SRF
Srf Ltd
Historical option data for SRF
04 Feb 2026 11:06 AM IST
| SRF 24-FEB-2026 2840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 2.43
Theta: -2.17
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 4 Feb | 2906.80 | 122 | 5.85 | 27.44 | 1 | 0 | 128 | |||||||||
| 3 Feb | 2912.20 | 116.15 | 61.35 | 21.3 | 92 | -27 | 128 | |||||||||
| 2 Feb | 2801.60 | 57.1 | 10.85 | 24.17 | 141 | -11 | 156 | |||||||||
| 1 Feb | 2726.50 | 50 | -19.15 | 31.88 | 394 | 7 | 168 | |||||||||
| 30 Jan | 2816.30 | 72.8 | -7.9 | 27.19 | 270 | 28 | 162 | |||||||||
| 29 Jan | 2819.90 | 75.5 | -4.25 | 25.97 | 98 | 11 | 134 | |||||||||
| 28 Jan | 2817.00 | 89.45 | 58.2 | 26.49 | 418 | 47 | 121 | |||||||||
| 27 Jan | 2682.20 | 31.05 | -9.95 | 26.59 | 81 | 23 | 75 | |||||||||
| 23 Jan | 2713.70 | 41 | 0.85 | 25.34 | 2 | 0 | 50 | |||||||||
| 22 Jan | 2735.90 | 40.15 | 0.8 | 22.11 | 13 | 2 | 49 | |||||||||
| 21 Jan | 2676.90 | 36.6 | -110.1 | 26.34 | 53 | 45 | 46 | |||||||||
| 20 Jan | 2883.20 | 146.7 | -133.2 | 35.65 | 1 | 0 | 0 | |||||||||
| 19 Jan | 2962.50 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 3027.40 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 3032.00 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 3039.60 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 3046.00 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 3023.20 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 3042.30 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 3097.60 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 3051.40 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 3089.30 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 3059.50 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 3057.30 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 3075.00 | 279.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2840 expiring on 24FEB2026
Delta for 2840 CE is 0.68
Historical price for 2840 CE is as follows
On 4 Feb SRF was trading at 2906.80. The strike last trading price was 122, which was 5.85 higher than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 128
On 3 Feb SRF was trading at 2912.20. The strike last trading price was 116.15, which was 61.35 higher than the previous day. The implied volatity was 21.3, the open interest changed by -27 which decreased total open position to 128
On 2 Feb SRF was trading at 2801.60. The strike last trading price was 57.1, which was 10.85 higher than the previous day. The implied volatity was 24.17, the open interest changed by -11 which decreased total open position to 156
On 1 Feb SRF was trading at 2726.50. The strike last trading price was 50, which was -19.15 lower than the previous day. The implied volatity was 31.88, the open interest changed by 7 which increased total open position to 168
On 30 Jan SRF was trading at 2816.30. The strike last trading price was 72.8, which was -7.9 lower than the previous day. The implied volatity was 27.19, the open interest changed by 28 which increased total open position to 162
On 29 Jan SRF was trading at 2819.90. The strike last trading price was 75.5, which was -4.25 lower than the previous day. The implied volatity was 25.97, the open interest changed by 11 which increased total open position to 134
On 28 Jan SRF was trading at 2817.00. The strike last trading price was 89.45, which was 58.2 higher than the previous day. The implied volatity was 26.49, the open interest changed by 47 which increased total open position to 121
On 27 Jan SRF was trading at 2682.20. The strike last trading price was 31.05, which was -9.95 lower than the previous day. The implied volatity was 26.59, the open interest changed by 23 which increased total open position to 75
On 23 Jan SRF was trading at 2713.70. The strike last trading price was 41, which was 0.85 higher than the previous day. The implied volatity was 25.34, the open interest changed by 0 which decreased total open position to 50
