[--[65.84.65.76]--]

SRF

Srf Ltd
2477.5 -64.90 (-2.55%)
L: 2472.2 H: 2563.7

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Historical option data for SRF

24 Apr 2026 01:34 PM IST
SRF 28-Apr-2026 (4d) 2520 CE
Delta: 0.29
Vega: 0.01
Theta: -2.85
Gamma: 0.00485
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 2476.80 12.55 -30.599999999999998 25.87 645 29 280
23 Apr 2542.40 43.35 14.200000000000003 25.51 3,243 -205 253
22 Apr 2492.80 28.35 -0.34999999999999787 28.82 1,955 -299 460
21 Apr 2471.00 26.7 -4.5 34.73 1,083 8 756
20 Apr 2465.10 30.45 -14.750000000000004 35.37 1,585 -130 722
17 Apr 2494.50 45.4 -7.850000000000001 30.39 3,104 516 862
16 Apr 2504.00 53.1 -4.75 31.31 2,042 188 343
15 Apr 2500.50 57 13.049999999999997 34.2 246 5 154
13 Apr 2443.20 44.85 -7.899999999999999 36.32 177 25 147
10 Apr 2473.40 51.15 13.649999999999999 31.48 211 -4 123
9 Apr 2399.80 38 -13.4 35.7 117 20 126
8 Apr 2435.10 50 -0.05 34.1 228 54 107
7 Apr 2396.00 50.05 -16.15 39.87 37 9 55
6 Apr 2433.80 63.9 1.9 39.29 106 10 48
2 Apr 2416.10 62 -52.2 37.43 59 18 37
1 Apr 2555.20 113.3 -169.4 29.29 19 13 13
30 Mar 2438.00 282.7 0 2.44 0 0 0
27 Mar 2494.90 282.7 0 0.2 0 0 0
25 Mar 2568.10 282.7 0 0.19 0 0 0
24 Mar 2471.60 282.7 0 0.66 0 0 0
23 Mar 2391.50 282.7 0 3.79 0 0 0
20 Mar 2454.50 282.7 0 1.35 0 0 0
19 Mar 2478.80 282.7 0 0.48 0 0 0
18 Mar 2569.40 282.7 0 - 0 0 0
17 Mar 2498.00 282.7 0 0.11 0 0 0
16 Mar 2449.00 282.7 0 1.64 0 0 0
13 Mar 2499.70 282.7 0 - 0 0 0
12 Mar 2626.30 282.7 0 0.22 0 0 0
11 Mar 2488.70 282.7 0 0.14 0 0 0
10 Mar 2596.60 282.7 0 - 0 0 0
9 Mar 2552.40 282.7 0 - 0 0 0
6 Mar 2622.70 282.7 0 - 0 0 0
5 Mar 2563.10 282.7 0 - 0 0 0
4 Mar 2536.60 282.7 0 - 0 0 0
2 Mar 2537.00 282.7 0 - 0 0 0
27 Feb 2562.20 282.7 0 - 0 0 0
26 Feb 2617.20 282.7 0 - 0 0 0
25 Feb 2614.90 282.7 0 - 0 0 0
2 Feb 2801.60 - - - 0 0 0
1 Feb 2726.50 0 0 - 0 0 0


For Srf Ltd - strike price 2520 expiring on 28APR2026

Delta for 2520 CE is 0.29

Historical price for 2520 CE is as follows

On 24 Apr SRF was trading at 2476.80. The strike last trading price was 12.55, which was -30.599999999999998 lower than the previous day. The implied volatity was 25.87, the open interest changed by 29 which increased total open position to 280


On 23 Apr SRF was trading at 2542.40. The strike last trading price was 43.35, which was 14.200000000000003 higher than the previous day. The implied volatity was 25.51, the open interest changed by -205 which decreased total open position to 253


On 22 Apr SRF was trading at 2492.80. The strike last trading price was 28.35, which was -0.34999999999999787 lower than the previous day. The implied volatity was 28.82, the open interest changed by -299 which decreased total open position to 460


