[--[65.84.65.76]--]

SRF

Srf Ltd
2894.8 +62.90 (2.22%)
L: 2808.7 H: 2901.9

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Historical option data for SRF

09 Dec 2025 04:11 PM IST
SRF 30-DEC-2025 2800 CE
Delta: 0.76
Vega: 2.16
Theta: -1.80
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2894.80 134.7 52 23.97 886 16 831
8 Dec 2831.90 83.65 -38.45 20.82 551 87 818
5 Dec 2885.40 120.85 25.3 16.97 666 21 732
4 Dec 2840.10 94.45 3.8 19.18 271 26 713
3 Dec 2830.00 89.9 -24.15 21.01 203 23 688
2 Dec 2859.50 113 -45 19.06 290 115 666
1 Dec 2923.00 157.15 -12.75 20.69 116 -22 551
28 Nov 2927.30 168.65 62.45 17.68 1,956 -160 574
27 Nov 2840.00 105.2 13.85 21.15 3,020 67 734
26 Nov 2809.80 92 9.75 21.45 768 71 668
25 Nov 2793.80 79.45 -12.75 19.22 628 167 597
24 Nov 2807.50 87.3 -27.6 20.84 617 178 424
21 Nov 2838.40 106.7 -27.65 21.18 231 9 246
20 Nov 2851.60 132 31.75 23.09 841 78 237
19 Nov 2786.40 102 -18.1 24.78 251 132 166
18 Nov 2816.60 120 -15.9 25.06 30 15 33
17 Nov 2833.10 135.9 -3.1 25.84 13 10 17
14 Nov 2839.10 139 -75.75 25.10 9 6 6
13 Nov 2912.00 214.75 0 - 0 0 0
12 Nov 2941.40 214.75 0 - 0 0 0
10 Nov 2903.90 214.75 0 - 0 0 0
7 Nov 2896.80 214.75 0 - 0 0 0
6 Nov 2899.30 214.75 0 - 0 0 0
4 Nov 2941.70 214.75 0 - 0 0 0
3 Nov 2968.10 214.75 0 - 0 0 0
31 Oct 2930.50 214.75 0 - 0 0 0
27 Oct 3019.40 214.75 0 - 0 0 0
24 Oct 3082.00 214.75 0 - 0 0 0
21 Oct 3148.00 214.75 0 - 0 0 0
20 Oct 3179.90 214.75 0 - 0 0 0
16 Oct 3190.00 214.75 0 - 0 0 0
15 Oct 3088.60 214.75 0 - 0 0 0
14 Oct 3044.00 214.75 0 - 0 0 0
13 Oct 3047.40 214.75 0 - 0 0 0
10 Oct 3024.50 214.75 0 - 0 0 0
9 Oct 2996.90 214.75 0 - 0 0 0
8 Oct 2972.70 214.75 0 - 0 0 0
7 Oct 2964.80 214.75 0 - 0 0 0
6 Oct 2940.20 214.75 0 - 0 0 0
3 Oct 2919.40 214.75 0 - 0 0 0


For Srf Ltd - strike price 2800 expiring on 30DEC2025

Delta for 2800 CE is 0.76

Historical price for 2800 CE is as follows

On 9 Dec SRF was trading at 2894.80. The strike last trading price was 134.7, which was 52 higher than the previous day. The implied volatity was 23.97, the open interest changed by 16 which increased total open position to 831


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 83.65, which was -38.45 lower than the previous day. The implied volatity was 20.82, the open interest changed by 87 which increased total open position to 818


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 120.85, which was 25.3 higher than the previous day. The implied volatity was 16.97, the open interest changed by 21 which increased total open position to 732


On 4 Dec SRF was trading at 2840.10. The strike last trading price was 94.45, which was 3.8 higher than the previous day. The implied volatity was 19.18, the open interest changed by 26 which increased total open position to 713


On 3 Dec SRF was trading at 2830.00. The strike last trading price was 89.9, which was -24.15 lower than the previous day. The implied volatity was 21.01, the open interest changed by 23 which increased total open position to 688


On 2 Dec SRF was trading at 2859.50. The strike last trading price was 113, which was -45 lower than the previous day. The implied volatity was 19.06, the open interest changed by 115 which increased total open position to 666


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 157.15, which was -12.75 lower than the previous day. The implied volatity was 20.69, the open interest changed by -22 which decreased total open position to 551


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 168.65, which was 62.45 higher than the previous day. The implied volatity was 17.68, the open interest changed by -160 which decreased total open position to 574


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 105.2, which was 13.85 higher than the previous day. The implied volatity was 21.15, the open interest changed by 67 which increased total open position to 734


On 26 Nov SRF was trading at 2809.80. The strike last trading price was 92, which was 9.75 higher than the previous day. The implied volatity was 21.45, the open interest changed by 71 which increased total open position to 668


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 79.45, which was -12.75 lower than the previous day. The implied volatity was 19.22, the open interest changed by 167 which increased total open position to 597


On 24 Nov SRF was trading at 2807.50. The strike last trading price was 87.3, which was -27.6 lower than the previous day. The implied volatity was 20.84, the open interest changed by 178 which increased total open position to 424


