SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 2600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.83
Theta: -2.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2937.20 | 360.2 | 36.2 | 56.16 | 1 | 0 | 35 | |||||||||
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| 14 Sept | 2971.70 | 403.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 2841.90 | 280 | -4.35 | 23.91 | 5 | 4 | 13 | |||||||||
For Srf Ltd - strike price 2600 expiring on 30SEP2025
Delta for 2600 CE is 0.91
Historical price for 2600 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 360.2, which was 36.2 higher than the previous day. The implied volatity was 56.16, the open interest changed by 0 which decreased total open position to 35
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 403.2, which was 0 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 17 Aug SRF was trading at 2841.90. The strike last trading price was 280, which was -4.35 lower than the previous day. The implied volatity was 23.91, the open interest changed by 4 which increased total open position to 13
| SRF 30SEP2025 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.26
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 1.45 | -0.15 | 36.17 | 11 | 0 | 128 |
| 14 Sept | 2971.70 | 2.1 | -0.25 | 33.03 | 32 | -10 | 171 |
| 17 Aug | 2841.90 | 31.85 | 0 | 6.95 | 0 | 0 | 0 |
For Srf Ltd - strike price 2600 expiring on 30SEP2025
Delta for 2600 PE is -0.02
Historical price for 2600 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 36.17, the open interest changed by 0 which decreased total open position to 128
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 2.1, which was -0.25 lower than the previous day. The implied volatity was 33.03, the open interest changed by -10 which decreased total open position to 171
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 31.85, which was 0 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0
