SRF
Srf Ltd
Historical option data for SRF
21 Sep 2025 04:11 PM IST
| SRF 30SEP2025 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.13
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2937.20 | 0.65 | -0.5 | 40.89 | 1 | -1 | 4 | |||||||||
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| 14 Sept | 2971.70 | 1.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 2841.90 | 110.25 | 0 | 13.25 | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 CE is 0.01
Historical price for 3500 CE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 0.65, which was -0.5 lower than the previous day. The implied volatity was 40.89, the open interest changed by -1 which decreased total open position to 4
On 14 Sept SRF was trading at 2971.70. The strike last trading price was 1.3, 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 110.25, which was 0 lower than the previous day. The implied volatity was 13.25, the open interest changed by 0 which decreased total open position to 0
| SRF 30SEP2025 3500 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 | 549.1 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2971.70 | 592.95 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 2841.90 | 419.65 | 0 | - | 0 | 0 | 0 |
For Srf Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 PE is 0.00
Historical price for 3500 PE is as follows
On 21 Sept SRF was trading at 2937.20. The strike last trading price was 549.1, 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 592.95, 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 17 Aug SRF was trading at 2841.90. The strike last trading price was 419.65, 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
