SRF
Srf Ltd
Historical option data for SRF
09 Dec 2025 04:11 PM IST
| SRF 30-DEC-2025 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.85
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 2894.80 | 213.85 | 75.1 | 20.76 | 16 | 2 | 96 | |||||||||
| 8 Dec | 2831.90 | 138.75 | -64.15 | - | 27 | -2 | 92 | |||||||||
| 5 Dec | 2885.40 | 202.9 | 33.9 | - | 3 | -1 | 95 | |||||||||
| 4 Dec | 2840.10 | 169 | 12.4 | 18.62 | 19 | 2 | 97 | |||||||||
| 3 Dec | 2830.00 | 156.6 | -35.5 | 18.67 | 11 | -2 | 94 | |||||||||
| 2 Dec | 2859.50 | 192.1 | -42.9 | 17.93 | 10 | -2 | 96 | |||||||||
| 1 Dec | 2923.00 | 235 | -20.55 | - | 22 | -9 | 97 | |||||||||
| 28 Nov | 2927.30 | 257.15 | 75.5 | 14.10 | 33 | -5 | 106 | |||||||||
| 27 Nov | 2840.00 | 181.65 | 23.95 | 23.41 | 65 | -1 | 110 | |||||||||
| 26 Nov | 2809.80 | 157.75 | 12.95 | 21.32 | 34 | 12 | 110 | |||||||||
| 25 Nov | 2793.80 | 143 | -12.75 | 18.39 | 92 | 68 | 97 | |||||||||
| 24 Nov | 2807.50 | 155.75 | -29.25 | 22.29 | 4 | 2 | 27 | |||||||||
| 21 Nov | 2838.40 | 185 | -12.55 | 22.62 | 2 | 0 | 24 | |||||||||
| 20 Nov | 2851.60 | 197.55 | 37.4 | 20.97 | 26 | 4 | 25 | |||||||||
| 19 Nov | 2786.40 | 160.2 | -35.8 | 24.38 | 8 | 4 | 19 | |||||||||
| 18 Nov | 2816.60 | 196 | -74.9 | 29.04 | 15 | 14 | 14 | |||||||||
| 17 Nov | 2833.10 | 270.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2839.10 | 270.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Nov | 2941.40 | 270.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 2899.30 | 270.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 3019.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 3082.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 3148.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 3179.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 3190.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 3088.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 3044.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 3047.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 3024.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 2996.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 2972.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 2964.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 2940.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 2919.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2700 expiring on 30DEC2025
Delta for 2700 CE is 0.94
Historical price for 2700 CE is as follows
On 9 Dec SRF was trading at 2894.80. The strike last trading price was 213.85, which was 75.1 higher than the previous day. The implied volatity was 20.76, the open interest changed by 2 which increased total open position to 96
On 8 Dec SRF was trading at 2831.90. The strike last trading price was 138.75, which was -64.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 92
On 5 Dec SRF was trading at 2885.40. The strike last trading price was 202.9, which was 33.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 95
On 4 Dec SRF was trading at 2840.10. The strike last trading price was 169, which was 12.4 higher than the previous day. The implied volatity was 18.62, the open interest changed by 2 which increased total open position to 97
On 3 Dec SRF was trading at 2830.00. The strike last trading price was 156.6, which was -35.5 lower than the previous day. The implied volatity was 18.67, the open interest changed by -2 which decreased total open position to 94
On 2 Dec SRF was trading at 2859.50. The strike last trading price was 192.1, which was -42.9 lower than the previous day. The implied volatity was 17.93, the open interest changed by -2 which decreased total open position to 96
On 1 Dec SRF was trading at 2923.00. The strike last trading price was 235, which was -20.55 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 97
On 28 Nov SRF was trading at 2927.30. The strike last trading price was 257.15, which was 75.5 higher than the previous day. The implied volatity was 14.10, the open interest changed by -5 which decreased total open position to 106
On 27 Nov SRF was trading at 2840.00. The strike last trading price was 181.65, which was 23.95 higher than the previous day. The implied volatity was 23.41, the open interest changed by -1 which decreased total open position to 110
On 26 Nov SRF was trading at 2809.80. The strike last trading price was 157.75, which was 12.95 higher than the previous day. The implied volatity was 21.32, the open interest changed by 12 which increased total open position to 110
On 25 Nov SRF was trading at 2793.80. The strike last trading price was 143, which was -12.75 lower than the previous day. The implied volatity was 18.39, the open interest changed by 68 which increased total open position to 97
On 24 Nov SRF was trading at 2807.50. The strike last trading price was 155.75, which was -29.25 lower than the previous day. The implied volatity was 22.29, the open interest changed by 2 which increased total open position to 27
On 21 Nov SRF was trading at 2838.40. The strike last trading price was 185, which was -12.55 lower than the previous day. The implied volatity was 22.62, the open interest changed by 0 which decreased total open position to 24
