SRF
Srf Ltd
Historical option data for SRF
04 Mar 2026 04:11 PM IST
| SRF 30-MAR-2026 2620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 2.58
Theta: -1.54
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 2536.60 | 44.8 | 1.25 | 26.01 | 234 | 58 | 242 | |||||||||
| 2 Mar | 2537.00 | 44.35 | -13.7 | 25.55 | 108 | 22 | 183 | |||||||||
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| 27 Feb | 2562.20 | 57.55 | -27.8 | 24.11 | 279 | 20 | 160 | |||||||||
| 26 Feb | 2617.20 | 87.15 | 1.85 | 24.03 | 380 | 7 | 141 | |||||||||
| 25 Feb | 2614.90 | 87.05 | 8.35 | 25.12 | 439 | 113 | 134 | |||||||||
| 24 Feb | 2583.60 | 81.3 | -105.65 | 26.49 | 91 | 20 | 20 | |||||||||
| 23 Feb | 2646.10 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 2689.10 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 2678.70 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 2730.40 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2742.90 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2847.80 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2833.40 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2841.50 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2949.10 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2961.90 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2986.70 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2901.60 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2906.30 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2920.60 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2912.20 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2801.60 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 2726.50 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 2816.30 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2819.90 | 186.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2620 expiring on 30MAR2026
Delta for 2620 CE is 0.38
Historical price for 2620 CE is as follows
On 4 Mar SRF was trading at 2536.60. The strike last trading price was 44.8, which was 1.25 higher than the previous day. The implied volatity was 26.01, the open interest changed by 58 which increased total open position to 242
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 44.35, which was -13.7 lower than the previous day. The implied volatity was 25.55, the open interest changed by 22 which increased total open position to 183
On 27 Feb SRF was trading at 2562.20. The strike last trading price was 57.55, which was -27.8 lower than the previous day. The implied volatity was 24.11, the open interest changed by 20 which increased total open position to 160
On 26 Feb SRF was trading at 2617.20. The strike last trading price was 87.15, which was 1.85 higher than the previous day. The implied volatity was 24.03, the open interest changed by 7 which increased total open position to 141
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 87.05, which was 8.35 higher than the previous day. The implied volatity was 25.12, the open interest changed by 113 which increased total open position to 134
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 81.3, which was -105.65 lower than the previous day. The implied volatity was 26.49, the open interest changed by 20 which increased total open position to 20
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 186.95, 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 2620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 2.63
Theta: -1.21
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 2536.60 | 123 | 1.8 | 32.6 | 2 | 0 | 83 |
| 2 Mar | 2537.00 | 121.2 | 22.2 | 29.76 | 20 | -1 | 83 |
| 27 Feb | 2562.20 | 98.65 | 27.9 | 27.24 | 95 | 6 | 85 |
| 26 Feb | 2617.20 | 68.15 | -9.55 | 25.95 | 173 | 43 | 81 |
| 25 Feb | 2614.90 | 77.55 | 4.55 | 27.4 | 77 | 32 | 35 |
| 24 Feb | 2583.60 | 73 | 51.95 | - | 0 | 0 | 3 |
| 23 Feb | 2646.10 | 73 | 51.95 | 27.06 | 3 | 2 | 3 |
| 20 Feb | 2689.10 | 21.05 | 1 | - | 0 | 0 | 1 |
| 19 Feb | 2678.70 | 21.05 | 1 | - | 0 | 0 | 1 |
| 18 Feb | 2730.40 | 21.05 | 1 | - | 0 | 0 | 1 |
| 17 Feb | 2742.90 | 21.05 | 1 | - | 0 | 0 | 1 |
| 16 Feb | 2847.80 | 21.05 | 1 | - | 0 | 0 | 1 |
| 13 Feb | 2833.40 | 21.05 | 1 | - | 0 | 0 | 1 |
| 12 Feb | 2841.50 | 21.05 | 1 | 26.42 | 2 | 0 | 1 |
| 11 Feb | 2949.10 | 20.05 | -17.75 | - | 0 | 0 | 1 |
| 10 Feb | 2961.90 | 20.05 | -17.75 | - | 0 | 0 | 1 |
| 9 Feb | 2986.70 | 20.05 | -17.75 | - | 0 | 0 | 1 |
| 6 Feb | 2901.60 | 20.05 | -17.75 | - | 0 | 0 | 1 |
| 5 Feb | 2906.30 | 20.05 | -17.75 | - | 0 | 0 | 1 |
| 4 Feb | 2920.60 | 20.05 | -17.75 | - | 0 | 0 | 1 |
| 3 Feb | 2912.20 | 20.05 | -17.75 | 27.93 | 2 | 0 | 1 |
| 2 Feb | 2801.60 | 37.8 | -2.45 | 27.85 | 4 | 1 | 2 |
| 1 Feb | 2726.50 | 40.25 | -57.1 | - | 0 | 0 | 1 |
| 30 Jan | 2816.30 | 40.25 | -57.1 | 28.24 | 1 | 0 | 0 |
| 29 Jan | 2819.90 | 97.35 | 0 | 5.41 | 0 | 0 | 0 |
For Srf Ltd - strike price 2620 expiring on 30MAR2026
Delta for 2620 PE is -0.59
Historical price for 2620 PE is as follows
On 4 Mar SRF was trading at 2536.60. The strike last trading price was 123, which was 1.8 higher than the previous day. The implied volatity was 32.6, the open interest changed by 0 which decreased total open position to 83
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 121.2, which was 22.2 higher than the previous day. The implied volatity was 29.76, the open interest changed by -1 which decreased total open position to 83
On 27 Feb SRF was trading at 2562.20. The strike last trading price was 98.65, which was 27.9 higher than the previous day. The implied volatity was 27.24, the open interest changed by 6 which increased total open position to 85
On 26 Feb SRF was trading at 2617.20. The strike last trading price was 68.15, which was -9.55 lower than the previous day. The implied volatity was 25.95, the open interest changed by 43 which increased total open position to 81
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 77.55, which was 4.55 higher than the previous day. The implied volatity was 27.4, the open interest changed by 32 which increased total open position to 35
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 73, which was 51.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 73, which was 51.95 higher than the previous day. The implied volatity was 27.06, the open interest changed by 2 which increased total open position to 3
On 20 Feb SRF was trading at 2689.10. The strike last trading price was 21.05, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Feb SRF was trading at 2678.70. The strike last trading price was 21.05, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Feb SRF was trading at 2730.40. The strike last trading price was 21.05, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Feb SRF was trading at 2742.90. The strike last trading price was 21.05, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb SRF was trading at 2847.80. The strike last trading price was 21.05, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb SRF was trading at 2833.40. The strike last trading price was 21.05, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb SRF was trading at 2841.50. The strike last trading price was 21.05, which was 1 higher than the previous day. The implied volatity was 26.42, 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 20.05, which was -17.75 lower 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 20.05, which was -17.75 lower 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 20.05, which was -17.75 lower 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 20.05, which was -17.75 lower 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 20.05, which was -17.75 lower 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 20.05, which was -17.75 lower 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 20.05, which was -17.75 lower than the previous day. The implied volatity was 27.93, 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 37.8, which was -2.45 lower than the previous day. The implied volatity was 27.85, the open interest changed by 1 which increased total open position to 2
On 1 Feb SRF was trading at 2726.50. The strike last trading price was 40.25, which was -57.1 lower 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 40.25, which was -57.1 lower than the previous day. The implied volatity was 28.24, 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 97.35, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0
