SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 3300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.34
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2937.20 | 1.9 | 0.7 | 33.04 | 19 | -3 | 225 | |||||||||
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| 14 Sept | 2971.70 | 3.15 | -0.55 | 25.54 | 47 | -13 | 236 | |||||||||
| 17 Aug | 2841.90 | 174.3 | 0 | 9.42 | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 3300 expiring on 30SEP2025
Delta for 3300 CE is 0.03
Historical price for 3300 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 1.9, which was 0.7 higher than the previous day. The implied volatity was 33.04, the open interest changed by -3 which decreased total open position to 225
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 25.54, the open interest changed by -13 which decreased total open position to 236
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 174.3, which was 0 lower than the previous day. The implied volatity was 9.42, the open interest changed by 0 which decreased total open position to 0
| SRF 30SEP2025 3300 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 | 330 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2971.70 | 313.75 | -68.7 | 33.00 | 7 | -2 | 31 |
| 17 Aug | 2841.90 | 410 | 0 | 0.00 | 0 | 0 | 0 |
For Srf Ltd - strike price 3300 expiring on 30SEP2025
Delta for 3300 PE is 0.00
Historical price for 3300 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 330, 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 313.75, which was -68.7 lower than the previous day. The implied volatity was 33.00, the open interest changed by -2 which decreased total open position to 31
On 17 Aug SRF was trading at 2841.90. The strike last trading price was 410, 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