On 20 Nov SRF was trading at 2851.60. The strike last trading price was 197.55, which was 37.4 higher than the previous day. The implied volatity was 20.97, the open interest changed by 4 which increased total open position to 25
On 19 Nov SRF was trading at 2786.40. The strike last trading price was 160.2, which was -35.8 lower than the previous day. The implied volatity was 24.38, the open interest changed by 4 which increased total open position to 19
On 18 Nov SRF was trading at 2816.60. The strike last trading price was 196, which was -74.9 lower than the previous day. The implied volatity was 29.04, the open interest changed by 14 which increased total open position to 14
On 17 Nov SRF was trading at 2833.10. The strike last trading price was 270.9, 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 14 Nov SRF was trading at 2839.10. The strike last trading price was 270.9, 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 Nov SRF was trading at 2941.40. The strike last trading price was 270.9, 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 Nov SRF was trading at 2899.30. The strike last trading price was 270.9, 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 27 Oct SRF was trading at 3019.40. 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 24 Oct SRF was trading at 3082.00. 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 21 Oct SRF was trading at 3148.00. 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 Oct SRF was trading at 3179.90. 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 Oct SRF was trading at 3190.00. 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 Oct SRF was trading at 3088.60. 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 14 Oct SRF was trading at 3044.00. 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 13 Oct SRF was trading at 3047.40. 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 10 Oct SRF was trading at 3024.50. 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 9 Oct SRF was trading at 2996.90. 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 8 Oct SRF was trading at 2972.70. 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 7 Oct SRF was trading at 2964.80. 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 6 Oct SRF was trading at 2940.20. 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 3 Oct SRF was trading at 2919.40. 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
| SRF 30DEC2025 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 1.18
Theta: -0.61
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 2894.80 | 7.9 | -8.3 | 24.62 | 1,086 | -143 | 404 |
| 8 Dec | 2831.90 | 15.95 | 6.3 | 23.81 | 499 | -16 | 545 |
| 5 Dec | 2885.40 | 9.7 | -5.05 | 23.65 | 694 | 48 | 558 |
| 4 Dec | 2840.10 | 14.75 | -3.45 | 22.72 | 321 | 41 | 504 |
| 3 Dec | 2830.00 | 17.8 | 4.05 | 22.41 | 301 | 10 | 462 |
| 2 Dec | 2859.50 | 13.75 | 4.15 | 23.32 | 405 | 44 | 452 |
| 1 Dec | 2923.00 | 9.65 | -1 | 24.15 | 249 | -19 | 405 |
| 28 Nov | 2927.30 | 10 | -12.7 | 24.48 | 1,216 | -63 | 423 |
| 27 Nov | 2840.00 | 23.45 | -3.25 | 23.84 | 409 | -1 | 486 |
| 26 Nov | 2809.80 | 26.65 | -5.9 | 22.66 | 188 | 5 | 486 |
| 25 Nov | 2793.80 | 32.6 | 0.25 | 23.61 | 304 | 64 | 480 |
| 24 Nov | 2807.50 | 32 | 1.25 | 23.28 | 197 | 88 | 418 |
| 21 Nov | 2838.40 | 32 | 2.85 | 24.55 | 210 | 81 | 329 |
| 20 Nov | 2851.60 | 28.35 | -18.3 | 25.10 | 379 | 93 | 249 |
| 19 Nov | 2786.40 | 46 | 6 | 25.62 | 167 | 30 | 157 |
| 18 Nov | 2816.60 | 40.5 | 3.3 | 25.99 | 110 | 38 | 124 |
| 17 Nov | 2833.10 | 38 | -2.3 | 26.46 | 67 | 19 | 85 |
| 14 Nov | 2839.10 | 40 | 16 | 26.57 | 111 | 52 | 64 |
| 12 Nov | 2941.40 | 24 | -6 | 28.24 | 7 | 6 | 11 |
| 6 Nov | 2899.30 | 30 | -3 | 25.87 | 3 | 2 | 4 |
| 27 Oct | 3019.40 | 106.4 | 0 | - | 0 | 0 | 0 |
| 24 Oct | 3082.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 3148.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 3179.90 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 3190.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 3088.60 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 3044.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 3047.40 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 3024.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 2996.90 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 2972.70 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 2964.80 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 2940.20 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 2919.40 | 0 | 0 | 5.37 | 0 | 0 | 0 |
For Srf Ltd - strike price 2700 expiring on 30DEC2025
Delta for 2700 PE is -0.10
Historical price for 2700 PE is as follows
On 9 Dec SRF was trading at 2894.80. The strike last trading price was 7.9, which was -8.3 lower than the previous day. The implied volatity was 24.62, the open interest changed by -143 which decreased total open position to 404
On 8 Dec SRF was trading at 2831.90. The strike last trading price was 15.95, which was 6.3 higher than the previous day. The implied volatity was 23.81, the open interest changed by -16 which decreased total open position to 545
On 5 Dec SRF was trading at 2885.40. The strike last trading price was 9.7, which was -5.05 lower than the previous day. The implied volatity was 23.65, the open interest changed by 48 which increased total open position to 558
