SRF
Srf Ltd
Historical option data for SRF
25 Feb 2026 04:01 PM IST
| SRF 30-MAR-2026 2680 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 3.08
Theta: -1.46
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 2614.90 | 59.35 | 4.5 | 24.99 | 114 | 21 | 125 | |||||||||
| 24 Feb | 2583.60 | 55.05 | -24.8 | 26.07 | 263 | 21 | 106 | |||||||||
| 23 Feb | 2646.10 | 76.1 | -26.9 | 27.61 | 193 | 75 | 86 | |||||||||
| 20 Feb | 2689.10 | 103 | 17.1 | 24.07 | 10 | 0 | 1 | |||||||||
| 19 Feb | 2678.70 | 85.9 | -353.45 | 21.53 | 1 | 0 | 0 | |||||||||
| 18 Feb | 2730.40 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2742.90 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2847.80 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2833.40 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Feb | 2841.50 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2949.10 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2961.90 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2986.70 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2901.60 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2906.30 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2920.60 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2912.20 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2801.60 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 2726.50 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 2816.30 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2819.90 | 439.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2680 expiring on 30MAR2026
Delta for 2680 CE is 0.43
Historical price for 2680 CE is as follows
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 59.35, which was 4.5 higher than the previous day. The implied volatity was 24.99, the open interest changed by 21 which increased total open position to 125
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 55.05, which was -24.8 lower than the previous day. The implied volatity was 26.07, the open interest changed by 21 which increased total open position to 106
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 76.1, which was -26.9 lower than the previous day. The implied volatity was 27.61, the open interest changed by 75 which increased total open position to 86
On 20 Feb SRF was trading at 2689.10. The strike last trading price was 103, which was 17.1 higher than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 1
On 19 Feb SRF was trading at 2678.70. The strike last trading price was 85.9, which was -353.45 lower than the previous day. The implied volatity was 21.53, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 439.35, 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 2680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 3.1
Theta: -0.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 2614.90 | 110 | -18 | 27.5 | 16 | 2 | 46 |
| 24 Feb | 2583.60 | 128 | 34.2 | 28.94 | 37 | -11 | 44 |
| 23 Feb | 2646.10 | 93.15 | 10 | 23.8 | 111 | 8 | 55 |
| 20 Feb | 2689.10 | 80.6 | -15.65 | 28.61 | 48 | 19 | 47 |
| 19 Feb | 2678.70 | 96.25 | 34.25 | 30.72 | 50 | 25 | 27 |
| 18 Feb | 2730.40 | 62 | 12 | 27.12 | 5 | 3 | 4 |
| 17 Feb | 2742.90 | 50 | 8.65 | 23.66 | 1 | 0 | 0 |
| 16 Feb | 2847.80 | 41.35 | 0 | 5.47 | 0 | 0 | 0 |
| 13 Feb | 2833.40 | 41.35 | 0 | 4.99 | 0 | 0 | 0 |
| 12 Feb | 2841.50 | 41.35 | 0 | 5.17 | 0 | 0 | 0 |
| 11 Feb | 2949.10 | 41.35 | 0 | 7.19 | 0 | 0 | 0 |
| 10 Feb | 2961.90 | 41.35 | 0 | 7.77 | 0 | 0 | 0 |
| 9 Feb | 2986.70 | 41.35 | 0 | 8.21 | 0 | 0 | 0 |
| 6 Feb | 2901.60 | 41.35 | 0 | 6.28 | 0 | 0 | 0 |
| 5 Feb | 2906.30 | 41.35 | 0 | 6.32 | 0 | 0 | 0 |
| 4 Feb | 2920.60 | 41.35 | 0 | 6.64 | 0 | 0 | 0 |
| 3 Feb | 2912.20 | 41.35 | 0 | 6.32 | 0 | 0 | 0 |
| 2 Feb | 2801.60 | 41.35 | 0 | 3.94 | 0 | 0 | 0 |
| 1 Feb | 2726.50 | 41.35 | 0 | 2.28 | 0 | 0 | 0 |
| 30 Jan | 2816.30 | 41.35 | 0 | 4.02 | 0 | 0 | 0 |
| 29 Jan | 2819.90 | 41.35 | 0 | 4.03 | 0 | 0 | 0 |
For Srf Ltd - strike price 2680 expiring on 30MAR2026
Delta for 2680 PE is -0.56
Historical price for 2680 PE is as follows
On 25 Feb SRF was trading at 2614.90. The strike last trading price was 110, which was -18 lower than the previous day. The implied volatity was 27.5, the open interest changed by 2 which increased total open position to 46
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 128, which was 34.2 higher than the previous day. The implied volatity was 28.94, the open interest changed by -11 which decreased total open position to 44
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 93.15, which was 10 higher than the previous day. The implied volatity was 23.8, the open interest changed by 8 which increased total open position to 55
On 20 Feb SRF was trading at 2689.10. The strike last trading price was 80.6, which was -15.65 lower than the previous day. The implied volatity was 28.61, the open interest changed by 19 which increased total open position to 47
On 19 Feb SRF was trading at 2678.70. The strike last trading price was 96.25, which was 34.25 higher than the previous day. The implied volatity was 30.72, the open interest changed by 25 which increased total open position to 27
On 18 Feb SRF was trading at 2730.40. The strike last trading price was 62, which was 12 higher than the previous day. The implied volatity was 27.12, the open interest changed by 3 which increased total open position to 4
On 17 Feb SRF was trading at 2742.90. The strike last trading price was 50, which was 8.65 higher than the previous day. The implied volatity was 23.66, 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 41.35, which was 0 lower than the previous day. The implied volatity was 5.47, 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 41.35, which was 0 lower than the previous day. The implied volatity was 4.99, 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 41.35, which was 0 lower than the previous day. The implied volatity was 5.17, 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 41.35, which was 0 lower than the previous day. The implied volatity was 7.19, 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 41.35, which was 0 lower than the previous day. The implied volatity was 7.77, 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 41.35, which was 0 lower than the previous day. The implied volatity was 8.21, 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 41.35, which was 0 lower than the previous day. The implied volatity was 6.28, 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 41.35, which was 0 lower than the previous day. The implied volatity was 6.32, 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 41.35, which was 0 lower than the previous day. The implied volatity was 6.64, 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 41.35, which was 0 lower than the previous day. The implied volatity was 6.32, 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 41.35, which was 0 lower than the previous day. The implied volatity was 3.94, 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 41.35, which was 0 lower than the previous day. The implied volatity was 2.28, 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 41.35, which was 0 lower than the previous day. The implied volatity was 4.02, 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 41.35, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
