SRF
Srf Ltd
Historical option data for SRF
03 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.54
Theta: -0.33
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 2311.25 | 2.65 | -0.25 | 25.62 | 71 | 20 | 104 | |||
| 2 Dec | 2296.95 | 2.9 | 0.20 | 26.88 | 46 | -3 | 85 | |||
| 29 Nov | 2265.00 | 2.7 | -0.15 | 27.25 | 44 | 9 | 89 | |||
| 28 Nov | 2262.40 | 2.85 | -2.95 | 26.78 | 23 | 6 | 80 | |||
| 27 Nov | 2296.60 | 5.8 | 3.10 | 28.12 | 40 | 12 | 71 | |||
| 26 Nov | 2234.65 | 2.7 | -0.60 | 27.61 | 31 | 13 | 58 | |||
| 25 Nov | 2223.55 | 3.3 | -0.15 | 28.98 | 8 | 3 | 45 | |||
| 22 Nov | 2163.25 | 3.45 | 1.35 | 31.62 | 16 | 2 | 44 | |||
| 21 Nov | 2143.65 | 2.1 | -1.50 | 30.74 | 3 | 0 | 39 | |||
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| 20 Nov | 2199.50 | 3.6 | 0.00 | 28.46 | 6 | 4 | 37 | |||
| 19 Nov | 2199.50 | 3.6 | -0.45 | 28.46 | 6 | 2 | 37 | |||
| 18 Nov | 2179.35 | 4.05 | -1.95 | 30.32 | 5 | 0 | 32 | |||
| 14 Nov | 2235.20 | 6 | 1.00 | 26.94 | 9 | 3 | 31 | |||
| 13 Nov | 2197.90 | 5 | -1.40 | 27.41 | 19 | 17 | 28 | |||
| 12 Nov | 2253.05 | 6.4 | -6.60 | 26.22 | 10 | 0 | 1 | |||
| 5 Nov | 2299.15 | 13 | 13.00 | 24.93 | 2 | 1 | 1 | |||
| 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 2600 expiring on 26DEC2024
Delta for 2600 CE is 0.04
Historical price for 2600 CE is as follows
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 2.65, which was -0.25 lower than the previous day. The implied volatity was 25.62, the open interest changed by 20 which increased total open position to 104
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 2.9, which was 0.20 higher than the previous day. The implied volatity was 26.88, the open interest changed by -3 which decreased total open position to 85
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 27.25, the open interest changed by 9 which increased total open position to 89
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 2.85, which was -2.95 lower than the previous day. The implied volatity was 26.78, the open interest changed by 6 which increased total open position to 80
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 5.8, which was 3.10 higher than the previous day. The implied volatity was 28.12, the open interest changed by 12 which increased total open position to 71
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 2.7, which was -0.60 lower than the previous day. The implied volatity was 27.61, the open interest changed by 13 which increased total open position to 58
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 28.98, the open interest changed by 3 which increased total open position to 45
On 22 Nov SRF was trading at 2163.25. The strike last trading price was 3.45, which was 1.35 higher than the previous day. The implied volatity was 31.62, the open interest changed by 2 which increased total open position to 44
On 21 Nov SRF was trading at 2143.65. The strike last trading price was 2.1, which was -1.50 lower than the previous day. The implied volatity was 30.74, the open interest changed by 0 which decreased total open position to 39
On 20 Nov SRF was trading at 2199.50. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 28.46, the open interest changed by 4 which increased total open position to 37
On 19 Nov SRF was trading at 2199.50. The strike last trading price was 3.6, which was -0.45 lower than the previous day. The implied volatity was 28.46, the open interest changed by 2 which increased total open position to 37
On 18 Nov SRF was trading at 2179.35. The strike last trading price was 4.05, which was -1.95 lower than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 32
On 14 Nov SRF was trading at 2235.20. The strike last trading price was 6, which was 1.00 higher than the previous day. The implied volatity was 26.94, the open interest changed by 3 which increased total open position to 31
On 13 Nov SRF was trading at 2197.90. The strike last trading price was 5, which was -1.40 lower than the previous day. The implied volatity was 27.41, the open interest changed by 17 which increased total open position to 28
On 12 Nov SRF was trading at 2253.05. The strike last trading price was 6.4, which was -6.60 lower than the previous day. The implied volatity was 26.22, the open interest changed by 0 which decreased total open position to 1
On 5 Nov SRF was trading at 2299.15. The strike last trading price was 13, which was 13.00 higher than the previous day. The implied volatity was 24.93, the open interest changed by 1 which increased total open position to 1
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 2600 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 |
| 3 Dec | 2311.25 | 320 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2296.95 | 320 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 2265.00 | 320 | 0.00 | 0.00 | 0 | 10 | 0 |
| 28 Nov | 2262.40 | 320 | -20.00 | 29.67 | 12 | 8 | 26 |
| 27 Nov | 2296.60 | 340 | -10.00 | 58.77 | 1 | 0 | 19 |
| 26 Nov | 2234.65 | 350 | 38.00 | 33.82 | 18 | 17 | 18 |
| 25 Nov | 2223.55 | 312 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 2163.25 | 312 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 2143.65 | 312 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 2199.50 | 312 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 2199.50 | 312 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 2179.35 | 312 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 2235.20 | 312 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 2197.90 | 312 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 2253.05 | 312 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 2299.15 | 312 | 312.00 | 39.62 | 1 | 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 2600 expiring on 26DEC2024
Delta for 2600 PE is 0.00
Historical price for 2600 PE is as follows
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 320, 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 320, 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 320, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 320, which was -20.00 lower than the previous day. The implied volatity was 29.67, the open interest changed by 8 which increased total open position to 26
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 340, which was -10.00 lower than the previous day. The implied volatity was 58.77, the open interest changed by 0 which decreased total open position to 19
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 350, which was 38.00 higher than the previous day. The implied volatity was 33.82, the open interest changed by 17 which increased total open position to 18
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 312, 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 22 Nov SRF was trading at 2163.25. The strike last trading price was 312, 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 21 Nov SRF was trading at 2143.65. The strike last trading price was 312, 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 20 Nov SRF was trading at 2199.50. The strike last trading price was 312, 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 Nov SRF was trading at 2199.50. The strike last trading price was 312, 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 Nov SRF was trading at 2179.35. The strike last trading price was 312, 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 14 Nov SRF was trading at 2235.20. The strike last trading price was 312, 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 Nov SRF was trading at 2197.90. The strike last trading price was 312, 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 Nov SRF was trading at 2253.05. The strike last trading price was 312, 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 Nov SRF was trading at 2299.15. The strike last trading price was 312, which was 312.00 higher than the previous day. The implied volatity was 39.62, the open interest changed by 0 which decreased total open position to 0
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
