SRF
Srf Ltd
Historical option data for SRF
29 Apr 2026 04:10 PM IST
| SRF 26-May-2026 (27d) 2540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.03
Theta: -1.96
Gamma: 0.0016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 2543.60 | 105.75 | -1.7000000000000028 | 35.73 | 245 | -14 | 230 | |||||||||
| 28 Apr | 2532.80 | 106.1 | 10.149999999999991 | 37.64 | 205 | 66 | 243 | |||||||||
| 27 Apr | 2508.20 | 95.9 | 1.5500000000000114 | 37.98 | 149 | 71 | 176 | |||||||||
| 24 Apr | 2493.60 | 92.95 | -26.950000000000003 | 36.24 | 95 | 5 | 107 | |||||||||
| 23 Apr | 2542.40 | 117.45 | 15.600000000000009 | 35.64 | 213 | 55 | 103 | |||||||||
| 22 Apr | 2492.80 | 101.85 | -2.3500000000000085 | 37.9 | 56 | 49 | 49 | |||||||||
| 21 Apr | 2471.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 2465.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 2494.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 2504.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 2500.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 2443.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 2473.40 | 0 | 0 | 2.03 | 0 | 0 | 0 | |||||||||
| 9 Apr | 2399.80 | 104.2 | 0 | 3.15 | 0 | 0 | 0 | |||||||||
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| 8 Apr | 2435.10 | 104.2 | 0 | 2.05 | 0 | 0 | 0 | |||||||||
| 7 Apr | 2396.00 | 104.2 | 0 | 3.22 | 0 | 0 | 0 | |||||||||
| 6 Apr | 2433.80 | 104.2 | 0 | 2.24 | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2540 expiring on 26MAY2026
Delta for 2540 CE is 0.54
Historical price for 2540 CE is as follows
On 29 Apr SRF was trading at 2543.60. The strike last trading price was 105.75, which was -1.7000000000000028 lower than the previous day. The implied volatity was 35.73, the open interest changed by -14 which decreased total open position to 230
On 28 Apr SRF was trading at 2532.80. The strike last trading price was 106.1, which was 10.149999999999991 higher than the previous day. The implied volatity was 37.64, the open interest changed by 66 which increased total open position to 243
On 27 Apr SRF was trading at 2508.20. The strike last trading price was 95.9, which was 1.5500000000000114 higher than the previous day. The implied volatity was 37.98, the open interest changed by 71 which increased total open position to 176
On 24 Apr SRF was trading at 2493.60. The strike last trading price was 92.95, which was -26.950000000000003 lower than the previous day. The implied volatity was 36.24, the open interest changed by 5 which increased total open position to 107
On 23 Apr SRF was trading at 2542.40. The strike last trading price was 117.45, which was 15.600000000000009 higher than the previous day. The implied volatity was 35.64, the open interest changed by 55 which increased total open position to 103
On 22 Apr SRF was trading at 2492.80. The strike last trading price was 101.85, which was -2.3500000000000085 lower than the previous day. The implied volatity was 37.9, the open interest changed by 49 which increased total open position to 49
On 21 Apr SRF was trading at 2471.00. 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
On 20 Apr SRF was trading at 2465.10. 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
On 17 Apr SRF was trading at 2494.50. 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
On 16 Apr SRF was trading at 2504.00. 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
On 15 Apr SRF was trading at 2500.50. 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
On 13 Apr SRF was trading at 2443.20. 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
On 10 Apr SRF was trading at 2473.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 104.2, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 8 Apr SRF was trading at 2435.10. The strike last trading price was 104.2, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SRF was trading at 2396.00. The strike last trading price was 104.2, which was 0 lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
On 6 Apr SRF was trading at 2433.80. The strike last trading price was 104.2, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
| SRF 26-May-2026 (27d) 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.03
Theta: -1.55
Gamma: 0.00162
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 2543.60 | 90.85 | -4.950000000000003 | 35.2 | 111 | -26 | 271 |
| 28 Apr | 2532.80 | 96.7 | -15.549999999999997 | 34.94 | 101 | 35 | 297 |
| 27 Apr | 2508.20 | 112.25 | -16.349999999999994 | 36.03 | 97 | 10 | 262 |
| 24 Apr | 2493.60 | 128.6 | 22.89999999999999 | 36.81 | 28 | -3 | 253 |
| 23 Apr | 2542.40 | 105.05 | -19.150000000000006 | 36.46 | 287 | 246 | 256 |
| 22 Apr | 2492.80 | 124.2 | -53.95 | 35.27 | 10 | 9 | 9 |
| 21 Apr | 2471.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 2465.10 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 2494.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 2504.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 2500.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 2443.20 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 2473.40 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 2399.80 | 178.15 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 2435.10 | 178.15 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 2396.00 | 178.15 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 2433.80 | 178.15 | 0 | - | 0 | 0 | 0 |
For Srf Ltd - strike price 2540 expiring on 26MAY2026
Delta for 2540 PE is -0.46
Historical price for 2540 PE is as follows
On 29 Apr SRF was trading at 2543.60. The strike last trading price was 90.85, which was -4.950000000000003 lower than the previous day. The implied volatity was 35.2, the open interest changed by -26 which decreased total open position to 271
On 28 Apr SRF was trading at 2532.80. The strike last trading price was 96.7, which was -15.549999999999997 lower than the previous day. The implied volatity was 34.94, the open interest changed by 35 which increased total open position to 297
On 27 Apr SRF was trading at 2508.20. The strike last trading price was 112.25, which was -16.349999999999994 lower than the previous day. The implied volatity was 36.03, the open interest changed by 10 which increased total open position to 262
On 24 Apr SRF was trading at 2493.60. The strike last trading price was 128.6, which was 22.89999999999999 higher than the previous day. The implied volatity was 36.81, the open interest changed by -3 which decreased total open position to 253
On 23 Apr SRF was trading at 2542.40. The strike last trading price was 105.05, which was -19.150000000000006 lower than the previous day. The implied volatity was 36.46, the open interest changed by 246 which increased total open position to 256
On 22 Apr SRF was trading at 2492.80. The strike last trading price was 124.2, which was -53.95 lower than the previous day. The implied volatity was 35.27, the open interest changed by 9 which increased total open position to 9
On 21 Apr SRF was trading at 2471.00. 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
On 20 Apr SRF was trading at 2465.10. 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
On 17 Apr SRF was trading at 2494.50. 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
On 16 Apr SRF was trading at 2504.00. 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
On 15 Apr SRF was trading at 2500.50. 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
On 13 Apr SRF was trading at 2443.20. 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
On 10 Apr SRF was trading at 2473.40. 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
On 9 Apr SRF was trading at 2399.80. The strike last trading price was 178.15, 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 8 Apr SRF was trading at 2435.10. The strike last trading price was 178.15, 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 7 Apr SRF was trading at 2396.00. The strike last trading price was 178.15, 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 Apr SRF was trading at 2433.80. The strike last trading price was 178.15, 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