On 21 Apr SRF was trading at 2471.00. The strike last trading price was 26.7, which was -4.5 lower than the previous day. The implied volatity was 34.73, the open interest changed by 8 which increased total open position to 756


On 20 Apr SRF was trading at 2465.10. The strike last trading price was 30.45, which was -14.750000000000004 lower than the previous day. The implied volatity was 35.37, the open interest changed by -130 which decreased total open position to 722


On 17 Apr SRF was trading at 2494.50. The strike last trading price was 45.4, which was -7.850000000000001 lower than the previous day. The implied volatity was 30.39, the open interest changed by 516 which increased total open position to 862


On 16 Apr SRF was trading at 2504.00. The strike last trading price was 53.1, which was -4.75 lower than the previous day. The implied volatity was 31.31, the open interest changed by 188 which increased total open position to 343


On 15 Apr SRF was trading at 2500.50. The strike last trading price was 57, which was 13.049999999999997 higher than the previous day. The implied volatity was 34.2, the open interest changed by 5 which increased total open position to 154


On 13 Apr SRF was trading at 2443.20. The strike last trading price was 44.85, which was -7.899999999999999 lower than the previous day. The implied volatity was 36.32, the open interest changed by 25 which increased total open position to 147


On 10 Apr SRF was trading at 2473.40. The strike last trading price was 51.15, which was 13.649999999999999 higher than the previous day. The implied volatity was 31.48, the open interest changed by -4 which decreased total open position to 123


On 9 Apr SRF was trading at 2399.80. The strike last trading price was 38, which was -13.4 lower than the previous day. The implied volatity was 35.7, the open interest changed by 20 which increased total open position to 126


On 8 Apr SRF was trading at 2435.10. The strike last trading price was 50, which was -0.05 lower than the previous day. The implied volatity was 34.1, the open interest changed by 54 which increased total open position to 107


On 7 Apr SRF was trading at 2396.00. The strike last trading price was 50.05, which was -16.15 lower than the previous day. The implied volatity was 39.87, the open interest changed by 9 which increased total open position to 55


On 6 Apr SRF was trading at 2433.80. The strike last trading price was 63.9, which was 1.9 higher than the previous day. The implied volatity was 39.29, the open interest changed by 10 which increased total open position to 48


On 2 Apr SRF was trading at 2416.10. The strike last trading price was 62, which was -52.2 lower than the previous day. The implied volatity was 37.43, the open interest changed by 18 which increased total open position to 37


On 1 Apr SRF was trading at 2555.20. The strike last trading price was 113.3, which was -169.4 lower than the previous day. The implied volatity was 29.29, the open interest changed by 13 which increased total open position to 13


On 30 Mar SRF was trading at 2438.00. The strike last trading price was 282.7, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0


