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 | 2.05 | -0.85 | - | 79,500 | -12,000 | 68,250 | |||
| 4 Jul | 2390.25 | 2.9 | - | 10,500 | 750 | 80,250 | ||||
| 3 Jul | 2381.50 | 2.8 | - | 87,750 | -10,500 | 79,500 | ||||
| 2 Jul | 2393.70 | 3.9 | - | 4,70,625 | 25,500 | 92,625 | ||||
| 1 Jul | 2462.40 | 5.8 | - | 1,84,875 | 9,000 | 67,125 | ||||
| 28 Jun | 2436.05 | 4.7 | - | 1,73,625 | 29,625 | 58,125 | ||||
| 27 Jun | 2458.85 | 7.7 | - | 27,750 | 14,625 | 28,500 | ||||
| 26 Jun | 2398.80 | 4 | - | 6,000 | -2,625 | 13,500 | ||||
| 25 Jun | 2393.85 | 5.25 | - | 12,750 | 1,875 | 16,125 | ||||
| 24 Jun | 2420.25 | 3.55 | - | 7,125 | 2,625 | 13,500 | ||||
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| 21 Jun | 2460.05 | 14.00 | - | 1,875 | 1,125 | 10,875 | ||||
| 20 Jun | 2499.35 | 19.00 | - | 10,500 | 7,500 | 7,500 | ||||
For SRF LTD - strike price 2800 expiring on 25JUL2024
Delta for 2800 CE is -
Historical price for 2800 CE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 2.05, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -12000 which decreased total open position to 68250
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 80250
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -10500 which decreased total open position to 79500
On 2 Jul SRF was trading at 2393.70. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 92625
On 1 Jul SRF was trading at 2462.40. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 67125
On 28 Jun SRF was trading at 2436.05. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 29625 which increased total open position to 58125
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 7.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 14625 which increased total open position to 28500
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 13500
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 16125
On 24 Jun SRF was trading at 2420.25. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 13500
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 10875
On 20 Jun SRF was trading at 2499.35. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 7500
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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 | 410 | 0.00 | - | 0 | -375 | 0 |
| 4 Jul | 2390.25 | 410 | - | 0 | -375 | 0 | |
| 3 Jul | 2381.50 | 410 | - | 1,125 | -375 | 19,125 | |
| 2 Jul | 2393.70 | 342 | - | 0 | 375 | 0 | |
| 1 Jul | 2462.40 | 342 | - | 0 | 375 | 0 | |
| 28 Jun | 2436.05 | 342 | - | 375 | 375 | 19,125 | |
| 27 Jun | 2458.85 | 347 | - | 4,875 | 4,500 | 18,750 | |
| 26 Jun | 2398.80 | 375 | - | 375 | 13,875 | 13,875 | |
| 25 Jun | 2393.85 | 314.5 | - | 0 | 0 | 0 | |
| 24 Jun | 2420.25 | 314.5 | - | 0 | 11,625 | 0 | |
| 21 Jun | 2460.05 | 314.50 | - | 11,625 | 10,875 | 13,125 | |
| 20 Jun | 2499.35 | 322.00 | - | 2,250 | 1,875 | 1,875 | |
For SRF LTD - strike price 2800 expiring on 25JUL2024
Delta for 2800 PE is -
Historical price for 2800 PE is as follows
On 5 Jul SRF was trading at 2400.75. The strike last trading price was 410, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 0
On 4 Jul SRF was trading at 2390.25. The strike last trading price was 410, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 0
On 3 Jul SRF was trading at 2381.50. The strike last trading price was 410, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 19125
On 2 Jul SRF was trading at 2393.70. The strike last trading price was 342, 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 1 Jul SRF was trading at 2462.40. The strike last trading price was 342, 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 28 Jun SRF was trading at 2436.05. The strike last trading price was 342, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 19125
On 27 Jun SRF was trading at 2458.85. The strike last trading price was 347, which was lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 18750
On 26 Jun SRF was trading at 2398.80. The strike last trading price was 375, which was lower than the previous day. The implied volatity was -, the open interest changed by 13875 which increased total open position to 13875
On 25 Jun SRF was trading at 2393.85. The strike last trading price was 314.5, 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 24 Jun SRF was trading at 2420.25. The strike last trading price was 314.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 11625 which increased total open position to 0
On 21 Jun SRF was trading at 2460.05. The strike last trading price was 314.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 10875 which increased total open position to 13125
On 20 Jun SRF was trading at 2499.35. The strike last trading price was 322.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 1875