SRF
Srf Ltd
Historical option data for SRF
08 Apr 2026 10:14 AM IST
| SRF 28-Apr-2026 (20d) 2460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 2.28
Theta: -2.48
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 2478.60 | 103.7 | 31.15 | 37.49 | 87 | -28 | 156 | |||||||||
| 7 Apr | 2396.00 | 72 | -21.05 | 40.21 | 244 | 23 | 184 | |||||||||
| 6 Apr | 2433.80 | 91.5 | 4.55 | 40.45 | 338 | -42 | 158 | |||||||||
| 2 Apr | 2416.10 | 87.9 | -66.7 | 38.36 | 691 | 144 | 198 | |||||||||
| 1 Apr | 2555.20 | 154.6 | 62.8 | 30.26 | 65 | 1 | 55 | |||||||||
| 30 Mar | 2438.00 | 92.5 | -70.85 | 33.82 | 91 | 50 | 56 | |||||||||
| 27 Mar | 2494.90 | 163.35 | 60 | - | 0 | 0 | 6 | |||||||||
| 25 Mar | 2568.10 | 163.35 | 60 | 25.28 | 5 | 1 | 7 | |||||||||
| 24 Mar | 2471.60 | 103.35 | -14.65 | 26.97 | 2 | 0 | 6 | |||||||||
| 23 Mar | 2391.50 | 118 | -47.4 | - | 0 | 0 | 6 | |||||||||
| 20 Mar | 2454.50 | 118 | -47.4 | 33.16 | 2 | 0 | 6 | |||||||||
| 19 Mar | 2478.80 | 165.4 | 41.4 | - | 5 | 0 | 6 | |||||||||
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| 18 Mar | 2569.40 | 165.4 | 41.4 | 24.56 | 5 | 3 | 4 | |||||||||
| 17 Mar | 2498.00 | 124 | 10 | 25.68 | 2 | 1 | 2 | |||||||||
| 16 Mar | 2449.00 | 114 | -112.15 | 32.34 | 1 | 0 | 0 | |||||||||
| 13 Mar | 2499.70 | 226.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2626.30 | 226.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 2488.70 | 226.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2596.60 | 226.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2552.40 | 226.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 2622.70 | 226.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2563.10 | 226.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2536.60 | 226.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2537.00 | 226.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2460 expiring on 28APR2026
Delta for 2460 CE is 0.58
Historical price for 2460 CE is as follows
On 8 Apr SRF was trading at 2478.60. The strike last trading price was 103.7, which was 31.15 higher than the previous day. The implied volatity was 37.49, the open interest changed by -28 which decreased total open position to 156
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 72, which was -21.05 lower than the previous day. The implied volatity was 40.21, the open interest changed by 23 which increased total open position to 184
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 91.5, which was 4.55 higher than the previous day. The implied volatity was 40.45, the open interest changed by -42 which decreased total open position to 158
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 87.9, which was -66.7 lower than the previous day. The implied volatity was 38.36, the open interest changed by 144 which increased total open position to 198
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 154.6, which was 62.8 higher than the previous day. The implied volatity was 30.26, the open interest changed by 1 which increased total open position to 55
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 92.5, which was -70.85 lower than the previous day. The implied volatity was 33.82, the open interest changed by 50 which increased total open position to 56
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 163.35, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Mar SRF was trading at 2568.10. The strike last trading price was 163.35, which was 60 higher than the previous day. The implied volatity was 25.28, the open interest changed by 1 which increased total open position to 7
On 24 Mar SRF was trading at 2471.60. The strike last trading price was 103.35, which was -14.65 lower than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 6
On 23 Mar SRF was trading at 2391.50. The strike last trading price was 118, which was -47.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Mar SRF was trading at 2454.50. The strike last trading price was 118, which was -47.4 lower than the previous day. The implied volatity was 33.16, the open interest changed by 0 which decreased total open position to 6
On 19 Mar SRF was trading at 2478.80. The strike last trading price was 165.4, which was 41.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Mar SRF was trading at 2569.40. The strike last trading price was 165.4, which was 41.4 higher than the previous day. The implied volatity was 24.56, the open interest changed by 3 which increased total open position to 4
On 17 Mar SRF was trading at 2498.00. The strike last trading price was 124, which was 10 higher than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 2
On 16 Mar SRF was trading at 2449.00. The strike last trading price was 114, which was -112.15 lower than the previous day. The implied volatity was 32.34, 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 226.15, 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 226.15, 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 226.15, 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 226.15, 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 226.15, 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 226.15, 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 226.15, 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 226.15, 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 226.15, 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 (20d) 2460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 2.28
