SRF
Srf Ltd
Historical option data for SRF
23 Apr 2026 12:58 PM IST
| SRF 28-Apr-2026 (5d) 2500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.01
Theta: -2.72
Gamma: 0.00414
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 2542.80 | 59.4 | 20.9 | 26.58 | 4,817 | -536 | 1,648 | |||||||||
| 22 Apr | 2492.80 | 37.35 | 0.6499999999999986 | 30.96 | 5,634 | 16 | 2,187 | |||||||||
| 21 Apr | 2471.00 | 34.45 | -4.699999999999996 | 35.12 | 2,845 | 78 | 2,163 | |||||||||
| 20 Apr | 2465.10 | 37 | -17.85 | 34.92 | 2,887 | 201 | 2,088 | |||||||||
| 17 Apr | 2494.50 | 55.2 | -8.799999999999997 | 30.65 | 4,015 | 684 | 1,946 | |||||||||
| 16 Apr | 2504.00 | 63.45 | -4.049999999999997 | 31.62 | 2,549 | -79 | 1,261 | |||||||||
| 15 Apr | 2500.50 | 67.25 | 15.649999999999999 | 34.67 | 4,024 | 123 | 1,339 | |||||||||
| 13 Apr | 2443.20 | 49.05 | -12.200000000000003 | 35.15 | 2,411 | -7 | 1,216 | |||||||||
| 10 Apr | 2473.40 | 58.25 | 14.649999999999999 | 31.15 | 3,034 | 63 | 1,233 | |||||||||
| 9 Apr | 2399.80 | 44.65 | -14.85 | 36.01 | 2,065 | 17 | 1,169 | |||||||||
| 8 Apr | 2435.10 | 58.4 | 1.9 | 34.54 | 3,204 | 404 | 1,152 | |||||||||
| 7 Apr | 2396.00 | 57.2 | -17.4 | 40.2 | 1,178 | 87 | 751 | |||||||||
| 6 Apr | 2433.80 | 71 | 0.9 | 39.02 | 2,210 | -60 | 666 | |||||||||
| 2 Apr | 2416.10 | 71.4 | -56.2 | 38.29 | 2,366 | 359 | 725 | |||||||||
| 1 Apr | 2555.20 | 127.05 | 51.9 | 29.86 | 443 | 41 | 365 | |||||||||
| 30 Mar | 2438.00 | 72.45 | -29.35 | 32.96 | 496 | 30 | 324 | |||||||||
| 27 Mar | 2494.90 | 102.45 | -28.95 | 32.17 | 243 | 97 | 283 | |||||||||
| 25 Mar | 2568.10 | 129.75 | 41.4 | 22.95 | 266 | 52 | 185 | |||||||||
| 24 Mar | 2471.60 | 91.5 | 29 | 29.3 | 243 | 47 | 133 | |||||||||
| 23 Mar | 2391.50 | 62.9 | -23.8 | 33.59 | 52 | 10 | 88 | |||||||||
| 20 Mar | 2454.50 | 90 | -3.7 | 30.8 | 65 | 11 | 75 | |||||||||
| 19 Mar | 2478.80 | 93.2 | -38.8 | 27.38 | 50 | -2 | 64 | |||||||||
| 18 Mar | 2569.40 | 132 | 33 | 21.36 | 56 | -20 | 68 | |||||||||
| 17 Mar | 2498.00 | 99 | 12.8 | 24.96 | 87 | 58 | 87 | |||||||||
| 16 Mar | 2449.00 | 85 | -33 | 28.83 | 31 | 14 | 28 | |||||||||
| 13 Mar | 2499.70 | 118 | -79.65 | 28.82 | 11 | 5 | 12 | |||||||||
| 12 Mar | 2626.30 | 197.65 | 80.1 | 29.88 | 12 | -6 | 8 | |||||||||
| 11 Mar | 2488.70 | 121.15 | -61.85 | 30.07 | 8 | 1 | 13 | |||||||||
| 10 Mar | 2596.60 | 183 | -18.55 | - | 0 | 0 | 12 | |||||||||
| 9 Mar | 2552.40 | 183 | -18.55 | - | 0 | 0 | 12 | |||||||||
| 6 Mar | 2622.70 | 183 | -18.55 | 19.97 | 17 | 12 | 12 | |||||||||
| 5 Mar | 2563.10 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Mar | 2536.60 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 2537.00 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2562.20 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2617.20 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 2614.90 | 201.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2500 expiring on 28APR2026
Delta for 2500 CE is 0.71
Historical price for 2500 CE is as follows
On 23 Apr SRF was trading at 2542.80. The strike last trading price was 59.4, which was 20.9 higher than the previous day. The implied volatity was 26.58, the open interest changed by -536 which decreased total open position to 1648
On 22 Apr SRF was trading at 2492.80. The strike last trading price was 37.35, which was 0.6499999999999986 higher than the previous day. The implied volatity was 30.96, the open interest changed by 16 which increased total open position to 2187
On 21 Apr SRF was trading at 2471.00. The strike last trading price was 34.45, which was -4.699999999999996 lower than the previous day. The implied volatity was 35.12, the open interest changed by 78 which increased total open position to 2163
On 20 Apr SRF was trading at 2465.10. The strike last trading price was 37, which was -17.85 lower than the previous day. The implied volatity was 34.92, the open interest changed by 201 which increased total open position to 2088
On 17 Apr SRF was trading at 2494.50. The strike last trading price was 55.2, which was -8.799999999999997 lower than the previous day. The implied volatity was 30.65, the open interest changed by 684 which increased total open position to 1946
