SRF
Srf Ltd
Historical option data for SRF
25 Mar 2026 10:01 AM IST
| SRF 30-MAR-2026 2560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 1.22
Theta: -3.94
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Mar | 2555.70 | 37.25 | 24.75 | 30.78 | 234 | 10 | 309 | |||||||||
| 24 Mar | 2471.60 | 13 | 5.25 | 31.09 | 212 | -6 | 299 | |||||||||
| 23 Mar | 2391.50 | 7.4 | -11.1 | 40.8 | 228 | -28 | 304 | |||||||||
| 20 Mar | 2454.50 | 19.45 | -7.95 | 33.36 | 839 | -14 | 332 | |||||||||
| 19 Mar | 2478.80 | 28.95 | -28.95 | 33.34 | 434 | -14 | 346 | |||||||||
| 18 Mar | 2569.40 | 55.9 | 22.05 | 24.58 | 1,354 | 19 | 383 | |||||||||
| 17 Mar | 2498.00 | 33.9 | 3.6 | 29.29 | 496 | 81 | 365 | |||||||||
| 16 Mar | 2449.00 | 29 | -21.95 | 35.38 | 770 | 97 | 284 | |||||||||
| 13 Mar | 2499.70 | 51.7 | -66.8 | 34.69 | 293 | 33 | 186 | |||||||||
| 12 Mar | 2626.30 | 115.35 | 67.4 | 33.6 | 2,029 | -53 | 154 | |||||||||
| 11 Mar | 2488.70 | 51.25 | -42.95 | 33.27 | 260 | 63 | 206 | |||||||||
| 10 Mar | 2596.60 | 94.65 | 16.25 | 26.67 | 132 | -18 | 147 | |||||||||
| 9 Mar | 2552.40 | 76.7 | -34.65 | 30.48 | 358 | 91 | 165 | |||||||||
| 6 Mar | 2622.70 | 114 | 37.75 | 24.63 | 62 | -17 | 75 | |||||||||
| 5 Mar | 2563.10 | 77.1 | 7.45 | 23.16 | 250 | 16 | 91 | |||||||||
| 4 Mar | 2536.60 | 70.95 | 2.65 | 26.49 | 118 | 7 | 76 | |||||||||
| 2 Mar | 2537.00 | 70 | -15 | 25.82 | 235 | 41 | 70 | |||||||||
| 27 Feb | 2562.20 | 85.3 | -34.4 | 23.8 | 24 | 4 | 29 | |||||||||
| 26 Feb | 2617.20 | 119.7 | 0.6 | 22.83 | 35 | 3 | 25 | |||||||||
| 25 Feb | 2614.90 | 120 | 9.85 | 24.61 | 69 | 12 | 21 | |||||||||
| 24 Feb | 2583.60 | 112.8 | -425.85 | 26.46 | 39 | 9 | 9 | |||||||||
| 23 Feb | 2646.10 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 2689.10 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 2678.70 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 2730.40 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2742.90 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2847.80 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2833.40 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2841.50 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2949.10 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2961.90 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2986.70 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2901.60 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2906.30 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Feb | 2920.60 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2912.20 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2801.60 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 2726.50 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 2816.30 | 538.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2560 expiring on 30MAR2026
Delta for 2560 CE is 0.5
Historical price for 2560 CE is as follows
On 25 Mar SRF was trading at 2555.70. The strike last trading price was 37.25, which was 24.75 higher than the previous day. The implied volatity was 30.78, the open interest changed by 10 which increased total open position to 309
On 24 Mar SRF was trading at 2471.60. The strike last trading price was 13, which was 5.25 higher than the previous day. The implied volatity was 31.09, the open interest changed by -6 which decreased total open position to 299
On 23 Mar SRF was trading at 2391.50. The strike last trading price was 7.4, which was -11.1 lower than the previous day. The implied volatity was 40.8, the open interest changed by -28 which decreased total open position to 304
On 20 Mar SRF was trading at 2454.50. The strike last trading price was 19.45, which was -7.95 lower than the previous day. The implied volatity was 33.36, the open interest changed by -14 which decreased total open position to 332
On 19 Mar SRF was trading at 2478.80. The strike last trading price was 28.95, which was -28.95 lower than the previous day. The implied volatity was 33.34, the open interest changed by -14 which decreased total open position to 346
On 18 Mar SRF was trading at 2569.40. The strike last trading price was 55.9, which was 22.05 higher than the previous day. The implied volatity was 24.58, the open interest changed by 19 which increased total open position to 383
On 17 Mar SRF was trading at 2498.00. The strike last trading price was 33.9, which was 3.6 higher than the previous day. The implied volatity was 29.29, the open interest changed by 81 which increased total open position to 365
On 16 Mar SRF was trading at 2449.00. The strike last trading price was 29, which was -21.95 lower than the previous day. The implied volatity was 35.38, the open interest changed by 97 which increased total open position to 284
On 13 Mar SRF was trading at 2499.70. The strike last trading price was 51.7, which was -66.8 lower than the previous day. The implied volatity was 34.69, the open interest changed by 33 which increased total open position to 186
