SRF
Srf Ltd
Historical option data for SRF
06 Mar 2026 04:11 PM IST
| SRF 30-MAR-2026 2600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 2.58
Theta: -1.75
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 2622.70 | 89.5 | 32.9 | 24.92 | 3,913 | 110 | 994 | |||||||||
| 5 Mar | 2563.10 | 58.95 | 7.15 | 23.95 | 972 | 22 | 885 | |||||||||
| 4 Mar | 2536.60 | 53 | 1.85 | 26.3 | 2,286 | 157 | 867 | |||||||||
| 2 Mar | 2537.00 | 53.95 | -11.65 | 26.41 | 1,020 | 73 | 714 | |||||||||
| 27 Feb | 2562.20 | 66.25 | -30.2 | 24.12 | 918 | 130 | 639 | |||||||||
| 26 Feb | 2617.20 | 98.25 | 2.6 | 24.02 | 1,238 | 27 | 509 | |||||||||
| 25 Feb | 2614.90 | 97.65 | 9.3 | 25.1 | 2,092 | 133 | 482 | |||||||||
| 24 Feb | 2583.60 | 90.05 | -32.9 | 26.16 | 1,248 | 317 | 346 | |||||||||
| 23 Feb | 2646.10 | 118.55 | -32.55 | 28.48 | 31 | 16 | 29 | |||||||||
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| 20 Feb | 2689.10 | 151.1 | 13.95 | 23.42 | 15 | 8 | 13 | |||||||||
| 19 Feb | 2678.70 | 136.85 | -62.15 | 22.31 | 7 | 1 | 3 | |||||||||
| 18 Feb | 2730.40 | 199 | -305.6 | - | 0 | 0 | 2 | |||||||||
| 17 Feb | 2742.90 | 199 | -305.6 | 26.68 | 2 | 1 | 1 | |||||||||
| 16 Feb | 2847.80 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2833.40 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2841.50 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2949.10 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2961.90 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2986.70 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2901.60 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2906.30 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2920.60 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2912.20 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2801.60 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 2726.50 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 2816.30 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2819.90 | 504.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2600 expiring on 30MAR2026
Delta for 2600 CE is 0.61
Historical price for 2600 CE is as follows
On 6 Mar SRF was trading at 2622.70. The strike last trading price was 89.5, which was 32.9 higher than the previous day. The implied volatity was 24.92, the open interest changed by 110 which increased total open position to 994
On 5 Mar SRF was trading at 2563.10. The strike last trading price was 58.95, which was 7.15 higher than the previous day. The implied volatity was 23.95, the open interest changed by 22 which increased total open position to 885
On 4 Mar SRF was trading at 2536.60. The strike last trading price was 53, which was 1.85 higher than the previous day. The implied volatity was 26.3, the open interest changed by 157 which increased total open position to 867
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 53.95, which was -11.65 lower than the previous day. The implied volatity was 26.41, the open interest changed by 73 which increased total open position to 714
On 27 Feb SRF was trading at 2562.20. The strike last trading price was 66.25, which was -30.2 lower than the previous day. The implied volatity was 24.12, the open interest changed by 130 which increased total open position to 639
On 26 Feb SRF was trading at 2617.20. The strike last trading price was 98.25, which was 2.6 higher than the previous day. The implied volatity was 24.02, the open interest changed by 27 which increased total open position to 509
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 97.65, which was 9.3 higher than the previous day. The implied volatity was 25.1, the open interest changed by 133 which increased total open position to 482
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 90.05, which was -32.9 lower than the previous day. The implied volatity was 26.16, the open interest changed by 317 which increased total open position to 346
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 118.55, which was -32.55 lower than the previous day. The implied volatity was 28.48, the open interest changed by 16 which increased total open position to 29
On 20 Feb SRF was trading at 2689.10. The strike last trading price was 151.1, which was 13.95 higher than the previous day. The implied volatity was 23.42, the open interest changed by 8 which increased total open position to 13
On 19 Feb SRF was trading at 2678.70. The strike last trading price was 136.85, which was -62.15 lower than the previous day. The implied volatity was 22.31, the open interest changed by 1 which increased total open position to 3
On 18 Feb SRF was trading at 2730.40. The strike last trading price was 199, which was -305.6 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 199, which was -305.6 lower than the previous day. The implied volatity was 26.68, the open interest changed by 1 which increased total open position to 1
On 16 Feb SRF was trading at 2847.80. The strike last trading price was 504.6, 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 504.6, 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 504.6, 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 504.6, 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 504.6, 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 504.6, 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 504.6, 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 504.6, 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 504.6, 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 504.6, 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 504.6, 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 504.6, 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 504.6, 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 29 Jan SRF was trading at 2819.90. The strike last trading price was 504.6, 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 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 2.6
Theta: -1.25
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 2622.70 | 56.95 | -26.9 | 28.59 | 1,091 | 135 | 841 |
| 5 Mar | 2563.10 | 80.1 | -28.2 | 27.64 | 95 | 0 | 708 |
| 4 Mar | 2536.60 | 107.95 | 2.2 | 31.48 | 138 | 17 | 712 |
