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 | 4.6 | -1.00 | - | 1,53,750 | -6,375 | 2,76,750 | |||
| 4 Jul | 2390.25 | 5.6 | - | 2,11,125 | -27,375 | 2,83,125 | ||||
| 3 Jul | 2381.50 | 5.75 | - | 3,39,750 | 24,000 | 3,10,500 | ||||
| 2 Jul | 2393.70 | 7.15 | - | 7,63,875 | 1,80,375 | 2,89,500 | ||||
| 1 Jul | 2462.40 | 12.45 | - | 2,27,625 | 18,750 | 1,09,125 | ||||
| 28 Jun | 2436.05 | 9 | - | 1,32,000 | 40,125 | 90,375 | ||||
| 27 Jun | 2458.85 | 15 | - | 66,375 | 5,625 | 50,250 | ||||
| 26 Jun | 2398.80 | 10.65 | - | 26,625 | 7,125 | 44,250 | ||||
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| 25 Jun | 2393.85 | 10.1 | - | 39,750 | 31,500 | 37,125 | ||||
| 24 Jun | 2420.25 | 11.3 | - | 4,125 | 1,500 | 5,625 | ||||
| 21 Jun | 2460.05 | 21.15 | - | 5,625 | 3,750 | 3,750 | ||||
| 20 Jun | 2499.35 | 0.00 | - | 0 | 0 | 0 | ||||
For SRF LTD - strike price 2700 expiring on 25JUL2024
Delta for 2700 CE is -
Historical price for 2700 CE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 4.6, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -6375 which decreased total open position to 276750
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -27375 which decreased total open position to 283125
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 24000 which increased total open position to 310500
On 2 Jul SRF was trading at 2393.70. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 180375 which increased total open position to 289500
On 1 Jul SRF was trading at 2462.40. The strike last trading price was 12.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 18750 which increased total open position to 109125
On 28 Jun SRF was trading at 2436.05. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 40125 which increased total open position to 90375
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 50250
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 10.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7125 which increased total open position to 44250
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 10.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 31500 which increased total open position to 37125
On 24 Jun SRF was trading at 2420.25. The strike last trading price was 11.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 5625
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 21.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 3750
On 20 Jun SRF was trading at 2499.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 305 | 0.00 | - | 0 | 7,125 | 0 |
| 4 Jul | 2390.25 | 305 | - | 750 | 7,125 | 7,125 | |
| 3 Jul | 2381.50 | 270 | - | 0 | 0 | 0 | |
| 2 Jul | 2393.70 | 270 | - | 375 | 7,125 | 7,125 | |
| 1 Jul | 2462.40 | 261.9 | - | 0 | 1,500 | 0 | |
| 28 Jun | 2436.05 | 261.9 | - | 2,250 | 1,500 | 6,750 | |
| 27 Jun | 2458.85 | 270 | - | 2,250 | 750 | 5,250 | |
| 26 Jun | 2398.80 | 289.95 | - | 1,125 | 1,125 | 4,125 | |
| 25 Jun | 2393.85 | 300 | - | 750 | 375 | 3,000 | |
| 24 Jun | 2420.25 | 265 | - | 2,625 | 2,250 | 2,250 | |
| 21 Jun | 2460.05 | 454.35 | - | 0 | 0 | 0 | |
| 20 Jun | 2499.35 | 0.00 | - | 0 | 0 | 0 | |
For SRF LTD - strike price 2700 expiring on 25JUL2024
Delta for 2700 PE is -
Historical price for 2700 PE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 305, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 7125 which increased total open position to 0
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 305, which was lower than the previous day. The implied volatity was -, the open interest changed by 7125 which increased total open position to 7125
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 270, 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 2 Jul SRF was trading at 2393.70. The strike last trading price was 270, which was lower than the previous day. The implied volatity was -, the open interest changed by 7125 which increased total open position to 7125
On 1 Jul SRF was trading at 2462.40. The strike last trading price was 261.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 0
On 28 Jun SRF was trading at 2436.05. The strike last trading price was 261.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 6750
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 270, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 5250
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 289.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 4125
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 300, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 3000
On 24 Jun SRF was trading at 2420.25. The strike last trading price was 265, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 2250
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 454.35, 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 20 Jun SRF was trading at 2499.35. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0