Historical option data for SRF
29 Jun 2026 10:50 AM IST
| SRF 28-Jul-2026 (27d) 2740 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.03
Theta: -1.57
Gamma: 0.0019
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 2701.50 | 73.1 | -15.9 (-17.87%) | 27.23 | 134 | 14 | 86 | |||||||||
| 25 Jun | 2732.90 | 90.95 | -19.05 (-17.32%) | 27.02 | 65 | 40 | 71 | |||||||||
| 24 Jun | 2765.80 | 109.8 | -76.2 (-40.97%) | 25.98 | 34 | 31 | 31 | |||||||||
| 23 Jun | 2736.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jun | 2720.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jun | 2709.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 2703.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 2705.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2740 expiring on 28JUL2026
Delta for 2740 CE is 0.47
Historical price for 2740 CE is as follows
On 29 Jun SRF was trading at 2701.50. The strike last trading price was 73.1, which was -15.9 lower than the previous day. The implied volatity was 27.23, the open interest changed by 14 which increased total open position to 86
On 25 Jun SRF was trading at 2732.90. The strike last trading price was 90.95, which was -19.05 lower than the previous day. The implied volatity was 27.02, the open interest changed by 40 which increased total open position to 71
On 24 Jun SRF was trading at 2765.80. The strike last trading price was 109.8, which was -76.2 lower than the previous day. The implied volatity was 25.98, the open interest changed by 31 which increased total open position to 31
On 23 Jun SRF was trading at 2736.70. 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 22 Jun SRF was trading at 2720.70. 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 19 Jun SRF was trading at 2709.80. 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 18 Jun SRF was trading at 2703.00. 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 17 Jun SRF was trading at 2705.50. 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
| SRF 28-Jul-2026 (27d) 2740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.03
Theta: -1.82
Gamma: 0.0013
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 2701.50 | 134.05 | 26.05 (24.12%) | 39.73 | 96 | 53 | 66 |
| 25 Jun | 2732.90 | 108 | 9.6 (9.76%) | 36.89 | 7 | 3 | 13 |
| 24 Jun | 2765.80 | 98.4 | 0 (0.00%) | 33.11 | 7 | 0 | 10 |
| 23 Jun | 2736.70 | 98.4 | -18.35 (-15.72%) | 33.11 | 7 | 5 | 8 |
| 22 Jun | 2720.70 | 116.75 | 0 (0.00%) | - | 3 | 0 | 3 |
| 19 Jun | 2709.80 | 116.75 | 0 (0.00%) | - | 3 | 0 | 3 |
| 18 Jun | 2703.00 | 116.75 | 0 (0.00%) | 30.89 | 3 | 0 | 3 |
| 17 Jun | 2705.50 | 116.75 | -31.45 (-21.22%) | 30.89 | 3 | 0 | 0 |
For Srf Ltd - strike price 2740 expiring on 28JUL2026
Delta for 2740 PE is -0.51
Historical price for 2740 PE is as follows
On 29 Jun SRF was trading at 2701.50. The strike last trading price was 134.05, which was 26.05 higher than the previous day. The implied volatity was 39.73, the open interest changed by 53 which increased total open position to 66
On 25 Jun SRF was trading at 2732.90. The strike last trading price was 108, which was 9.6 higher than the previous day. The implied volatity was 36.89, the open interest changed by 3 which increased total open position to 13
On 24 Jun SRF was trading at 2765.80. The strike last trading price was 98.4, which was 0 lower than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 10
On 23 Jun SRF was trading at 2736.70. The strike last trading price was 98.4, which was -18.35 lower than the previous day. The implied volatity was 33.11, the open interest changed by 5 which increased total open position to 8
On 22 Jun SRF was trading at 2720.70. The strike last trading price was 116.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Jun SRF was trading at 2709.80. The strike last trading price was 116.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Jun SRF was trading at 2703.00. The strike last trading price was 116.75, which was 0 lower than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 3
On 17 Jun SRF was trading at 2705.50. The strike last trading price was 116.75, which was -31.45 lower than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 0
