SRF
Srf Ltd
Historical option data for SRF
24 Jan 2025 01:32 PM IST
SRF 30JAN2025 2580 CE | ||||||||||
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Delta: 0.49
Vega: 1.32
Theta: -4.82
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.51
Vega: 1.32
Theta: -4.17
Gamma: 0.00
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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