SRF
Srf Ltd
Historical option data for SRF
25 Feb 2026 02:21 PM IST
| SRF 30-MAR-2026 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 2.94
Theta: -1.36
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 2599.20 | 46.85 | -0.25 | 24.91 | 758 | 91 | 744 | |||||||||
| 24 Feb | 2583.60 | 49.2 | -20.7 | 26.41 | 1,415 | 153 | 659 | |||||||||
| 23 Feb | 2646.10 | 66 | -20.9 | 27.02 | 907 | 290 | 500 | |||||||||
| 20 Feb | 2689.10 | 86.7 | 5.5 | 22.43 | 528 | 86 | 209 | |||||||||
| 19 Feb | 2678.70 | 75.5 | -39.75 | 21.44 | 413 | 105 | 118 | |||||||||
| 18 Feb | 2730.40 | 115.5 | -16.5 | 22.18 | 19 | 12 | 13 | |||||||||
| 17 Feb | 2742.90 | 132 | -12.9 | 26.41 | 1 | 0 | 0 | |||||||||
| 16 Feb | 2847.80 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2833.40 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Feb | 2841.50 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2949.10 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2961.90 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2986.70 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2901.60 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2906.30 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2920.60 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2912.20 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 2801.60 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 2726.50 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 2816.30 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 2819.90 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 2817.00 | 144.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2700 expiring on 30MAR2026
Delta for 2700 CE is 0.37
Historical price for 2700 CE is as follows
On 25 Feb SRF was trading at 2599.20. The strike last trading price was 46.85, which was -0.25 lower than the previous day. The implied volatity was 24.91, the open interest changed by 91 which increased total open position to 744
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 49.2, which was -20.7 lower than the previous day. The implied volatity was 26.41, the open interest changed by 153 which increased total open position to 659
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 66, which was -20.9 lower than the previous day. The implied volatity was 27.02, the open interest changed by 290 which increased total open position to 500
On 20 Feb SRF was trading at 2689.10. The strike last trading price was 86.7, which was 5.5 higher than the previous day. The implied volatity was 22.43, the open interest changed by 86 which increased total open position to 209
On 19 Feb SRF was trading at 2678.70. The strike last trading price was 75.5, which was -39.75 lower than the previous day. The implied volatity was 21.44, the open interest changed by 105 which increased total open position to 118
On 18 Feb SRF was trading at 2730.40. The strike last trading price was 115.5, which was -16.5 lower than the previous day. The implied volatity was 22.18, the open interest changed by 12 which increased total open position to 13
On 17 Feb SRF was trading at 2742.90. The strike last trading price was 132, which was -12.9 lower than the previous day. The implied volatity was 26.41, 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 144.9, 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 13 Feb SRF was trading at 2833.40. The strike last trading price was 144.9, 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 Feb SRF was trading at 2841.50. The strike last trading price was 144.9, 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 11 Feb SRF was trading at 2949.10. The strike last trading price was 144.9, 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 10 Feb SRF was trading at 2961.90. The strike last trading price was 144.9, 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 9 Feb SRF was trading at 2986.70. The strike last trading price was 144.9, 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 Feb SRF was trading at 2901.60. The strike last trading price was 144.9, 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 5 Feb SRF was trading at 2906.30. The strike last trading price was 144.9, 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 4 Feb SRF was trading at 2920.60. The strike last trading price was 144.9, 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 3 Feb SRF was trading at 2912.20. The strike last trading price was 144.9, 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 2 Feb SRF was trading at 2801.60. The strike last trading price was 144.9, 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 1 Feb SRF was trading at 2726.50. The strike last trading price was 144.9, 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 30 Jan SRF was trading at 2816.30. The strike last trading price was 144.9, 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 29 Jan SRF was trading at 2819.90. The strike last trading price was 144.9, 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 28 Jan SRF was trading at 2817.00. The strike last trading price was 144.9, 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
| SRF 30MAR2026 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 2.96
Theta: -0.7
