SRF
Srf Ltd
Historical option data for SRF
20 Dec 2024 04:11 PM IST
| SRF 26DEC2024 2720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 20 Dec | 2277.60 | 0.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 2272.05 | 0.7 | 0.05 | 52.68 | 1 | 0 | 41 | |||
| 17 Dec | 2280.00 | 0.65 | -0.85 | 48.04 | 18 | 1 | 39 | |||
| 11 Dec | 2336.45 | 1.5 | 0.50 | 35.79 | 1 | 0 | 39 | |||
| 10 Dec | 2343.60 | 1 | -0.50 | 32.14 | 4 | 1 | 39 | |||
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| 9 Dec | 2302.35 | 1.5 | 0.30 | 36.33 | 1 | 0 | 38 | |||
| 4 Dec | 2333.70 | 1.2 | 0.00 | 28.58 | 4 | 0 | 38 | |||
| 3 Dec | 2311.25 | 1.2 | 0.00 | 29.76 | 3 | 0 | 38 | |||
| 2 Dec | 2296.95 | 1.2 | -0.70 | 29.92 | 3 | 2 | 38 | |||
| 29 Nov | 2265.00 | 1.9 | -0.05 | 32.64 | 1 | 0 | 35 | |||
| 28 Nov | 2262.40 | 1.95 | -2.90 | 31.96 | 37 | 24 | 35 | |||
| 27 Nov | 2296.60 | 4.85 | 4.05 | 34.76 | 20 | 2 | 5 | |||
| 26 Nov | 2234.65 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 2223.55 | 0.8 | 28.99 | 3 | 0 | 3 | ||||
For Srf Ltd - strike price 2720 expiring on 26DEC2024
Delta for 2720 CE is 0.00
Historical price for 2720 CE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 0.7, 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 Dec SRF was trading at 2272.05. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 52.68, the open interest changed by 0 which decreased total open position to 41
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 0.65, which was -0.85 lower than the previous day. The implied volatity was 48.04, the open interest changed by 1 which increased total open position to 39
On 11 Dec SRF was trading at 2336.45. The strike last trading price was 1.5, which was 0.50 higher than the previous day. The implied volatity was 35.79, the open interest changed by 0 which decreased total open position to 39
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 1, which was -0.50 lower than the previous day. The implied volatity was 32.14, the open interest changed by 1 which increased total open position to 39
On 9 Dec SRF was trading at 2302.35. The strike last trading price was 1.5, which was 0.30 higher than the previous day. The implied volatity was 36.33, the open interest changed by 0 which decreased total open position to 38
On 4 Dec SRF was trading at 2333.70. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 28.58, the open interest changed by 0 which decreased total open position to 38
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 38
On 2 Dec SRF was trading at 2296.95. The strike last trading price was 1.2, which was -0.70 lower than the previous day. The implied volatity was 29.92, the open interest changed by 2 which increased total open position to 38
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 35
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 1.95, which was -2.90 lower than the previous day. The implied volatity was 31.96, the open interest changed by 24 which increased total open position to 35
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 4.85, which was 4.05 higher than the previous day. The implied volatity was 34.76, the open interest changed by 2 which increased total open position to 5
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 0.8, 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 25 Nov SRF was trading at 2223.55. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 28.99, the open interest changed by 0 which decreased total open position to 3
| SRF 26DEC2024 2720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2277.60 | 398.05 | -8.95 | - | 2 | -1 | 61 |
| 18 Dec | 2272.05 | 407 | 32.00 | - | 2 | -1 | 61 |
| 17 Dec | 2280.00 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 2336.45 | 375 | 1.00 | 50.40 | 5 | 0 | 62 |
| 10 Dec | 2343.60 | 374 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 2302.35 | 374 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 2333.70 | 374 | -20.00 | - | 2 | -1 | 61 |
| 3 Dec | 2311.25 | 394 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 2296.95 | 394 | -43.00 | - | 4 | -1 | 61 |
| 29 Nov | 2265.00 | 437 | 7.00 | - | 2 | 1 | 63 |
| 28 Nov | 2262.40 | 430 | -23.00 | - | 60 | 59 | 61 |
| 27 Nov | 2296.60 | 453 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 2234.65 | 453 | 135.00 | - | 1 | 0 | 1 |
| 25 Nov | 2223.55 | 318 | 0.00 | 0 | 0 | 0 | |
For Srf Ltd - strike price 2720 expiring on 26DEC2024
Delta for 2720 PE is -
Historical price for 2720 PE is as follows
On 20 Dec SRF was trading at 2277.60. The strike last trading price was 398.05, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 61
On 18 Dec SRF was trading at 2272.05. The strike last trading price was 407, which was 32.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 61
On 17 Dec SRF was trading at 2280.00. The strike last trading price was 375, 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 11 Dec SRF was trading at 2336.45. The strike last trading price was 375, which was 1.00 higher than the previous day. The implied volatity was 50.40, the open interest changed by 0 which decreased total open position to 62
On 10 Dec SRF was trading at 2343.60. The strike last trading price was 374, 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 9 Dec SRF was trading at 2302.35. The strike last trading price was 374, 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 4 Dec SRF was trading at 2333.70. The strike last trading price was 374, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 61
On 3 Dec SRF was trading at 2311.25. The strike last trading price was 394, 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 394, which was -43.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 61
On 29 Nov SRF was trading at 2265.00. The strike last trading price was 437, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 63
On 28 Nov SRF was trading at 2262.40. The strike last trading price was 430, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 61
On 27 Nov SRF was trading at 2296.60. The strike last trading price was 453, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov SRF was trading at 2234.65. The strike last trading price was 453, which was 135.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Nov SRF was trading at 2223.55. The strike last trading price was 318, 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
