SRF
Srf Ltd
Historical option data for SRF
24 Apr 2026 01:32 PM IST
| SRF 28-Apr-2026 (4d) 2540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.01
Theta: -2.61
Gamma: 0.00388
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 2478.00 | 9.15 | -23.450000000000003 | 27.71 | 883 | 30 | 286 | |||||||||
| 23 Apr | 2542.40 | 31.7 | 9.8 | 25.47 | 3,509 | -151 | 255 | |||||||||
| 22 Apr | 2492.80 | 21.6 | -0.34999999999999787 | 30.07 | 1,010 | 85 | 407 | |||||||||
| 21 Apr | 2471.00 | 20.65 | -4.050000000000001 | 33.6 | 582 | -20 | 327 | |||||||||
| 20 Apr | 2465.10 | 24.45 | -12.599999999999998 | 35.49 | 423 | -3 | 347 | |||||||||
| 17 Apr | 2494.50 | 36.95 | -7.75 | 30.24 | 792 | 65 | 351 | |||||||||
| 16 Apr | 2504.00 | 45 | -3 | 31.97 | 358 | -15 | 286 | |||||||||
| 15 Apr | 2500.50 | 47.3 | 10 | 33.51 | 400 | -8 | 299 | |||||||||
| 13 Apr | 2443.20 | 35.05 | -9.200000000000003 | 36.38 | 483 | -147 | 304 | |||||||||
| 10 Apr | 2473.40 | 43.35 | 10.950000000000003 | 31.45 | 243 | 31 | 451 | |||||||||
| 9 Apr | 2399.80 | 33 | -11.6 | 35.89 | 208 | 19 | 422 | |||||||||
| 8 Apr | 2435.10 | 43.5 | -0.45 | 34.18 | 656 | 114 | 403 | |||||||||
| 7 Apr | 2396.00 | 43.5 | -14.75 | 39.54 | 148 | 16 | 289 | |||||||||
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| 6 Apr | 2433.80 | 56.5 | 1.3 | 39.03 | 270 | -12 | 274 | |||||||||
| 2 Apr | 2416.10 | 56 | -48 | 37.69 | 573 | 67 | 286 | |||||||||
| 1 Apr | 2555.20 | 104.05 | 44.8 | 30.13 | 652 | -13 | 220 | |||||||||
| 30 Mar | 2438.00 | 58.2 | -25.1 | 33.26 | 63 | -9 | 232 | |||||||||
| 27 Mar | 2494.90 | 82.8 | -21.2 | 31.88 | 399 | 231 | 238 | |||||||||
| 25 Mar | 2568.10 | 104 | -74.65 | 23.04 | 24 | 7 | 7 | |||||||||
| 24 Mar | 2471.60 | 178.65 | 0 | 1.33 | 0 | 0 | 0 | |||||||||
| 23 Mar | 2391.50 | 178.65 | 0 | 4.41 | 0 | 0 | 0 | |||||||||
| 20 Mar | 2454.50 | 178.65 | 0 | 1.92 | 0 | 0 | 0 | |||||||||
| 19 Mar | 2478.80 | 178.65 | 0 | 1.12 | 0 | 0 | 0 | |||||||||
| 18 Mar | 2569.40 | 178.65 | 0 | 0.86 | 0 | 0 | 0 | |||||||||
| 17 Mar | 2498.00 | 178.65 | 0 | 0.4 | 0 | 0 | 0 | |||||||||
| 16 Mar | 2449.00 | 178.65 | 0 | 2.09 | 0 | 0 | 0 | |||||||||
| 13 Mar | 2499.70 | 178.65 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 12 Mar | 2626.30 | 178.65 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 11 Mar | 2488.70 | 178.65 | 0 | 0.48 | 0 | 0 | 0 | |||||||||
| 10 Mar | 2596.60 | 178.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 2552.40 | 178.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 2622.70 | 178.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 2563.10 | 178.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 2536.60 | 178.65 | 0 | 0.04 | 0 | 0 | 0 | |||||||||
| 2 Mar | 2537.00 | 178.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 2562.20 | 178.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 2617.20 | 178.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 2614.90 | 178.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2540 expiring on 28APR2026
Delta for 2540 CE is 0.22
Historical price for 2540 CE is as follows
On 24 Apr SRF was trading at 2478.00. The strike last trading price was 9.15, which was -23.450000000000003 lower than the previous day. The implied volatity was 27.71, the open interest changed by 30 which increased total open position to 286
On 23 Apr SRF was trading at 2542.40. The strike last trading price was 31.7, which was 9.8 higher than the previous day. The implied volatity was 25.47, the open interest changed by -151 which decreased total open position to 255
On 22 Apr SRF was trading at 2492.80. The strike last trading price was 21.6, which was -0.34999999999999787 lower than the previous day. The implied volatity was 30.07, the open interest changed by 85 which increased total open position to 407
On 21 Apr SRF was trading at 2471.00. The strike last trading price was 20.65, which was -4.050000000000001 lower than the previous day. The implied volatity was 33.6, the open interest changed by -20 which decreased total open position to 327
On 20 Apr SRF was trading at 2465.10. The strike last trading price was 24.45, which was -12.599999999999998 lower than the previous day. The implied volatity was 35.49, the open interest changed by -3 which decreased total open position to 347
On 17 Apr SRF was trading at 2494.50. The strike last trading price was 36.95, which was -7.75 lower than the previous day. The implied volatity was 30.24, the open interest changed by 65 which increased total open position to 351
On 16 Apr SRF was trading at 2504.00. The strike last trading price was 45, which was -3 lower than the previous day. The implied volatity was 31.97, the open interest changed by -15 which decreased total open position to 286
