SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 3050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 1.53
Theta: -1.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2937.20 | 15 | -1.55 | 23.03 | 201 | 44 | 611 | |||||||||
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| 14 Sept | 2971.70 | 29.4 | -9.05 | 19.67 | 248 | 40 | 439 | |||||||||
| 17 Aug | 2841.90 | 178.5 | 0 | 4.34 | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 3050 expiring on 30SEP2025
Delta for 3050 CE is 0.22
Historical price for 3050 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 15, which was -1.55 lower than the previous day. The implied volatity was 23.03, the open interest changed by 44 which increased total open position to 611
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 29.4, which was -9.05 lower than the previous day. The implied volatity was 19.67, the open interest changed by 40 which increased total open position to 439
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 178.5, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
| SRF 30SEP2025 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 1.74
Theta: -1.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 119.65 | 9.65 | 30.15 | 10 | -4 | 20 |
| 14 Sept | 2971.70 | 101.35 | 12.8 | 26.43 | 6 | 0 | 18 |
| 17 Aug | 2841.90 | 156.75 | 0 | - | 0 | 0 | 0 |
For Srf Ltd - strike price 3050 expiring on 30SEP2025
Delta for 3050 PE is -0.71
Historical price for 3050 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 119.65, which was 9.65 higher than the previous day. The implied volatity was 30.15, the open interest changed by -4 which decreased total open position to 20
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 101.35, which was 12.8 higher than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 18
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 156.75, 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
