SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 2800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2937.20 | 153.15 | -0.15 | - | 7 | 3 | 153 | |||||||||
| 14 Sept | 2971.70 | 188.65 | -18.85 | - | 21 | 0 | 116 | |||||||||
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| 17 Aug | 2841.90 | 132 | -37 | 23.00 | 22 | 21 | 29 | |||||||||
For Srf Ltd - strike price 2800 expiring on 30SEP2025
Delta for 2800 CE is -
Historical price for 2800 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 153.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 153
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 188.65, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 116
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 132, which was -37 lower than the previous day. The implied volatity was 23.00, the open interest changed by 21 which increased total open position to 29
| SRF 30SEP2025 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.92
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 6.55 | -1.4 | 25.36 | 94 | -6 | 702 |
| 14 Sept | 2971.70 | 10.85 | 1.35 | 26.61 | 132 | 24 | 360 |
| 17 Aug | 2841.90 | 77 | 8 | 27.17 | 6 | 1 | 14 |
For Srf Ltd - strike price 2800 expiring on 30SEP2025
Delta for 2800 PE is -0.10
Historical price for 2800 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 6.55, which was -1.4 lower than the previous day. The implied volatity was 25.36, the open interest changed by -6 which decreased total open position to 702
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 10.85, which was 1.35 higher than the previous day. The implied volatity was 26.61, the open interest changed by 24 which increased total open position to 360
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 77, which was 8 higher than the previous day. The implied volatity was 27.17, the open interest changed by 1 which increased total open position to 14
