Historical option data for SRF
17 Jun 2026 10:48 AM IST
| SRF 30-Jun-2026 (13d) 2720 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.02
Theta: -2.22
Gamma: 0.00274
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 2740.20 | 70.5 | -1.5 (-2.08%) | 27.04 | 57 | 20 | 203 | |||||||||
| 16 Jun | 2744.00 | 71.5 | 5.5 (8.33%) | 23.04 | 432 | -142 | 215 | |||||||||
| 15 Jun | 2720.50 | 66.85 | -14.15 (-17.47%) | 28.01 | 467 | 209 | 359 | |||||||||
| 12 Jun | 2743.00 | 70.55 | 30.55 (76.38%) | 23.38 | 385 | 3 | 151 | |||||||||
| 11 Jun | 2658.40 | 42.55 | -34.45 (-44.74%) | 27.29 | 438 | 23 | 147 | |||||||||
| 10 Jun | 2734.10 | 80.8 | 19.8 (32.46%) | 25.61 | 728 | 10 | 125 | |||||||||
| 9 Jun | 2689.60 | 59.2 | 8.2 (16.08%) | 26.96 | 238 | 41 | 115 | |||||||||
| 8 Jun | 2674.40 | 45.95 | -23.05 (-33.41%) | 25.49 | 198 | 3 | 73 | |||||||||
| 5 Jun | 2704.90 | 67.5 | -15.5 (-18.67%) | 24.78 | 67 | -3 | 69 | |||||||||
| 4 Jun | 2726.60 | 86.7 | -2.3 (-2.58%) | 25.06 | 185 | 14 | 71 | |||||||||
| 3 Jun | 2718.40 | 88.1 | -17.9 (-16.89%) | 28.85 | 117 | 6 | 57 | |||||||||
| 2 Jun | 2745.30 | 108.2 | 39.2 (56.81%) | 28.61 | 162 | -25 | 51 | |||||||||
| 1 Jun | 2696.20 | 66.8 | -19.2 (-22.33%) | 23.13 | 94 | 20 | 74 | |||||||||
| 29 May | 2715.80 | 84.8 | -15.2 (-15.20%) | 25.66 | 97 | 11 | 54 | |||||||||
| 27 May | 2736.80 | 100.7 | -7.3 (-6.76%) | 25.31 | 70 | -2 | 44 | |||||||||
| 26 May | 2749.70 | 110.15 | 15.15 (15.95%) | 24.99 | 196 | -4 | 47 | |||||||||
| 25 May | 2711.00 | 97.55 | 11.55 (13.43%) | 25.71 | 78 | 46 | 48 | |||||||||
| 22 May | 2639.40 | 86 | 1 (1.18%) | 27.33 | 2 | 0 | 2 | |||||||||
| 21 May | 2620.40 | 85 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 20 May | 2613.30 | 85 | 0 (0.00%) | 32.09 | 0 | 0 | 2 | |||||||||
| 19 May | 2637.20 | 85 | -3.15 (-3.57%) | 32.09 | 2 | 2 | 2 | |||||||||
| 18 May | 2639.90 | 0 | -88.15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 2689.50 | 0 | -88.15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 2729.40 | 0 | -88.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 2695.20 | 0 | -88.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 2721.20 | 0 | -88.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 2798.50 | 0 | -88.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 2780.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 2771.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 2719.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 2522.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 2551.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 2433.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 2416.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2720 expiring on 30JUN2026
Delta for 2720 CE is 0.58
Historical price for 2720 CE is as follows
On 17 Jun SRF was trading at 2740.20. The strike last trading price was 70.5, which was -1.5 lower than the previous day. The implied volatity was 27.04, the open interest changed by 20 which increased total open position to 203
On 16 Jun SRF was trading at 2744.00. The strike last trading price was 71.5, which was 5.5 higher than the previous day. The implied volatity was 23.04, the open interest changed by -142 which decreased total open position to 215
On 15 Jun SRF was trading at 2720.50. The strike last trading price was 66.85, which was -14.15 lower than the previous day. The implied volatity was 28.01, the open interest changed by 209 which increased total open position to 359
On 12 Jun SRF was trading at 2743.00. The strike last trading price was 70.55, which was 30.55 higher than the previous day. The implied volatity was 23.38, the open interest changed by 3 which increased total open position to 151
On 11 Jun SRF was trading at 2658.40. The strike last trading price was 42.55, which was -34.45 lower than the previous day. The implied volatity was 27.29, the open interest changed by 23 which increased total open position to 147
On 10 Jun SRF was trading at 2734.10. The strike last trading price was 80.8, which was 19.8 higher than the previous day. The implied volatity was 25.61, the open interest changed by 10 which increased total open position to 125
