SRF
Srf Ltd
Historical option data for SRF
02 Mar 2026 04:11 PM IST
| SRF 30-MAR-2026 2640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 2.56
Theta: -1.42
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 2537.00 | 39.4 | -9.95 | 26.15 | 585 | 42 | 218 | |||||||||
| 27 Feb | 2562.20 | 49.9 | -25.35 | 24.18 | 218 | 23 | 178 | |||||||||
| 26 Feb | 2617.20 | 76.95 | 1.3 | 24.05 | 248 | 29 | 156 | |||||||||
| 25 Feb | 2614.90 | 75.8 | 6.3 | 24.69 | 187 | 23 | 125 | |||||||||
| 24 Feb | 2583.60 | 71.1 | -26.65 | 26.12 | 510 | 47 | 102 | |||||||||
| 23 Feb | 2646.10 | 92 | -379.45 | 26.81 | 84 | 51 | 51 | |||||||||
| 20 Feb | 2689.10 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 2678.70 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 2730.40 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2742.90 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2847.80 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2833.40 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Feb | 2841.50 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2949.10 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2961.90 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2986.70 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2901.60 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2906.30 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2920.60 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2912.20 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2801.60 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 2726.50 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 2816.30 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2819.90 | 471.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2640 expiring on 30MAR2026
Delta for 2640 CE is 0.34
Historical price for 2640 CE is as follows
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 39.4, which was -9.95 lower than the previous day. The implied volatity was 26.15, the open interest changed by 42 which increased total open position to 218
On 27 Feb SRF was trading at 2562.20. The strike last trading price was 49.9, which was -25.35 lower than the previous day. The implied volatity was 24.18, the open interest changed by 23 which increased total open position to 178
On 26 Feb SRF was trading at 2617.20. The strike last trading price was 76.95, which was 1.3 higher than the previous day. The implied volatity was 24.05, the open interest changed by 29 which increased total open position to 156
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 75.8, which was 6.3 higher than the previous day. The implied volatity was 24.69, the open interest changed by 23 which increased total open position to 125
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 71.1, which was -26.65 lower than the previous day. The implied volatity was 26.12, the open interest changed by 47 which increased total open position to 102
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 92, which was -379.45 lower than the previous day. The implied volatity was 26.81, the open interest changed by 51 which increased total open position to 51
On 20 Feb SRF was trading at 2689.10. The strike last trading price was 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 471.45, 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 2640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 2.66
Theta: -1.07
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 2537.00 | 141.5 | 28.95 | 32.53 | 9 | -1 | 115 |
| 27 Feb | 2562.20 | 113.35 | 32.9 | 28.23 | 40 | 5 | 115 |
| 26 Feb | 2617.20 | 78.25 | -9.85 | 26.1 | 71 | 4 | 110 |
| 25 Feb | 2614.90 | 87.4 | -18.7 | 27.35 | 48 | 4 | 105 |
| 24 Feb | 2583.60 | 103.9 | 24.4 | 28.75 | 286 | 34 | 100 |
| 23 Feb | 2646.10 | 84.9 | 7.5 | 27.8 | 113 | 41 | 61 |
| 20 Feb | 2689.10 | 77.4 | 6.9 | 32.79 | 1 | 0 | 20 |
| 19 Feb | 2678.70 | 75 | 15 | 29.79 | 44 | 19 | 20 |
| 18 Feb | 2730.40 | 60 | 25.95 | - | 0 | 0 | 1 |
| 17 Feb | 2742.90 | 60 | 25.95 | 31.25 | 1 | 0 | 0 |
| 16 Feb | 2847.80 | 34.05 | 0 | 6.45 | 0 | 0 | 0 |
| 13 Feb | 2833.40 | 34.05 | 0 | 6.02 | 0 | 0 | 0 |
| 12 Feb | 2841.50 | 34.05 | 0 | 6.23 | 0 | 0 | 0 |
| 11 Feb | 2949.10 | 34.05 | 0 | 8.13 | 0 | 0 | 0 |
| 10 Feb | 2961.90 | 34.05 | 0 | 8.67 | 0 | 0 | 0 |
| 9 Feb | 2986.70 | 34.05 | 0 | 9.07 | 0 | 0 | 0 |