On 4 Dec SRF was trading at 2840.10. The strike last trading price was 14.75, which was -3.45 lower than the previous day. The implied volatity was 22.72, the open interest changed by 41 which increased total open position to 504
On 3 Dec SRF was trading at 2830.00. The strike last trading price was 17.8, which was 4.05 higher than the previous day. The implied volatity was 22.41, the open interest changed by 10 which increased total open position to 462
On 2 Dec SRF was trading at 2859.50. The strike last trading price was 13.75, which was 4.15 higher than the previous day. The implied volatity was 23.32, the open interest changed by 44 which increased total open position to 452
On 1 Dec SRF was trading at 2923.00. The strike last trading price was 9.65, which was -1 lower than the previous day. The implied volatity was 24.15, the open interest changed by -19 which decreased total open position to 405
On 28 Nov SRF was trading at 2927.30. The strike last trading price was 10, which was -12.7 lower than the previous day. The implied volatity was 24.48, the open interest changed by -63 which decreased total open position to 423
On 27 Nov SRF was trading at 2840.00. The strike last trading price was 23.45, which was -3.25 lower than the previous day. The implied volatity was 23.84, the open interest changed by -1 which decreased total open position to 486
On 26 Nov SRF was trading at 2809.80. The strike last trading price was 26.65, which was -5.9 lower than the previous day. The implied volatity was 22.66, the open interest changed by 5 which increased total open position to 486
On 25 Nov SRF was trading at 2793.80. The strike last trading price was 32.6, which was 0.25 higher than the previous day. The implied volatity was 23.61, the open interest changed by 64 which increased total open position to 480
On 24 Nov SRF was trading at 2807.50. The strike last trading price was 32, which was 1.25 higher than the previous day. The implied volatity was 23.28, the open interest changed by 88 which increased total open position to 418
On 21 Nov SRF was trading at 2838.40. The strike last trading price was 32, which was 2.85 higher than the previous day. The implied volatity was 24.55, the open interest changed by 81 which increased total open position to 329
On 20 Nov SRF was trading at 2851.60. The strike last trading price was 28.35, which was -18.3 lower than the previous day. The implied volatity was 25.10, the open interest changed by 93 which increased total open position to 249
On 19 Nov SRF was trading at 2786.40. The strike last trading price was 46, which was 6 higher than the previous day. The implied volatity was 25.62, the open interest changed by 30 which increased total open position to 157
On 18 Nov SRF was trading at 2816.60. The strike last trading price was 40.5, which was 3.3 higher than the previous day. The implied volatity was 25.99, the open interest changed by 38 which increased total open position to 124
On 17 Nov SRF was trading at 2833.10. The strike last trading price was 38, which was -2.3 lower than the previous day. The implied volatity was 26.46, the open interest changed by 19 which increased total open position to 85
On 14 Nov SRF was trading at 2839.10. The strike last trading price was 40, which was 16 higher than the previous day. The implied volatity was 26.57, the open interest changed by 52 which increased total open position to 64
On 12 Nov SRF was trading at 2941.40. The strike last trading price was 24, which was -6 lower than the previous day. The implied volatity was 28.24, the open interest changed by 6 which increased total open position to 11
On 6 Nov SRF was trading at 2899.30. The strike last trading price was 30, which was -3 lower than the previous day. The implied volatity was 25.87, the open interest changed by 2 which increased total open position to 4
On 27 Oct SRF was trading at 3019.40. The strike last trading price was 106.4, 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 24 Oct SRF was trading at 3082.00. 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 21 Oct SRF was trading at 3148.00. 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 Oct SRF was trading at 3179.90. 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 Oct SRF was trading at 3190.00. 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 Oct SRF was trading at 3088.60. 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 14 Oct SRF was trading at 3044.00. 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 13 Oct SRF was trading at 3047.40. 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 10 Oct SRF was trading at 3024.50. 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 9 Oct SRF was trading at 2996.90. 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 8 Oct SRF was trading at 2972.70. 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 7 Oct SRF was trading at 2964.80. 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 6 Oct SRF was trading at 2940.20. 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 3 Oct SRF was trading at 2919.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0































































































































































































































