SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 2950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 2.03
Theta: -2.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2937.20 | 47.1 | -0.9 | 21.40 | 666 | 29 | 855 | |||||||||
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| 14 Sept | 2971.70 | 73 | -15.6 | 18.14 | 130 | 2 | 504 | |||||||||
| 17 Aug | 2841.90 | 232 | 0 | 1.98 | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2950 expiring on 30SEP2025
Delta for 2950 CE is 0.53
Historical price for 2950 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 47.1, which was -0.9 lower than the previous day. The implied volatity was 21.40, the open interest changed by 29 which increased total open position to 855
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 73, which was -15.6 lower than the previous day. The implied volatity was 18.14, the open interest changed by 2 which increased total open position to 504
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 232, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
| SRF 30SEP2025 2950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 2.04
Theta: -1.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 48.5 | -4.5 | 25.41 | 146 | 4 | 322 |
| 14 Sept | 2971.70 | 46.25 | 7.05 | 25.23 | 189 | -15 | 229 |
| 17 Aug | 2841.90 | 158 | 0 | 0.00 | 0 | 0 | 0 |
For Srf Ltd - strike price 2950 expiring on 30SEP2025
Delta for 2950 PE is -0.47
Historical price for 2950 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 48.5, which was -4.5 lower than the previous day. The implied volatity was 25.41, the open interest changed by 4 which increased total open position to 322
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 46.25, which was 7.05 higher than the previous day. The implied volatity was 25.23, the open interest changed by -15 which decreased total open position to 229
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 158, 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