Theta: -1.72
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 2478.60 | 68 | -52.8 | 35.95 | 168 | -53 | 267 |
| 7 Apr | 2396.00 | 118.75 | 14.9 | 40.55 | 47 | -9 | 320 |
| 6 Apr | 2433.80 | 105.9 | -10.25 | 42.12 | 270 | -77 | 329 |
| 2 Apr | 2416.10 | 116.95 | 61.9 | 40.5 | 718 | 324 | 404 |
| 1 Apr | 2555.20 | 54.75 | -52.5 | 38.12 | 172 | -7 | 80 |
| 30 Mar | 2438.00 | 109.45 | 25.45 | 39.81 | 126 | 64 | 79 |
| 27 Mar | 2494.90 | 84 | 26.65 | 37.58 | 7 | 1 | 15 |
| 25 Mar | 2568.10 | 57.35 | 3.3 | 37.04 | 2 | 1 | 13 |
| 24 Mar | 2471.60 | 54.05 | -32.45 | - | 0 | 0 | 12 |
| 23 Mar | 2391.50 | 54.05 | -32.45 | - | 0 | 0 | 12 |
| 20 Mar | 2454.50 | 54.05 | -32.45 | - | 0 | 0 | 12 |
| 19 Mar | 2478.80 | 54.05 | -32.45 | - | 28 | 0 | 12 |
| 18 Mar | 2569.40 | 54.05 | -32.45 | 32.23 | 28 | -10 | 11 |
| 17 Mar | 2498.00 | 86.5 | 34.95 | 35.22 | 21 | 11 | 13 |
| 16 Mar | 2449.00 | 51.55 | -22.9 | - | 0 | 0 | 0 |
| 13 Mar | 2499.70 | 51.55 | -22.9 | - | 0 | 0 | 0 |
| 12 Mar | 2626.30 | 51.55 | -22.9 | - | 0 | 0 | 0 |
| 11 Mar | 2488.70 | 51.55 | -22.9 | - | 0 | 0 | 2 |
| 10 Mar | 2596.60 | 51.55 | -22.9 | - | 0 | 0 | 2 |
| 9 Mar | 2552.40 | 51.55 | -22.9 | - | 0 | 0 | 2 |
| 6 Mar | 2622.70 | 51.55 | -22.9 | 33.02 | 2 | 0 | 0 |
| 5 Mar | 2563.10 | 74.45 | 0 | 3.64 | 0 | 0 | 0 |
| 4 Mar | 2536.60 | 74.45 | 0 | 3.17 | 0 | 0 | 0 |
| 2 Mar | 2537.00 | 74.45 | 0 | 3.02 | 0 | 0 | 0 |
For Srf Ltd - strike price 2460 expiring on 28APR2026
Delta for 2460 PE is -0.42
Historical price for 2460 PE is as follows
On 8 Apr SRF was trading at 2478.60. The strike last trading price was 68, which was -52.8 lower than the previous day. The implied volatity was 35.95, the open interest changed by -53 which decreased total open position to 267
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 118.75, which was 14.9 higher than the previous day. The implied volatity was 40.55, the open interest changed by -9 which decreased total open position to 320
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 105.9, which was -10.25 lower than the previous day. The implied volatity was 42.12, the open interest changed by -77 which decreased total open position to 329
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 116.95, which was 61.9 higher than the previous day. The implied volatity was 40.5, the open interest changed by 324 which increased total open position to 404
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 54.75, which was -52.5 lower than the previous day. The implied volatity was 38.12, the open interest changed by -7 which decreased total open position to 80
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 109.45, which was 25.45 higher than the previous day. The implied volatity was 39.81, the open interest changed by 64 which increased total open position to 79
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 84, which was 26.65 higher than the previous day. The implied volatity was 37.58, the open interest changed by 1 which increased total open position to 15
On 25 Mar SRF was trading at 2568.10. The strike last trading price was 57.35, which was 3.3 higher than the previous day. The implied volatity was 37.04, the open interest changed by 1 which increased total open position to 13
On 24 Mar SRF was trading at 2471.60. The strike last trading price was 54.05, which was -32.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 23 Mar SRF was trading at 2391.50. The strike last trading price was 54.05, which was -32.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 20 Mar SRF was trading at 2454.50. The strike last trading price was 54.05, which was -32.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 19 Mar SRF was trading at 2478.80. The strike last trading price was 54.05, which was -32.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 18 Mar SRF was trading at 2569.40. The strike last trading price was 54.05, which was -32.45 lower than the previous day. The implied volatity was 32.23, the open interest changed by -10 which decreased total open position to 11
On 17 Mar SRF was trading at 2498.00. The strike last trading price was 86.5, which was 34.95 higher than the previous day. The implied volatity was 35.22, the open interest changed by 11 which increased total open position to 13
On 16 Mar SRF was trading at 2449.00. The strike last trading price was 51.55, which was -22.9 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 51.55, which was -22.9 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 51.55, which was -22.9 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 51.55, which was -22.9 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 51.55, which was -22.9 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 51.55, which was -22.9 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 51.55, which was -22.9 lower than the previous day. The implied volatity was 33.02, 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 74.45, which was 0 lower than the previous day. The implied volatity was 3.64, 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 74.45, which was 0 lower than the previous day. The implied volatity was 3.17, 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 74.45, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