On 21 Nov SRF was trading at 2838.40. The strike last trading price was 106.7, which was -27.65 lower than the previous day. The implied volatity was 21.18, the open interest changed by 9 which increased total open position to 246


On 20 Nov SRF was trading at 2851.60. The strike last trading price was 132, which was 31.75 higher than the previous day. The implied volatity was 23.09, the open interest changed by 78 which increased total open position to 237


On 19 Nov SRF was trading at 2786.40. The strike last trading price was 102, which was -18.1 lower than the previous day. The implied volatity was 24.78, the open interest changed by 132 which increased total open position to 166


On 18 Nov SRF was trading at 2816.60. The strike last trading price was 120, which was -15.9 lower than the previous day. The implied volatity was 25.06, the open interest changed by 15 which increased total open position to 33


On 17 Nov SRF was trading at 2833.10. The strike last trading price was 135.9, which was -3.1 lower than the previous day. The implied volatity was 25.84, the open interest changed by 10 which increased total open position to 17


On 14 Nov SRF was trading at 2839.10. The strike last trading price was 139, which was -75.75 lower than the previous day. The implied volatity was 25.10, the open interest changed by 6 which increased total open position to 6


On 13 Nov SRF was trading at 2912.00. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov SRF was trading at 2941.40. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov SRF was trading at 2903.90. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov SRF was trading at 2896.80. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov SRF was trading at 2899.30. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov SRF was trading at 2941.70. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov SRF was trading at 2968.10. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct SRF was trading at 2930.50. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct SRF was trading at 3019.40. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct SRF was trading at 3082.00. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct SRF was trading at 3148.00. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct SRF was trading at 3179.90. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Oct SRF was trading at 3190.00. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Oct SRF was trading at 3088.60. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Oct SRF was trading at 3044.00. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Oct SRF was trading at 3047.40. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Oct SRF was trading at 3024.50. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Oct SRF was trading at 2996.90. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Oct SRF was trading at 2972.70. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Oct SRF was trading at 2964.80. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Oct SRF was trading at 2940.20. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Oct SRF was trading at 2919.40. The strike last trading price was 214.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


SRF 30DEC2025 2800 PE
Delta: -0.23
Vega: 2.12
Theta: -0.97
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2894.80 22.25 -21.85 23.04 1,612 26 844
8 Dec 2831.90 43.45 16.6 23.35 853 -31 819
5 Dec 2885.40 26.5 -13.75 22.58 901 -11 857
4 Dec 2840.10 40.2 -6.1 22.42 457 -5 868
3 Dec 2830.00 47 11.65 22.29 839 -46 871
2 Dec 2859.50 35.7 11.25 22.76 1,654 -155 918
1 Dec 2923.00 24.1 -1.1 22.96 870 -48 1,078
28 Nov 2927.30 23.45 -27.9 23.21 3,898 286 1,132
27 Nov 2840.00 52.4 -6.35 23.44 1,101 97 846
26 Nov 2809.80 59.55 -8.65 22.35 342 105 749
25 Nov 2793.80 70.9 4.65 24.08 386 126 643
24 Nov 2807.50 69.45 8.5 23.63 565 185 514
21 Nov 2838.40 62 5.65 23.58 108 24 327
20 Nov 2851.60 57.5 -29.5 24.88 477 109 301
19 Nov 2786.40 85 9.7 25.40 231 98 196
18 Nov 2816.60 75.5 5.7 25.74 53 25 95
17 Nov 2833.10 71 -1.25 26.30 61 28 71
14 Nov 2839.10 74.85 22.25 26.89 38 27 43
13 Nov 2912.00 52.6 -3.4 - 0 0 0
12 Nov 2941.40 52.6 -3.4 - 0 0 0
10 Nov 2903.90 52.6 -3.4 26.21 6 4 15
7 Nov 2896.80 56 6 26.17 1 0 10
6 Nov 2899.30 50 6.5 - 0 2 0
4 Nov 2941.70 50 6.5 27.08 2 0 8
3 Nov 2968.10 43.5 -10.55 27.26 1 0 8
31 Oct 2930.50 54.05 -94.7 - 8 7 7
27 Oct 3019.40 148.75 0 5.58 0 0 0
24 Oct 3082.00 148.75 0 - 0 0 0
21 Oct 3148.00 148.75 0 - 0 0 0
20 Oct 3179.90 148.75 0 - 0 0 0
16 Oct 3190.00 148.75 0 - 0 0 0
15 Oct 3088.60 148.75 0 - 0 0 0
14 Oct 3044.00 148.75 0 5.82 0 0 0
13 Oct 3047.40 148.75 0 - 0 0 0
10 Oct 3024.50 148.75 0 - 0 0 0
9 Oct 2996.90 148.75 0 4.89 0 0 0
8 Oct 2972.70 148.75 0 4.55 0 0 0
7 Oct 2964.80 148.75 0 - 0 0 0
6 Oct 2940.20 0 0 - 0 0 0
3 Oct 2919.40 0 0 3.55 0 0 0


