SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 2750 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 | 201.35 | -0.25 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2971.70 | 201.35 | -0.25 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 2841.90 | 366.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2750 expiring on 30SEP2025
Delta for 2750 CE is 0.00
Historical price for 2750 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 201.35, which was -0.25 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 201.35, which was -0.25 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 366.75, 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 2750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.60
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 3.55 | -0.95 | 27.07 | 33 | -12 | 233 |
| 14 Sept | 2971.70 | 6.85 | 0.7 | 27.91 | 49 | 7 | 138 |
| 17 Aug | 2841.90 | 80.8 | 0 | 0.00 | 0 | 0 | 0 |
For Srf Ltd - strike price 2750 expiring on 30SEP2025
Delta for 2750 PE is -0.06
Historical price for 2750 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 3.55, which was -0.95 lower than the previous day. The implied volatity was 27.07, the open interest changed by -12 which decreased total open position to 233
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 6.85, which was 0.7 higher than the previous day. The implied volatity was 27.91, the open interest changed by 7 which increased total open position to 138
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 80.8, 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
