SRF
Srf Ltd
Historical option data for SRF
14 May 2026 04:10 PM IST
| SRF 26-May-2026 (11d) 2660 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 0.02
Theta: -2.09
Gamma: 0.00241
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 2729.40 | 100.65 | 18.650000000000006 (22.74%) | 28.09 | 82 | 20 | 280 | |||||||||
| 13 May | 2695.20 | 83.7 | -19.299999999999997 (-18.74%) | 0 | 55 | -16 | 261 | |||||||||
| 12 May | 2721.20 | 106.6 | -53.400000000000006 (-33.38%) | 0 | 37 | -3 | 279 | |||||||||
| 11 May | 2798.50 | 159.5 | 11.5 (7.77%) | 0 | 38 | -7 | 283 | |||||||||
| 8 May | 2780.80 | 146.5 | -5.400000000000006 (-3.55%) | 27.31 | 24 | -1 | 291 | |||||||||
| 7 May | 2771.30 | 155.05 | 34.80000000000001 (28.94%) | 30.52 | 172 | 1 | 293 | |||||||||
| 6 May | 2719.60 | 122.95 | 77.15 (168.45%) | 32.08 | 7,569 | 182 | 295 | |||||||||
| 5 May | 2522.80 | 47.8 | -8.450000000000003 (-15.02%) | 36.72 | 154 | 27 | 111 | |||||||||
| 4 May | 2551.40 | 58.5 | 9.200000000000003 (18.66%) | 38.18 | 81 | 33 | 83 | |||||||||
| 30 Apr | 2518.60 | 50.2 | -5.649999999999999 (-10.12%) | 36.23 | 66 | 15 | 65 | |||||||||
| 29 Apr | 2543.60 | 56.4 | -0.05000000000000426 (-0.09%) | 35.68 | 121 | -1 | 49 | |||||||||
| 28 Apr | 2532.80 | 56.45 | 4.450000000000003 (8.56%) | 36.64 | 31 | 11 | 49 | |||||||||
| 27 Apr | 2508.20 | 50.75 | -3.950000000000003 (-7.22%) | 36.93 | 30 | 15 | 37 | |||||||||
| 24 Apr | 2493.60 | 54.8 | -10.600000000000009 (-16.21%) | 37.75 | 31 | 19 | 21 | |||||||||
| 23 Apr | 2542.40 | 65.4 | 0 (0.00%) | 35.54 | 2 | 0 | 0 | |||||||||
| 22 Apr | 2492.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 2471.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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%) | 5.2 | 0 | 0 | 0 | |||||||||
| 9 Apr | 2399.80 | 65.4 | 0 (0.00%) | 6.29 | 0 | 0 | 0 | |||||||||
| 8 Apr | 2435.10 | 65.4 | 0 (0.00%) | 5.24 | 0 | 0 | 0 | |||||||||
| 7 Apr | 2396.00 | 65.4 | 0 (0.00%) | 6.29 | 0 | 0 | 0 | |||||||||
| 6 Apr | 2433.80 | 65.4 | 0 (0.00%) | 5.19 | 0 | 0 | 0 | |||||||||
| 2 Apr | 2416.10 | 65.4 | 0 (0.00%) | 5.36 | 0 | 0 | 0 | |||||||||
| 1 Apr | 2555.20 | 65.4 | 0 (0.00%) | 1.29 | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2660 expiring on 26MAY2026
Delta for 2660 CE is 0.71
Historical price for 2660 CE is as follows
On 14 May SRF was trading at 2729.40. The strike last trading price was 100.65, which was 18.650000000000006 higher than the previous day. The implied volatity was 28.09, the open interest changed by 20 which increased total open position to 280
On 13 May SRF was trading at 2695.20. The strike last trading price was 83.7, which was -19.299999999999997 lower than the previous day. The implied volatity was 0, the open interest changed by -16 which decreased total open position to 261
On 12 May SRF was trading at 2721.20. The strike last trading price was 106.6, which was -53.400000000000006 lower than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 279
On 11 May SRF was trading at 2798.50. The strike last trading price was 159.5, which was 11.5 higher than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 283
On 8 May SRF was trading at 2780.80. The strike last trading price was 146.5, which was -5.400000000000006 lower than the previous day. The implied volatity was 27.31, the open interest changed by -1 which decreased total open position to 291
On 7 May SRF was trading at 2771.30. The strike last trading price was 155.05, which was 34.80000000000001 higher than the previous day. The implied volatity was 30.52, the open interest changed by 1 which increased total open position to 293
On 6 May SRF was trading at 2719.60. The strike last trading price was 122.95, which was 77.15 higher than the previous day. The implied volatity was 32.08, the open interest changed by 182 which increased total open position to 295
On 5 May SRF was trading at 2522.80. The strike last trading price was 47.8, which was -8.450000000000003 lower than the previous day. The implied volatity was 36.72, the open interest changed by 27 which increased total open position to 111