| 2 Mar | 2537.00 | 99.7 | 11.55 | 26.41 | 390 | -88 | 694 |
| 27 Feb | 2562.20 | 87.1 | 24.95 | 27.08 | 653 | -3 | 782 |
| 26 Feb | 2617.20 | 59 | -10.05 | 25.85 | 477 | 62 | 786 |
| 25 Feb | 2614.90 | 67.45 | -18.4 | 27.12 | 823 | 135 | 724 |
| 24 Feb | 2583.60 | 86 | 24.8 | 29.69 | 2,109 | 219 | 592 |
| 23 Feb | 2646.10 | 65.65 | 15.1 | 27.52 | 594 | 26 | 373 |
| 20 Feb | 2689.10 | 50 | -6.25 | 28.8 | 343 | 88 | 343 |
| 19 Feb | 2678.70 | 59.8 | 19.5 | 29.93 | 259 | 87 | 256 |
| 18 Feb | 2730.40 | 39.85 | -6.75 | 28.91 | 271 | -39 | 169 |
| 17 Feb | 2742.90 | 51 | 32.6 | 32.48 | 309 | 196 | 201 |
| 16 Feb | 2847.80 | 18.4 | -1.6 | 27.85 | 4 | 2 | 5 |
| 13 Feb | 2833.40 | 20 | -17.45 | - | 0 | 0 | 3 |
| 12 Feb | 2841.50 | 20 | -17.45 | 27.39 | 5 | 0 | 1 |
| 11 Feb | 2949.10 | 37.45 | 9.65 | - | 0 | 0 | 1 |
| 10 Feb | 2961.90 | 37.45 | 9.65 | - | 0 | 0 | 1 |
| 9 Feb | 2986.70 | 37.45 | 9.65 | - | 0 | 0 | 1 |
| 6 Feb | 2901.60 | 37.45 | 9.65 | - | 0 | 0 | 1 |
| 5 Feb | 2906.30 | 37.45 | 9.65 | - | 0 | 0 | 1 |
| 4 Feb | 2920.60 | 37.45 | 9.65 | - | 0 | 0 | 1 |
| 3 Feb | 2912.20 | 37.45 | 9.65 | - | 0 | 0 | 1 |
| 2 Feb | 2801.60 | 37.45 | 9.65 | - | 0 | 0 | 1 |
| 1 Feb | 2726.50 | 37.45 | 9.65 | - | 0 | 0 | 1 |
| 30 Jan | 2816.30 | 37.45 | 9.65 | - | 0 | 0 | 1 |
| 29 Jan | 2819.90 | 37.45 | 9.65 | - | 0 | 0 | 1 |
For Srf Ltd - strike price 2600 expiring on 30MAR2026
Delta for 2600 PE is -0.4
Historical price for 2600 PE is as follows
On 6 Mar SRF was trading at 2622.70. The strike last trading price was 56.95, which was -26.9 lower than the previous day. The implied volatity was 28.59, the open interest changed by 135 which increased total open position to 841
On 5 Mar SRF was trading at 2563.10. The strike last trading price was 80.1, which was -28.2 lower than the previous day. The implied volatity was 27.64, the open interest changed by 0 which decreased total open position to 708
On 4 Mar SRF was trading at 2536.60. The strike last trading price was 107.95, which was 2.2 higher than the previous day. The implied volatity was 31.48, the open interest changed by 17 which increased total open position to 712
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 99.7, which was 11.55 higher than the previous day. The implied volatity was 26.41, the open interest changed by -88 which decreased total open position to 694
On 27 Feb SRF was trading at 2562.20. The strike last trading price was 87.1, which was 24.95 higher than the previous day. The implied volatity was 27.08, the open interest changed by -3 which decreased total open position to 782
On 26 Feb SRF was trading at 2617.20. The strike last trading price was 59, which was -10.05 lower than the previous day. The implied volatity was 25.85, the open interest changed by 62 which increased total open position to 786
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 67.45, which was -18.4 lower than the previous day. The implied volatity was 27.12, the open interest changed by 135 which increased total open position to 724
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 86, which was 24.8 higher than the previous day. The implied volatity was 29.69, the open interest changed by 219 which increased total open position to 592
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 65.65, which was 15.1 higher than the previous day. The implied volatity was 27.52, the open interest changed by 26 which increased total open position to 373
On 20 Feb SRF was trading at 2689.10. The strike last trading price was 50, which was -6.25 lower than the previous day. The implied volatity was 28.8, the open interest changed by 88 which increased total open position to 343
On 19 Feb SRF was trading at 2678.70. The strike last trading price was 59.8, which was 19.5 higher than the previous day. The implied volatity was 29.93, the open interest changed by 87 which increased total open position to 256
On 18 Feb SRF was trading at 2730.40. The strike last trading price was 39.85, which was -6.75 lower than the previous day. The implied volatity was 28.91, the open interest changed by -39 which decreased total open position to 169
On 17 Feb SRF was trading at 2742.90. The strike last trading price was 51, which was 32.6 higher than the previous day. The implied volatity was 32.48, the open interest changed by 196 which increased total open position to 201
On 16 Feb SRF was trading at 2847.80. The strike last trading price was 18.4, which was -1.6 lower than the previous day. The implied volatity was 27.85, the open interest changed by 2 which increased total open position to 5
On 13 Feb SRF was trading at 2833.40. The strike last trading price was 20, which was -17.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb SRF was trading at 2841.50. The strike last trading price was 20, which was -17.45 lower than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 1
On 11 Feb SRF was trading at 2949.10. The strike last trading price was 37.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb SRF was trading at 2961.90. The strike last trading price was 37.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb SRF was trading at 2986.70. The strike last trading price was 37.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb SRF was trading at 2901.60. The strike last trading price was 37.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb SRF was trading at 2906.30. The strike last trading price was 37.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb SRF was trading at 2920.60. The strike last trading price was 37.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb SRF was trading at 2912.20. The strike last trading price was 37.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb SRF was trading at 2801.60. The strike last trading price was 37.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb SRF was trading at 2726.50. The strike last trading price was 37.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan SRF was trading at 2816.30. The strike last trading price was 37.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan SRF was trading at 2819.90. The strike last trading price was 37.45, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
