SRF
Srf Ltd
Historical option data for SRF
24 Apr 2026 01:34 PM IST
| SRF 28-Apr-2026 (4d) 2420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.01
Theta: -1.47
Gamma: 0.00178
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 2476.80 | 123.3 | 0.5499999999999972 | 33.5 | 0 | 0 | 139 | |||||||||
| 23 Apr | 2542.40 | 123.3 | 30.299999999999997 | 33.5 | 24 | -6 | 140 | |||||||||
| 22 Apr | 2492.80 | 93 | 9.450000000000003 | 33.21 | 34 | -1 | 146 | |||||||||
| 21 Apr | 2471.00 | 82.25 | -0.45000000000000284 | 37.46 | 22 | 0 | 147 | |||||||||
| 20 Apr | 2465.10 | 81 | -24.049999999999997 | 37.68 | 100 | -5 | 147 | |||||||||
| 17 Apr | 2494.50 | 105 | -11.049999999999997 | 31.16 | 21 | -1 | 152 | |||||||||
| 16 Apr | 2504.00 | 116.3 | -3.799999999999997 | 33.6 | 25 | 0 | 154 | |||||||||
| 15 Apr | 2500.50 | 116 | 24.950000000000003 | 35.35 | 51 | -7 | 154 | |||||||||
| 13 Apr | 2443.20 | 87.75 | -18.25 | 37.4 | 141 | 5 | 159 | |||||||||
| 10 Apr | 2473.40 | 103.8 | 27.549999999999997 | 33.24 | 245 | -9 | 153 | |||||||||
| 9 Apr | 2399.80 | 77.5 | -21.45 | 36.65 | 334 | 62 | 159 | |||||||||
| 8 Apr | 2435.10 | 96.4 | 5.45 | 34.77 | 231 | -45 | 97 | |||||||||
| 7 Apr | 2396.00 | 92 | -21.4 | 41.36 | 337 | 40 | 144 | |||||||||
| 6 Apr | 2433.80 | 112 | 4.75 | 40.78 | 602 | 24 | 105 | |||||||||
| 2 Apr | 2416.10 | 107.8 | -75.1 | 38.78 | 355 | 69 | 76 | |||||||||
| 1 Apr | 2555.20 | 182.9 | 62.7 | 29.78 | 4 | -2 | 8 | |||||||||
| 30 Mar | 2438.00 | 120.2 | -132.35 | 36.54 | 33 | 10 | 10 | |||||||||
| 27 Mar | 2494.90 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 2568.10 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 2471.60 | 252.55 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 23 Mar | 2391.50 | 252.55 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
| 20 Mar | 2454.50 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 2478.80 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 2569.40 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Mar | 2498.00 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 2449.00 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 2499.70 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2626.30 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 2488.70 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2596.60 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2552.40 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 2622.70 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2563.10 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2536.60 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2537.00 | 252.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2420 expiring on 28APR2026
Delta for 2420 CE is 0.89
Historical price for 2420 CE is as follows
On 24 Apr SRF was trading at 2476.80. The strike last trading price was 123.3, which was 0.5499999999999972 higher than the previous day. The implied volatity was 33.5, the open interest changed by 0 which decreased total open position to 139
On 23 Apr SRF was trading at 2542.40. The strike last trading price was 123.3, which was 30.299999999999997 higher than the previous day. The implied volatity was 33.5, the open interest changed by -6 which decreased total open position to 140
On 22 Apr SRF was trading at 2492.80. The strike last trading price was 93, which was 9.450000000000003 higher than the previous day. The implied volatity was 33.21, the open interest changed by -1 which decreased total open position to 146
On 21 Apr SRF was trading at 2471.00. The strike last trading price was 82.25, which was -0.45000000000000284 lower than the previous day. The implied volatity was 37.46, the open interest changed by 0 which decreased total open position to 147
On 20 Apr SRF was trading at 2465.10. The strike last trading price was 81, which was -24.049999999999997 lower than the previous day. The implied volatity was 37.68, the open interest changed by -5 which decreased total open position to 147
On 17 Apr SRF was trading at 2494.50. The strike last trading price was 105, which was -11.049999999999997 lower than the previous day. The implied volatity was 31.16, the open interest changed by -1 which decreased total open position to 152