On 9 Jun SRF was trading at 2689.60. The strike last trading price was 59.2, which was 8.2 higher than the previous day. The implied volatity was 26.96, the open interest changed by 41 which increased total open position to 115
On 8 Jun SRF was trading at 2674.40. The strike last trading price was 45.95, which was -23.05 lower than the previous day. The implied volatity was 25.49, the open interest changed by 3 which increased total open position to 73
On 5 Jun SRF was trading at 2704.90. The strike last trading price was 67.5, which was -15.5 lower than the previous day. The implied volatity was 24.78, the open interest changed by -3 which decreased total open position to 69
On 4 Jun SRF was trading at 2726.60. The strike last trading price was 86.7, which was -2.3 lower than the previous day. The implied volatity was 25.06, the open interest changed by 14 which increased total open position to 71
On 3 Jun SRF was trading at 2718.40. The strike last trading price was 88.1, which was -17.9 lower than the previous day. The implied volatity was 28.85, the open interest changed by 6 which increased total open position to 57
On 2 Jun SRF was trading at 2745.30. The strike last trading price was 108.2, which was 39.2 higher than the previous day. The implied volatity was 28.61, the open interest changed by -25 which decreased total open position to 51
On 1 Jun SRF was trading at 2696.20. The strike last trading price was 66.8, which was -19.2 lower than the previous day. The implied volatity was 23.13, the open interest changed by 20 which increased total open position to 74
On 29 May SRF was trading at 2715.80. The strike last trading price was 84.8, which was -15.2 lower than the previous day. The implied volatity was 25.66, the open interest changed by 11 which increased total open position to 54
On 27 May SRF was trading at 2736.80. The strike last trading price was 100.7, which was -7.3 lower than the previous day. The implied volatity was 25.31, the open interest changed by -2 which decreased total open position to 44
On 26 May SRF was trading at 2749.70. The strike last trading price was 110.15, which was 15.15 higher than the previous day. The implied volatity was 24.99, the open interest changed by -4 which decreased total open position to 47
On 25 May SRF was trading at 2711.00. The strike last trading price was 97.55, which was 11.55 higher than the previous day. The implied volatity was 25.71, the open interest changed by 46 which increased total open position to 48
On 22 May SRF was trading at 2639.40. The strike last trading price was 86, which was 1 higher than the previous day. The implied volatity was 27.33, the open interest changed by 0 which decreased total open position to 2
On 21 May SRF was trading at 2620.40. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 May SRF was trading at 2613.30. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 32.09, the open interest changed by 0 which decreased total open position to 2
On 19 May SRF was trading at 2637.20. The strike last trading price was 85, which was -3.15 lower than the previous day. The implied volatity was 32.09, the open interest changed by 2 which increased total open position to 2
On 18 May SRF was trading at 2639.90. The strike last trading price was 0, which was -88.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SRF was trading at 2689.50. The strike last trading price was 0, which was -88.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SRF was trading at 2729.40. The strike last trading price was 0, which was -88.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SRF was trading at 2695.20. The strike last trading price was 0, which was -88.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SRF was trading at 2721.20. The strike last trading price was 0, which was -88.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SRF was trading at 2798.50. The strike last trading price was 0, which was -88.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SRF was trading at 2780.80. 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 7 May SRF was trading at 2771.30. 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 May SRF was trading at 2719.60. 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 5 May SRF was trading at 2522.80. 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 4 May SRF was trading at 2551.40. 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 6 Apr SRF was trading at 2433.80. The strike last trading price was -, which was - 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 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 30-Jun-2026 (13d) 2720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.02