On 4 May SRF was trading at 2551.40. The strike last trading price was 58.5, which was 9.200000000000003 higher than the previous day. The implied volatity was 38.18, the open interest changed by 33 which increased total open position to 83
On 30 Apr SRF was trading at 2518.60. The strike last trading price was 50.2, which was -5.649999999999999 lower than the previous day. The implied volatity was 36.23, the open interest changed by 15 which increased total open position to 65
On 29 Apr SRF was trading at 2543.60. The strike last trading price was 56.4, which was -0.05000000000000426 lower than the previous day. The implied volatity was 35.68, the open interest changed by -1 which decreased total open position to 49
On 28 Apr SRF was trading at 2532.80. The strike last trading price was 56.45, which was 4.450000000000003 higher than the previous day. The implied volatity was 36.64, the open interest changed by 11 which increased total open position to 49
On 27 Apr SRF was trading at 2508.20. The strike last trading price was 50.75, which was -3.950000000000003 lower than the previous day. The implied volatity was 36.93, the open interest changed by 15 which increased total open position to 37
On 24 Apr SRF was trading at 2493.60. The strike last trading price was 54.8, which was -10.600000000000009 lower than the previous day. The implied volatity was 37.75, the open interest changed by 19 which increased total open position to 21
On 23 Apr SRF was trading at 2542.40. The strike last trading price was 65.4, which was 0 lower than the previous day. The implied volatity was 35.54, 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 5.2, 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 65.4, which was 0 lower than the previous day. The implied volatity was 6.29, 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 65.4, which was 0 lower than the previous day. The implied volatity was 5.24, 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 65.4, which was 0 lower than the previous day. The implied volatity was 6.29, 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 65.4, which was 0 lower than the previous day. The implied volatity was 5.19, 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 65.4, which was 0 lower than the previous day. The implied volatity was 5.36, 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 65.4, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
| SRF 26-May-2026 (11d) 2660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.02
Theta: -1.55
Gamma: 0.00251
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 2729.40 | 23.45 | -13.750000000000004 (-36.96%) | 26.64 | 165 | 18 | 271 |
| 13 May | 2695.20 | 36.25 | 5.699999999999999 (18.66%) | 0 | 625 | -241 | 253 |
| 12 May | 2721.20 | 28.6 | 9.8 (52.13%) | 0 | 740 | -212 | 497 |
| 11 May | 2798.50 | 18.35 | -5.849999999999998 (-24.17%) | 0 | 574 | -193 | 711 |
| 8 May | 2780.80 | 24 | -3.6999999999999993 (-13.36%) | 28.38 | 295 | -3 | 953 |
| 7 May | 2771.30 | 25.8 | -19.8 (-43.42%) | 28.5 | 979 | -83 | 956 |
| 6 May | 2719.60 | 40.2 | -149.8 (-78.84%) | 28 | 4,416 | 1,025 | 1,039 |
| 5 May | 2522.80 | 190 | 190 | - | 0 | 0 | 14 |
| 4 May | 2551.40 | 190 | 190 | - | 0 | 0 | 14 |
| 30 Apr | 2518.60 | 190 | 45.849999999999994 (31.81%) | 36.46 | 1 | 0 | 14 |
| 29 Apr | 2543.60 | 144.15 | -52.849999999999994 (-26.83%) | 34.54 | 11 | 9 | 13 |
| 28 Apr | 2532.80 | 197 | 197 (-23.63%) | 38.11 | 0 | 0 | 4 |
| 27 Apr | 2508.20 | 197 | -60.94999999999999 (-23.63%) | 38.11 | 5 | 3 | 3 |
| 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%) | - | 0 | 0 | 0 |
| 9 Apr | 2399.80 | 257.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 2435.10 | 257.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 2396.00 | 257.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 2433.80 | 257.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 2416.10 | 257.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 2555.20 | 257.95 | 0 (0.00%) | - | 0 | 0 | 0 |