On 15 Apr SRF was trading at 2500.50. The strike last trading price was 47.3, which was 10 higher than the previous day. The implied volatity was 33.51, the open interest changed by -8 which decreased total open position to 299
On 13 Apr SRF was trading at 2443.20. The strike last trading price was 35.05, which was -9.200000000000003 lower than the previous day. The implied volatity was 36.38, the open interest changed by -147 which decreased total open position to 304
On 10 Apr SRF was trading at 2473.40. The strike last trading price was 43.35, which was 10.950000000000003 higher than the previous day. The implied volatity was 31.45, the open interest changed by 31 which increased total open position to 451
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 33, which was -11.6 lower than the previous day. The implied volatity was 35.89, the open interest changed by 19 which increased total open position to 422
On 8 Apr SRF was trading at 2435.10. The strike last trading price was 43.5, which was -0.45 lower than the previous day. The implied volatity was 34.18, the open interest changed by 114 which increased total open position to 403
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 43.5, which was -14.75 lower than the previous day. The implied volatity was 39.54, the open interest changed by 16 which increased total open position to 289
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 56.5, which was 1.3 higher than the previous day. The implied volatity was 39.03, the open interest changed by -12 which decreased total open position to 274
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 56, which was -48 lower than the previous day. The implied volatity was 37.69, the open interest changed by 67 which increased total open position to 286
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 104.05, which was 44.8 higher than the previous day. The implied volatity was 30.13, the open interest changed by -13 which decreased total open position to 220
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 58.2, which was -25.1 lower than the previous day. The implied volatity was 33.26, the open interest changed by -9 which decreased total open position to 232
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 82.8, which was -21.2 lower than the previous day. The implied volatity was 31.88, the open interest changed by 231 which increased total open position to 238
On 25 Mar SRF was trading at 2568.10. The strike last trading price was 104, which was -74.65 lower than the previous day. The implied volatity was 23.04, the open interest changed by 7 which increased total open position to 7
On 24 Mar SRF was trading at 2471.60. The strike last trading price was 178.65, which was 0 lower than the previous day. The implied volatity was 1.33, 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 178.65, which was 0 lower than the previous day. The implied volatity was 4.41, 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 178.65, which was 0 lower than the previous day. The implied volatity was 1.92, 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 178.65, which was 0 lower than the previous day. The implied volatity was 1.12, 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 178.65, which was 0 lower than the previous day. The implied volatity was 0.86, 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 178.65, which was 0 lower than the previous day. The implied volatity was 0.4, 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 178.65, which was 0 lower than the previous day. The implied volatity was 2.09, 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 178.65, which was 0 lower than the previous day. The implied volatity was 0.27, 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 178.65, which was 0 lower than the previous day. The implied volatity was 0.03, 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 178.65, 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 10 Mar SRF was trading at 2596.60. The strike last trading price was 178.65, 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 178.65, 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 178.65, 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 178.65, 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 178.65, which was 0 lower than the previous day. The implied volatity was 0.04, 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 178.65, 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 178.65, 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 178.65, 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 178.65, 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) 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.01