Theta: -1.59
Gamma: 0.00303
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 2740.20 | 39.05 | -0.7 (-1.76%) | 24.31 | 18 | 2 | 202 |
| 16 Jun | 2744.00 | 39.45 | -11.55 (-22.65%) | 24.49 | 108 | -10 | 201 |
| 15 Jun | 2720.50 | 49 | 2.8 (6.06%) | 23.34 | 234 | 6 | 210 |
| 12 Jun | 2743.00 | 49.5 | -48.2 (-49.33%) | 25.19 | 104 | 1 | 205 |
| 11 Jun | 2658.40 | 95.25 | 35.85 (60.35%) | 25.44 | 89 | -23 | 204 |
| 10 Jun | 2734.10 | 57.2 | -15.35 (-21.16%) | 27.44 | 75 | 5 | 227 |
| 9 Jun | 2689.60 | 74.05 | -25.5 (-25.62%) | 23.73 | 66 | -6 | 222 |
| 8 Jun | 2674.40 | 99.35 | 30.25 (43.78%) | 27.47 | 279 | 145 | 229 |
| 5 Jun | 2704.90 | 69 | 4.6 (7.14%) | 23.3 | 22 | 2 | 85 |
| 4 Jun | 2726.60 | 62.1 | -2.9 (-4.46%) | 23.95 | 61 | 19 | 82 |
| 3 Jun | 2718.40 | 65.05 | 11 (20.35%) | 23.21 | 72 | 4 | 63 |
| 2 Jun | 2745.30 | 52 | -27 (-34.18%) | 23.12 | 67 | 20 | 60 |
| 1 Jun | 2696.20 | 79 | 3.65 (4.84%) | 24.74 | 40 | 10 | 39 |
| 29 May | 2715.80 | 79.5 | 12.15 (18.04%) | 23.62 | 67 | 8 | 29 |
| 27 May | 2736.80 | 67.35 | 0.35 (0.52%) | 25.1 | 29 | 9 | 22 |
| 26 May | 2749.70 | 67 | -37.2 (-35.70%) | 25.56 | 14 | 6 | 10 |
| 25 May | 2711.00 | 104.2 | 104.2 (-67.54%) | 21.33 | 4 | 0 | 4 |
| 22 May | 2639.40 | 104.2 | -216.8 (-67.54%) | 21.33 | 4 | 4 | 4 |
| 21 May | 2620.40 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 2613.30 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 2637.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 2639.90 | 0 | -321.4 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 2689.50 | 0 | -321.4 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 2729.40 | 0 | -321.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 2695.20 | 0 | -321.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 2721.20 | 0 | -321.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 2798.50 | 0 | -321.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 2780.80 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 2771.30 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 2719.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 2522.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 2551.40 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 2433.80 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 2416.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Srf Ltd - strike price 2720 expiring on 30JUN2026
Delta for 2720 PE is -0.41
Historical price for 2720 PE is as follows
On 17 Jun SRF was trading at 2740.20. The strike last trading price was 39.05, which was -0.7 lower than the previous day. The implied volatity was 24.31, the open interest changed by 2 which increased total open position to 202
On 16 Jun SRF was trading at 2744.00. The strike last trading price was 39.45, which was -11.55 lower than the previous day. The implied volatity was 24.49, the open interest changed by -10 which decreased total open position to 201
On 15 Jun SRF was trading at 2720.50. The strike last trading price was 49, which was 2.8 higher than the previous day. The implied volatity was 23.34, the open interest changed by 6 which increased total open position to 210
On 12 Jun SRF was trading at 2743.00. The strike last trading price was 49.5, which was -48.2 lower than the previous day. The implied volatity was 25.19, the open interest changed by 1 which increased total open position to 205
On 11 Jun SRF was trading at 2658.40. The strike last trading price was 95.25, which was 35.85 higher than the previous day. The implied volatity was 25.44, the open interest changed by -23 which decreased total open position to 204
On 10 Jun SRF was trading at 2734.10. The strike last trading price was 57.2, which was -15.35 lower than the previous day. The implied volatity was 27.44, the open interest changed by 5 which increased total open position to 227
On 9 Jun SRF was trading at 2689.60. The strike last trading price was 74.05, which was -25.5 lower than the previous day. The implied volatity was 23.73, the open interest changed by -6 which decreased total open position to 222
