SRF
Srf Ltd
Historical option data for SRF
20 Mar 2026 04:11 PM IST
| SRF 30-MAR-2026 2540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.3
Vega: 1.4
Theta: -2.53
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 2454.50 | 24.55 | -8.35 | 33.4 | 437 | 26 | 246 | |||||||||
| 19 Mar | 2478.80 | 34.65 | -34.05 | 32.87 | 214 | 3 | 219 | |||||||||
| 18 Mar | 2569.40 | 66.65 | 26 | 23.97 | 715 | -51 | 222 | |||||||||
| 17 Mar | 2498.00 | 40.7 | 5.3 | 28.94 | 506 | 18 | 273 | |||||||||
| 16 Mar | 2449.00 | 34.5 | -24.45 | 35.33 | 762 | 47 | 251 | |||||||||
| 13 Mar | 2499.70 | 57.85 | -71 | 33.88 | 447 | 29 | 204 | |||||||||
| 12 Mar | 2626.30 | 128.15 | 72.15 | 33.6 | 2,818 | -210 | 178 | |||||||||
| 11 Mar | 2488.70 | 59.3 | -44.85 | 32.84 | 623 | 107 | 390 | |||||||||
| 10 Mar | 2596.60 | 110.05 | 21.8 | 27.87 | 332 | -99 | 283 | |||||||||
| 9 Mar | 2552.40 | 85.95 | -43.15 | 30.05 | 722 | 307 | 386 | |||||||||
| 6 Mar | 2622.70 | 129.1 | 40.5 | 25.16 | 90 | -16 | 79 | |||||||||
| 5 Mar | 2563.10 | 88.2 | 9.15 | 22.95 | 227 | -1 | 93 | |||||||||
| 4 Mar | 2536.60 | 80.5 | 2.8 | 26.31 | 719 | 49 | 94 | |||||||||
| 2 Mar | 2537.00 | 79.95 | -156.3 | 26.09 | 308 | 46 | 46 | |||||||||
| 27 Feb | 2562.20 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2617.20 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 2614.90 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 2583.60 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 2646.10 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 2689.10 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 19 Feb | 2678.70 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 2730.40 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2742.90 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2847.80 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2833.40 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2841.50 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2949.10 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2961.90 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2986.70 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2901.60 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2906.30 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2920.60 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2912.20 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2801.60 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 2726.50 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 2816.30 | 236.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2540 expiring on 30MAR2026
Delta for 2540 CE is 0.3
Historical price for 2540 CE is as follows
On 20 Mar SRF was trading at 2454.50. The strike last trading price was 24.55, which was -8.35 lower than the previous day. The implied volatity was 33.4, the open interest changed by 26 which increased total open position to 246
On 19 Mar SRF was trading at 2478.80. The strike last trading price was 34.65, which was -34.05 lower than the previous day. The implied volatity was 32.87, the open interest changed by 3 which increased total open position to 219
On 18 Mar SRF was trading at 2569.40. The strike last trading price was 66.65, which was 26 higher than the previous day. The implied volatity was 23.97, the open interest changed by -51 which decreased total open position to 222
On 17 Mar SRF was trading at 2498.00. The strike last trading price was 40.7, which was 5.3 higher than the previous day. The implied volatity was 28.94, the open interest changed by 18 which increased total open position to 273
On 16 Mar SRF was trading at 2449.00. The strike last trading price was 34.5, which was -24.45 lower than the previous day. The implied volatity was 35.33, the open interest changed by 47 which increased total open position to 251
On 13 Mar SRF was trading at 2499.70. The strike last trading price was 57.85, which was -71 lower than the previous day. The implied volatity was 33.88, the open interest changed by 29 which increased total open position to 204
On 12 Mar SRF was trading at 2626.30. The strike last trading price was 128.15, which was 72.15 higher than the previous day. The implied volatity was 33.6, the open interest changed by -210 which decreased total open position to 178
On 11 Mar SRF was trading at 2488.70. The strike last trading price was 59.3, which was -44.85 lower than the previous day. The implied volatity was 32.84, the open interest changed by 107 which increased total open position to 390