On 16 Apr SRF was trading at 2504.00. The strike last trading price was 116.3, which was -3.799999999999997 lower than the previous day. The implied volatity was 33.6, the open interest changed by 0 which decreased total open position to 154
On 15 Apr SRF was trading at 2500.50. The strike last trading price was 116, which was 24.950000000000003 higher than the previous day. The implied volatity was 35.35, the open interest changed by -7 which decreased total open position to 154
On 13 Apr SRF was trading at 2443.20. The strike last trading price was 87.75, which was -18.25 lower than the previous day. The implied volatity was 37.4, the open interest changed by 5 which increased total open position to 159
On 10 Apr SRF was trading at 2473.40. The strike last trading price was 103.8, which was 27.549999999999997 higher than the previous day. The implied volatity was 33.24, the open interest changed by -9 which decreased total open position to 153
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 77.5, which was -21.45 lower than the previous day. The implied volatity was 36.65, the open interest changed by 62 which increased total open position to 159
On 8 Apr SRF was trading at 2435.10. The strike last trading price was 96.4, which was 5.45 higher than the previous day. The implied volatity was 34.77, the open interest changed by -45 which decreased total open position to 97
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 92, which was -21.4 lower than the previous day. The implied volatity was 41.36, the open interest changed by 40 which increased total open position to 144
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 112, which was 4.75 higher than the previous day. The implied volatity was 40.78, the open interest changed by 24 which increased total open position to 105
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 107.8, which was -75.1 lower than the previous day. The implied volatity was 38.78, the open interest changed by 69 which increased total open position to 76
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 182.9, which was 62.7 higher than the previous day. The implied volatity was 29.78, the open interest changed by -2 which decreased total open position to 8
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 120.2, which was -132.35 lower than the previous day. The implied volatity was 36.54, the open interest changed by 10 which increased total open position to 10
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 252.55, 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 Mar SRF was trading at 2568.10. The strike last trading price was 252.55, 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 24 Mar SRF was trading at 2471.60. The strike last trading price was 252.55, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 23 Mar SRF was trading at 2391.50. The strike last trading price was 252.55, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SRF was trading at 2454.50. The strike last trading price was 252.55, 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 19 Mar SRF was trading at 2478.80. The strike last trading price was 252.55, 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 18 Mar SRF was trading at 2569.40. The strike last trading price was 252.55, 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 17 Mar SRF was trading at 2498.00. The strike last trading price was 252.55, 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 16 Mar SRF was trading at 2449.00. The strike last trading price was 252.55, 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 13 Mar SRF was trading at 2499.70. The strike last trading price was 252.55, 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 12 Mar SRF was trading at 2626.30. The strike last trading price was 252.55, 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 11 Mar SRF was trading at 2488.70. The strike last trading price was 252.55, 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 10 Mar SRF was trading at 2596.60. The strike last trading price was 252.55, 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 9 Mar SRF was trading at 2552.40. The strike last trading price was 252.55, 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 6 Mar SRF was trading at 2622.70. The strike last trading price was 252.55, 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 Mar SRF was trading at 2563.10. The strike last trading price was 252.55, 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 Mar SRF was trading at 2536.60. The strike last trading price was 252.55, 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 Mar SRF was trading at 2537.00. The strike last trading price was 252.55, 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 28-Apr-2026 (4d) 2420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.01