For Srf Ltd - strike price 2660 expiring on 26MAY2026
Delta for 2660 PE is -0.28
Historical price for 2660 PE is as follows
On 14 May SRF was trading at 2729.40. The strike last trading price was 23.45, which was -13.750000000000004 lower than the previous day. The implied volatity was 26.64, the open interest changed by 18 which increased total open position to 271
On 13 May SRF was trading at 2695.20. The strike last trading price was 36.25, which was 5.699999999999999 higher than the previous day. The implied volatity was 0, the open interest changed by -241 which decreased total open position to 253
On 12 May SRF was trading at 2721.20. The strike last trading price was 28.6, which was 9.8 higher than the previous day. The implied volatity was 0, the open interest changed by -212 which decreased total open position to 497
On 11 May SRF was trading at 2798.50. The strike last trading price was 18.35, which was -5.849999999999998 lower than the previous day. The implied volatity was 0, the open interest changed by -193 which decreased total open position to 711
On 8 May SRF was trading at 2780.80. The strike last trading price was 24, which was -3.6999999999999993 lower than the previous day. The implied volatity was 28.38, the open interest changed by -3 which decreased total open position to 953
On 7 May SRF was trading at 2771.30. The strike last trading price was 25.8, which was -19.8 lower than the previous day. The implied volatity was 28.5, the open interest changed by -83 which decreased total open position to 956
On 6 May SRF was trading at 2719.60. The strike last trading price was 40.2, which was -149.8 lower than the previous day. The implied volatity was 28, the open interest changed by 1025 which increased total open position to 1039
On 5 May SRF was trading at 2522.80. The strike last trading price was 190, which was 190 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 May SRF was trading at 2551.40. The strike last trading price was 190, which was 190 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 30 Apr SRF was trading at 2518.60. The strike last trading price was 190, which was 45.849999999999994 higher than the previous day. The implied volatity was 36.46, the open interest changed by 0 which decreased total open position to 14
On 29 Apr SRF was trading at 2543.60. The strike last trading price was 144.15, which was -52.849999999999994 lower than the previous day. The implied volatity was 34.54, the open interest changed by 9 which increased total open position to 13
On 28 Apr SRF was trading at 2532.80. The strike last trading price was 197, which was 197 higher than the previous day. The implied volatity was 38.11, the open interest changed by 0 which decreased total open position to 4
On 27 Apr SRF was trading at 2508.20. The strike last trading price was 197, which was -60.94999999999999 lower than the previous day. The implied volatity was 38.11, the open interest changed by 3 which increased total open position to 3
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 -, 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 257.95, 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 8 Apr SRF was trading at 2435.10. The strike last trading price was 257.95, 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 7 Apr SRF was trading at 2396.00. The strike last trading price was 257.95, 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 Apr SRF was trading at 2433.80. The strike last trading price was 257.95, 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 Apr SRF was trading at 2416.10. The strike last trading price was 257.95, 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 Apr SRF was trading at 2555.20. The strike last trading price was 257.95, 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