Theta: -2.36
Gamma: 0.00383
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 2478.00 | 71.15 | 38.00000000000001 | 28.57 | 352 | -33 | 239 |
| 23 Apr | 2542.40 | 31.4 | -34.199999999999996 | 26.7 | 765 | 79 | 272 |
| 22 Apr | 2492.80 | 64.25 | -17.349999999999994 | 29.87 | 192 | 34 | 194 |
| 21 Apr | 2471.00 | 82.8 | -12.950000000000003 | 28.67 | 141 | 29 | 160 |
| 20 Apr | 2465.10 | 95.75 | 14.700000000000003 | 34.85 | 52 | 8 | 134 |
| 17 Apr | 2494.50 | 78.6 | 2.6499999999999915 | 33 | 207 | 36 | 126 |
| 16 Apr | 2504.00 | 77.1 | -3.700000000000003 | 33.19 | 106 | 6 | 90 |
| 15 Apr | 2500.50 | 82.35 | -40.30000000000001 | 32.71 | 70 | -2 | 85 |
| 13 Apr | 2443.20 | 126.55 | 17.14999999999999 | 32.73 | 23 | 0 | 86 |
| 10 Apr | 2473.40 | 109.55 | -33.05 | 33.36 | 29 | 9 | 91 |
| 9 Apr | 2399.80 | 142.6 | -28.45 | - | 0 | 2 | 0 |
| 8 Apr | 2435.10 | 142.6 | -28.45 | 40.25 | 32 | 3 | 83 |
| 7 Apr | 2396.00 | 170.15 | 15.35 | 40.09 | 22 | -2 | 84 |
| 6 Apr | 2433.80 | 154.8 | -9.55 | 42.72 | 25 | -14 | 89 |
| 2 Apr | 2416.10 | 164.6 | 79.35 | 40.02 | 157 | -35 | 96 |
| 1 Apr | 2555.20 | 83.45 | -65.5 | 36.95 | 377 | 39 | 130 |
| 30 Mar | 2438.00 | 148.95 | 22.75 | 37.37 | 5 | -3 | 92 |
| 27 Mar | 2494.90 | 129.65 | 23.6 | 39.63 | 197 | 97 | 97 |
| 25 Mar | 2568.10 | 106.05 | 0 | 2.12 | 0 | 0 | 0 |
| 24 Mar | 2471.60 | 106.05 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 2391.50 | 106.05 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 2454.50 | 106.05 | 0 | 0.18 | 0 | 0 | 0 |
| 19 Mar | 2478.80 | 106.05 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 2569.40 | 106.05 | 0 | 1.79 | 0 | 0 | 0 |
| 17 Mar | 2498.00 | 106.05 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 2449.00 | 106.05 | 0 | 0.26 | 0 | 0 | 0 |
| 13 Mar | 2499.70 | 106.05 | 0 | 0.04 | 0 | 0 | 0 |
| 12 Mar | 2626.30 | 106.05 | 0 | 3.03 | 0 | 0 | 0 |
| 11 Mar | 2488.70 | 106.05 | 0 | 0.19 | 0 | 0 | 0 |
| 10 Mar | 2596.60 | 106.05 | 0 | 2.54 | 0 | 0 | 0 |
| 9 Mar | 2552.40 | 106.05 | 0 | 1.42 | 0 | 0 | 0 |
| 6 Mar | 2622.70 | 106.05 | 0 | 3.26 | 0 | 0 | 0 |
| 5 Mar | 2563.10 | 106.05 | 0 | 1.61 | 0 | 0 | 0 |
| 4 Mar | 2536.60 | 106.05 | 0 | 1.13 | 0 | 0 | 0 |
| 2 Mar | 2537.00 | 106.05 | 0 | 1.18 | 0 | 0 | 0 |
| 27 Feb | 2562.20 | 106.05 | 0 | 1.75 | 0 | 0 | 0 |
| 26 Feb | 2617.20 | 106.05 | 0 | 3.12 | 0 | 0 | 0 |
| 25 Feb | 2614.90 | 106.05 | 0 | 2.89 | 0 | 0 | 0 |
For Srf Ltd - strike price 2540 expiring on 28APR2026
Delta for 2540 PE is -0.78
Historical price for 2540 PE is as follows
On 24 Apr SRF was trading at 2478.00. The strike last trading price was 71.15, which was 38.00000000000001 higher than the previous day. The implied volatity was 28.57, the open interest changed by -33 which decreased total open position to 239
On 23 Apr SRF was trading at 2542.40. The strike last trading price was 31.4, which was -34.199999999999996 lower than the previous day. The implied volatity was 26.7, the open interest changed by 79 which increased total open position to 272
On 22 Apr SRF was trading at 2492.80. The strike last trading price was 64.25, which was -17.349999999999994 lower than the previous day. The implied volatity was 29.87, the open interest changed by 34 which increased total open position to 194
On 21 Apr SRF was trading at 2471.00. The strike last trading price was 82.8, which was -12.950000000000003 lower than the previous day. The implied volatity was 28.67, the open interest changed by 29 which increased total open position to 160
On 20 Apr SRF was trading at 2465.10. The strike last trading price was 95.75, which was 14.700000000000003 higher than the previous day. The implied volatity was 34.85, the open interest changed by 8 which increased total open position to 134
On 17 Apr SRF was trading at 2494.50. The strike last trading price was 78.6, which was 2.6499999999999915 higher than the previous day. The implied volatity was 33, the open interest changed by 36 which increased total open position to 126
On 16 Apr SRF was trading at 2504.00. The strike last trading price was 77.1, which was -3.700000000000003 lower than the previous day. The implied volatity was 33.19, the open interest changed by 6 which increased total open position to 90
On 15 Apr SRF was trading at 2500.50. The strike last trading price was 82.35, which was -40.30000000000001 lower than the previous day. The implied volatity was 32.71, the open interest changed by -2 which decreased total open position to 85