Theta: -2.33
Gamma: 0.00385
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 2476.80 | 9.85 | 4.8999999999999995 | 28.26 | 46 | -6 | 160 |
| 23 Apr | 2542.40 | 4.65 | -10.2 | 32.6 | 377 | -18 | 168 |
| 22 Apr | 2492.80 | 14.7 | -8.7 | 33.43 | 396 | -18 | 180 |
| 21 Apr | 2471.00 | 24.8 | -9.55 | 32.12 | 171 | -17 | 198 |
| 20 Apr | 2465.10 | 34.9 | 6.5 | 37.29 | 70 | -9 | 220 |
| 17 Apr | 2494.50 | 27 | -0.6000000000000014 | 34.31 | 256 | 0 | 231 |
| 16 Apr | 2504.00 | 28.4 | -2.8500000000000014 | 35.3 | 206 | 29 | 228 |
| 15 Apr | 2500.50 | 31.85 | -25.5 | 34.62 | 248 | -81 | 203 |
| 13 Apr | 2443.20 | 60 | 10.149999999999999 | 35.51 | 228 | -10 | 287 |
| 10 Apr | 2473.40 | 50.15 | -32.699999999999996 | 34.45 | 249 | -9 | 298 |
| 9 Apr | 2399.80 | 81.95 | 13.6 | 36.2 | 317 | 39 | 308 |
| 8 Apr | 2435.10 | 65.35 | -34.95 | 35.75 | 308 | 125 | 270 |
| 7 Apr | 2396.00 | 97.8 | 12.7 | 41.18 | 154 | 20 | 150 |
| 6 Apr | 2433.80 | 85.55 | -12.15 | 42.01 | 1,388 | 94 | 131 |
| 2 Apr | 2416.10 | 98.8 | 29.9 | 41.58 | 90 | 23 | 32 |
| 1 Apr | 2555.20 | 68.9 | 14.25 | - | 0 | 0 | 9 |
| 30 Mar | 2438.00 | 68.9 | 14.25 | 32 | 1 | 0 | 9 |
| 27 Mar | 2494.90 | 54.65 | -17.35 | 32.77 | 7 | 6 | 8 |
| 25 Mar | 2568.10 | 72 | -28 | - | 0 | 0 | 2 |
| 24 Mar | 2471.60 | 72 | -28 | 36.02 | 2 | 0 | 2 |
| 23 Mar | 2391.50 | 100 | 38.7 | 31.32 | 2 | 0 | 0 |
| 20 Mar | 2454.50 | 61.3 | 0 | 2.29 | 0 | 0 | 0 |
| 19 Mar | 2478.80 | 61.3 | 0 | 2.82 | 0 | 0 | 0 |
| 18 Mar | 2569.40 | 61.3 | 0 | 5.41 | 0 | 0 | 0 |
| 17 Mar | 2498.00 | 61.3 | 0 | 3.35 | 0 | 0 | 0 |
| 16 Mar | 2449.00 | 61.3 | 0 | 1.85 | 0 | 0 | 0 |
| 13 Mar | 2499.70 | 61.3 | 0 | 3.24 | 0 | 0 | 0 |
| 12 Mar | 2626.30 | 61.3 | 0 | 6.33 | 0 | 0 | 0 |
| 11 Mar | 2488.70 | 61.3 | 0 | 3.1 | 0 | 0 | 0 |
| 10 Mar | 2596.60 | 61.3 | 0 | 5.89 | 0 | 0 | 0 |
| 9 Mar | 2552.40 | 61.3 | 0 | 4.66 | 0 | 0 | 0 |
| 6 Mar | 2622.70 | 61.3 | 0 | 6.36 | 0 | 0 | 0 |
| 5 Mar | 2563.10 | 61.3 | 0 | 5.08 | 0 | 0 | 0 |
| 4 Mar | 2536.60 | 61.3 | 0 | 4.23 | 0 | 0 | 0 |
| 2 Mar | 2537.00 | 61.3 | 0 | 4.06 | 0 | 0 | 0 |
For Srf Ltd - strike price 2420 expiring on 28APR2026
Delta for 2420 PE is -0.22
Historical price for 2420 PE is as follows
On 24 Apr SRF was trading at 2476.80. The strike last trading price was 9.85, which was 4.8999999999999995 higher than the previous day. The implied volatity was 28.26, the open interest changed by -6 which decreased total open position to 160
On 23 Apr SRF was trading at 2542.40. The strike last trading price was 4.65, which was -10.2 lower than the previous day. The implied volatity was 32.6, the open interest changed by -18 which decreased total open position to 168
On 22 Apr SRF was trading at 2492.80. The strike last trading price was 14.7, which was -8.7 lower than the previous day. The implied volatity was 33.43, the open interest changed by -18 which decreased total open position to 180
On 21 Apr SRF was trading at 2471.00. The strike last trading price was 24.8, which was -9.55 lower than the previous day. The implied volatity was 32.12, the open interest changed by -17 which decreased total open position to 198
On 20 Apr SRF was trading at 2465.10. The strike last trading price was 34.9, which was 6.5 higher than the previous day. The implied volatity was 37.29, the open interest changed by -9 which decreased total open position to 220
On 17 Apr SRF was trading at 2494.50. The strike last trading price was 27, which was -0.6000000000000014 lower than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 231