On 27 Mar SRF was trading at 2494.90. The strike last trading price was 282.7, which was 0 lower than the previous day. The implied volatity was 0.2, 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 282.7, which was 0 lower than the previous day. The implied volatity was 0.19, 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 282.7, which was 0 lower than the previous day. The implied volatity was 0.66, 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 282.7, which was 0 lower than the previous day. The implied volatity was 3.79, 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 282.7, which was 0 lower than the previous day. The implied volatity was 1.35, 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 282.7, which was 0 lower than the previous day. The implied volatity was 0.48, 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 282.7, 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 282.7, which was 0 lower than the previous day. The implied volatity was 0.11, 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 282.7, which was 0 lower than the previous day. The implied volatity was 1.64, 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 282.7, 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 282.7, which was 0 lower than the previous day. The implied volatity was 0.22, 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 282.7, which was 0 lower than the previous day. The implied volatity was 0.14, 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 282.7, 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 282.7, 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 282.7, 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 282.7, 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 282.7, 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 282.7, 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 282.7, 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 282.7, 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 282.7, 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 Feb SRF was trading at 2801.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SRF was trading at 2726.50. The strike last trading price was 0, 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 (4d) 2520 PE
Delta: -0.69
Vega: 0.01
Theta: -2.91
Gamma: 0.00446
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 2476.80 56.3 32.199999999999996 29.03 114 -37 225
23 Apr 2542.40 24.2 -30.55 27.62 907 -23 263
22 Apr 2492.80 54.4 -13.149999999999999 30.14 398 1 285
21 Apr 2471.00 68.8 -16.950000000000003 28.97 337 5 271
20 Apr 2465.10 86.35 17.799999999999997 36.86 320 -102 268
17 Apr 2494.50 66.75 1.6500000000000057 32.64 648 227 375
16 Apr 2504.00 66.3 -1.7000000000000028 33.42 217 77 143
15 Apr 2500.50 68 -29.099999999999994 33.61 1 0 65
13 Apr 2443.20 96.25 96.25 32.7 0 0 65
10 Apr 2473.40 96.25 -25 32.7 7 5 64
9 Apr 2399.80 120.7 -37.9 - 0 32 0
8 Apr 2435.10 120.7 -37.9 36.14 133 31 58
7 Apr 2396.00 158.6 81.85 - 0 0 27
6 Apr 2433.80 158.6 81.85 - 0 0 27
2 Apr 2416.10 158.6 81.85 42.85 13 -1 28
1 Apr 2555.20 75.25 -48.35 37.17 59 19 28
30 Mar 2438.00 123.6 -21.4 - 0 1 0
27 Mar 2494.90 123.6 -21.4 41.23 1 0 8
25 Mar 2568.10 145 80 - 0 0 8
24 Mar 2471.60 145 80 - 0 0 8
23 Mar 2391.50 145 80 - 0 0 8
20 Mar 2454.50 145 80 - 0 0 8
19 Mar 2478.80 145 80 - 0 0 8
18 Mar 2569.40 145 80 - 0 0 8
17 Mar 2498.00 145 80 - 6 0 8
16 Mar 2449.00 145 80 35.91 6 5 8
13 Mar 2499.70 65 -6.45 - 0 0 3
12 Mar 2626.30 65 -6.45 31.88 1 0 2
11 Mar 2488.70 71.45 -10.45 - 0 0 2
10 Mar 2596.60 71.45 -10.45 - 0 0 2
9 Mar 2552.40 71.45 -10.45 - 0 0 2
6 Mar 2622.70 71.45 -10.45 33.53 2 0 0
5 Mar 2563.10 81.9 0 2.36 0 0 0
4 Mar 2536.60 81.9 0 1.7 0 0 0
2 Mar 2537.00 81.9 0 1.54 0 0 0
27 Feb 2562.20 81.9 0 1.98 0 0 0
26 Feb 2617.20 81.9 0 3.58 0 0 0
25 Feb 2614.90 81.9 0 3.38 0 0 0
2 Feb 2801.60 - - - 0 0 0
1 Feb 2726.50 0 0 - 0 0 0


For Srf Ltd - strike price 2520 expiring on 28APR2026

Delta for 2520 PE is -0.69

Historical price for 2520 PE is as follows

On 24 Apr SRF was trading at 2476.80. The strike last trading price was 56.3, which was 32.199999999999996 higher than the previous day. The implied volatity was 29.03, the open interest changed by -37 which decreased total open position to 225


On 23 Apr SRF was trading at 2542.40. The strike last trading price was 24.2, which was -30.55 lower than the previous day. The implied volatity was 27.62, the open interest changed by -23 which decreased total open position to 263


On 22 Apr SRF was trading at 2492.80. The strike last trading price was 54.4, which was -13.149999999999999 lower than the previous day. The implied volatity was 30.14, the open interest changed by 1 which increased total open position to 285


On 21 Apr SRF was trading at 2471.00. The strike last trading price was 68.8, which was -16.950000000000003 lower than the previous day. The implied volatity was 28.97, the open interest changed by 5 which increased total open position to 271


On 20 Apr SRF was trading at 2465.10. The strike last trading price was 86.35, which was 17.799999999999997 higher than the previous day. The implied volatity was 36.86, the open interest changed by -102 which decreased total open position to 268