| 6 Feb | 2901.60 | 34.05 | 0 | 7.18 | 0 | 0 | 0 |
| 5 Feb | 2906.30 | 34.05 | 0 | 7.23 | 0 | 0 | 0 |
| 4 Feb | 2920.60 | 34.05 | 0 | 7.53 | 0 | 0 | 0 |
| 3 Feb | 2912.20 | 34.05 | 0 | 7.24 | 0 | 0 | 0 |
| 2 Feb | 2801.60 | 34.05 | 0 | 4.89 | 0 | 0 | 0 |
| 1 Feb | 2726.50 | 34.05 | 0 | 3.26 | 0 | 0 | 0 |
| 30 Jan | 2816.30 | 34.05 | 0 | 4.94 | 0 | 0 | 0 |
| 29 Jan | 2819.90 | 34.05 | 0 | 4.94 | 0 | 0 | 0 |
For Srf Ltd - strike price 2640 expiring on 30MAR2026
Delta for 2640 PE is -0.63
Historical price for 2640 PE is as follows
On 2 Mar SRF was trading at 2537.00. The strike last trading price was 141.5, which was 28.95 higher than the previous day. The implied volatity was 32.53, the open interest changed by -1 which decreased total open position to 115
On 27 Feb SRF was trading at 2562.20. The strike last trading price was 113.35, which was 32.9 higher than the previous day. The implied volatity was 28.23, the open interest changed by 5 which increased total open position to 115
On 26 Feb SRF was trading at 2617.20. The strike last trading price was 78.25, which was -9.85 lower than the previous day. The implied volatity was 26.1, the open interest changed by 4 which increased total open position to 110
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 87.4, which was -18.7 lower than the previous day. The implied volatity was 27.35, the open interest changed by 4 which increased total open position to 105
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 103.9, which was 24.4 higher than the previous day. The implied volatity was 28.75, the open interest changed by 34 which increased total open position to 100
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 84.9, which was 7.5 higher than the previous day. The implied volatity was 27.8, the open interest changed by 41 which increased total open position to 61
On 20 Feb SRF was trading at 2689.10. The strike last trading price was 77.4, which was 6.9 higher than the previous day. The implied volatity was 32.79, the open interest changed by 0 which decreased total open position to 20
On 19 Feb SRF was trading at 2678.70. The strike last trading price was 75, which was 15 higher than the previous day. The implied volatity was 29.79, the open interest changed by 19 which increased total open position to 20
On 18 Feb SRF was trading at 2730.40. The strike last trading price was 60, which was 25.95 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 60, which was 25.95 higher than the previous day. The implied volatity was 31.25, 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 34.05, which was 0 lower than the previous day. The implied volatity was 6.45, 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 34.05, which was 0 lower than the previous day. The implied volatity was 6.02, 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 34.05, which was 0 lower than the previous day. The implied volatity was 6.23, 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 34.05, which was 0 lower than the previous day. The implied volatity was 8.13, 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 34.05, which was 0 lower than the previous day. The implied volatity was 8.67, 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 34.05, which was 0 lower than the previous day. The implied volatity was 9.07, 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 34.05, which was 0 lower than the previous day. The implied volatity was 7.18, 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 34.05, which was 0 lower than the previous day. The implied volatity was 7.23, 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 34.05, which was 0 lower than the previous day. The implied volatity was 7.53, 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 34.05, which was 0 lower than the previous day. The implied volatity was 7.24, 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 34.05, which was 0 lower than the previous day. The implied volatity was 4.89, 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 34.05, 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 30 Jan SRF was trading at 2816.30. The strike last trading price was 34.05, which was 0 lower than the previous day. The implied volatity was 4.94, 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 34.05, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