On 12 Mar SRF was trading at 2626.30. The strike last trading price was 115.35, which was 67.4 higher than the previous day. The implied volatity was 33.6, the open interest changed by -53 which decreased total open position to 154
On 11 Mar SRF was trading at 2488.70. The strike last trading price was 51.25, which was -42.95 lower than the previous day. The implied volatity was 33.27, the open interest changed by 63 which increased total open position to 206
On 10 Mar SRF was trading at 2596.60. The strike last trading price was 94.65, which was 16.25 higher than the previous day. The implied volatity was 26.67, the open interest changed by -18 which decreased total open position to 147
On 9 Mar SRF was trading at 2552.40. The strike last trading price was 76.7, which was -34.65 lower than the previous day. The implied volatity was 30.48, the open interest changed by 91 which increased total open position to 165
On 6 Mar SRF was trading at 2622.70. The strike last trading price was 114, which was 37.75 higher than the previous day. The implied volatity was 24.63, the open interest changed by -17 which decreased total open position to 75
On 5 Mar SRF was trading at 2563.10. The strike last trading price was 77.1, which was 7.45 higher than the previous day. The implied volatity was 23.16, the open interest changed by 16 which increased total open position to 91
On 4 Mar SRF was trading at 2536.60. The strike last trading price was 70.95, which was 2.65 higher than the previous day. The implied volatity was 26.49, the open interest changed by 7 which increased total open position to 76
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 70, which was -15 lower than the previous day. The implied volatity was 25.82, the open interest changed by 41 which increased total open position to 70
On 27 Feb SRF was trading at 2562.20. The strike last trading price was 85.3, which was -34.4 lower than the previous day. The implied volatity was 23.8, the open interest changed by 4 which increased total open position to 29
On 26 Feb SRF was trading at 2617.20. The strike last trading price was 119.7, which was 0.6 higher than the previous day. The implied volatity was 22.83, the open interest changed by 3 which increased total open position to 25
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 120, which was 9.85 higher than the previous day. The implied volatity was 24.61, the open interest changed by 12 which increased total open position to 21
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 112.8, which was -425.85 lower than the previous day. The implied volatity was 26.46, the open interest changed by 9 which increased total open position to 9
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 538.65, 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 20 Feb SRF was trading at 2689.10. The strike last trading price was 538.65, 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 19 Feb SRF was trading at 2678.70. The strike last trading price was 538.65, 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 18 Feb SRF was trading at 2730.40. The strike last trading price was 538.65, 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 17 Feb SRF was trading at 2742.90. The strike last trading price was 538.65, 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 16 Feb SRF was trading at 2847.80. The strike last trading price was 538.65, 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 13 Feb SRF was trading at 2833.40. The strike last trading price was 538.65, 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 12 Feb SRF was trading at 2841.50. The strike last trading price was 538.65, 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 11 Feb SRF was trading at 2949.10. The strike last trading price was 538.65, 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 10 Feb SRF was trading at 2961.90. The strike last trading price was 538.65, 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 Feb SRF was trading at 2986.70. The strike last trading price was 538.65, 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 Feb SRF was trading at 2901.60. The strike last trading price was 538.65, 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 Feb SRF was trading at 2906.30. The strike last trading price was 538.65, 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 Feb SRF was trading at 2920.60. The strike last trading price was 538.65, 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 3 Feb SRF was trading at 2912.20. The strike last trading price was 538.65, 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 2 Feb SRF was trading at 2801.60. The strike last trading price was 538.65, 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 1 Feb SRF was trading at 2726.50. The strike last trading price was 538.65, 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 30 Jan SRF was trading at 2816.30. The strike last trading price was 538.65, 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 30MAR2026 2560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 1.22
