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

2565.4 -31.35 (-1.21%)

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Historical option data for SRF

24 Jan 2025 01:32 PM IST
SRF 30JAN2025 2580 CE
Delta: 0.49
Vega: 1.32
Theta: -4.82
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 2567.30 51 -20.05 41.30 691 -15 276
23 Jan 2596.75 68.15 46.10 42.97 1,066 63 289
22 Jan 2523.15 22.05 -28.85 30.27 270 34 226
21 Jan 2575.15 50.9 -27.30 30.82 156 5 192
20 Jan 2612.10 78.2 -2.80 29.89 200 4 180
17 Jan 2606.45 81 7.65 32.66 505 -90 176
16 Jan 2583.80 73.35 43.70 32.34 1,091 37 265
15 Jan 2491.70 29.65 -0.95 28.69 130 -7 227
14 Jan 2509.75 30.6 -9.75 25.60 573 57 236
13 Jan 2516.00 40.35 -46.75 27.09 1,106 46 177
10 Jan 2601.10 87.1 -47.35 29.60 799 70 133
9 Jan 2673.90 134.45 103.65 29.84 769 64 64
8 Jan 2350.95 30.8 0.00 0.00 0 0 0
7 Jan 2308.45 30.8 0.00 0.00 0 0 0
6 Jan 2277.45 30.8 0.00 0.00 0 0 0
3 Jan 2284.90 30.8 0.00 0.00 0 0 0
2 Jan 2224.75 30.8 0.00 0.00 0 0 0
1 Jan 2211.30 30.8 0.00 0.00 0 0 0
31 Dec 2237.95 30.8 0.00 0.00 0 0 0
30 Dec 2255.15 30.8 0.00 10.29 0 0 0
27 Dec 2264.45 30.8 0.00 10.29 0 0 0
26 Dec 2262.15 30.8 0.00 9.91 0 0 0
24 Dec 2277.85 30.8 0.00 9.44 0 0 0
23 Dec 2286.55 30.8 0.00 9.15 0 0 0
20 Dec 2277.60 30.8 0.00 6.94 0 0 0
18 Dec 2272.05 30.8 0.00 7.86 0 0 0
17 Dec 2280.00 30.8 0.00 7.39 0 0 0
10 Dec 2343.60 30.8 0.00 5.31 0 0 0
9 Dec 2302.35 30.8 0.00 6.72 0 0 0
6 Dec 2294.70 30.8 0.00 6.65 0 0 0
5 Dec 2319.75 30.8 30.80 5.72 0 0 0
4 Dec 2333.70 0 0.00 0.00 0 0 0
3 Dec 2311.25 0 0.00 0.00 0 0 0
2 Dec 2296.95 0 0.00 0.00 0 0 0
29 Nov 2265.00 0 0.00 0 0 0


For Srf Ltd - strike price 2580 expiring on 30JAN2025

Delta for 2580 CE is 0.49

Historical price for 2580 CE is as follows

On 24 Jan SRF was trading at 2567.30. The strike last trading price was 51, which was -20.05 lower than the previous day. The implied volatity was 41.30, the open interest changed by -15 which decreased total open position to 276


On 23 Jan SRF was trading at 2596.75. The strike last trading price was 68.15, which was 46.10 higher than the previous day. The implied volatity was 42.97, the open interest changed by 63 which increased total open position to 289


On 22 Jan SRF was trading at 2523.15. The strike last trading price was 22.05, which was -28.85 lower than the previous day. The implied volatity was 30.27, the open interest changed by 34 which increased total open position to 226


On 21 Jan SRF was trading at 2575.15. The strike last trading price was 50.9, which was -27.30 lower than the previous day. The implied volatity was 30.82, the open interest changed by 5 which increased total open position to 192


On 20 Jan SRF was trading at 2612.10. The strike last trading price was 78.2, which was -2.80 lower than the previous day. The implied volatity was 29.89, the open interest changed by 4 which increased total open position to 180


On 17 Jan SRF was trading at 2606.45. The strike last trading price was 81, which was 7.65 higher than the previous day. The implied volatity was 32.66, the open interest changed by -90 which decreased total open position to 176


On 16 Jan SRF was trading at 2583.80. The strike last trading price was 73.35, which was 43.70 higher than the previous day. The implied volatity was 32.34, the open interest changed by 37 which increased total open position to 265


On 15 Jan SRF was trading at 2491.70. The strike last trading price was 29.65, which was -0.95 lower than the previous day. The implied volatity was 28.69, the open interest changed by -7 which decreased total open position to 227


On 14 Jan SRF was trading at 2509.75. The strike last trading price was 30.6, which was -9.75 lower than the previous day. The implied volatity was 25.60, the open interest changed by 57 which increased total open position to 236