On 10 Mar SRF was trading at 2596.60. The strike last trading price was 110.05, which was 21.8 higher than the previous day. The implied volatity was 27.87, the open interest changed by -99 which decreased total open position to 283
On 9 Mar SRF was trading at 2552.40. The strike last trading price was 85.95, which was -43.15 lower than the previous day. The implied volatity was 30.05, the open interest changed by 307 which increased total open position to 386
On 6 Mar SRF was trading at 2622.70. The strike last trading price was 129.1, which was 40.5 higher than the previous day. The implied volatity was 25.16, the open interest changed by -16 which decreased total open position to 79
On 5 Mar SRF was trading at 2563.10. The strike last trading price was 88.2, which was 9.15 higher than the previous day. The implied volatity was 22.95, the open interest changed by -1 which decreased total open position to 93
On 4 Mar SRF was trading at 2536.60. The strike last trading price was 80.5, which was 2.8 higher than the previous day. The implied volatity was 26.31, the open interest changed by 49 which increased total open position to 94
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 79.95, which was -156.3 lower than the previous day. The implied volatity was 26.09, the open interest changed by 46 which increased total open position to 46
On 27 Feb SRF was trading at 2562.20. The strike last trading price was 236.25, 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 236.25, 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 236.25, 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 Feb SRF was trading at 2583.60. The strike last trading price was 236.25, 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 23 Feb SRF was trading at 2646.10. The strike last trading price was 236.25, 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 20 Feb SRF was trading at 2689.10. The strike last trading price was 236.25, 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 19 Feb SRF was trading at 2678.70. The strike last trading price was 236.25, 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 Feb SRF was trading at 2730.40. The strike last trading price was 236.25, 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 Feb SRF was trading at 2742.90. The strike last trading price was 236.25, 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 16 Feb SRF was trading at 2847.80. The strike last trading price was 236.25, 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 Feb SRF was trading at 2833.40. The strike last trading price was 236.25, 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 Feb SRF was trading at 2841.50. The strike last trading price was 236.25, 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 Feb SRF was trading at 2949.10. The strike last trading price was 236.25, 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 Feb SRF was trading at 2961.90. The strike last trading price was 236.25, 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 Feb SRF was trading at 2986.70. The strike last trading price was 236.25, 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 Feb SRF was trading at 2901.60. The strike last trading price was 236.25, 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 Feb SRF was trading at 2906.30. The strike last trading price was 236.25, 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 Feb SRF was trading at 2920.60. The strike last trading price was 236.25, 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 3 Feb SRF was trading at 2912.20. The strike last trading price was 236.25, 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 236.25, 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 1 Feb SRF was trading at 2726.50. The strike last trading price was 236.25, 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 30 Jan SRF was trading at 2816.30. The strike last trading price was 236.25, 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 30MAR2026 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 1.44
Theta: -2.13
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 2454.50 | 107 | 19.6 | 36.49 | 172 | -4 | 192 |
| 19 Mar | 2478.80 | 85.6 | 41.5 | 32 | 192 | -36 | 195 |
| 18 Mar | 2569.40 | 45.05 | -39.1 | 34.02 | 244 | -3 | 222 |
| 17 Mar | 2498.00 | 85.25 | -44.6 | 36.26 | 129 | 85 | 225 |
| 16 Mar | 2449.00 | 131.2 | 29.5 | 42.24 | 625 | 86 | 372 |
| 13 Mar | 2499.70 | 104.25 | 57.35 | 40.08 | 1,059 | -101 | 286 |
| 12 Mar | 2626.30 | 49.15 | -62 | 37.74 | 1,058 | 3 | 388 |