For Srf Ltd - strike price 2800 expiring on 30DEC2025

Delta for 2800 PE is -0.23

Historical price for 2800 PE is as follows

On 9 Dec SRF was trading at 2894.80. The strike last trading price was 22.25, which was -21.85 lower than the previous day. The implied volatity was 23.04, the open interest changed by 26 which increased total open position to 844


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 43.45, which was 16.6 higher than the previous day. The implied volatity was 23.35, the open interest changed by -31 which decreased total open position to 819


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 26.5, which was -13.75 lower than the previous day. The implied volatity was 22.58, the open interest changed by -11 which decreased total open position to 857


On 4 Dec SRF was trading at 2840.10. The strike last trading price was 40.2, which was -6.1 lower than the previous day. The implied volatity was 22.42, the open interest changed by -5 which decreased total open position to 868


On 3 Dec SRF was trading at 2830.00. The strike last trading price was 47, which was 11.65 higher than the previous day. The implied volatity was 22.29, the open interest changed by -46 which decreased total open position to 871


On 2 Dec SRF was trading at 2859.50. The strike last trading price was 35.7, which was 11.25 higher than the previous day. The implied volatity was 22.76, the open interest changed by -155 which decreased total open position to 918


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 24.1, which was -1.1 lower than the previous day. The implied volatity was 22.96, the open interest changed by -48 which decreased total open position to 1078


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 23.45, which was -27.9 lower than the previous day. The implied volatity was 23.21, the open interest changed by 286 which increased total open position to 1132


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 52.4, which was -6.35 lower than the previous day. The implied volatity was 23.44, the open interest changed by 97 which increased total open position to 846


On 26 Nov SRF was trading at 2809.80. The strike last trading price was 59.55, which was -8.65 lower than the previous day. The implied volatity was 22.35, the open interest changed by 105 which increased total open position to 749


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 70.9, which was 4.65 higher than the previous day. The implied volatity was 24.08, the open interest changed by 126 which increased total open position to 643


On 24 Nov SRF was trading at 2807.50. The strike last trading price was 69.45, which was 8.5 higher than the previous day. The implied volatity was 23.63, the open interest changed by 185 which increased total open position to 514


On 21 Nov SRF was trading at 2838.40. The strike last trading price was 62, which was 5.65 higher than the previous day. The implied volatity was 23.58, the open interest changed by 24 which increased total open position to 327


On 20 Nov SRF was trading at 2851.60. The strike last trading price was 57.5, which was -29.5 lower than the previous day. The implied volatity was 24.88, the open interest changed by 109 which increased total open position to 301


On 19 Nov SRF was trading at 2786.40. The strike last trading price was 85, which was 9.7 higher than the previous day. The implied volatity was 25.40, the open interest changed by 98 which increased total open position to 196


On 18 Nov SRF was trading at 2816.60. The strike last trading price was 75.5, which was 5.7 higher than the previous day. The implied volatity was 25.74, the open interest changed by 25 which increased total open position to 95


On 17 Nov SRF was trading at 2833.10. The strike last trading price was 71, which was -1.25 lower than the previous day. The implied volatity was 26.30, the open interest changed by 28 which increased total open position to 71


On 14 Nov SRF was trading at 2839.10. The strike last trading price was 74.85, which was 22.25 higher than the previous day. The implied volatity was 26.89, the open interest changed by 27 which increased total open position to 43


On 13 Nov SRF was trading at 2912.00. The strike last trading price was 52.6, which was -3.4 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 52.6, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov SRF was trading at 2903.90. The strike last trading price was 52.6, which was -3.4 lower than the previous day. The implied volatity was 26.21, the open interest changed by 4 which increased total open position to 15


On 7 Nov SRF was trading at 2896.80. The strike last trading price was 56, which was 6 higher than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 10


On 6 Nov SRF was trading at 2899.30. The strike last trading price was 50, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Nov SRF was trading at 2941.70. The strike last trading price was 50, which was 6.5 higher than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 8


On 3 Nov SRF was trading at 2968.10. The strike last trading price was 43.5, which was -10.55 lower than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 8


On 31 Oct SRF was trading at 2930.50. The strike last trading price was 54.05, which was -94.7 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7


On 27 Oct SRF was trading at 3019.40. The strike last trading price was 148.75, which was 0 lower than the previous day. The implied volatity was 5.58, 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 148.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct SRF was trading at 3148.00. The strike last trading price was 148.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct SRF was trading at 3179.90. The strike last trading price was 148.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Oct SRF was trading at 3190.00. The strike last trading price was 148.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Oct SRF was trading at 3088.60. The strike last trading price was 148.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Oct SRF was trading at 3044.00. The strike last trading price was 148.75, which was 0 lower than the previous day. The implied volatity was 5.82, 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 148.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Oct SRF was trading at 3024.50. The strike last trading price was 148.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Oct SRF was trading at 2996.90. The strike last trading price was 148.75, which was 0 lower than the previous day. The implied volatity was 4.89, 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 148.75, which was 0 lower than the previous day. The implied volatity was 4.55, 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 148.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 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 3.55, the open interest changed by 0 which decreased total open position to 0