SRF
Srf Ltd
Historical option data for SRF
12 Dec 2025 04:11 PM IST
| SRF 30-DEC-2025 2650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 3023.60 | 338.1 | 33.8 | - | 5 | 0 | 9 | |||||||||
| 11 Dec | 2943.70 | 304.3 | 37.4 | - | 12 | 0 | 8 | |||||||||
| 10 Dec | 2931.70 | 266.9 | 23.05 | - | 0 | 0 | 8 | |||||||||
| 9 Dec | 2894.80 | 266.9 | 23.05 | 28.48 | 4 | 0 | 9 | |||||||||
| 8 Dec | 2831.90 | 243.85 | 59.85 | - | 0 | 0 | 9 | |||||||||
| 5 Dec | 2885.40 | 243.85 | 59.85 | - | 4 | 1 | 8 | |||||||||
| 4 Dec | 2840.10 | 184 | -17 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 2830.00 | 184 | -17 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 2859.50 | 184 | -17 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 1 Dec | 2923.00 | 184 | -17 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2927.30 | 184 | -17 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 2840.00 | 184 | -17 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2809.80 | 184 | -17 | - | 0 | 4 | 0 | |||||||||
| 25 Nov | 2793.80 | 184 | -17 | 25.88 | 4 | 0 | 3 | |||||||||
| 24 Nov | 2807.50 | 201 | -231.05 | 25.25 | 3 | 1 | 1 | |||||||||
| 21 Nov | 2838.40 | 432.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2851.60 | 432.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2786.40 | 432.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2650 expiring on 30DEC2025
Delta for 2650 CE is -
Historical price for 2650 CE is as follows
On 12 Dec SRF was trading at 3023.60. The strike last trading price was 338.1, which was 33.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 11 Dec SRF was trading at 2943.70. The strike last trading price was 304.3, which was 37.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Dec SRF was trading at 2931.70. The strike last trading price was 266.9, which was 23.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Dec SRF was trading at 2894.80. The strike last trading price was 266.9, which was 23.05 higher than the previous day. The implied volatity was 28.48, the open interest changed by 0 which decreased total open position to 9
On 8 Dec SRF was trading at 2831.90. The strike last trading price was 243.85, which was 59.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Dec SRF was trading at 2885.40. The strike last trading price was 243.85, which was 59.85 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 4 Dec SRF was trading at 2840.10. The strike last trading price was 184, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SRF was trading at 2830.00. The strike last trading price was 184, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SRF was trading at 2859.50. The strike last trading price was 184, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec SRF was trading at 2923.00. The strike last trading price was 184, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SRF was trading at 2927.30. The strike last trading price was 184, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SRF was trading at 2840.00. The strike last trading price was 184, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SRF was trading at 2809.80. The strike last trading price was 184, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 25 Nov SRF was trading at 2793.80. The strike last trading price was 184, which was -17 lower than the previous day. The implied volatity was 25.88, the open interest changed by 0 which decreased total open position to 3
On 24 Nov SRF was trading at 2807.50. The strike last trading price was 201, which was -231.05 lower than the previous day. The implied volatity was 25.25, the open interest changed by 1 which increased total open position to 1
On 21 Nov SRF was trading at 2838.40. The strike last trading price was 432.05, 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 Nov SRF was trading at 2851.60. The strike last trading price was 432.05, 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 Nov SRF was trading at 2786.40. The strike last trading price was 432.05, 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 30DEC2025 2650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.34
Theta: -0.27
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 3023.60 | 1.65 | -1.45 | 30.71 | 42 | -19 | 141 |
| 11 Dec | 2943.70 | 3.1 | -0.55 | 27.98 | 28 | -9 | 160 |
| 10 Dec | 2931.70 | 3.6 | -1.25 | 27.42 | 119 | -8 | 169 |
| 9 Dec | 2894.80 | 4.75 | -4.7 | 25.74 | 212 | -48 | 175 |
| 8 Dec | 2831.90 | 9 | 3.3 | 24.23 | 133 | 24 | 223 |
| 5 Dec | 2885.40 | 5.6 | -2.9 | 24.27 | 239 | 6 | 199 |
| 4 Dec | 2840.10 | 8.55 | -2.35 | 23.22 | 239 | 20 | 191 |
| 3 Dec | 2830.00 | 10.45 | 2.4 | 22.86 | 159 | 14 | 170 |
| 2 Dec | 2859.50 | 8.4 | 2.25 | 23.99 | 178 | 21 | 157 |
| 1 Dec | 2923.00 | 6.1 | -0.9 | 25.00 | 141 | 31 | 136 |
| 28 Nov | 2927.30 | 6.5 | -7.65 | 25.30 | 507 | -41 | 107 |