On 16 Apr SRF was trading at 2504.00. The strike last trading price was 63.45, which was -4.049999999999997 lower than the previous day. The implied volatity was 31.62, the open interest changed by -79 which decreased total open position to 1261
On 15 Apr SRF was trading at 2500.50. The strike last trading price was 67.25, which was 15.649999999999999 higher than the previous day. The implied volatity was 34.67, the open interest changed by 123 which increased total open position to 1339
On 13 Apr SRF was trading at 2443.20. The strike last trading price was 49.05, which was -12.200000000000003 lower than the previous day. The implied volatity was 35.15, the open interest changed by -7 which decreased total open position to 1216
On 10 Apr SRF was trading at 2473.40. The strike last trading price was 58.25, which was 14.649999999999999 higher than the previous day. The implied volatity was 31.15, the open interest changed by 63 which increased total open position to 1233
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 44.65, which was -14.85 lower than the previous day. The implied volatity was 36.01, the open interest changed by 17 which increased total open position to 1169
On 8 Apr SRF was trading at 2435.10. The strike last trading price was 58.4, which was 1.9 higher than the previous day. The implied volatity was 34.54, the open interest changed by 404 which increased total open position to 1152
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 57.2, which was -17.4 lower than the previous day. The implied volatity was 40.2, the open interest changed by 87 which increased total open position to 751
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 71, which was 0.9 higher than the previous day. The implied volatity was 39.02, the open interest changed by -60 which decreased total open position to 666
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 71.4, which was -56.2 lower than the previous day. The implied volatity was 38.29, the open interest changed by 359 which increased total open position to 725
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 127.05, which was 51.9 higher than the previous day. The implied volatity was 29.86, the open interest changed by 41 which increased total open position to 365
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 72.45, which was -29.35 lower than the previous day. The implied volatity was 32.96, the open interest changed by 30 which increased total open position to 324
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 102.45, which was -28.95 lower than the previous day. The implied volatity was 32.17, the open interest changed by 97 which increased total open position to 283
On 25 Mar SRF was trading at 2568.10. The strike last trading price was 129.75, which was 41.4 higher than the previous day. The implied volatity was 22.95, the open interest changed by 52 which increased total open position to 185
On 24 Mar SRF was trading at 2471.60. The strike last trading price was 91.5, which was 29 higher than the previous day. The implied volatity was 29.3, the open interest changed by 47 which increased total open position to 133
On 23 Mar SRF was trading at 2391.50. The strike last trading price was 62.9, which was -23.8 lower than the previous day. The implied volatity was 33.59, the open interest changed by 10 which increased total open position to 88
On 20 Mar SRF was trading at 2454.50. The strike last trading price was 90, which was -3.7 lower than the previous day. The implied volatity was 30.8, the open interest changed by 11 which increased total open position to 75
On 19 Mar SRF was trading at 2478.80. The strike last trading price was 93.2, which was -38.8 lower than the previous day. The implied volatity was 27.38, the open interest changed by -2 which decreased total open position to 64
On 18 Mar SRF was trading at 2569.40. The strike last trading price was 132, which was 33 higher than the previous day. The implied volatity was 21.36, the open interest changed by -20 which decreased total open position to 68
