[--[65.84.65.76]--]

SRF

Srf Ltd
3023.6 +79.90 (2.71%)
L: 2931 H: 3029

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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