SRF
Srf Ltd
Historical option data for SRF
09 Apr 2026 04:11 PM IST
| SRF 28-Apr-2026 (18d) 2440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 2.18
Theta: -2.37
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 2399.80 | 67.65 | -19.15 | 36.26 | 774 | -11 | 529 | |||||||||
| 8 Apr | 2435.10 | 85.1 | 3.85 | 34.45 | 1,237 | 218 | 540 | |||||||||
| 7 Apr | 2396.00 | 81.8 | -22.2 | 40.85 | 340 | 56 | 330 | |||||||||
| 6 Apr | 2433.80 | 100.4 | 3.7 | 40.27 | 830 | -101 | 274 | |||||||||
| 2 Apr | 2416.10 | 97.5 | -68.2 | 38.55 | 1,003 | 334 | 377 | |||||||||
| 1 Apr | 2555.20 | 168.4 | 64.55 | 30.02 | 45 | 11 | 43 | |||||||||
| 30 Mar | 2438.00 | 102.8 | -3.15 | 33.98 | 58 | 33 | 34 | |||||||||
| 27 Mar | 2494.90 | 105.95 | -231.7 | - | 0 | 0 | 1 | |||||||||
| 25 Mar | 2568.10 | 105.95 | -231.7 | - | 0 | 0 | 1 | |||||||||
| 24 Mar | 2471.60 | 105.95 | -231.7 | 23.13 | 2 | 0 | 0 | |||||||||
| 23 Mar | 2391.50 | 337.65 | 0 | 1.22 | 0 | 0 | 0 | |||||||||
| 20 Mar | 2454.50 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 2478.80 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Mar | 2569.40 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 2498.00 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 2449.00 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 2499.70 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2626.30 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 2488.70 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2596.60 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2552.40 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 2622.70 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2563.10 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2536.60 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2537.00 | 337.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2440 expiring on 28APR2026
Delta for 2440 CE is 0.47
Historical price for 2440 CE is as follows
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 67.65, which was -19.15 lower than the previous day. The implied volatity was 36.26, the open interest changed by -11 which decreased total open position to 529
On 8 Apr SRF was trading at 2435.10. The strike last trading price was 85.1, which was 3.85 higher than the previous day. The implied volatity was 34.45, the open interest changed by 218 which increased total open position to 540
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 81.8, which was -22.2 lower than the previous day. The implied volatity was 40.85, the open interest changed by 56 which increased total open position to 330
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 100.4, which was 3.7 higher than the previous day. The implied volatity was 40.27, the open interest changed by -101 which decreased total open position to 274
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 97.5, which was -68.2 lower than the previous day. The implied volatity was 38.55, the open interest changed by 334 which increased total open position to 377
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 168.4, which was 64.55 higher than the previous day. The implied volatity was 30.02, the open interest changed by 11 which increased total open position to 43
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 102.8, which was -3.15 lower than the previous day. The implied volatity was 33.98, the open interest changed by 33 which increased total open position to 34
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 105.95, which was -231.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SRF was trading at 2568.10. The strike last trading price was 105.95, which was -231.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar SRF was trading at 2471.60. The strike last trading price was 105.95, which was -231.7 lower than the previous day. The implied volatity was 23.13, 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 337.65, which was 0 lower than the previous day. The implied volatity was 1.22, 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 337.65, 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 19 Mar SRF was trading at 2478.80. The strike last trading price was 337.65, 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 18 Mar SRF was trading at 2569.40. The strike last trading price was 337.65, 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 17 Mar SRF was trading at 2498.00. The strike last trading price was 337.65, 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 16 Mar SRF was trading at 2449.00. The strike last trading price was 337.65, 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 13 Mar SRF was trading at 2499.70. The strike last trading price was 337.65, 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 12 Mar SRF was trading at 2626.30. The strike last trading price was 337.65, 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 11 Mar SRF was trading at 2488.70. The strike last trading price was 337.65, 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 10 Mar SRF was trading at 2596.60. The strike last trading price was 337.65, 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 9 Mar SRF was trading at 2552.40. The strike last trading price was 337.65, 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 6 Mar SRF was trading at 2622.70. The strike last trading price was 337.65, 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 Mar SRF was trading at 2563.10. The strike last trading price was 337.65, 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 Mar SRF was trading at 2536.60. The strike last trading price was 337.65, 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 Mar SRF was trading at 2537.00. The strike last trading price was 337.65, 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 28-Apr-2026 (18d) 2440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 2.18