On 17 Mar SRF was trading at 2498.00. The strike last trading price was 99, which was 12.8 higher than the previous day. The implied volatity was 24.96, the open interest changed by 58 which increased total open position to 87
On 16 Mar SRF was trading at 2449.00. The strike last trading price was 85, which was -33 lower than the previous day. The implied volatity was 28.83, the open interest changed by 14 which increased total open position to 28
On 13 Mar SRF was trading at 2499.70. The strike last trading price was 118, which was -79.65 lower than the previous day. The implied volatity was 28.82, the open interest changed by 5 which increased total open position to 12
On 12 Mar SRF was trading at 2626.30. The strike last trading price was 197.65, which was 80.1 higher than the previous day. The implied volatity was 29.88, the open interest changed by -6 which decreased total open position to 8
On 11 Mar SRF was trading at 2488.70. The strike last trading price was 121.15, which was -61.85 lower than the previous day. The implied volatity was 30.07, the open interest changed by 1 which increased total open position to 13
On 10 Mar SRF was trading at 2596.60. The strike last trading price was 183, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 9 Mar SRF was trading at 2552.40. The strike last trading price was 183, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 6 Mar SRF was trading at 2622.70. The strike last trading price was 183, which was -18.55 lower than the previous day. The implied volatity was 19.97, the open interest changed by 12 which increased total open position to 12
On 5 Mar SRF was trading at 2563.10. The strike last trading price was 201.55, 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 201.55, 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 201.55, 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 27 Feb SRF was trading at 2562.20. The strike last trading price was 201.55, 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 26 Feb SRF was trading at 2617.20. The strike last trading price was 201.55, 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 Feb SRF was trading at 2614.90. The strike last trading price was 201.55, 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 (5d) 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.01
Theta: -2.93
Gamma: 0.00358
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 2542.80 | 19.75 | -22.25 | 31.62 | 826 | -55 | 779 |
| 22 Apr | 2492.80 | 40.95 | -15.199999999999996 | 30.32 | 815 | 49 | 834 |
| 21 Apr | 2471.00 | 60 | -12.849999999999994 | 29.47 | 497 | 27 | 784 |
| 20 Apr | 2465.10 | 73.6 | 16.349999999999994 | 36.77 | 494 | -28 | 760 |
| 17 Apr | 2494.50 | 56 | 0.6499999999999986 | 32.69 | 783 | -1 | 778 |
| 16 Apr | 2504.00 | 56.55 | -3.450000000000003 | 33.67 | 462 | 37 | 779 |
| 15 Apr | 2500.50 | 60 | -37.099999999999994 | 32.19 | 715 | 99 | 745 |
| 13 Apr | 2443.20 | 102.45 | 17.900000000000006 | 34.77 | 474 | -74 | 638 |
| 10 Apr | 2473.40 | 86.25 | -43.75 | 33.2 | 235 | 18 | 711 |
| 9 Apr | 2399.80 | 127 | 17.05 | 34.69 | 259 | 27 | 691 |
| 8 Apr | 2435.10 | 107.3 | -39.45 | 35.68 | 703 | 221 | 664 |
| 7 Apr | 2396.00 | 146.7 | 22.4 | 41.91 | 31 | 8 | 443 |
| 6 Apr | 2433.80 | 125.1 | -15.7 | 40.68 | 134 | 22 | 433 |
| 2 Apr | 2416.10 | 141.15 | 72.25 | 40.86 | 694 | 0 | 398 |
| 1 Apr | 2555.20 | 66.4 | -59.65 | 36.93 | 713 | 53 | 398 |
| 30 Mar | 2438.00 | 132.15 | 26.95 | 40.1 | 225 | 86 | 343 |
| 27 Mar | 2494.90 | 105.2 | 35.5 | 38.45 | 363 | -3 | 255 |
| 25 Mar | 2568.10 | 68.5 | -38.8 | 35.94 | 334 | 155 | 257 |
| 24 Mar | 2471.60 | 105.85 | -54.15 | 35.19 | 89 | 41 | 100 |
| 23 Mar | 2391.50 | 160 | 48.55 | 35.56 | 33 | -12 | 49 |
| 20 Mar | 2454.50 | 111.45 | 1.45 | 31.75 | 35 | 22 | 60 |
| 19 Mar | 2478.80 | 110 | 44 | 34.75 | 16 | -2 | 38 |
| 18 Mar | 2569.40 | 66 | -37.4 | 32.16 | 24 | 6 | 40 |
| 17 Mar | 2498.00 | 103.4 | -26.6 | 34.85 | 4 | 1 | 35 |
| 16 Mar | 2449.00 | 130 | 21.55 | 34.8 | 24 | 5 | 33 |
| 13 Mar | 2499.70 | 108.45 | 48.45 | 35.17 | 26 | 2 | 28 |
| 12 Mar | 2626.30 | 60 | -49.7 | 32.85 | 10 | 5 | 27 |
| 11 Mar | 2488.70 | 108.5 | 53.65 | 33.72 | 12 | 8 | 21 |
| 10 Mar | 2596.60 | 54.85 | 0 | 29.31 | 1 | 0 | 13 |
