SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 2900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 1.75
Theta: -2.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2937.20 | 76.1 | 1.15 | 20.69 | 719 | 11 | 852 | |||||||||
| 14 Sept | 2971.70 | 106.8 | -16.2 | 17.26 | 183 | -1 | 912 | |||||||||
| 17 Aug | 2841.90 | 78.5 | -17.2 | 22.49 | 22 | -1 | 38 | |||||||||
For Srf Ltd - strike price 2900 expiring on 30SEP2025
Delta for 2900 CE is 0.71
Historical price for 2900 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 76.1, which was 1.15 higher than the previous day. The implied volatity was 20.69, the open interest changed by 11 which increased total open position to 852
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 106.8, which was -16.2 lower than the previous day. The implied volatity was 17.26, the open interest changed by -1 which decreased total open position to 912
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 78.5, which was -17.2 lower than the previous day. The implied volatity was 22.49, the open interest changed by -1 which decreased total open position to 38
| SRF 30SEP2025 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 1.83
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 27.4 | -3.55 | 25.11 | 588 | -55 | 635 |
| 14 Sept | 2971.70 | 29.05 | 4.45 | 25.28 | 325 | -12 | 625 |
| 17 Aug | 2841.90 | 96.15 | 0 | 0.00 | 0 | 0 | 0 |
For Srf Ltd - strike price 2900 expiring on 30SEP2025
Delta for 2900 PE is -0.32
Historical price for 2900 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 27.4, which was -3.55 lower than the previous day. The implied volatity was 25.11, the open interest changed by -55 which decreased total open position to 635
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 29.05, which was 4.45 higher than the previous day. The implied volatity was 25.28, the open interest changed by -12 which decreased total open position to 625
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 96.15, 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
