SRF
SRF LTD
Historical option data for SRF
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 2400.75 | 11.75 | -1.25 | - | 2,64,750 | 7,875 | 3,58,500 | |||
| 4 Jul | 2390.25 | 13 | - | 2,53,125 | -9,000 | 3,50,625 | ||||
| 3 Jul | 2381.50 | 13.4 | - | 1,79,250 | 1,125 | 3,59,625 | ||||
| 2 Jul | 2393.70 | 15.55 | - | 7,46,250 | 67,500 | 3,58,500 | ||||
| 1 Jul | 2462.40 | 26.55 | - | 4,54,875 | 37,875 | 2,91,000 | ||||
| 28 Jun | 2436.05 | 20.9 | - | 3,85,125 | -20,625 | 2,53,125 | ||||
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| 27 Jun | 2458.85 | 32.5 | - | 5,85,750 | 59,250 | 2,73,750 | ||||
| 26 Jun | 2398.80 | 19.4 | - | 97,500 | 5,250 | 2,13,750 | ||||
| 25 Jun | 2393.85 | 19.45 | - | 86,625 | 8,625 | 2,08,500 | ||||
| 24 Jun | 2420.25 | 25.3 | - | 1,08,375 | 4,125 | 2,02,125 | ||||
| 21 Jun | 2460.05 | 38.75 | - | 95,625 | 15,750 | 1,99,125 | ||||
| 20 Jun | 2499.35 | 54.95 | - | 3,95,625 | 1,71,750 | 1,83,000 | ||||
| 19 Jun | 2416.75 | 30.00 | - | 8,250 | 4,125 | 11,250 | ||||
| 18 Jun | 2422.20 | 31.90 | - | 10,500 | 1,500 | 7,500 | ||||
| 14 Jun | 2402.00 | 25.00 | - | 3,375 | 1,875 | 6,000 | ||||
| 13 Jun | 2399.90 | 31.35 | - | 6,375 | 4,125 | 4,125 | ||||
| 12 Jun | 2365.90 | 195.50 | - | 0 | 0 | 0 | ||||
| 5 Jun | 2295.05 | 195.50 | - | 0 | 0 | 0 | ||||
For SRF LTD - strike price 2600 expiring on 25JUL2024
Delta for 2600 CE is -
Historical price for 2600 CE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 11.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 358500
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by -9000 which decreased total open position to 350625
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 13.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 359625
On 2 Jul SRF was trading at 2393.70. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 67500 which increased total open position to 358500
On 1 Jul SRF was trading at 2462.40. The strike last trading price was 26.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 37875 which increased total open position to 291000
On 28 Jun SRF was trading at 2436.05. The strike last trading price was 20.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -20625 which decreased total open position to 253125
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 32.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 59250 which increased total open position to 273750
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 19.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 213750
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 19.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 208500
On 24 Jun SRF was trading at 2420.25. The strike last trading price was 25.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 202125
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 38.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 199125
On 20 Jun SRF was trading at 2499.35. The strike last trading price was 54.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 171750 which increased total open position to 183000
On 19 Jun SRF was trading at 2416.75. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 11250
On 18 Jun SRF was trading at 2422.20. The strike last trading price was 31.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 7500
On 14 Jun SRF was trading at 2402.00. The strike last trading price was 25.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 6000
On 13 Jun SRF was trading at 2399.90. The strike last trading price was 31.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 4125
On 12 Jun SRF was trading at 2365.90. The strike last trading price was 195.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SRF was trading at 2295.05. The strike last trading price was 195.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 2400.75 | 202.25 | 6.25 | - | 1,125 | 0 | 43,875 |
| 4 Jul | 2390.25 | 196 | - | 5,625 | 3,750 | 43,875 | |
| 3 Jul | 2381.50 | 218.6 | - | 750 | 375 | 40,125 | |
| 2 Jul | 2393.70 | 181.2 | - | 7,875 | 7,125 | 39,375 | |
| 1 Jul | 2462.40 | 154.75 | - | 2,625 | 750 | 32,250 | |
| 28 Jun | 2436.05 | 174.45 | - | 9,375 | 1,875 | 31,500 | |
| 27 Jun | 2458.85 | 175.6 | - | 22,875 | 6,750 | 29,625 | |
| 26 Jun | 2398.80 | 200 | - | 6,750 | 6,375 | 22,500 | |
| 25 Jun | 2393.85 | 191 | - | 9,750 | 9,000 | 16,125 | |
| 24 Jun | 2420.25 | 166 | - | 1,125 | 750 | 6,750 | |
| 21 Jun | 2460.05 | 147.00 | - | 750 | 375 | 5,625 | |
| 20 Jun | 2499.35 | 142.55 | - | 6,375 | 3,750 | 4,875 | |
| 19 Jun | 2416.75 | 192.00 | - | 1,125 | 375 | 1,125 | |
| 18 Jun | 2422.20 | 210.00 | - | 0 | 0 | 0 | |
| 14 Jun | 2402.00 | 210.00 | - | 0 | 375 | 0 | |
| 13 Jun | 2399.90 | 210.00 | - | 375 | 0 | 375 | |
| 12 Jun | 2365.90 | 190.00 | - | 375 | 0 | 0 | |
| 5 Jun | 2295.05 | 109.65 | - | 0 | 0 | 0 | |
For SRF LTD - strike price 2600 expiring on 25JUL2024
Delta for 2600 PE is -
Historical price for 2600 PE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 202.25, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43875
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 196, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 43875
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 218.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 40125
On 2 Jul SRF was trading at 2393.70. The strike last trading price was 181.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 7125 which increased total open position to 39375
On 1 Jul SRF was trading at 2462.40. The strike last trading price was 154.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 32250
On 28 Jun SRF was trading at 2436.05. The strike last trading price was 174.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 31500
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 175.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 29625
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 200, which was lower than the previous day. The implied volatity was -, the open interest changed by 6375 which increased total open position to 22500
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 191, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 16125
On 24 Jun SRF was trading at 2420.25. The strike last trading price was 166, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 6750
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 147.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 5625
On 20 Jun SRF was trading at 2499.35. The strike last trading price was 142.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 4875
On 19 Jun SRF was trading at 2416.75. The strike last trading price was 192.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1125
On 18 Jun SRF was trading at 2422.20. The strike last trading price was 210.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun SRF was trading at 2402.00. The strike last trading price was 210.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 13 Jun SRF was trading at 2399.90. The strike last trading price was 210.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 12 Jun SRF was trading at 2365.90. The strike last trading price was 190.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SRF was trading at 2295.05. The strike last trading price was 109.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0