| 9 Mar | 2552.40 | 54.85 | -25.15 | - | 0 | 0 | 13 |
| 6 Mar | 2622.70 | 54.85 | -25.15 | 30.62 | 8 | 5 | 12 |
| 5 Mar | 2563.10 | 80 | 22 | - | 1 | 0 | 0 |
| 4 Mar | 2536.60 | 80 | 22 | 29.63 | 1 | 0 | 7 |
| 2 Mar | 2537.00 | 58 | 0.95 | - | 0 | 1 | 0 |
| 27 Feb | 2562.20 | 58 | 0.95 | 25.28 | 6 | 0 | 6 |
| 26 Feb | 2617.20 | 57.05 | -32.3 | - | 0 | 0 | 6 |
| 25 Feb | 2614.90 | 57.05 | -32.3 | 28.53 | 6 | 1 | 1 |
For Srf Ltd - strike price 2500 expiring on 28APR2026
Delta for 2500 PE is -0.31
Historical price for 2500 PE is as follows
On 23 Apr SRF was trading at 2542.80. The strike last trading price was 19.75, which was -22.25 lower than the previous day. The implied volatity was 31.62, the open interest changed by -55 which decreased total open position to 779
On 22 Apr SRF was trading at 2492.80. The strike last trading price was 40.95, which was -15.199999999999996 lower than the previous day. The implied volatity was 30.32, the open interest changed by 49 which increased total open position to 834
On 21 Apr SRF was trading at 2471.00. The strike last trading price was 60, which was -12.849999999999994 lower than the previous day. The implied volatity was 29.47, the open interest changed by 27 which increased total open position to 784
On 20 Apr SRF was trading at 2465.10. The strike last trading price was 73.6, which was 16.349999999999994 higher than the previous day. The implied volatity was 36.77, the open interest changed by -28 which decreased total open position to 760
On 17 Apr SRF was trading at 2494.50. The strike last trading price was 56, which was 0.6499999999999986 higher than the previous day. The implied volatity was 32.69, the open interest changed by -1 which decreased total open position to 778
On 16 Apr SRF was trading at 2504.00. The strike last trading price was 56.55, which was -3.450000000000003 lower than the previous day. The implied volatity was 33.67, the open interest changed by 37 which increased total open position to 779
On 15 Apr SRF was trading at 2500.50. The strike last trading price was 60, which was -37.099999999999994 lower than the previous day. The implied volatity was 32.19, the open interest changed by 99 which increased total open position to 745
On 13 Apr SRF was trading at 2443.20. The strike last trading price was 102.45, which was 17.900000000000006 higher than the previous day. The implied volatity was 34.77, the open interest changed by -74 which decreased total open position to 638
On 10 Apr SRF was trading at 2473.40. The strike last trading price was 86.25, which was -43.75 lower than the previous day. The implied volatity was 33.2, the open interest changed by 18 which increased total open position to 711
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 127, which was 17.05 higher than the previous day. The implied volatity was 34.69, the open interest changed by 27 which increased total open position to 691
On 8 Apr SRF was trading at 2435.10. The strike last trading price was 107.3, which was -39.45 lower than the previous day. The implied volatity was 35.68, the open interest changed by 221 which increased total open position to 664
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 146.7, which was 22.4 higher than the previous day. The implied volatity was 41.91, the open interest changed by 8 which increased total open position to 443
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 125.1, which was -15.7 lower than the previous day. The implied volatity was 40.68, the open interest changed by 22 which increased total open position to 433
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 141.15, which was 72.25 higher than the previous day. The implied volatity was 40.86, the open interest changed by 0 which decreased total open position to 398
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 66.4, which was -59.65 lower than the previous day. The implied volatity was 36.93, the open interest changed by 53 which increased total open position to 398
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 132.15, which was 26.95 higher than the previous day. The implied volatity was 40.1, the open interest changed by 86 which increased total open position to 343
