[--[65.84.65.76]--]

SRF

Srf Ltd
2894.8 +62.90 (2.22%)
L: 2808.7 H: 2901.9

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Historical option data for SRF

09 Dec 2025 04:11 PM IST
SRF 30-DEC-2025 2400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
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