On 16 Apr SRF was trading at 2504.00. The strike last trading price was 28.4, which was -2.8500000000000014 lower than the previous day. The implied volatity was 35.3, the open interest changed by 29 which increased total open position to 228
On 15 Apr SRF was trading at 2500.50. The strike last trading price was 31.85, which was -25.5 lower than the previous day. The implied volatity was 34.62, the open interest changed by -81 which decreased total open position to 203
On 13 Apr SRF was trading at 2443.20. The strike last trading price was 60, which was 10.149999999999999 higher than the previous day. The implied volatity was 35.51, the open interest changed by -10 which decreased total open position to 287
On 10 Apr SRF was trading at 2473.40. The strike last trading price was 50.15, which was -32.699999999999996 lower than the previous day. The implied volatity was 34.45, the open interest changed by -9 which decreased total open position to 298
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 81.95, which was 13.6 higher than the previous day. The implied volatity was 36.2, the open interest changed by 39 which increased total open position to 308
On 8 Apr SRF was trading at 2435.10. The strike last trading price was 65.35, which was -34.95 lower than the previous day. The implied volatity was 35.75, the open interest changed by 125 which increased total open position to 270
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 97.8, which was 12.7 higher than the previous day. The implied volatity was 41.18, the open interest changed by 20 which increased total open position to 150
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 85.55, which was -12.15 lower than the previous day. The implied volatity was 42.01, the open interest changed by 94 which increased total open position to 131
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 98.8, which was 29.9 higher than the previous day. The implied volatity was 41.58, the open interest changed by 23 which increased total open position to 32
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 68.9, which was 14.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 68.9, which was 14.25 higher than the previous day. The implied volatity was 32, the open interest changed by 0 which decreased total open position to 9
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 54.65, which was -17.35 lower than the previous day. The implied volatity was 32.77, the open interest changed by 6 which increased total open position to 8
On 25 Mar SRF was trading at 2568.10. The strike last trading price was 72, which was -28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Mar SRF was trading at 2471.60. The strike last trading price was 72, which was -28 lower than the previous day. The implied volatity was 36.02, the open interest changed by 0 which decreased total open position to 2
On 23 Mar SRF was trading at 2391.50. The strike last trading price was 100, which was 38.7 higher than the previous day. The implied volatity was 31.32, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SRF was trading at 2454.50. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SRF was trading at 2478.80. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SRF was trading at 2569.40. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SRF was trading at 2498.00. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0
On 16 Mar SRF was trading at 2449.00. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 13 Mar SRF was trading at 2499.70. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SRF was trading at 2626.30. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0
On 11 Mar SRF was trading at 2488.70. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 3.1, the open interest changed by 0 which decreased total open position to 0
On 10 Mar SRF was trading at 2596.60. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 9 Mar SRF was trading at 2552.40. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
On 6 Mar SRF was trading at 2622.70. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
On 5 Mar SRF was trading at 2563.10. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0
On 4 Mar SRF was trading at 2536.60. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 61.3, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0