| 11 Mar | 2488.70 | 103.3 | 62.65 | 37.36 | 1,047 | -172 | 389 |
| 10 Mar | 2596.60 | 38.15 | -26.7 | 28.78 | 956 | -196 | 573 |
| 9 Mar | 2552.40 | 67.3 | 31.2 | 32.55 | 1,539 | 253 | 769 |
| 6 Mar | 2622.70 | 35.4 | -18.95 | 28.72 | 572 | 229 | 520 |
| 5 Mar | 2563.10 | 53.4 | -23.85 | 28.25 | 121 | -11 | 292 |
| 4 Mar | 2536.60 | 77.25 | 4.9 | 31.98 | 219 | -38 | 303 |
| 2 Mar | 2537.00 | 70.9 | 11.9 | 27.8 | 360 | 7 | 340 |
| 27 Feb | 2562.20 | 58.8 | 19.05 | 27.18 | 146 | 37 | 329 |
| 26 Feb | 2617.20 | 38.65 | -7.4 | 26.43 | 65 | 8 | 294 |
| 25 Feb | 2614.90 | 46.35 | -13.95 | 27.93 | 145 | -11 | 286 |
| 24 Feb | 2583.60 | 60 | 16.15 | 29.77 | 764 | 269 | 283 |
| 23 Feb | 2646.10 | 43.85 | 8.6 | 27.7 | 23 | 10 | 13 |
| 20 Feb | 2689.10 | 35.25 | 22.05 | - | 0 | 0 | 3 |
| 19 Feb | 2678.70 | 35.25 | 22.05 | - | 0 | 0 | 3 |
| 18 Feb | 2730.40 | 35.25 | 22.05 | - | 0 | 0 | 3 |
| 17 Feb | 2742.90 | 35.25 | 22.05 | 32.51 | 1 | 0 | 2 |
| 16 Feb | 2847.80 | 13.2 | -54.25 | - | 0 | 0 | 2 |
| 13 Feb | 2833.40 | 13.2 | -54.25 | 27.8 | 2 | 0 | 0 |
| 12 Feb | 2841.50 | 67.45 | 0 | 8.62 | 0 | 0 | 0 |
| 11 Feb | 2949.10 | 67.45 | 0 | 11.22 | 0 | 0 | 0 |
| 10 Feb | 2961.90 | 67.45 | 0 | 11.45 | 0 | 0 | 0 |
| 9 Feb | 2986.70 | 67.45 | 0 | 11.85 | 0 | 0 | 0 |
| 6 Feb | 2901.60 | 67.45 | 0 | 9.4 | 0 | 0 | 0 |
| 5 Feb | 2906.30 | 67.45 | 0 | 9.44 | 0 | 0 | 0 |
| 4 Feb | 2920.60 | 67.45 | 0 | 9.65 | 0 | 0 | 0 |
| 3 Feb | 2912.20 | 67.45 | 0 | 9.5 | 0 | 0 | 0 |
| 2 Feb | 2801.60 | 67.45 | 0 | 7.21 | 0 | 0 | 0 |
| 1 Feb | 2726.50 | 67.45 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 2816.30 | 67.45 | 0 | - | 0 | 0 | 0 |
For Srf Ltd - strike price 2540 expiring on 30MAR2026
Delta for 2540 PE is -0.69
Historical price for 2540 PE is as follows
On 20 Mar SRF was trading at 2454.50. The strike last trading price was 107, which was 19.6 higher than the previous day. The implied volatity was 36.49, the open interest changed by -4 which decreased total open position to 192
On 19 Mar SRF was trading at 2478.80. The strike last trading price was 85.6, which was 41.5 higher than the previous day. The implied volatity was 32, the open interest changed by -36 which decreased total open position to 195
On 18 Mar SRF was trading at 2569.40. The strike last trading price was 45.05, which was -39.1 lower than the previous day. The implied volatity was 34.02, the open interest changed by -3 which decreased total open position to 222
On 17 Mar SRF was trading at 2498.00. The strike last trading price was 85.25, which was -44.6 lower than the previous day. The implied volatity was 36.26, the open interest changed by 85 which increased total open position to 225
On 16 Mar SRF was trading at 2449.00. The strike last trading price was 131.2, which was 29.5 higher than the previous day. The implied volatity was 42.24, the open interest changed by 86 which increased total open position to 372
On 13 Mar SRF was trading at 2499.70. The strike last trading price was 104.25, which was 57.35 higher than the previous day. The implied volatity was 40.08, the open interest changed by -101 which decreased total open position to 286
On 12 Mar SRF was trading at 2626.30. The strike last trading price was 49.15, which was -62 lower than the previous day. The implied volatity was 37.74, the open interest changed by 3 which increased total open position to 388
On 11 Mar SRF was trading at 2488.70. The strike last trading price was 103.3, which was 62.65 higher than the previous day. The implied volatity was 37.36, the open interest changed by -172 which decreased total open position to 389
On 10 Mar SRF was trading at 2596.60. The strike last trading price was 38.15, which was -26.7 lower than the previous day. The implied volatity was 28.78, the open interest changed by -196 which decreased total open position to 573
On 9 Mar SRF was trading at 2552.40. The strike last trading price was 67.3, which was 31.2 higher than the previous day. The implied volatity was 32.55, the open interest changed by 253 which increased total open position to 769
On 6 Mar SRF was trading at 2622.70. The strike last trading price was 35.4, which was -18.95 lower than the previous day. The implied volatity was 28.72, the open interest changed by 229 which increased total open position to 520
On 5 Mar SRF was trading at 2563.10. The strike last trading price was 53.4, which was -23.85 lower than the previous day. The implied volatity was 28.25, the open interest changed by -11 which decreased total open position to 292