On 13 Jan SRF was trading at 2516.00. The strike last trading price was 40.35, which was -46.75 lower than the previous day. The implied volatity was 27.09, the open interest changed by 46 which increased total open position to 177


On 10 Jan SRF was trading at 2601.10. The strike last trading price was 87.1, which was -47.35 lower than the previous day. The implied volatity was 29.60, the open interest changed by 70 which increased total open position to 133


On 9 Jan SRF was trading at 2673.90. The strike last trading price was 134.45, which was 103.65 higher than the previous day. The implied volatity was 29.84, the open interest changed by 64 which increased total open position to 64


On 8 Jan SRF was trading at 2350.95. The strike last trading price was 30.8, 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 7 Jan SRF was trading at 2308.45. The strike last trading price was 30.8, 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 Jan SRF was trading at 2277.45. The strike last trading price was 30.8, 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 30.8, 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 30.8, 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 30.8, 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 31 Dec SRF was trading at 2237.95. The strike last trading price was 30.8, 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 30 Dec SRF was trading at 2255.15. The strike last trading price was 30.8, which was 0.00 lower than the previous day. The implied volatity was 10.29, the open interest changed by 0 which decreased total open position to 0


On 27 Dec SRF was trading at 2264.45. The strike last trading price was 30.8, which was 0.00 lower than the previous day. The implied volatity was 10.29, the open interest changed by 0 which decreased total open position to 0


On 26 Dec SRF was trading at 2262.15. The strike last trading price was 30.8, 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 24 Dec SRF was trading at 2277.85. The strike last trading price was 30.8, which was 0.00 lower than the previous day. The implied volatity was 9.44, the open interest changed by 0 which decreased total open position to 0


On 23 Dec SRF was trading at 2286.55. The strike last trading price was 30.8, which was 0.00 lower than the previous day. The implied volatity was 9.15, the open interest changed by 0 which decreased total open position to 0


On 20 Dec SRF was trading at 2277.60. The strike last trading price was 30.8, which was 0.00 lower than the previous day. The implied volatity was 6.94, 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 30.8, which was 0.00 lower than the previous day. The implied volatity was 7.86, 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 30.8, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 30.8, which was 0.00 lower than the previous day. The implied volatity was 5.31, 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 30.8, which was 0.00 lower than the previous day. The implied volatity was 6.72, 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 30.8, which was 0.00 lower than the previous day. The implied volatity was 6.65, 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 30.8, which was 30.80 higher than the previous day. The implied volatity was 5.72, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


SRF 30JAN2025 2580 PE
Delta: -0.51
Vega: 1.32
Theta: -4.17
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 2567.30 59.3 10.55 41.86 336 14 407
23 Jan 2596.75 48.65 -24.80 38.59 666 34 393
22 Jan 2523.15 73.45 33.75 24.59 445 16 459
21 Jan 2575.15 39.7 5.70 25.34 537 54 446
20 Jan 2612.10 34 -12.00 31.70 429 -14 386
17 Jan 2606.45 46 -11.25 31.20 429 34 401
16 Jan 2583.80 57.25 -54.75 32.20 462 69 368
15 Jan 2491.70 112 10.80 34.27 138 40 400
14 Jan 2509.75 101.2 -0.05 32.61 74 3 360
13 Jan 2516.00 101.25 33.45 35.52 953 -295 358
10 Jan 2601.10 67.8 16.50 33.93 2,807 224 652
9 Jan 2673.90 51.3 -264.80 37.01 2,041 425 425
8 Jan 2350.95 316.1 0.00 0.00 0 0 0
7 Jan 2308.45 316.1 0.00 0.00 0 0 0
6 Jan 2277.45 316.1 0.00 0.00 0 0 0
3 Jan 2284.90 316.1 0.00 0.00 0 0 0
2 Jan 2224.75 316.1 0.00 0.00 0 0 0
1 Jan 2211.30 316.1 0.00 0.00 0 0 0
31 Dec 2237.95 316.1 0.00 0.00 0 0 0
30 Dec 2255.15 316.1 0.00 - 0 0 0
27 Dec 2264.45 316.1 0.00 - 0 0 0
26 Dec 2262.15 316.1 0.00 - 0 0 0
24 Dec 2277.85 316.1 0.00 - 0 0 0
23 Dec 2286.55 316.1 0.00 - 0 0 0
20 Dec 2277.60 316.1 0.00 - 0 0 0
18 Dec 2272.05 316.1 0.00 - 0 0 0
17 Dec 2280.00 316.1 0.00 - 0 0 0
10 Dec 2343.60 316.1 0.00 - 0 0 0
9 Dec 2302.35 316.1 0.00 - 0 0 0
6 Dec 2294.70 316.1 0.00 - 0 0 0
5 Dec 2319.75 316.1 316.10 - 0 0 0
4 Dec 2333.70 0 0.00 0.00 0 0 0
3 Dec 2311.25 0 0.00 0.00 0 0 0
2 Dec 2296.95 0 0.00 0.00 0 0 0
29 Nov 2265.00 0 0.00 0 0 0


