SRF
Srf Ltd
Historical option data for SRF
04 Apr 2025 10:51 AM IST
| SRF 24APR2025 2960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 2.58
Theta: -2.24
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 4 Apr | 2881.05 | 53.25 | -13.4 | 30.56 | 173 | 0 | 163 | |||
| 3 Apr | 2901.20 | 67 | -37.2 | 31.06 | 468 | 51 | 163 | |||
| 2 Apr | 2981.60 | 97.65 | 43.25 | 27.95 | 321 | -3 | 112 | |||
| 1 Apr | 2879.50 | 54.2 | -31.8 | 27.88 | 257 | 0 | 117 | |||
| 28 Mar | 2939.15 | 84.3 | -16.2 | 26.25 | 374 | 96 | 117 | |||
| 27 Mar | 2946.45 | 105.8 | 14.8 | 29.39 | 30 | 2 | 21 | |||
| 26 Mar | 2893.90 | 91 | -17.8 | 33.30 | 46 | 14 | 18 | |||
| 25 Mar | 2945.65 | 109.2 | -49.8 | 32.45 | 4 | 1 | 1 | |||
| 24 Mar | 2991.35 | 159 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 3024.35 | 159 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 2993.10 | 159 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 3005.35 | 159 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 2989.90 | 159 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 3011.30 | 159 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 2951.80 | 159 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 2958.60 | 159 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 2921.25 | 159 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 2938.15 | 159 | 0 | 0.02 | 0 | 0 | 0 | |||
| 7 Mar | 2935.35 | 159 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 2854.00 | 0 | 0 | 1.48 | 0 | 0 | 0 | |||
| 26 Feb | 2763.60 | 0 | 0 | 3.34 | 0 | 0 | 0 | |||
| 25 Feb | 2768.05 | 0 | 0 | 3.34 | 0 | 0 | 0 | |||
| 21 Feb | 2778.90 | 0 | 0 | 2.85 | 0 | 0 | 0 | |||
| 20 Feb | 2795.90 | 0 | 0 | 2.71 | 0 | 0 | 0 | |||
| 13 Feb | 2841.45 | 0 | 0 | 1.32 | 0 | 0 | 0 | |||
| 12 Feb | 2828.35 | 0 | 0 | 1.60 | 0 | 0 | 0 | |||
| 11 Feb | 2812.15 | 0 | 0 | 1.89 | 0 | 0 | 0 | |||
| 10 Feb | 2856.05 | 0 | 0 | 1.05 | 0 | 0 | 0 | |||
| 7 Feb | 2879.95 | 0 | 0 | 0.55 | 0 | 0 | 0 | |||
| 6 Feb | 2894.30 | 0 | 0 | 0.13 | 0 | 0 | 0 | |||
| 5 Feb | 2958.75 | 0 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 2970.25 | 0 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 2942.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 2826.05 | 0 | 0 | 1.28 | 0 | 0 | 0 | |||
For Srf Ltd - strike price 2960 expiring on 24APR2025
Delta for 2960 CE is 0.38
Historical price for 2960 CE is as follows
On 4 Apr SRF was trading at 2881.05. The strike last trading price was 53.25, which was -13.4 lower than the previous day. The implied volatity was 30.56, the open interest changed by 0 which decreased total open position to 163
On 3 Apr SRF was trading at 2901.20. The strike last trading price was 67, which was -37.2 lower than the previous day. The implied volatity was 31.06, the open interest changed by 51 which increased total open position to 163
On 2 Apr SRF was trading at 2981.60. The strike last trading price was 97.65, which was 43.25 higher than the previous day. The implied volatity was 27.95, the open interest changed by -3 which decreased total open position to 112
On 1 Apr SRF was trading at 2879.50. The strike last trading price was 54.2, which was -31.8 lower than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 117
On 28 Mar SRF was trading at 2939.15. The strike last trading price was 84.3, which was -16.2 lower than the previous day. The implied volatity was 26.25, the open interest changed by 96 which increased total open position to 117
On 27 Mar SRF was trading at 2946.45. The strike last trading price was 105.8, which was 14.8 higher than the previous day. The implied volatity was 29.39, the open interest changed by 2 which increased total open position to 21
On 26 Mar SRF was trading at 2893.90. The strike last trading price was 91, which was -17.8 lower than the previous day. The implied volatity was 33.30, the open interest changed by 14 which increased total open position to 18
On 25 Mar SRF was trading at 2945.65. The strike last trading price was 109.2, which was -49.8 lower than the previous day. The implied volatity was 32.45, the open interest changed by 1 which increased total open position to 1
On 24 Mar SRF was trading at 2991.35. The strike last trading price was 159, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar SRF was trading at 3024.35. The strike last trading price was 159, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SRF was trading at 2993.10. The strike last trading price was 159, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SRF was trading at 3005.35. The strike last trading price was 159, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SRF was trading at 2989.90. The strike last trading price was 159, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SRF was trading at 3011.30. The strike last trading price was 159, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SRF was trading at 2951.80. The strike last trading price was 159, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SRF was trading at 2958.60. The strike last trading price was 159, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SRF was trading at 2921.25. The strike last trading price was 159, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SRF was trading at 2938.15. The strike last trading price was 159, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SRF was trading at 2935.35. The strike last trading price was 159, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SRF was trading at 2854.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SRF was trading at 2763.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SRF was trading at 2768.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 21 Feb SRF was trading at 2778.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
On 20 Feb SRF was trading at 2795.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SRF was trading at 2841.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SRF was trading at 2828.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SRF was trading at 2812.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SRF was trading at 2856.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0
On 7 Feb SRF was trading at 2879.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SRF was trading at 2894.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SRF was trading at 2958.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SRF was trading at 2970.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SRF was trading at 2942.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SRF was trading at 2826.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