On 4 Mar SRF was trading at 2536.60. The strike last trading price was 77.25, which was 4.9 higher than the previous day. The implied volatity was 31.98, the open interest changed by -38 which decreased total open position to 303
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 70.9, which was 11.9 higher than the previous day. The implied volatity was 27.8, the open interest changed by 7 which increased total open position to 340
On 27 Feb SRF was trading at 2562.20. The strike last trading price was 58.8, which was 19.05 higher than the previous day. The implied volatity was 27.18, the open interest changed by 37 which increased total open position to 329
On 26 Feb SRF was trading at 2617.20. The strike last trading price was 38.65, which was -7.4 lower than the previous day. The implied volatity was 26.43, the open interest changed by 8 which increased total open position to 294
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 46.35, which was -13.95 lower than the previous day. The implied volatity was 27.93, the open interest changed by -11 which decreased total open position to 286
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 60, which was 16.15 higher than the previous day. The implied volatity was 29.77, the open interest changed by 269 which increased total open position to 283
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 43.85, which was 8.6 higher than the previous day. The implied volatity was 27.7, the open interest changed by 10 which increased total open position to 13
On 20 Feb SRF was trading at 2689.10. The strike last trading price was 35.25, which was 22.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Feb SRF was trading at 2678.70. The strike last trading price was 35.25, which was 22.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb SRF was trading at 2730.40. The strike last trading price was 35.25, which was 22.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb SRF was trading at 2742.90. The strike last trading price was 35.25, which was 22.05 higher than the previous day. The implied volatity was 32.51, the open interest changed by 0 which decreased total open position to 2
On 16 Feb SRF was trading at 2847.80. The strike last trading price was 13.2, which was -54.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb SRF was trading at 2833.40. The strike last trading price was 13.2, which was -54.25 lower than the previous day. The implied volatity was 27.8, the open interest changed by 0 which decreased total open position to 0
On 12 Feb SRF was trading at 2841.50. The strike last trading price was 67.45, which was 0 lower than the previous day. The implied volatity was 8.62, the open interest changed by 0 which decreased total open position to 0
On 11 Feb SRF was trading at 2949.10. The strike last trading price was 67.45, which was 0 lower than the previous day. The implied volatity was 11.22, the open interest changed by 0 which decreased total open position to 0
On 10 Feb SRF was trading at 2961.90. The strike last trading price was 67.45, which was 0 lower than the previous day. The implied volatity was 11.45, the open interest changed by 0 which decreased total open position to 0
On 9 Feb SRF was trading at 2986.70. The strike last trading price was 67.45, which was 0 lower than the previous day. The implied volatity was 11.85, the open interest changed by 0 which decreased total open position to 0
On 6 Feb SRF was trading at 2901.60. The strike last trading price was 67.45, which was 0 lower than the previous day. The implied volatity was 9.4, the open interest changed by 0 which decreased total open position to 0
On 5 Feb SRF was trading at 2906.30. The strike last trading price was 67.45, which was 0 lower than the previous day. The implied volatity was 9.44, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SRF was trading at 2920.60. The strike last trading price was 67.45, which was 0 lower than the previous day. The implied volatity was 9.65, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SRF was trading at 2912.20. The strike last trading price was 67.45, which was 0 lower than the previous day. The implied volatity was 9.5, 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 67.45, which was 0 lower than the previous day. The implied volatity was 7.21, 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 67.45, 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 30 Jan SRF was trading at 2816.30. The strike last trading price was 67.45, 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
