Historical option data for SRF
20 May 2026 04:10 PM IST
| SRF 26-May-2026 (5d) 2620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.01
Theta: -3.18
Gamma: 0.00416
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 2613.30 | 36 | -13 (-26.53%) | 27.87 | 914 | 137 | 338 | |||||||||
| 19 May | 2637.20 | 48 | -7 (-12.73%) | 26.52 | 55 | -5 | 201 | |||||||||
| 18 May | 2639.90 | 52.15 | -57.85 (-52.59%) | 26.21 | 366 | 75 | 205 | |||||||||
| 15 May | 2689.50 | 109.8 | -0.2 (-0.18%) | - | 0 | 0 | 130 | |||||||||
| 14 May | 2729.40 | 109.8 | -0.2 (-0.18%) | 0 | 0 | 0 | 130 | |||||||||
| 13 May | 2695.20 | 109.8 | -22.2 (-16.82%) | 0 | 13 | -5 | 130 | |||||||||
| 12 May | 2721.20 | 131.45 | -78.55 (-37.40%) | 0 | 9 | 0 | 135 | |||||||||
| 11 May | 2798.50 | 210.35 | 28.35 (15.58%) | 0 | 20 | 2 | 136 | |||||||||
| 8 May | 2780.80 | 179 | -6.75 (-3.63%) | 27.71 | 36 | -20 | 135 | |||||||||
| 7 May | 2771.30 | 185.1 | 38.65 (26.39%) | 31.29 | 91 | -2 | 161 | |||||||||
| 6 May | 2719.60 | 150.3 | 96.4 (178.85%) | 32.51 | 4,667 | 83 | 164 | |||||||||
| 5 May | 2522.80 | 59.45 | -12.75 (-17.66%) | 37.19 | 279 | 33 | 82 | |||||||||
| 4 May | 2551.40 | 74.1 | 11.7 (18.75%) | 38.6 | 150 | 0 | 49 | |||||||||
| 30 Apr | 2518.60 | 62.85 | -6.65 (-9.57%) | 37.07 | 32 | 0 | 49 | |||||||||
| 29 Apr | 2543.60 | 68.1 | 0.1 (0.15%) | 35.12 | 144 | 47 | 48 | |||||||||
| 28 Apr | 2532.80 | 68 | -8.8 (-11.46%) | 35.99 | 1 | 0 | 0 | |||||||||
| 27 Apr | 2508.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 2493.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 2542.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 2492.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 (0.00%) | 4.12 | 0 | 0 | 0 | |||||||||
| 9 Apr | 2399.80 | 76.8 | 0 (0.00%) | 5.29 | 0 | 0 | 0 | |||||||||
| 8 Apr | 2435.10 | 76.8 | 0 (0.00%) | 4.22 | 0 | 0 | 0 | |||||||||
| 7 Apr | 2396.00 | 76.8 | 0 (0.00%) | 5.31 | 0 | 0 | 0 | |||||||||
| 6 Apr | 2433.80 | 76.8 | 0 (0.00%) | 4.36 | 0 | 0 | 0 | |||||||||
| 2 Apr | 2416.10 | 76.8 | 0 (0.00%) | 4.37 | 0 | 0 | 0 | |||||||||
| 1 Apr | 2555.20 | 76.8 | 0 (0.00%) | 0.82 | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2620 expiring on 26MAY2026
Delta for 2620 CE is 0.49
Historical price for 2620 CE is as follows
On 20 May SRF was trading at 2613.30. The strike last trading price was 36, which was -13 lower than the previous day. The implied volatity was 27.87, the open interest changed by 137 which increased total open position to 338
On 19 May SRF was trading at 2637.20. The strike last trading price was 48, which was -7 lower than the previous day. The implied volatity was 26.52, the open interest changed by -5 which decreased total open position to 201
On 18 May SRF was trading at 2639.90. The strike last trading price was 52.15, which was -57.85 lower than the previous day. The implied volatity was 26.21, the open interest changed by 75 which increased total open position to 205
On 15 May SRF was trading at 2689.50. The strike last trading price was 109.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 130
On 14 May SRF was trading at 2729.40. The strike last trading price was 109.8, which was -0.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 130
On 13 May SRF was trading at 2695.20. The strike last trading price was 109.8, which was -22.2 lower than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 130
On 12 May SRF was trading at 2721.20. The strike last trading price was 131.45, which was -78.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 135
On 11 May SRF was trading at 2798.50. The strike last trading price was 210.35, which was 28.35 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 136
On 8 May SRF was trading at 2780.80. The strike last trading price was 179, which was -6.75 lower than the previous day. The implied volatity was 27.71, the open interest changed by -20 which decreased total open position to 135
On 7 May SRF was trading at 2771.30. The strike last trading price was 185.1, which was 38.65 higher than the previous day. The implied volatity was 31.29, the open interest changed by -2 which decreased total open position to 161
On 6 May SRF was trading at 2719.60. The strike last trading price was 150.3, which was 96.4 higher than the previous day. The implied volatity was 32.51, the open interest changed by 83 which increased total open position to 164
