Historical option data for SRF
22 Jun 2026 02:23 PM IST
| SRF 28-Jul-2026 (36d) 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.03
Theta: -1.45
Gamma: 0.00163
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 2719.00 | 113 | -1 (-0.88%) | 27.94 | 123 | 54 | 138 | |||||||||
| 19 Jun | 2709.80 | 114 | -5 (-4.20%) | 28.33 | 91 | 34 | 85 | |||||||||
| 18 Jun | 2703.00 | 119.85 | 4.85 (4.22%) | 30.94 | 38 | 6 | 49 | |||||||||
| 17 Jun | 2705.50 | 118 | -24 (-16.90%) | 29.32 | 71 | 35 | 42 | |||||||||
| 16 Jun | 2744.00 | 142 | 8 (5.97%) | 29.75 | 6 | -3 | 7 | |||||||||
| 15 Jun | 2720.50 | 133.7 | -13.3 (-9.05%) | 30.97 | 10 | 0 | 9 | |||||||||
| 12 Jun | 2743.00 | 147 | 45 (44.12%) | 28.79 | 7 | 3 | 9 | |||||||||
| 11 Jun | 2658.40 | 102 | -42.75 (-29.53%) | 30.01 | 6 | 1 | 5 | |||||||||
| 10 Jun | 2734.10 | 144.75 | 26.75 (22.67%) | 30.09 | 10 | 3 | 5 | |||||||||
| 9 Jun | 2689.60 | 118 | 0 (0.00%) | 32 | 4 | 0 | 2 | |||||||||
| 8 Jun | 2674.40 | 118 | -88.75 (-42.93%) | 32 | 4 | 2 | 2 | |||||||||
| 5 Jun | 2704.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 2726.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 2718.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2700 expiring on 28JUL2026
Delta for 2700 CE is 0.57
Historical price for 2700 CE is as follows
On 22 Jun SRF was trading at 2719.00. The strike last trading price was 113, which was -1 lower than the previous day. The implied volatity was 27.94, the open interest changed by 54 which increased total open position to 138
On 19 Jun SRF was trading at 2709.80. The strike last trading price was 114, which was -5 lower than the previous day. The implied volatity was 28.33, the open interest changed by 34 which increased total open position to 85
On 18 Jun SRF was trading at 2703.00. The strike last trading price was 119.85, which was 4.85 higher than the previous day. The implied volatity was 30.94, the open interest changed by 6 which increased total open position to 49
On 17 Jun SRF was trading at 2705.50. The strike last trading price was 118, which was -24 lower than the previous day. The implied volatity was 29.32, the open interest changed by 35 which increased total open position to 42
On 16 Jun SRF was trading at 2744.00. The strike last trading price was 142, which was 8 higher than the previous day. The implied volatity was 29.75, the open interest changed by -3 which decreased total open position to 7
On 15 Jun SRF was trading at 2720.50. The strike last trading price was 133.7, which was -13.3 lower than the previous day. The implied volatity was 30.97, the open interest changed by 0 which decreased total open position to 9
On 12 Jun SRF was trading at 2743.00. The strike last trading price was 147, which was 45 higher than the previous day. The implied volatity was 28.79, the open interest changed by 3 which increased total open position to 9
On 11 Jun SRF was trading at 2658.40. The strike last trading price was 102, which was -42.75 lower than the previous day. The implied volatity was 30.01, the open interest changed by 1 which increased total open position to 5
On 10 Jun SRF was trading at 2734.10. The strike last trading price was 144.75, which was 26.75 higher than the previous day. The implied volatity was 30.09, the open interest changed by 3 which increased total open position to 5
On 9 Jun SRF was trading at 2689.60. The strike last trading price was 118, which was 0 lower than the previous day. The implied volatity was 32, the open interest changed by 0 which decreased total open position to 2
On 8 Jun SRF was trading at 2674.40. The strike last trading price was 118, which was -88.75 lower than the previous day. The implied volatity was 32, the open interest changed by 2 which increased total open position to 2
On 5 Jun SRF was trading at 2704.90. 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 4 Jun SRF was trading at 2726.60. 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 3 Jun SRF was trading at 2718.40. 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 28-Jul-2026 (36d) 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.03