| SRF 24APR2025 2960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 2.63
Theta: -2.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 2881.05 | 143.55 | 32.3 | 38.56 | 30 | 4 | 71 |
| 3 Apr | 2901.20 | 112.25 | 34.35 | 31.88 | 182 | 16 | 67 |
| 2 Apr | 2981.60 | 80.4 | -40.75 | 32.90 | 161 | 23 | 51 |
| 1 Apr | 2879.50 | 123.25 | 32.35 | 30.61 | 77 | -4 | 29 |
| 28 Mar | 2939.15 | 91.65 | 0.3 | 28.94 | 110 | 17 | 33 |
| 27 Mar | 2946.45 | 90.35 | -15.65 | 30.67 | 22 | 4 | 14 |
| 26 Mar | 2893.90 | 106 | 5.95 | 26.02 | 20 | 2 | 9 |
| 25 Mar | 2945.65 | 100 | -138.6 | 29.87 | 15 | 5 | 5 |
| 24 Mar | 2991.35 | 238.6 | 0 | 1.88 | 0 | 0 | 0 |
| 21 Mar | 3024.35 | 238.6 | 0 | 2.58 | 0 | 0 | 0 |
| 20 Mar | 2993.10 | 238.6 | 0 | 1.83 | 0 | 0 | 0 |
| 19 Mar | 3005.35 | 238.6 | 0 | 1.89 | 0 | 0 | 0 |
| 18 Mar | 2989.90 | 238.6 | 0 | 1.78 | 0 | 0 | 0 |
| 17 Mar | 3011.30 | 238.6 | 0 | 2.59 | 0 | 0 | 0 |
| 13 Mar | 2951.80 | 238.6 | 0 | 0.58 | 0 | 0 | 0 |
| 12 Mar | 2958.60 | 238.6 | 0 | 0.90 | 0 | 0 | 0 |
| 11 Mar | 2921.25 | 238.6 | 0 | 0.57 | 0 | 0 | 0 |
| 10 Mar | 2938.15 | 238.6 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 2935.35 | 238.6 | 0 | 0.17 | 0 | 0 | 0 |
| 27 Feb | 2854.00 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 2763.60 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 2768.05 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 2778.90 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 2795.90 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 2841.45 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 2828.35 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 2812.15 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 2856.05 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 2879.95 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 2894.30 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 2958.75 | 0 | 0 | 1.24 | 0 | 0 | 0 |
| 4 Feb | 2970.25 | 0 | 0 | 1.38 | 0 | 0 | 0 |
| 3 Feb | 2942.70 | 0 | 0 | 0.80 | 0 | 0 | 0 |
| 1 Feb | 2826.05 | 0 | 0 | - | 0 | 0 | 0 |
For Srf Ltd - strike price 2960 expiring on 24APR2025
Delta for 2960 PE is -0.59
Historical price for 2960 PE is as follows
On 4 Apr SRF was trading at 2881.05. The strike last trading price was 143.55, which was 32.3 higher than the previous day. The implied volatity was 38.56, the open interest changed by 4 which increased total open position to 71
On 3 Apr SRF was trading at 2901.20. The strike last trading price was 112.25, which was 34.35 higher than the previous day. The implied volatity was 31.88, the open interest changed by 16 which increased total open position to 67
On 2 Apr SRF was trading at 2981.60. The strike last trading price was 80.4, which was -40.75 lower than the previous day. The implied volatity was 32.90, the open interest changed by 23 which increased total open position to 51
On 1 Apr SRF was trading at 2879.50. The strike last trading price was 123.25, which was 32.35 higher than the previous day. The implied volatity was 30.61, the open interest changed by -4 which decreased total open position to 29
On 28 Mar SRF was trading at 2939.15. The strike last trading price was 91.65, which was 0.3 higher than the previous day. The implied volatity was 28.94, the open interest changed by 17 which increased total open position to 33
On 27 Mar SRF was trading at 2946.45. The strike last trading price was 90.35, which was -15.65 lower than the previous day. The implied volatity was 30.67, the open interest changed by 4 which increased total open position to 14
On 26 Mar SRF was trading at 2893.90. The strike last trading price was 106, which was 5.95 higher than the previous day. The implied volatity was 26.02, the open interest changed by 2 which increased total open position to 9
On 25 Mar SRF was trading at 2945.65. The strike last trading price was 100, which was -138.6 lower than the previous day. The implied volatity was 29.87, the open interest changed by 5 which increased total open position to 5
On 24 Mar SRF was trading at 2991.35. The strike last trading price was 238.6, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 21 Mar SRF was trading at 3024.35. The strike last trading price was 238.6, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SRF was trading at 2993.10. The strike last trading price was 238.6, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SRF was trading at 3005.35. The strike last trading price was 238.6, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SRF was trading at 2989.90. The strike last trading price was 238.6, which was 0 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SRF was trading at 3011.30. The strike last trading price was 238.6, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SRF was trading at 2951.80. The strike last trading price was 238.6, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SRF was trading at 2958.60. The strike last trading price was 238.6, which was 0 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SRF was trading at 2921.25. The strike last trading price was 238.6, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SRF was trading at 2938.15. The strike last trading price was 238.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar SRF was trading at 2935.35. The strike last trading price was 238.6, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 27 Feb SRF was trading at 2854.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb SRF was trading at 2763.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb SRF was trading at 2768.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb SRF was trading at 2778.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb SRF was trading at 2795.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb SRF was trading at 2841.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SRF was trading at 2828.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SRF was trading at 2812.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SRF was trading at 2856.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb SRF was trading at 2879.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SRF was trading at 2894.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SRF was trading at 2958.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SRF was trading at 2970.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SRF was trading at 2942.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SRF was trading at 2826.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