On 5 May SRF was trading at 2522.80. The strike last trading price was 59.45, which was -12.75 lower than the previous day. The implied volatity was 37.19, the open interest changed by 33 which increased total open position to 82
On 4 May SRF was trading at 2551.40. The strike last trading price was 74.1, which was 11.7 higher than the previous day. The implied volatity was 38.6, the open interest changed by 0 which decreased total open position to 49
On 30 Apr SRF was trading at 2518.60. The strike last trading price was 62.85, which was -6.65 lower than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 49
On 29 Apr SRF was trading at 2543.60. The strike last trading price was 68.1, which was 0.1 higher than the previous day. The implied volatity was 35.12, the open interest changed by 47 which increased total open position to 48
On 28 Apr SRF was trading at 2532.80. The strike last trading price was 68, which was -8.8 lower than the previous day. The implied volatity was 35.99, the open interest changed by 0 which decreased total open position to 0
On 27 Apr SRF was trading at 2508.20. 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 24 Apr SRF was trading at 2493.60. 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 23 Apr SRF was trading at 2542.40. 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 22 Apr SRF was trading at 2492.80. 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 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 4.12, 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 76.8, which was 0 lower than the previous day. The implied volatity was 5.29, 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 76.8, which was 0 lower than the previous day. The implied volatity was 4.22, 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 76.8, which was 0 lower than the previous day. The implied volatity was 5.31, 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 76.8, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SRF was trading at 2416.10. The strike last trading price was 76.8, which was 0 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SRF was trading at 2555.20. The strike last trading price was 76.8, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
| SRF 26-May-2026 (5d) 2620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.01
Theta: -1.87
Gamma: 0.00594
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 2613.30 | 29.2 | 2.15 (7.95%) | 19.49 | 239 | 31 | 161 |
| 19 May | 2637.20 | 28 | -6.45 (-18.72%) | 24.04 | 84 | -19 | 129 |
| 18 May | 2639.90 | 35.65 | 14.25 (66.59%) | 27.4 | 244 | -60 | 150 |
| 15 May | 2689.50 | 21.1 | 6.1 (40.67%) | 26.66 | 12 | -2 | 213 |
| 14 May | 2729.40 | 14.6 | -8.95 (-38.00%) | 27.24 | 20 | -5 | 216 |
| 13 May | 2695.20 | 23.5 | 3.2 (15.76%) | 0 | 134 | 7 | 222 |
| 12 May | 2721.20 | 18.75 | 6.35 (51.21%) | 0 | 233 | -101 | 215 |
| 11 May | 2798.50 | 12.5 | -4.15 (-24.92%) | 0 | 180 | 5 | 316 |
| 8 May | 2780.80 | 16.4 | -3 (-15.46%) | 28.84 | 314 | 46 | 310 |
| 7 May | 2771.30 | 17.9 | -13.9 (-43.71%) | 29.04 | 556 | -18 | 264 |
| 6 May | 2719.60 | 28.45 | -105.85 (-78.82%) | 28.32 | 2,313 | 199 | 283 |
| 5 May | 2522.80 | 129.1 | -15.7 (-10.84%) | 34.74 | 3 | -7 | 86 |
| 4 May | 2551.40 | 144.8 | 144.8 | - | 0 | -7 | 86 |
| 30 Apr | 2518.60 | 144.8 | 10.3 (7.66%) | 34.78 | 9 | -6 | 87 |
| 29 Apr | 2543.60 | 134.45 | -46.65 (-25.76%) | 34.89 | 223 | 91 | 93 |
| 28 Apr | 2532.80 | 181.1 | -12.05 (-6.24%) | - | 0 | 0 | 2 |
| 27 Apr | 2508.20 | 181.1 | -12.05 (-6.24%) | - | 0 | 0 | 2 |
| 24 Apr | 2493.60 | 181.1 | -12.05 (-6.24%) | - | 0 | 0 | 2 |
| 23 Apr | 2542.40 | 181.1 | -12.05 (-6.24%) | - | 0 | 0 | 2 |
| 22 Apr | 2492.80 | 181.1 | -12.05 (-6.24%) | 31.17 | 0 | 0 | 2 |
| 21 Apr | 2471.00 | 181.1 | -48.7 (-21.19%) | 31.17 | 2 | 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 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 2399.80 | 229.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 2435.10 | 229.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 2396.00 | 229.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 2433.80 | 229.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 2416.10 | 229.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 2555.20 | 229.8 | 0 (0.00%) | 0.07 | 0 | 0 | 0 |
For Srf Ltd - strike price 2620 expiring on 26MAY2026
Delta for 2620 PE is -0.52
Historical price for 2620 PE is as follows
On 20 May SRF was trading at 2613.30. The strike last trading price was 29.2, which was 2.15 higher than the previous day. The implied volatity was 19.49, the open interest changed by 31 which increased total open position to 161
