SRF
Srf Ltd
Historical option data for SRF
16 Apr 2026 11:50 PM IST
| SRF 28-Apr-2026 (11d) 2480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.02
Theta: -2.47
Gamma: 0.00263
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 2504.00 | 75.05 | -3.75 | 32.02 | 294 | -11 | 175 | |||||||||
| 15 Apr | 2500.50 | 77.2 | 17.450000000000003 | 34.54 | 655 | -5 | 190 | |||||||||
| 13 Apr | 2443.20 | 56.4 | -14.600000000000001 | 36.79 | 349 | 37 | 196 | |||||||||
| 10 Apr | 2473.40 | 69.2 | 18.650000000000006 | 32.46 | 338 | -37 | 160 | |||||||||
| 9 Apr | 2399.80 | 51.3 | -16.95 | 35.96 | 228 | 51 | 196 | |||||||||
| 8 Apr | 2435.10 | 65.65 | 1.3 | 34.13 | 498 | 63 | 146 | |||||||||
| 7 Apr | 2396.00 | 63.9 | -18.5 | 40.03 | 99 | 31 | 86 | |||||||||
| 6 Apr | 2433.80 | 81.05 | 2.4 | 39.87 | 159 | 31 | 57 | |||||||||
| 2 Apr | 2416.10 | 78.8 | -52.5 | 38.11 | 100 | 11 | 25 | |||||||||
| 1 Apr | 2555.20 | 131.3 | 40.3 | 26.2 | 2 | 0 | 14 | |||||||||
| 30 Mar | 2438.00 | 91 | -218.5 | 36.62 | 27 | 16 | 16 | |||||||||
| 27 Mar | 2494.90 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 2568.10 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 2471.60 | 309.5 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
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| 23 Mar | 2391.50 | 309.5 | 0 | 2.49 | 0 | 0 | 0 | |||||||||
| 20 Mar | 2454.50 | 309.5 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 19 Mar | 2478.80 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 2569.40 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 2498.00 | 309.5 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
| 16 Mar | 2449.00 | 309.5 | 0 | 0.33 | 0 | 0 | 0 | |||||||||
| 13 Mar | 2499.70 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 2626.30 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 2488.70 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 2596.60 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2552.40 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 2622.70 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2563.10 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2536.60 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2537.00 | 309.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2480 expiring on 28APR2026
Delta for 2480 CE is 0.59
Historical price for 2480 CE is as follows
On 16 Apr SRF was trading at 2504.00. The strike last trading price was 75.05, which was -3.75 lower than the previous day. The implied volatity was 32.02, the open interest changed by -11 which decreased total open position to 175
On 15 Apr SRF was trading at 2500.50. The strike last trading price was 77.2, which was 17.450000000000003 higher than the previous day. The implied volatity was 34.54, the open interest changed by -5 which decreased total open position to 190
On 13 Apr SRF was trading at 2443.20. The strike last trading price was 56.4, which was -14.600000000000001 lower than the previous day. The implied volatity was 36.79, the open interest changed by 37 which increased total open position to 196
On 10 Apr SRF was trading at 2473.40. The strike last trading price was 69.2, which was 18.650000000000006 higher than the previous day. The implied volatity was 32.46, the open interest changed by -37 which decreased total open position to 160
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 51.3, which was -16.95 lower than the previous day. The implied volatity was 35.96, the open interest changed by 51 which increased total open position to 196
On 8 Apr SRF was trading at 2435.10. The strike last trading price was 65.65, which was 1.3 higher than the previous day. The implied volatity was 34.13, the open interest changed by 63 which increased total open position to 146
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 63.9, which was -18.5 lower than the previous day. The implied volatity was 40.03, the open interest changed by 31 which increased total open position to 86
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 81.05, which was 2.4 higher than the previous day. The implied volatity was 39.87, the open interest changed by 31 which increased total open position to 57
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 78.8, which was -52.5 lower than the previous day. The implied volatity was 38.11, the open interest changed by 11 which increased total open position to 25
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 131.3, which was 40.3 higher than the previous day. The implied volatity was 26.2, the open interest changed by 0 which decreased total open position to 14
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 91, which was -218.5 lower than the previous day. The implied volatity was 36.62, the open interest changed by 16 which increased total open position to 16
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 309.5, 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 309.5, 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 309.5, which was 0 lower than the previous day. The implied volatity was 0.17, 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 309.5, which was 0 lower than the previous day. The implied volatity was 2.49, 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 309.5, which was 0 lower than the previous day. The implied volatity was 0.13, 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 309.5, 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 309.5, 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 309.5, which was 0 lower than the previous day. The implied volatity was 0.26, 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 309.5, which was 0 lower than the previous day. The implied volatity was 0.33, 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 309.5, 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 309.5, 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 309.5, 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 309.5, 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 309.5, 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 309.5, 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 309.5, 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 309.5, 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 309.5, 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 (11d) 2480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.02
Theta: -2.26
Gamma: 0.00247
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 2504.00 | 48.35 | -3.3999999999999986 | 34.21 | 263 | 2 | 164 |