Theta: -1.68
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 2399.80 | 92 | 13.6 | 35.81 | 197 | 36 | 300 |
| 8 Apr | 2435.10 | 74.85 | -34.75 | 35.81 | 435 | -24 | 266 |
| 7 Apr | 2396.00 | 108 | 14.95 | 40.89 | 101 | -14 | 291 |
| 6 Apr | 2433.80 | 96.35 | -9.6 | 42.38 | 273 | -17 | 309 |
| 2 Apr | 2416.10 | 108.25 | 59.65 | 41.3 | 1,103 | 149 | 330 |
| 1 Apr | 2555.20 | 48.6 | -48.75 | 38.28 | 99 | -22 | 182 |
| 30 Mar | 2438.00 | 100 | 23.35 | 40.05 | 362 | 187 | 206 |
| 27 Mar | 2494.90 | 75.9 | 23.7 | 37.72 | 35 | 13 | 18 |
| 25 Mar | 2568.10 | 52.2 | -17.8 | 37.5 | 3 | 2 | 5 |
| 24 Mar | 2471.60 | 70 | 23.9 | - | 0 | 0 | 3 |
| 23 Mar | 2391.50 | 70 | 23.9 | - | 0 | 0 | 3 |
| 20 Mar | 2454.50 | 70 | 23.9 | 28.04 | 1 | 0 | 2 |
| 19 Mar | 2478.80 | 46.1 | -12 | - | 0 | 0 | 2 |
| 18 Mar | 2569.40 | 46.1 | -12 | - | 0 | 0 | 2 |
| 17 Mar | 2498.00 | 46.1 | -12 | - | 0 | 0 | 2 |
| 16 Mar | 2449.00 | 46.1 | -12 | - | 0 | 0 | 0 |
| 13 Mar | 2499.70 | 46.1 | -12 | - | 0 | 0 | 2 |
| 12 Mar | 2626.30 | 46.1 | -12 | - | 0 | 0 | 2 |
| 11 Mar | 2488.70 | 46.1 | -12 | - | 0 | 0 | 2 |
| 10 Mar | 2596.60 | 46.1 | -12 | - | 0 | 0 | 2 |
| 9 Mar | 2552.40 | 46.1 | -12 | - | 0 | 0 | 2 |
| 6 Mar | 2622.70 | 46.1 | -12 | 33.01 | 2 | 0 | 0 |
| 5 Mar | 2563.10 | 58.1 | 0 | 4.51 | 0 | 0 | 0 |
| 4 Mar | 2536.60 | 58.1 | 0 | 3.7 | 0 | 0 | 0 |
| 2 Mar | 2537.00 | 58.1 | 0 | 3.54 | 0 | 0 | 0 |
For Srf Ltd - strike price 2440 expiring on 28APR2026
Delta for 2440 PE is -0.53
Historical price for 2440 PE is as follows
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 92, which was 13.6 higher than the previous day. The implied volatity was 35.81, the open interest changed by 36 which increased total open position to 300
On 8 Apr SRF was trading at 2435.10. The strike last trading price was 74.85, which was -34.75 lower than the previous day. The implied volatity was 35.81, the open interest changed by -24 which decreased total open position to 266
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 108, which was 14.95 higher than the previous day. The implied volatity was 40.89, the open interest changed by -14 which decreased total open position to 291
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 96.35, which was -9.6 lower than the previous day. The implied volatity was 42.38, the open interest changed by -17 which decreased total open position to 309
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 108.25, which was 59.65 higher than the previous day. The implied volatity was 41.3, the open interest changed by 149 which increased total open position to 330
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 48.6, which was -48.75 lower than the previous day. The implied volatity was 38.28, the open interest changed by -22 which decreased total open position to 182
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 100, which was 23.35 higher than the previous day. The implied volatity was 40.05, the open interest changed by 187 which increased total open position to 206
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 75.9, which was 23.7 higher than the previous day. The implied volatity was 37.72, the open interest changed by 13 which increased total open position to 18
On 25 Mar SRF was trading at 2568.10. The strike last trading price was 52.2, which was -17.8 lower than the previous day. The implied volatity was 37.5, the open interest changed by 2 which increased total open position to 5
On 24 Mar SRF was trading at 2471.60. The strike last trading price was 70, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Mar SRF was trading at 2391.50. The strike last trading price was 70, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar SRF was trading at 2454.50. The strike last trading price was 70, which was 23.9 higher than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 2
On 19 Mar SRF was trading at 2478.80. The strike last trading price was 46.1, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar SRF was trading at 2569.40. The strike last trading price was 46.1, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar SRF was trading at 2498.00. The strike last trading price was 46.1, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar SRF was trading at 2449.00. The strike last trading price was 46.1, which was -12 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 46.1, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Mar SRF was trading at 2626.30. The strike last trading price was 46.1, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar SRF was trading at 2488.70. The strike last trading price was 46.1, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar SRF was trading at 2596.60. The strike last trading price was 46.1, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar SRF was trading at 2552.40. The strike last trading price was 46.1, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar SRF was trading at 2622.70. The strike last trading price was 46.1, which was -12 lower than the previous day. The implied volatity was 33.01, 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 58.1, which was 0 lower than the previous day. The implied volatity was 4.51, 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 58.1, which was 0 lower than the previous day. The implied volatity was 3.7, 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 58.1, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
