SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 3150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.79
Theta: -1.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2937.20 | 5.1 | 0.1 | 26.11 | 151 | -20 | 321 | |||||||||
| 14 Sept | 2971.70 | 10.55 | -3.8 | 21.31 | 159 | 35 | 319 | |||||||||
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| 17 Aug | 2841.90 | 134.3 | 0 | 6.50 | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 3150 expiring on 30SEP2025
Delta for 3150 CE is 0.08
Historical price for 3150 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 5.1, which was 0.1 higher than the previous day. The implied volatity was 26.11, the open interest changed by -20 which decreased total open position to 321
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 10.55, which was -3.8 lower than the previous day. The implied volatity was 21.31, the open interest changed by 35 which increased total open position to 319
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 134.3, which was 0 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0
| SRF 30SEP2025 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2937.20 | 187.35 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2971.70 | 187.35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 2841.90 | 211.55 | 0 | - | 0 | 0 | 0 |
For Srf Ltd - strike price 3150 expiring on 30SEP2025
Delta for 3150 PE is 0.00
Historical price for 3150 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 187.35, 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
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 187.35, 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
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 211.55, 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
