SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 3200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.56
Theta: -0.75
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
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| 21 Sept | 2937.20 | 3.15 | -0.2 | 27.81 | 127 | 0 | 672 | |||||||||
| 14 Sept | 2971.70 | 6.5 | -2.5 | 22.41 | 164 | 33 | 535 | |||||||||
| 17 Aug | 2841.90 | 29.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 3200 expiring on 30SEP2025
Delta for 3200 CE is 0.05
Historical price for 3200 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 3.15, which was -0.2 lower than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 672
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 6.5, which was -2.5 lower than the previous day. The implied volatity was 22.41, the open interest changed by 33 which increased total open position to 535
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 29.9, 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
| SRF 30SEP2025 3200 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 | 268.95 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2971.70 | 227.25 | 19.2 | 33.24 | 25 | 4 | 183 |
| 17 Aug | 2841.90 | 229.9 | 0 | - | 0 | 0 | 0 |
For Srf Ltd - strike price 3200 expiring on 30SEP2025
Delta for 3200 PE is 0.00
Historical price for 3200 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 268.95, 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 227.25, which was 19.2 higher than the previous day. The implied volatity was 33.24, the open interest changed by 4 which increased total open position to 183
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 229.9, 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