On 19 May SRF was trading at 2637.20. The strike last trading price was 28, which was -6.45 lower than the previous day. The implied volatity was 24.04, the open interest changed by -19 which decreased total open position to 129
On 18 May SRF was trading at 2639.90. The strike last trading price was 35.65, which was 14.25 higher than the previous day. The implied volatity was 27.4, the open interest changed by -60 which decreased total open position to 150
On 15 May SRF was trading at 2689.50. The strike last trading price was 21.1, which was 6.1 higher than the previous day. The implied volatity was 26.66, the open interest changed by -2 which decreased total open position to 213
On 14 May SRF was trading at 2729.40. The strike last trading price was 14.6, which was -8.95 lower than the previous day. The implied volatity was 27.24, the open interest changed by -5 which decreased total open position to 216
On 13 May SRF was trading at 2695.20. The strike last trading price was 23.5, which was 3.2 higher than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 222
On 12 May SRF was trading at 2721.20. The strike last trading price was 18.75, which was 6.35 higher than the previous day. The implied volatity was 0, the open interest changed by -101 which decreased total open position to 215
On 11 May SRF was trading at 2798.50. The strike last trading price was 12.5, which was -4.15 lower than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 316
On 8 May SRF was trading at 2780.80. The strike last trading price was 16.4, which was -3 lower than the previous day. The implied volatity was 28.84, the open interest changed by 46 which increased total open position to 310
On 7 May SRF was trading at 2771.30. The strike last trading price was 17.9, which was -13.9 lower than the previous day. The implied volatity was 29.04, the open interest changed by -18 which decreased total open position to 264
On 6 May SRF was trading at 2719.60. The strike last trading price was 28.45, which was -105.85 lower than the previous day. The implied volatity was 28.32, the open interest changed by 199 which increased total open position to 283
On 5 May SRF was trading at 2522.80. The strike last trading price was 129.1, which was -15.7 lower than the previous day. The implied volatity was 34.74, the open interest changed by -7 which decreased total open position to 86
On 4 May SRF was trading at 2551.40. The strike last trading price was 144.8, which was 144.8 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 86
On 30 Apr SRF was trading at 2518.60. The strike last trading price was 144.8, which was 10.3 higher than the previous day. The implied volatity was 34.78, the open interest changed by -6 which decreased total open position to 87
On 29 Apr SRF was trading at 2543.60. The strike last trading price was 134.45, which was -46.65 lower than the previous day. The implied volatity was 34.89, the open interest changed by 91 which increased total open position to 93
On 28 Apr SRF was trading at 2532.80. The strike last trading price was 181.1, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Apr SRF was trading at 2508.20. The strike last trading price was 181.1, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Apr SRF was trading at 2493.60. The strike last trading price was 181.1, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Apr SRF was trading at 2542.40. The strike last trading price was 181.1, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr SRF was trading at 2492.80. The strike last trading price was 181.1, which was -12.05 lower than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 2
On 21 Apr SRF was trading at 2471.00. The strike last trading price was 181.1, which was -48.7 lower than the previous day. The implied volatity was 31.17, 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 229.8, 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 229.8, 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 229.8, 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 229.8, 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 Apr SRF was trading at 2416.10. The strike last trading price was 229.8, 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 Apr SRF was trading at 2555.20. The strike last trading price was 229.8, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
