SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 1.10
Theta: -1.31
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 2937.20 | 8.15 | -0.25 | 24.10 | 215 | -3 | 923 | |||||||||
| 14 Sept | 2971.70 | 16.8 | -7.05 | 20.00 | 670 | -6 | 631 | |||||||||
| 17 Aug | 2841.90 | 30 | -6 | 25.57 | 3 | 2 | 24 | |||||||||
For Srf Ltd - strike price 3100 expiring on 30SEP2025
Delta for 3100 CE is 0.13
Historical price for 3100 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 8.15, which was -0.25 lower than the previous day. The implied volatity was 24.10, the open interest changed by -3 which decreased total open position to 923
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 16.8, which was -7.05 lower than the previous day. The implied volatity was 20.00, the open interest changed by -6 which decreased total open position to 631
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 30, which was -6 lower than the previous day. The implied volatity was 25.57, the open interest changed by 2 which increased total open position to 24
| SRF 30SEP2025 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 1.47
Theta: -1.50
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 162 | -11.8 | 32.57 | 8 | -2 | 428 |
| 14 Sept | 2971.70 | 138.95 | 15.45 | 27.99 | 108 | 78 | 426 |
| 17 Aug | 2841.90 | 250 | 0 | 0.00 | 0 | 0 | 0 |
For Srf Ltd - strike price 3100 expiring on 30SEP2025
Delta for 3100 PE is -0.79
Historical price for 3100 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 162, which was -11.8 lower than the previous day. The implied volatity was 32.57, the open interest changed by -2 which decreased total open position to 428
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 138.95, which was 15.45 higher than the previous day. The implied volatity was 27.99, the open interest changed by 78 which increased total open position to 426
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 250, 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