| 27 Nov | 2840.00 | 14.15 | -3.2 | 23.75 | 99 | 14 | 147 |
| 26 Nov | 2809.80 | 17.2 | -4.75 | 23.12 | 99 | -19 | 134 |
| 25 Nov | 2793.80 | 21.65 | 0.45 | 22.37 | 120 | 8 | 148 |
| 24 Nov | 2807.50 | 22.7 | 1.8 | 24.30 | 106 | 60 | 140 |
| 21 Nov | 2838.40 | 21.55 | 3.35 | 24.78 | 85 | -12 | 78 |
| 20 Nov | 2851.60 | 18.2 | -15.3 | 24.91 | 94 | 43 | 90 |
| 19 Nov | 2786.40 | 33 | 2.75 | 26.01 | 87 | 40 | 42 |
For Srf Ltd - strike price 2650 expiring on 30DEC2025
Delta for 2650 PE is -0.02
Historical price for 2650 PE is as follows
On 12 Dec SRF was trading at 3023.60. The strike last trading price was 1.65, which was -1.45 lower than the previous day. The implied volatity was 30.71, the open interest changed by -19 which decreased total open position to 141
On 11 Dec SRF was trading at 2943.70. The strike last trading price was 3.1, which was -0.55 lower than the previous day. The implied volatity was 27.98, the open interest changed by -9 which decreased total open position to 160
On 10 Dec SRF was trading at 2931.70. The strike last trading price was 3.6, which was -1.25 lower than the previous day. The implied volatity was 27.42, the open interest changed by -8 which decreased total open position to 169
On 9 Dec SRF was trading at 2894.80. The strike last trading price was 4.75, which was -4.7 lower than the previous day. The implied volatity was 25.74, the open interest changed by -48 which decreased total open position to 175
On 8 Dec SRF was trading at 2831.90. The strike last trading price was 9, which was 3.3 higher than the previous day. The implied volatity was 24.23, the open interest changed by 24 which increased total open position to 223
On 5 Dec SRF was trading at 2885.40. The strike last trading price was 5.6, which was -2.9 lower than the previous day. The implied volatity was 24.27, the open interest changed by 6 which increased total open position to 199
On 4 Dec SRF was trading at 2840.10. The strike last trading price was 8.55, which was -2.35 lower than the previous day. The implied volatity was 23.22, the open interest changed by 20 which increased total open position to 191
On 3 Dec SRF was trading at 2830.00. The strike last trading price was 10.45, which was 2.4 higher than the previous day. The implied volatity was 22.86, the open interest changed by 14 which increased total open position to 170
On 2 Dec SRF was trading at 2859.50. The strike last trading price was 8.4, which was 2.25 higher than the previous day. The implied volatity was 23.99, the open interest changed by 21 which increased total open position to 157
On 1 Dec SRF was trading at 2923.00. The strike last trading price was 6.1, which was -0.9 lower than the previous day. The implied volatity was 25.00, the open interest changed by 31 which increased total open position to 136
On 28 Nov SRF was trading at 2927.30. The strike last trading price was 6.5, which was -7.65 lower than the previous day. The implied volatity was 25.30, the open interest changed by -41 which decreased total open position to 107
On 27 Nov SRF was trading at 2840.00. The strike last trading price was 14.15, which was -3.2 lower than the previous day. The implied volatity was 23.75, the open interest changed by 14 which increased total open position to 147
On 26 Nov SRF was trading at 2809.80. The strike last trading price was 17.2, which was -4.75 lower than the previous day. The implied volatity was 23.12, the open interest changed by -19 which decreased total open position to 134
On 25 Nov SRF was trading at 2793.80. The strike last trading price was 21.65, which was 0.45 higher than the previous day. The implied volatity was 22.37, the open interest changed by 8 which increased total open position to 148
On 24 Nov SRF was trading at 2807.50. The strike last trading price was 22.7, which was 1.8 higher than the previous day. The implied volatity was 24.30, the open interest changed by 60 which increased total open position to 140
On 21 Nov SRF was trading at 2838.40. The strike last trading price was 21.55, which was 3.35 higher than the previous day. The implied volatity was 24.78, the open interest changed by -12 which decreased total open position to 78
On 20 Nov SRF was trading at 2851.60. The strike last trading price was 18.2, which was -15.3 lower than the previous day. The implied volatity was 24.91, the open interest changed by 43 which increased total open position to 90
On 19 Nov SRF was trading at 2786.40. The strike last trading price was 33, which was 2.75 higher than the previous day. The implied volatity was 26.01, the open interest changed by 40 which increased total open position to 42































































































































































































































