SRF
Srf Ltd
Historical option data for SRF
07 May 2026 11:55 AM IST
| SRF 26-May-2026 (19d) 2660 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.7
Vega: 0.02
Theta: -1.86
Gamma: 0.00182
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 2738.60 | 128.9 | 8.650000000000006 (7.19%) | 30.22 | 131 | 0 | 292 | |||||||||
| 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 | |||||||||
| 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 0.7
Historical price for 2660 CE is as follows
On 7 May SRF was trading at 2738.60. The strike last trading price was 128.9, which was 8.650000000000006 higher than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 292
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 (19d) 2660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 0.02
Theta: -1.41
Gamma: 0.00183
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 2738.60 | 36.55 | -9.050000000000004 (-19.85%) | 29.7 | 445 | -8 | 1,031 |
| 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 -0.3
Historical price for 2660 PE is as follows
On 7 May SRF was trading at 2738.60. The strike last trading price was 36.55, which was -9.050000000000004 lower than the previous day. The implied volatity was 29.7, the open interest changed by -8 which decreased total open position to 1031
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
