SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 3000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 1.92
Theta: -2.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2937.20 | 28.1 | -1.4 | 22.61 | 1,529 | -136 | 2,079 | |||||||||
| 14 Sept | 2971.70 | 48.2 | -11.75 | 19.24 | 1,641 | 143 | 1,190 | |||||||||
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| 17 Aug | 2841.90 | 49 | -6.15 | 24.05 | 28 | 7 | 54 | |||||||||
For Srf Ltd - strike price 3000 expiring on 30SEP2025
Delta for 3000 CE is 0.36
Historical price for 3000 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 28.1, which was -1.4 lower than the previous day. The implied volatity was 22.61, the open interest changed by -136 which decreased total open position to 2079
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 48.2, which was -11.75 lower than the previous day. The implied volatity was 19.24, the open interest changed by 143 which increased total open position to 1190
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 49, which was -6.15 lower than the previous day. The implied volatity was 24.05, the open interest changed by 7 which increased total open position to 54
| SRF 30SEP2025 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 1.96
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 80 | -5.9 | 27.16 | 86 | 15 | 684 |
| 14 Sept | 2971.70 | 71.2 | 10.8 | 25.93 | 513 | -48 | 513 |
| 17 Aug | 2841.90 | 164.3 | 0 | 0.00 | 0 | 0 | 0 |
For Srf Ltd - strike price 3000 expiring on 30SEP2025
Delta for 3000 PE is -0.61
Historical price for 3000 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 80, which was -5.9 lower than the previous day. The implied volatity was 27.16, the open interest changed by 15 which increased total open position to 684
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 71.2, which was 10.8 higher than the previous day. The implied volatity was 25.93, the open interest changed by -48 which decreased total open position to 513
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 164.3, 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
