SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 2850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.63
Theta: -1.13
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 2937.20 | 108.45 | -1.3 | 13.96 | 14 | 0 | 242 | |||||||||
| 14 Sept | 2971.70 | 145.25 | -18.25 | 12.74 | 22 | -5 | 240 | |||||||||
| 17 Aug | 2841.90 | 133 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2850 expiring on 30SEP2025
Delta for 2850 CE is 0.94
Historical price for 2850 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 108.45, which was -1.3 lower than the previous day. The implied volatity was 13.96, the open interest changed by 0 which decreased total open position to 242
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 145.25, which was -18.25 lower than the previous day. The implied volatity was 12.74, the open interest changed by -5 which decreased total open position to 240
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 133, 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
| SRF 30SEP2025 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 1.40
Theta: -1.44
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 13.95 | -2.75 | 25.06 | 120 | 11 | 348 |
| 14 Sept | 2971.70 | 17.5 | 2.45 | 25.60 | 98 | 10 | 443 |
| 17 Aug | 2841.90 | 86 | 0 | 0.00 | 0 | 0 | 0 |
For Srf Ltd - strike price 2850 expiring on 30SEP2025
Delta for 2850 PE is -0.19
Historical price for 2850 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 13.95, which was -2.75 lower than the previous day. The implied volatity was 25.06, the open interest changed by 11 which increased total open position to 348
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 17.5, which was 2.45 higher than the previous day. The implied volatity was 25.60, the open interest changed by 10 which increased total open position to 443
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 86, 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