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 105.2, which was 35.5 higher than the previous day. The implied volatity was 38.45, the open interest changed by -3 which decreased total open position to 255
On 25 Mar SRF was trading at 2568.10. The strike last trading price was 68.5, which was -38.8 lower than the previous day. The implied volatity was 35.94, the open interest changed by 155 which increased total open position to 257
On 24 Mar SRF was trading at 2471.60. The strike last trading price was 105.85, which was -54.15 lower than the previous day. The implied volatity was 35.19, the open interest changed by 41 which increased total open position to 100
On 23 Mar SRF was trading at 2391.50. The strike last trading price was 160, which was 48.55 higher than the previous day. The implied volatity was 35.56, the open interest changed by -12 which decreased total open position to 49
On 20 Mar SRF was trading at 2454.50. The strike last trading price was 111.45, which was 1.45 higher than the previous day. The implied volatity was 31.75, the open interest changed by 22 which increased total open position to 60
On 19 Mar SRF was trading at 2478.80. The strike last trading price was 110, which was 44 higher than the previous day. The implied volatity was 34.75, the open interest changed by -2 which decreased total open position to 38
On 18 Mar SRF was trading at 2569.40. The strike last trading price was 66, which was -37.4 lower than the previous day. The implied volatity was 32.16, the open interest changed by 6 which increased total open position to 40
On 17 Mar SRF was trading at 2498.00. The strike last trading price was 103.4, which was -26.6 lower than the previous day. The implied volatity was 34.85, the open interest changed by 1 which increased total open position to 35
On 16 Mar SRF was trading at 2449.00. The strike last trading price was 130, which was 21.55 higher than the previous day. The implied volatity was 34.8, the open interest changed by 5 which increased total open position to 33
On 13 Mar SRF was trading at 2499.70. The strike last trading price was 108.45, which was 48.45 higher than the previous day. The implied volatity was 35.17, the open interest changed by 2 which increased total open position to 28
On 12 Mar SRF was trading at 2626.30. The strike last trading price was 60, which was -49.7 lower than the previous day. The implied volatity was 32.85, the open interest changed by 5 which increased total open position to 27
On 11 Mar SRF was trading at 2488.70. The strike last trading price was 108.5, which was 53.65 higher than the previous day. The implied volatity was 33.72, the open interest changed by 8 which increased total open position to 21
On 10 Mar SRF was trading at 2596.60. The strike last trading price was 54.85, which was 0 lower than the previous day. The implied volatity was 29.31, the open interest changed by 0 which decreased total open position to 13
On 9 Mar SRF was trading at 2552.40. The strike last trading price was 54.85, which was -25.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 6 Mar SRF was trading at 2622.70. The strike last trading price was 54.85, which was -25.15 lower than the previous day. The implied volatity was 30.62, the open interest changed by 5 which increased total open position to 12
On 5 Mar SRF was trading at 2563.10. The strike last trading price was 80, which was 22 higher 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 80, which was 22 higher than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 7
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 58, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Feb SRF was trading at 2562.20. The strike last trading price was 58, which was 0.95 higher than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 6
On 26 Feb SRF was trading at 2617.20. The strike last trading price was 57.05, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 57.05, which was -32.3 lower than the previous day. The implied volatity was 28.53, the open interest changed by 1 which increased total open position to 1