On 8 Jun SRF was trading at 2674.40. The strike last trading price was 99.35, which was 30.25 higher than the previous day. The implied volatity was 27.47, the open interest changed by 145 which increased total open position to 229
On 5 Jun SRF was trading at 2704.90. The strike last trading price was 69, which was 4.6 higher than the previous day. The implied volatity was 23.3, the open interest changed by 2 which increased total open position to 85
On 4 Jun SRF was trading at 2726.60. The strike last trading price was 62.1, which was -2.9 lower than the previous day. The implied volatity was 23.95, the open interest changed by 19 which increased total open position to 82
On 3 Jun SRF was trading at 2718.40. The strike last trading price was 65.05, which was 11 higher than the previous day. The implied volatity was 23.21, the open interest changed by 4 which increased total open position to 63
On 2 Jun SRF was trading at 2745.30. The strike last trading price was 52, which was -27 lower than the previous day. The implied volatity was 23.12, the open interest changed by 20 which increased total open position to 60
On 1 Jun SRF was trading at 2696.20. The strike last trading price was 79, which was 3.65 higher than the previous day. The implied volatity was 24.74, the open interest changed by 10 which increased total open position to 39
On 29 May SRF was trading at 2715.80. The strike last trading price was 79.5, which was 12.15 higher than the previous day. The implied volatity was 23.62, the open interest changed by 8 which increased total open position to 29
On 27 May SRF was trading at 2736.80. The strike last trading price was 67.35, which was 0.35 higher than the previous day. The implied volatity was 25.1, the open interest changed by 9 which increased total open position to 22
On 26 May SRF was trading at 2749.70. The strike last trading price was 67, which was -37.2 lower than the previous day. The implied volatity was 25.56, the open interest changed by 6 which increased total open position to 10
On 25 May SRF was trading at 2711.00. The strike last trading price was 104.2, which was 104.2 higher than the previous day. The implied volatity was 21.33, the open interest changed by 0 which decreased total open position to 4
On 22 May SRF was trading at 2639.40. The strike last trading price was 104.2, which was -216.8 lower than the previous day. The implied volatity was 21.33, the open interest changed by 4 which increased total open position to 4
On 21 May SRF was trading at 2620.40. 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 20 May SRF was trading at 2613.30. 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 19 May SRF was trading at 2637.20. 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 18 May SRF was trading at 2639.90. The strike last trading price was 0, which was -321.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May SRF was trading at 2689.50. The strike last trading price was 0, which was -321.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May SRF was trading at 2729.40. The strike last trading price was 0, which was -321.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May SRF was trading at 2695.20. The strike last trading price was 0, which was -321.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May SRF was trading at 2721.20. The strike last trading price was 0, which was -321.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May SRF was trading at 2798.50. The strike last trading price was 0, which was -321.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SRF was trading at 2780.80. 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 7 May SRF was trading at 2771.30. 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 May SRF was trading at 2719.60. 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 5 May SRF was trading at 2522.80. 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 4 May SRF was trading at 2551.40. 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 6 Apr SRF was trading at 2433.80. The strike last trading price was -, which was - 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 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