Theta: -3.53
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Mar | 2555.70 | 41.05 | -57.05 | 33.34 | 40 | 19 | 122 |
| 24 Mar | 2471.60 | 98.35 | -9.8 | 40.16 | 64 | -14 | 103 |
| 23 Mar | 2391.50 | 108.15 | 3.2 | - | 0 | 0 | 117 |
| 20 Mar | 2454.50 | 108.15 | 3.2 | 25.56 | 8 | -3 | 118 |
| 19 Mar | 2478.80 | 101.1 | 47.9 | 33.24 | 162 | -11 | 121 |
| 18 Mar | 2569.40 | 54.15 | -44.5 | 34.21 | 833 | 11 | 134 |
| 17 Mar | 2498.00 | 98.65 | -48.2 | 36.98 | 52 | -2 | 124 |
| 16 Mar | 2449.00 | 146.85 | 33.3 | 43.33 | 134 | -6 | 124 |
| 13 Mar | 2499.70 | 115.05 | 62.1 | 41.05 | 514 | -107 | 131 |
| 12 Mar | 2626.30 | 55.8 | -66.9 | 37.36 | 807 | -9 | 238 |
| 11 Mar | 2488.70 | 119.7 | 71.45 | 38.64 | 490 | -72 | 249 |
| 10 Mar | 2596.60 | 45.45 | -29.15 | 28.77 | 153 | -17 | 322 |
| 9 Mar | 2552.40 | 76 | 33.05 | 32.15 | 878 | -258 | 338 |
| 6 Mar | 2622.70 | 41.35 | -22.05 | 28.49 | 842 | 342 | 568 |
| 5 Mar | 2563.10 | 60.1 | -26.4 | 27.53 | 184 | 13 | 226 |
| 4 Mar | 2536.60 | 86.95 | 5.1 | 31.88 | 158 | 15 | 214 |
| 2 Mar | 2537.00 | 80.5 | 12.35 | 27.63 | 384 | -77 | 201 |
| 27 Feb | 2562.20 | 68.1 | 21.8 | 27.37 | 344 | 107 | 263 |
| 26 Feb | 2617.20 | 45.5 | -7.4 | 26.51 | 127 | 21 | 157 |
| 25 Feb | 2614.90 | 51.1 | -16.25 | 27.1 | 338 | 32 | 136 |
| 24 Feb | 2583.60 | 66.95 | 14.2 | 29.4 | 411 | 97 | 108 |
| 23 Feb | 2646.10 | 52.75 | 13.15 | 28.42 | 6 | 3 | 11 |
| 20 Feb | 2689.10 | 39.35 | 0.85 | 29.3 | 7 | 4 | 7 |
| 19 Feb | 2678.70 | 38.5 | 23.3 | 27.15 | 1 | 0 | 2 |
| 18 Feb | 2730.40 | 15.2 | -7.2 | - | 0 | 0 | 2 |
| 17 Feb | 2742.90 | 15.2 | -7.2 | - | 0 | 0 | 2 |
| 16 Feb | 2847.80 | 15.2 | -7.2 | - | 0 | 0 | 2 |
| 13 Feb | 2833.40 | 15.2 | -7.2 | 27.57 | 2 | 0 | 0 |
| 12 Feb | 2841.50 | 22.4 | 0 | 8.14 | 0 | 0 | 0 |
| 11 Feb | 2949.10 | 22.4 | 0 | 10.68 | 0 | 0 | 0 |
| 10 Feb | 2961.90 | 22.4 | 0 | 11.1 | 0 | 0 | 0 |
| 9 Feb | 2986.70 | 22.4 | 0 | 11.41 | 0 | 0 | 0 |
| 6 Feb | 2901.60 | 22.4 | 0 | 8.97 | 0 | 0 | 0 |
| 5 Feb | 2906.30 | 22.4 | 0 | 9.01 | 0 | 0 | 0 |
| 4 Feb | 2920.60 | 22.4 | 0 | 9.26 | 0 | 0 | 0 |
| 3 Feb | 2912.20 | 22.4 | 0 | 8.99 | 0 | 0 | 0 |
| 2 Feb | 2801.60 | 22.4 | 0 | 6.75 | 0 | 0 | 0 |
| 1 Feb | 2726.50 | 22.4 | 0 | 5.18 | 0 | 0 | 0 |
| 30 Jan | 2816.30 | 22.4 | 0 | 6.75 | 0 | 0 | 0 |
For Srf Ltd - strike price 2560 expiring on 30MAR2026
Delta for 2560 PE is -0.49
Historical price for 2560 PE is as follows
On 25 Mar SRF was trading at 2555.70. The strike last trading price was 41.05, which was -57.05 lower than the previous day. The implied volatity was 33.34, the open interest changed by 19 which increased total open position to 122
On 24 Mar SRF was trading at 2471.60. The strike last trading price was 98.35, which was -9.8 lower than the previous day. The implied volatity was 40.16, the open interest changed by -14 which decreased total open position to 103
On 23 Mar SRF was trading at 2391.50. The strike last trading price was 108.15, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 20 Mar SRF was trading at 2454.50. The strike last trading price was 108.15, which was 3.2 higher than the previous day. The implied volatity was 25.56, the open interest changed by -3 which decreased total open position to 118
On 19 Mar SRF was trading at 2478.80. The strike last trading price was 101.1, which was 47.9 higher than the previous day. The implied volatity was 33.24, the open interest changed by -11 which decreased total open position to 121
On 18 Mar SRF was trading at 2569.40. The strike last trading price was 54.15, which was -44.5 lower than the previous day. The implied volatity was 34.21, the open interest changed by 11 which increased total open position to 134
On 17 Mar SRF was trading at 2498.00. The strike last trading price was 98.65, which was -48.2 lower than the previous day. The implied volatity was 36.98, the open interest changed by -2 which decreased total open position to 124
On 16 Mar SRF was trading at 2449.00. The strike last trading price was 146.85, which was 33.3 higher than the previous day. The implied volatity was 43.33, the open interest changed by -6 which decreased total open position to 124
On 13 Mar SRF was trading at 2499.70. The strike last trading price was 115.05, which was 62.1 higher than the previous day. The implied volatity was 41.05, the open interest changed by -107 which decreased total open position to 131
On 12 Mar SRF was trading at 2626.30. The strike last trading price was 55.8, which was -66.9 lower than the previous day. The implied volatity was 37.36, the open interest changed by -9 which decreased total open position to 238
On 11 Mar SRF was trading at 2488.70. The strike last trading price was 119.7, which was 71.45 higher than the previous day. The implied volatity was 38.64, the open interest changed by -72 which decreased total open position to 249