Theta: -1.21
Gamma: 0.00148
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 2719.00 | 94.05 | 4.05 (4.50%) | 31.22 | 40 | 27 | 61 |
| 19 Jun | 2709.80 | 90 | 1.8 (2.04%) | 29.12 | 9 | 6 | 33 |
| 18 Jun | 2703.00 | 88.2 | -6.4 (-6.77%) | 27.28 | 10 | 0 | 27 |
| 17 Jun | 2705.50 | 95 | 20.8 (28.03%) | 30.42 | 25 | 8 | 26 |
| 16 Jun | 2744.00 | 74.2 | -3.75 (-4.81%) | 27.22 | 22 | 8 | 17 |
| 15 Jun | 2720.50 | 77.95 | -5.45 (-6.53%) | 27.45 | 3 | 1 | 9 |
| 12 Jun | 2743.00 | 83.05 | -30.9 (-27.12%) | 29.27 | 5 | 2 | 9 |
| 11 Jun | 2658.40 | 114 | 29 (34.12%) | 31.22 | 2 | 1 | 7 |
| 10 Jun | 2734.10 | 85 | -45 (-34.62%) | 29.48 | 1 | 1 | 6 |
| 9 Jun | 2689.60 | 130 | 130 (44.44%) | 30.25 | 4 | 0 | 5 |
| 8 Jun | 2674.40 | 130 | 40 (44.44%) | 30.25 | 4 | 1 | 5 |
| 5 Jun | 2704.90 | 90 | 0 (0.00%) | 26.78 | 1 | 1 | 4 |
| 4 Jun | 2726.60 | 90 | -2 (-2.17%) | 27.61 | 1 | 1 | 3 |
| 3 Jun | 2718.40 | 92 | -37 (-28.68%) | 25.89 | 2 | 1 | 1 |
For Srf Ltd - strike price 2700 expiring on 28JUL2026
Delta for 2700 PE is -0.44
Historical price for 2700 PE is as follows
On 22 Jun SRF was trading at 2719.00. The strike last trading price was 94.05, which was 4.05 higher than the previous day. The implied volatity was 31.22, the open interest changed by 27 which increased total open position to 61
On 19 Jun SRF was trading at 2709.80. The strike last trading price was 90, which was 1.8 higher than the previous day. The implied volatity was 29.12, the open interest changed by 6 which increased total open position to 33
On 18 Jun SRF was trading at 2703.00. The strike last trading price was 88.2, which was -6.4 lower than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 27
On 17 Jun SRF was trading at 2705.50. The strike last trading price was 95, which was 20.8 higher than the previous day. The implied volatity was 30.42, the open interest changed by 8 which increased total open position to 26
On 16 Jun SRF was trading at 2744.00. The strike last trading price was 74.2, which was -3.75 lower than the previous day. The implied volatity was 27.22, the open interest changed by 8 which increased total open position to 17
On 15 Jun SRF was trading at 2720.50. The strike last trading price was 77.95, which was -5.45 lower than the previous day. The implied volatity was 27.45, the open interest changed by 1 which increased total open position to 9
On 12 Jun SRF was trading at 2743.00. The strike last trading price was 83.05, which was -30.9 lower than the previous day. The implied volatity was 29.27, the open interest changed by 2 which increased total open position to 9
On 11 Jun SRF was trading at 2658.40. The strike last trading price was 114, which was 29 higher than the previous day. The implied volatity was 31.22, the open interest changed by 1 which increased total open position to 7
On 10 Jun SRF was trading at 2734.10. The strike last trading price was 85, which was -45 lower than the previous day. The implied volatity was 29.48, the open interest changed by 1 which increased total open position to 6
On 9 Jun SRF was trading at 2689.60. The strike last trading price was 130, which was 130 higher than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 5
On 8 Jun SRF was trading at 2674.40. The strike last trading price was 130, which was 40 higher than the previous day. The implied volatity was 30.25, the open interest changed by 1 which increased total open position to 5
On 5 Jun SRF was trading at 2704.90. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was 26.78, the open interest changed by 1 which increased total open position to 4
On 4 Jun SRF was trading at 2726.60. The strike last trading price was 90, which was -2 lower than the previous day. The implied volatity was 27.61, the open interest changed by 1 which increased total open position to 3
On 3 Jun SRF was trading at 2718.40. The strike last trading price was 92, which was -37 lower than the previous day. The implied volatity was 25.89, the open interest changed by 1 which increased total open position to 1