| 15 Apr | 2500.50 | 52.2 | -32.099999999999994 | 33.13 | 189 | 21 | 157 |
| 13 Apr | 2443.20 | 84.2 | 9.799999999999997 | 33.11 | 220 | -11 | 138 |
| 10 Apr | 2473.40 | 76 | -21.200000000000003 | 33.25 | 175 | 16 | 149 |
| 9 Apr | 2399.80 | 93.5 | -52.85 | - | 0 | 57 | 0 |
| 8 Apr | 2435.10 | 93.5 | -52.85 | 34.75 | 189 | 60 | 136 |
| 7 Apr | 2396.00 | 146.35 | 30.8 | 47.41 | 5 | -1 | 77 |
| 6 Apr | 2433.80 | 117.65 | -10.8 | 42.35 | 64 | 3 | 76 |
| 2 Apr | 2416.10 | 128.55 | 67.45 | 40.59 | 43 | 2 | 73 |
| 1 Apr | 2555.20 | 60.25 | -58.45 | 37.49 | 95 | 46 | 71 |
| 30 Mar | 2438.00 | 118.7 | 24.35 | 39.29 | 2 | -1 | 24 |
| 27 Mar | 2494.90 | 98.1 | 35.6 | 39.33 | 34 | 13 | 24 |
| 25 Mar | 2568.10 | 62.5 | -33 | 36.42 | 11 | 5 | 11 |
| 24 Mar | 2471.60 | 95.5 | -4.7 | 35.05 | 3 | 2 | 5 |
| 23 Mar | 2391.50 | 100.4 | 51.4 | - | 0 | 0 | 3 |
| 20 Mar | 2454.50 | 100.4 | 51.4 | - | 0 | 0 | 3 |
| 19 Mar | 2478.80 | 100.4 | 51.4 | 34.83 | 3 | 1 | 3 |
| 18 Mar | 2569.40 | 49 | 0 | - | 0 | 0 | 2 |
| 17 Mar | 2498.00 | 49 | 0 | - | 0 | 0 | 2 |
| 16 Mar | 2449.00 | 49 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 2499.70 | 49 | 0 | - | 0 | 0 | 2 |
| 12 Mar | 2626.30 | 49 | 0 | - | 0 | 0 | 2 |
| 11 Mar | 2488.70 | 49 | 0 | - | 0 | 0 | 2 |
| 10 Mar | 2596.60 | 49 | 0 | 29.21 | 1 | 0 | 2 |
| 9 Mar | 2552.40 | 49 | -20.35 | - | 0 | 0 | 2 |
| 6 Mar | 2622.70 | 49 | -20.35 | 30.4 | 3 | 2 | 2 |
| 5 Mar | 2563.10 | 69.35 | 0 | 3.36 | 0 | 0 | 0 |
| 4 Mar | 2536.60 | 69.35 | 0 | 2.64 | 0 | 0 | 0 |
| 2 Mar | 2537.00 | 69.35 | 0 | 2.74 | 0 | 0 | 0 |
For Srf Ltd - strike price 2480 expiring on 28APR2026
Delta for 2480 PE is -0.41
Historical price for 2480 PE is as follows
On 16 Apr SRF was trading at 2504.00. The strike last trading price was 48.35, which was -3.3999999999999986 lower than the previous day. The implied volatity was 34.21, the open interest changed by 2 which increased total open position to 164
On 15 Apr SRF was trading at 2500.50. The strike last trading price was 52.2, which was -32.099999999999994 lower than the previous day. The implied volatity was 33.13, the open interest changed by 21 which increased total open position to 157
On 13 Apr SRF was trading at 2443.20. The strike last trading price was 84.2, which was 9.799999999999997 higher than the previous day. The implied volatity was 33.11, the open interest changed by -11 which decreased total open position to 138
On 10 Apr SRF was trading at 2473.40. The strike last trading price was 76, which was -21.200000000000003 lower than the previous day. The implied volatity was 33.25, the open interest changed by 16 which increased total open position to 149
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 93.5, which was -52.85 lower than the previous day. The implied volatity was -, the open interest changed by 57 which increased total open position to 0
On 8 Apr SRF was trading at 2435.10. The strike last trading price was 93.5, which was -52.85 lower than the previous day. The implied volatity was 34.75, the open interest changed by 60 which increased total open position to 136
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 146.35, which was 30.8 higher than the previous day. The implied volatity was 47.41, the open interest changed by -1 which decreased total open position to 77
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 117.65, which was -10.8 lower than the previous day. The implied volatity was 42.35, the open interest changed by 3 which increased total open position to 76
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 128.55, which was 67.45 higher than the previous day. The implied volatity was 40.59, the open interest changed by 2 which increased total open position to 73
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 60.25, which was -58.45 lower than the previous day. The implied volatity was 37.49, the open interest changed by 46 which increased total open position to 71
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 118.7, which was 24.35 higher than the previous day. The implied volatity was 39.29, the open interest changed by -1 which decreased total open position to 24
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 98.1, which was 35.6 higher than the previous day. The implied volatity was 39.33, the open interest changed by 13 which increased total open position to 24
On 25 Mar SRF was trading at 2568.10. The strike last trading price was 62.5, which was -33 lower than the previous day. The implied volatity was 36.42, the open interest changed by 5 which increased total open position to 11
On 24 Mar SRF was trading at 2471.60. The strike last trading price was 95.5, which was -4.7 lower than the previous day. The implied volatity was 35.05, the open interest changed by 2 which increased total open position to 5
On 23 Mar SRF was trading at 2391.50. The strike last trading price was 100.4, which was 51.4 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 100.4, which was 51.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Mar SRF was trading at 2478.80. The strike last trading price was 100.4, which was 51.4 higher than the previous day. The implied volatity was 34.83, the open interest changed by 1 which increased total open position to 3
On 18 Mar SRF was trading at 2569.40. The strike last trading price was 49, which was 0 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 49, which was 0 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 49, 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 49, which was 0 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 49, which was 0 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 49, which was 0 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 49, which was 0 lower than the previous day. The implied volatity was 29.21, 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 49, which was -20.35 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 49, which was -20.35 lower than the previous day. The implied volatity was 30.4, the open interest changed by 2 which increased total open position to 2
On 5 Mar SRF was trading at 2563.10. The strike last trading price was 69.35, which was 0 lower than the previous day. The implied volatity was 3.36, 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 69.35, which was 0 lower than the previous day. The implied volatity was 2.64, 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 69.35, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