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 2599.20 | 127.05 | -17.25 | 26.34 | 49 | -3 | 486 |
| 24 Feb | 2583.60 | 142.35 | 35.55 | 29.49 | 242 | 54 | 485 |
| 23 Feb | 2646.10 | 116 | 25.15 | 27.29 | 553 | 106 | 427 |
| 20 Feb | 2689.10 | 91 | -12 | 28.91 | 407 | 37 | 322 |
| 19 Feb | 2678.70 | 107.85 | 34.95 | 31.19 | 1,525 | 192 | 305 |
| 18 Feb | 2730.40 | 74.2 | -6.3 | 28.93 | 246 | 47 | 115 |
| 17 Feb | 2742.90 | 84 | 53.1 | 31.55 | 124 | 39 | 53 |
| 16 Feb | 2847.80 | 31.75 | -8.85 | 25.44 | 13 | 1 | 13 |
| 13 Feb | 2833.40 | 40.6 | -21.4 | 26.77 | 9 | 4 | 11 |
| 12 Feb | 2841.50 | 62 | 7 | - | 0 | 0 | 7 |
| 11 Feb | 2949.10 | 62 | 7 | - | 0 | 0 | 7 |
| 10 Feb | 2961.90 | 62 | 7 | - | 0 | 0 | 7 |
| 9 Feb | 2986.70 | 62 | 7 | - | 0 | 0 | 7 |
| 6 Feb | 2901.60 | 62 | 7 | - | 0 | 0 | 7 |
| 5 Feb | 2906.30 | 62 | 7 | - | 0 | 0 | 7 |
| 4 Feb | 2920.60 | 62 | 7 | - | 0 | 0 | 7 |
| 3 Feb | 2912.20 | 62 | 7 | - | 0 | 0 | 7 |
| 2 Feb | 2801.60 | 62 | 7 | - | 0 | 0 | 7 |
| 1 Feb | 2726.50 | 62 | 7 | - | 0 | 0 | 7 |
| 30 Jan | 2816.30 | 62 | 7 | 27.98 | 1 | 0 | 6 |
| 29 Jan | 2819.90 | 55 | -13.95 | 26.65 | 2 | 1 | 5 |
| 28 Jan | 2817.00 | 68.95 | -65.5 | 31.52 | 4 | 2 | 2 |
For Srf Ltd - strike price 2700 expiring on 30MAR2026
Delta for 2700 PE is -0.63
Historical price for 2700 PE is as follows
On 25 Feb SRF was trading at 2599.20. The strike last trading price was 127.05, which was -17.25 lower than the previous day. The implied volatity was 26.34, the open interest changed by -3 which decreased total open position to 486
On 24 Feb SRF was trading at 2583.60. The strike last trading price was 142.35, which was 35.55 higher than the previous day. The implied volatity was 29.49, the open interest changed by 54 which increased total open position to 485
On 23 Feb SRF was trading at 2646.10. The strike last trading price was 116, which was 25.15 higher than the previous day. The implied volatity was 27.29, the open interest changed by 106 which increased total open position to 427
On 20 Feb SRF was trading at 2689.10. The strike last trading price was 91, which was -12 lower than the previous day. The implied volatity was 28.91, the open interest changed by 37 which increased total open position to 322
On 19 Feb SRF was trading at 2678.70. The strike last trading price was 107.85, which was 34.95 higher than the previous day. The implied volatity was 31.19, the open interest changed by 192 which increased total open position to 305
On 18 Feb SRF was trading at 2730.40. The strike last trading price was 74.2, which was -6.3 lower than the previous day. The implied volatity was 28.93, the open interest changed by 47 which increased total open position to 115
On 17 Feb SRF was trading at 2742.90. The strike last trading price was 84, which was 53.1 higher than the previous day. The implied volatity was 31.55, the open interest changed by 39 which increased total open position to 53
On 16 Feb SRF was trading at 2847.80. The strike last trading price was 31.75, which was -8.85 lower than the previous day. The implied volatity was 25.44, the open interest changed by 1 which increased total open position to 13
On 13 Feb SRF was trading at 2833.40. The strike last trading price was 40.6, which was -21.4 lower than the previous day. The implied volatity was 26.77, the open interest changed by 4 which increased total open position to 11
On 12 Feb SRF was trading at 2841.50. The strike last trading price was 62, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Feb SRF was trading at 2949.10. The strike last trading price was 62, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Feb SRF was trading at 2961.90. The strike last trading price was 62, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Feb SRF was trading at 2986.70. The strike last trading price was 62, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Feb SRF was trading at 2901.60. The strike last trading price was 62, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 Feb SRF was trading at 2906.30. The strike last trading price was 62, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Feb SRF was trading at 2920.60. The strike last trading price was 62, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 3 Feb SRF was trading at 2912.20. The strike last trading price was 62, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 2 Feb SRF was trading at 2801.60. The strike last trading price was 62, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 1 Feb SRF was trading at 2726.50. The strike last trading price was 62, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 30 Jan SRF was trading at 2816.30. The strike last trading price was 62, which was 7 higher than the previous day. The implied volatity was 27.98, the open interest changed by 0 which decreased total open position to 6
On 29 Jan SRF was trading at 2819.90. The strike last trading price was 55, which was -13.95 lower than the previous day. The implied volatity was 26.65, the open interest changed by 1 which increased total open position to 5
On 28 Jan SRF was trading at 2817.00. The strike last trading price was 68.95, which was -65.5 lower than the previous day. The implied volatity was 31.52, the open interest changed by 2 which increased total open position to 2
