SRF
Srf Ltd
Historical option data for SRF
02 Apr 2026 04:11 PM IST
| SRF 28-Apr-2026 (26d) 2500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 2.52
Theta: -2.12
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 | |||||||||
| 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 0.42
Historical price for 2500 CE is as follows
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 (26d) 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 2.53
Theta: -1.57
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.57
Historical price for 2500 PE is as follows
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