On 13 Apr SRF was trading at 2443.20. The strike last trading price was 126.55, which was 17.14999999999999 higher than the previous day. The implied volatity was 32.73, the open interest changed by 0 which decreased total open position to 86
On 10 Apr SRF was trading at 2473.40. The strike last trading price was 109.55, which was -33.05 lower than the previous day. The implied volatity was 33.36, the open interest changed by 9 which increased total open position to 91
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 142.6, which was -28.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 8 Apr SRF was trading at 2435.10. The strike last trading price was 142.6, which was -28.45 lower than the previous day. The implied volatity was 40.25, the open interest changed by 3 which increased total open position to 83
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 170.15, which was 15.35 higher than the previous day. The implied volatity was 40.09, the open interest changed by -2 which decreased total open position to 84
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 154.8, which was -9.55 lower than the previous day. The implied volatity was 42.72, the open interest changed by -14 which decreased total open position to 89
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 164.6, which was 79.35 higher than the previous day. The implied volatity was 40.02, the open interest changed by -35 which decreased total open position to 96
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 83.45, which was -65.5 lower than the previous day. The implied volatity was 36.95, the open interest changed by 39 which increased total open position to 130
On 30 Mar SRF was trading at 2438.00. The strike last trading price was 148.95, which was 22.75 higher than the previous day. The implied volatity was 37.37, the open interest changed by -3 which decreased total open position to 92
On 27 Mar SRF was trading at 2494.90. The strike last trading price was 129.65, which was 23.6 higher than the previous day. The implied volatity was 39.63, the open interest changed by 97 which increased total open position to 97
On 25 Mar SRF was trading at 2568.10. The strike last trading price was 106.05, which was 0 lower than the previous day. The implied volatity was 2.12, 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 106.05, 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 Mar SRF was trading at 2391.50. The strike last trading price was 106.05, 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 Mar SRF was trading at 2454.50. The strike last trading price was 106.05, which was 0 lower than the previous day. The implied volatity was 0.18, 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 106.05, 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 106.05, which was 0 lower than the previous day. The implied volatity was 1.79, 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 106.05, 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 Mar SRF was trading at 2449.00. The strike last trading price was 106.05, 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 13 Mar SRF was trading at 2499.70. The strike last trading price was 106.05, which was 0 lower than the previous day. The implied volatity was 0.04, 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 106.05, which was 0 lower than the previous day. The implied volatity was 3.03, 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 106.05, 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 10 Mar SRF was trading at 2596.60. The strike last trading price was 106.05, which was 0 lower than the previous day. The implied volatity was 2.54, 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 106.05, which was 0 lower than the previous day. The implied volatity was 1.42, 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 106.05, which was 0 lower than the previous day. The implied volatity was 3.26, 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 106.05, which was 0 lower than the previous day. The implied volatity was 1.61, 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 106.05, which was 0 lower than the previous day. The implied volatity was 1.13, 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 106.05, which was 0 lower than the previous day. The implied volatity was 1.18, 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 106.05, which was 0 lower than the previous day. The implied volatity was 1.75, 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 106.05, which was 0 lower than the previous day. The implied volatity was 3.12, 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 106.05, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
