatity was 23.82, the open interest changed by 0 which decreased total open position to 1
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 11, 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 29 Nov SRF was trading at 2265.00. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 11, which was -129.50 lower than the previous day. The implied volatity was 29.79, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 140.5, which was 0.00 lower than the previous day. The implied volatity was 8.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 140.5, which was 0.00 lower than the previous day. The implied volatity was 9.91, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 140.5, which was 0.00 lower than the previous day. The implied volatity was 10.34, the open interest changed by 0 which decreased total open position to 0
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 140.5, which was 0.00 lower than the previous day. The implied volatity was 11.59, the open interest changed by 0 which decreased total open position to 0
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 140.5, which was 0.00 lower than the previous day. The implied volatity was 11.29, 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 140.5, which was 0.00 lower than the previous day. The implied volatity was 9.53, 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 140.5, which was 0.00 lower than the previous day. The implied volatity was 9.53, 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 140.5, which was 0.00 lower than the previous day. The implied volatity was 9.34, 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 140.5, which was 0.00 lower than the previous day. The implied volatity was 8.06, 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 140.5, which was 0.00 lower than the previous day. The implied volatity was 9.12, 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 140.5, which was 0.00 lower than the previous day. The implied volatity was 7.27, 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 140.5, which was 140.50 higher than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0
On 4 Oct SRF was trading at 2350.35. The strike last trading price was 0, 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 0, 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 0, 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 30 Sept SRF was trading at 2497.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SRF 26DEC2024 2520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 2283.95 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 2272.05 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 2280.00 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 2306.45 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 2296.70 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 2298.80 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2336.45 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 2343.60 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2302.35 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 2294.70 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 2319.75 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 2333.70 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 2311.25 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2296.95 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 2265.00 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 2262.40 | 260 | 0.00 | 0.00 | 0 | 1 | 0 |
| 27 Nov | 2296.60 | 260 | 103.20 | 48.60 | 1 | 0 | 0 |
| 26 Nov | 2234.65 | 156.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 2223.55 | 156.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2163.25 | 156.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2143.65 | 156.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 156.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 156.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 156.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 156.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 156.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 156.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 156.8 | 156.80 | - | 0 | 0 | 0 |
| 4 Oct | 2350.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2421.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2481.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2497.85 | 0 | - | 0 | 0 | 0 | |
For Srf Ltd - strike price 2520 expiring on 26DEC2024
Delta for 2520 PE is 0.00
Historical price for 2520 PE is as follows
On 20 Dec SRF was trading at 2277.60. 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 19 Dec SRF was trading at 2283.95. 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 18 Dec SRF was trading at 2272.05. 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 17 Dec SRF was trading at 2280.00. 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 16 Dec SRF was trading at 2306.45. 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 13 Dec SRF was trading at 2296.70. 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 12 Dec SRF was trading at 2298.80. 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 11 Dec SRF was trading at 2336.45. 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 10 Dec SRF was trading at 2343.60. 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 9 Dec SRF was trading at 2302.35. 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 6 Dec SRF was trading at 2294.70. 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 5 Dec SRF was trading at 2319.75. 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 4 Dec SRF was trading at 2333.70. 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 Dec SRF was trading at 2311.25. 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 Dec SRF was trading at 2296.95. 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 29 Nov SRF was trading at 2265.00. 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 28 Nov SRF was trading at 2262.40. 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 1 which increased total open position to 0
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 260, which was 103.20 higher than the previous day. The implied volatity was 48.60, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 156.8, 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 25 Nov SRF was trading at 2223.55. The strike last trading price was 156.8, 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 22 Nov SRF was trading at 2163.25. The strike last trading price was 156.8, 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 21 Nov SRF was trading at 2143.65. The strike last trading price was 156.8, 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 156.8, 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 156.8, 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 156.8, 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 156.8, 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 156.8, 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 156.8, 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 156.8, which was 156.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Oct SRF was trading at 2350.35. The strike last trading price was 0, 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 0, 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 0, 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 30 Sept SRF was trading at 2497.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
