SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 2700 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 | |||||||||
| 21 Sept | 2937.20 | 242.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2971.70 | 246.9 | -1.6 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 2841.90 | 526.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2700 expiring on 30SEP2025
Delta for 2700 CE is 0.00
Historical price for 2700 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 242.35, 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 14 Sept SRF was trading at 2971.70. The strike last trading price was 246.9, which was -1.6 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 526.6, 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
| SRF 30SEP2025 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.45
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 2.65 | -0.7 | 30.56 | 4 | 0 | 225 |
| 14 Sept | 2971.70 | 4.5 | 0.3 | 29.49 | 36 | 9 | 216 |
| 17 Aug | 2841.90 | 48.85 | 0 | 4.45 | 0 | 0 | 0 |
For Srf Ltd - strike price 2700 expiring on 30SEP2025
Delta for 2700 PE is -0.04
Historical price for 2700 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 2.65, which was -0.7 lower than the previous day. The implied volatity was 30.56, the open interest changed by 0 which decreased total open position to 225
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 4.5, which was 0.3 higher than the previous day. The implied volatity was 29.49, the open interest changed by 9 which increased total open position to 216
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 48.85, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0