On 17 Apr SRF was trading at 2494.50. The strike last trading price was 66.75, which was 1.6500000000000057 higher than the previous day. The implied volatity was 32.64, the open interest changed by 227 which increased total open position to 375


On 16 Apr SRF was trading at 2504.00. The strike last trading price was 66.3, which was -1.7000000000000028 lower than the previous day. The implied volatity was 33.42, the open interest changed by 77 which increased total open position to 143


On 15 Apr SRF was trading at 2500.50. The strike last trading price was 68, which was -29.099999999999994 lower than the previous day. The implied volatity was 33.61, the open interest changed by 0 which decreased total open position to 65


On 13 Apr SRF was trading at 2443.20. The strike last trading price was 96.25, which was 96.25 higher than the previous day. The implied volatity was 32.7, the open interest changed by 0 which decreased total open position to 65


On 10 Apr SRF was trading at 2473.40. The strike last trading price was 96.25, which was -25 lower than the previous day. The implied volatity was 32.7, the open interest changed by 5 which increased total open position to 64


On 9 Apr SRF was trading at 2399.80. The strike last trading price was 120.7, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 0


On 8 Apr SRF was trading at 2435.10. The strike last trading price was 120.7, which was -37.9 lower than the previous day. The implied volatity was 36.14, the open interest changed by 31 which increased total open position to 58


On 7 Apr SRF was trading at 2396.00. The strike last trading price was 158.6, which was 81.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 6 Apr SRF was trading at 2433.80. The strike last trading price was 158.6, which was 81.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 2 Apr SRF was trading at 2416.10. The strike last trading price was 158.6, which was 81.85 higher than the previous day. The implied volatity was 42.85, the open interest changed by -1 which decreased total open position to 28


On 1 Apr SRF was trading at 2555.20. The strike last trading price was 75.25, which was -48.35 lower than the previous day. The implied volatity was 37.17, the open interest changed by 19 which increased total open position to 28


On 30 Mar SRF was trading at 2438.00. The strike last trading price was 123.6, which was -21.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Mar SRF was trading at 2494.90. The strike last trading price was 123.6, which was -21.4 lower than the previous day. The implied volatity was 41.23, the open interest changed by 0 which decreased total open position to 8


On 25 Mar SRF was trading at 2568.10. The strike last trading price was 145, which was 80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 24 Mar SRF was trading at 2471.60. The strike last trading price was 145, which was 80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 23 Mar SRF was trading at 2391.50. The strike last trading price was 145, which was 80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 20 Mar SRF was trading at 2454.50. The strike last trading price was 145, which was 80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 19 Mar SRF was trading at 2478.80. The strike last trading price was 145, which was 80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 18 Mar SRF was trading at 2569.40. The strike last trading price was 145, which was 80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 17 Mar SRF was trading at 2498.00. The strike last trading price was 145, which was 80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 16 Mar SRF was trading at 2449.00. The strike last trading price was 145, which was 80 higher than the previous day. The implied volatity was 35.91, the open interest changed by 5 which increased total open position to 8


On 13 Mar SRF was trading at 2499.70. The strike last trading price was 65, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 12 Mar SRF was trading at 2626.30. The strike last trading price was 65, which was -6.45 lower than the previous day. The implied volatity was 31.88, 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 71.45, which was -10.45 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 71.45, which was -10.45 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 71.45, which was -10.45 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 71.45, which was -10.45 lower than the previous day. The implied volatity was 33.53, 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 81.9, which was 0 lower than the previous day. The implied volatity was 2.36, 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 81.9, which was 0 lower than the previous day. The implied volatity was 1.7, 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 81.9, which was 0 lower than the previous day. The implied volatity was 1.54, 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 81.9, which was 0 lower than the previous day. The implied volatity was 1.98, 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 81.9, which was 0 lower than the previous day. The implied volatity was 3.58, 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 81.9, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0


On 2 Feb SRF was trading at 2801.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb SRF was trading at 2726.50. The strike last trading price was 0, 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