SRF
Srf Ltd
Historical option data for SRF
01 Apr 2026 04:11 PM IST
| SRF 28-Apr-2026 (27d) 2540 CE | ||||||||||||||||
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Delta: 0.59
Vega: 2.71
Theta: -1.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 2555.20 | 104.05 | 44.8 | 30.13 | 652 | -13 | 220 | |||||||||
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| 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 0.59
Historical price for 2540 CE is as follows
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 (27d) 2540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 2.72
Theta: -1.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.42
Historical price for 2540 PE is as follows
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