For Srf Ltd - strike price 2580 expiring on 30JAN2025

Delta for 2580 PE is -0.51

Historical price for 2580 PE is as follows

On 24 Jan SRF was trading at 2567.30. The strike last trading price was 59.3, which was 10.55 higher than the previous day. The implied volatity was 41.86, the open interest changed by 14 which increased total open position to 407


On 23 Jan SRF was trading at 2596.75. The strike last trading price was 48.65, which was -24.80 lower than the previous day. The implied volatity was 38.59, the open interest changed by 34 which increased total open position to 393


On 22 Jan SRF was trading at 2523.15. The strike last trading price was 73.45, which was 33.75 higher than the previous day. The implied volatity was 24.59, the open interest changed by 16 which increased total open position to 459


On 21 Jan SRF was trading at 2575.15. The strike last trading price was 39.7, which was 5.70 higher than the previous day. The implied volatity was 25.34, the open interest changed by 54 which increased total open position to 446


On 20 Jan SRF was trading at 2612.10. The strike last trading price was 34, which was -12.00 lower than the previous day. The implied volatity was 31.70, the open interest changed by -14 which decreased total open position to 386


On 17 Jan SRF was trading at 2606.45. The strike last trading price was 46, which was -11.25 lower than the previous day. The implied volatity was 31.20, the open interest changed by 34 which increased total open position to 401


On 16 Jan SRF was trading at 2583.80. The strike last trading price was 57.25, which was -54.75 lower than the previous day. The implied volatity was 32.20, the open interest changed by 69 which increased total open position to 368


On 15 Jan SRF was trading at 2491.70. The strike last trading price was 112, which was 10.80 higher than the previous day. The implied volatity was 34.27, the open interest changed by 40 which increased total open position to 400


On 14 Jan SRF was trading at 2509.75. The strike last trading price was 101.2, which was -0.05 lower than the previous day. The implied volatity was 32.61, the open interest changed by 3 which increased total open position to 360


On 13 Jan SRF was trading at 2516.00. The strike last trading price was 101.25, which was 33.45 higher than the previous day. The implied volatity was 35.52, the open interest changed by -295 which decreased total open position to 358


On 10 Jan SRF was trading at 2601.10. The strike last trading price was 67.8, which was 16.50 higher than the previous day. The implied volatity was 33.93, the open interest changed by 224 which increased total open position to 652


On 9 Jan SRF was trading at 2673.90. The strike last trading price was 51.3, which was -264.80 lower than the previous day. The implied volatity was 37.01, the open interest changed by 425 which increased total open position to 425


On 8 Jan SRF was trading at 2350.95. The strike last trading price was 316.1, 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 7 Jan SRF was trading at 2308.45. The strike last trading price was 316.1, 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 6 Jan SRF was trading at 2277.45. The strike last trading price was 316.1, 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 3 Jan SRF was trading at 2284.90. The strike last trading price was 316.1, 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 2 Jan SRF was trading at 2224.75. The strike last trading price was 316.1, 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 1 Jan SRF was trading at 2211.30. The strike last trading price was 316.1, 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 31 Dec SRF was trading at 2237.95. The strike last trading price was 316.1, 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 30 Dec SRF was trading at 2255.15. The strike last trading price was 316.1, 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 27 Dec SRF was trading at 2264.45. The strike last trading price was 316.1, 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 26 Dec SRF was trading at 2262.15. The strike last trading price was 316.1, 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 24 Dec SRF was trading at 2277.85. The strike last trading price was 316.1, 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 23 Dec SRF was trading at 2286.55. The strike last trading price was 316.1, 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 Dec SRF was trading at 2277.60. The strike last trading price was 316.1, 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 Dec SRF was trading at 2272.05. The strike last trading price was 316.1, 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 17 Dec SRF was trading at 2280.00. The strike last trading price was 316.1, 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 10 Dec SRF was trading at 2343.60. The strike last trading price was 316.1, 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 9 Dec SRF was trading at 2302.35. The strike last trading price was 316.1, 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 6 Dec SRF was trading at 2294.70. The strike last trading price was 316.1, 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 Dec SRF was trading at 2319.75. The strike last trading price was 316.1, which was 316.10 higher 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0