SRF
Srf Ltd
Historical option data for SRF
09 Dec 2025 04:11 PM IST
| SRF 30-DEC-2025 2400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 2894.80 | 488.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 2831.90 | 488.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 2885.40 | 488.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 2840.10 | 488.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 2830.00 | 488.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 2859.50 | 488.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 1 Dec | 2923.00 | 488.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2927.30 | 488.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 2840.00 | 488.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2809.80 | 488.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 2793.80 | 488.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2400 expiring on 30DEC2025
Delta for 2400 CE is -
Historical price for 2400 CE is as follows
On 9 Dec SRF was trading at 2894.80. The strike last trading price was 488.65, 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
On 8 Dec SRF was trading at 2831.90. The strike last trading price was 488.65, 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
On 5 Dec SRF was trading at 2885.40. The strike last trading price was 488.65, 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
On 4 Dec SRF was trading at 2840.10. The strike last trading price was 488.65, 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
On 3 Dec SRF was trading at 2830.00. The strike last trading price was 488.65, 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
On 2 Dec SRF was trading at 2859.50. The strike last trading price was 488.65, 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
On 1 Dec SRF was trading at 2923.00. The strike last trading price was 488.65, 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
On 28 Nov SRF was trading at 2927.30. The strike last trading price was 488.65, 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
On 27 Nov SRF was trading at 2840.00. The strike last trading price was 488.65, 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
On 26 Nov SRF was trading at 2809.80. The strike last trading price was 488.65, 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
On 25 Nov SRF was trading at 2793.80. The strike last trading price was 488.65, 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
| SRF 30DEC2025 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.18
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2894.80 | 0.8 | -0.5 | 35.15 | 9 | 5 | 112 |
| 8 Dec | 2831.90 | 1.3 | -0.45 | 32.90 | 4 | 1 | 106 |
| 5 Dec | 2885.40 | 1.75 | 0.8 | 35.48 | 21 | 9 | 104 |
| 4 Dec | 2840.10 | 0.9 | -0.1 | 29.41 | 2 | 0 | 95 |
| 3 Dec | 2830.00 | 1 | 0.25 | 28.81 | 5 | 0 | 95 |
| 2 Dec | 2859.50 | 0.75 | -0.05 | 28.90 | 21 | 2 | 95 |
| 1 Dec | 2923.00 | 0.8 | -0.75 | 31.34 | 7 | 0 | 93 |
| 28 Nov | 2927.30 | 1.55 | -0.65 | 33.21 | 29 | 3 | 93 |
| 27 Nov | 2840.00 | 2.2 | 0.25 | 29.80 | 25 | 3 | 90 |
| 26 Nov | 2809.80 | 1.95 | -4.3 | 27.61 | 89 | 79 | 84 |
| 25 Nov | 2793.80 | 6.25 | -22.45 | 33.09 | 5 | 4 | 4 |
For Srf Ltd - strike price 2400 expiring on 30DEC2025
Delta for 2400 PE is -0.01
Historical price for 2400 PE is as follows
On 9 Dec SRF was trading at 2894.80. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 35.15, the open interest changed by 5 which increased total open position to 112
On 8 Dec SRF was trading at 2831.90. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 32.90, the open interest changed by 1 which increased total open position to 106
On 5 Dec SRF was trading at 2885.40. The strike last trading price was 1.75, which was 0.8 higher than the previous day. The implied volatity was 35.48, the open interest changed by 9 which increased total open position to 104
On 4 Dec SRF was trading at 2840.10. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 29.41, the open interest changed by 0 which decreased total open position to 95
On 3 Dec SRF was trading at 2830.00. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 28.81, the open interest changed by 0 which decreased total open position to 95
On 2 Dec SRF was trading at 2859.50. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 28.90, the open interest changed by 2 which increased total open position to 95
On 1 Dec SRF was trading at 2923.00. The strike last trading price was 0.8, which was -0.75 lower than the previous day. The implied volatity was 31.34, the open interest changed by 0 which decreased total open position to 93
On 28 Nov SRF was trading at 2927.30. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 33.21, the open interest changed by 3 which increased total open position to 93
On 27 Nov SRF was trading at 2840.00. The strike last trading price was 2.2, which was 0.25 higher than the previous day. The implied volatity was 29.80, the open interest changed by 3 which increased total open position to 90
On 26 Nov SRF was trading at 2809.80. The strike last trading price was 1.95, which was -4.3 lower than the previous day. The implied volatity was 27.61, the open interest changed by 79 which increased total open position to 84
On 25 Nov SRF was trading at 2793.80. The strike last trading price was 6.25, which was -22.45 lower than the previous day. The implied volatity was 33.09, the open interest changed by 4 which increased total open position to 4































































































































































































