On 10 Mar SRF was trading at 2596.60. The strike last trading price was 45.45, which was -29.15 lower than the previous day. The implied volatity was 28.77, the open interest changed by -17 which decreased total open position to 322
On 9 Mar SRF was trading at 2552.40. The strike last trading price was 76, which was 33.05 higher than the previous day. The implied volatity was 32.15, the open interest changed by -258 which decreased total open position to 338
On 6 Mar SRF was trading at 2622.70. The strike last trading price was 41.35, which was -22.05 lower than the previous day. The implied volatity was 28.49, the open interest changed by 342 which increased total open position to 568
On 5 Mar SRF was trading at 2563.10. The strike last trading price was 60.1, which was -26.4 lower than the previous day. The implied volatity was 27.53, the open interest changed by 13 which increased total open position to 226
On 4 Mar SRF was trading at 2536.60. The strike last trading price was 86.95, which was 5.1 higher than the previous day. The implied volatity was 31.88, the open interest changed by 15 which increased total open position to 214
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 80.5, which was 12.35 higher than the previous day. The implied volatity was 27.63, the open interest changed by -77 which decreased total open position to 201
On 27 Feb SRF was trading at 2562.20. The strike last trading price was 68.1, which was 21.8 higher than the previous day. The implied volatity was 27.37, the open interest changed by 107 which increased total open position to 263
On 26 Feb SRF was trading at 2617.20. The strike last trading price was 45.5, which was -7.4 lower than the previous day. The implied volatity was 26.51, the open interest changed by 21 which increased total open position to 157
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 51.1, which was -16.25 lower than the previous day. The implied volatity was 27.1, the open interest changed by 32 which increased total open position to 136
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 66.95, which was 14.2 higher than the previous day. The implied volatity was 29.4, the open interest changed by 97 which increased total open position to 108
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 52.75, which was 13.15 higher than the previous day. The implied volatity was 28.42, the open interest changed by 3 which increased total open position to 11
On 20 Feb SRF was trading at 2689.10. The strike last trading price was 39.35, which was 0.85 higher than the previous day. The implied volatity was 29.3, the open interest changed by 4 which increased total open position to 7
On 19 Feb SRF was trading at 2678.70. The strike last trading price was 38.5, which was 23.3 higher than the previous day. The implied volatity was 27.15, the open interest changed by 0 which decreased total open position to 2
On 18 Feb SRF was trading at 2730.40. The strike last trading price was 15.2, which was -7.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb SRF was trading at 2742.90. The strike last trading price was 15.2, which was -7.2 lower than the previous day. The implied volatity was -, 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 15.2, which was -7.2 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 15.2, which was -7.2 lower than the previous day. The implied volatity was 27.57, 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 22.4, which was 0 lower than the previous day. The implied volatity was 8.14, 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 22.4, which was 0 lower than the previous day. The implied volatity was 10.68, 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 22.4, which was 0 lower than the previous day. The implied volatity was 11.1, 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 22.4, which was 0 lower than the previous day. The implied volatity was 11.41, 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 22.4, which was 0 lower than the previous day. The implied volatity was 8.97, 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 22.4, which was 0 lower than the previous day. The implied volatity was 9.01, 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 22.4, which was 0 lower than the previous day. The implied volatity was 9.26, 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 22.4, which was 0 lower than the previous day. The implied volatity was 8.99, 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 22.4, which was 0 lower than the previous day. The implied volatity was 6.75, 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 22.4, which was 0 lower than the previous day. The implied volatity was 5.18, 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 22.4, which was 0 lower than the previous day. The implied volatity was 6.75, the open interest changed by 0 which decreased total open position to 0
