SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 28OCT2025 2900 CE | ||||||||||||||||
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Delta: 0.66
Vega: 3.54
Theta: -1.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2937.20 | 130 | 5 | 22.39 | 6 | 2 | 45 | |||||||||
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| 14 Sept | 2971.70 | 151 | -14.8 | 19.29 | 5 | 0 | 33 | |||||||||
| 17 Aug | 2841.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2900 expiring on 28OCT2025
Delta for 2900 CE is 0.66
Historical price for 2900 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 130, which was 5 higher than the previous day. The implied volatity was 22.39, the open interest changed by 2 which increased total open position to 45
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 151, which was -14.8 lower than the previous day. The implied volatity was 19.29, the open interest changed by 0 which decreased total open position to 33
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 0, 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 28OCT2025 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 3.60
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 63.9 | -1.1 | 25.92 | 13 | 1 | 74 |
| 14 Sept | 2971.70 | 62.45 | -1.55 | 26.84 | 6 | 4 | 41 |
| 17 Aug | 2841.90 | 118.35 | 0 | 0.05 | 0 | 0 | 0 |
For Srf Ltd - strike price 2900 expiring on 28OCT2025
Delta for 2900 PE is -0.36
Historical price for 2900 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 63.9, which was -1.1 lower than the previous day. The implied volatity was 25.92, the open interest changed by 1 which increased total open position to 74
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 62.45, which was -1.55 lower than the previous day. The implied volatity was 26.84, the open interest changed by 4 which increased total open position to 41
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 118.35, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