On 22 Jan SRF was trading at 2735.90. The strike last trading price was 40.15, which was 0.8 higher than the previous day. The implied volatity was 22.11, the open interest changed by 2 which increased total open position to 49
On 21 Jan SRF was trading at 2676.90. The strike last trading price was 36.6, which was -110.1 lower than the previous day. The implied volatity was 26.34, the open interest changed by 45 which increased total open position to 46
On 20 Jan SRF was trading at 2883.20. The strike last trading price was 146.7, which was -133.2 lower than the previous day. The implied volatity was 35.65, the open interest changed by 0 which decreased total open position to 0
On 19 Jan SRF was trading at 2962.50. The strike last trading price was 279.9, 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 16 Jan SRF was trading at 3027.40. The strike last trading price was 279.9, 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 14 Jan SRF was trading at 3032.00. The strike last trading price was 279.9, 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 Jan SRF was trading at 3039.60. The strike last trading price was 279.9, 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 Jan SRF was trading at 3046.00. The strike last trading price was 279.9, 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 Jan SRF was trading at 3023.20. The strike last trading price was 279.9, 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 8 Jan SRF was trading at 3042.30. The strike last trading price was 279.9, 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 7 Jan SRF was trading at 3097.60. The strike last trading price was 279.9, 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 Jan SRF was trading at 3051.40. The strike last trading price was 279.9, 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 Jan SRF was trading at 3089.30. The strike last trading price was 279.9, 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 Jan SRF was trading at 3059.50. The strike last trading price was 279.9, 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 Jan SRF was trading at 3057.30. The strike last trading price was 279.9, 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 31 Dec SRF was trading at 3075.00. The strike last trading price was 279.9, 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 24FEB2026 2840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 2.4
Theta: -1.26
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 2906.80 | 35.05 | -2.2 | 25.46 | 44 | 24 | 291 |
| 3 Feb | 2912.20 | 37.15 | -52.7 | 27.13 | 429 | 240 | 268 |
| 2 Feb | 2801.60 | 89.4 | -41.75 | 28.69 | 36 | 6 | 29 |
| 1 Feb | 2726.50 | 131.15 | -48.85 | 27.46 | 54 | 19 | 20 |
| 30 Jan | 2816.30 | 180 | 124.6 | - | 0 | 0 | 1 |
| 29 Jan | 2819.90 | 180 | 124.6 | - | 0 | 0 | 0 |
| 28 Jan | 2817.00 | 180 | 124.6 | - | 0 | 0 | 1 |
| 27 Jan | 2682.20 | 180 | 124.6 | 32.73 | 1 | 0 | 0 |
| 23 Jan | 2713.70 | 55.4 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 2735.90 | 55.4 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 2676.90 | 55.4 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 2883.20 | 55.4 | 0 | 1.34 | 0 | 0 | 0 |
| 19 Jan | 2962.50 | 55.4 | 0 | 4.23 | 0 | 0 | 0 |
| 16 Jan | 3027.40 | 55.4 | 0 | 5.81 | 0 | 0 | 0 |
| 14 Jan | 3032.00 | 55.4 | 0 | 5.69 | 0 | 0 | 0 |
| 13 Jan | 3039.60 | 55.4 | 0 | 5.85 | 0 | 0 | 0 |
| 12 Jan | 3046.00 | 55.4 | 0 | 5.69 | 0 | 0 | 0 |
| 9 Jan | 3023.20 | 55.4 | 0 | 5.51 | 0 | 0 | 0 |
| 8 Jan | 3042.30 | 55.4 | 0 | 5.7 | 0 | 0 | 0 |
| 7 Jan | 3097.60 | 55.4 | 0 | 6.76 | 0 | 0 | 0 |
| 6 Jan | 3051.40 | 55.4 | 0 | 5.9 | 0 | 0 | 0 |
| 5 Jan | 3089.30 | 55.4 | 0 | 6.53 | 0 | 0 | 0 |
| 2 Jan | 3059.50 | 55.4 | 0 | 5.79 | 0 | 0 | 0 |
| 1 Jan | 3057.30 | 55.4 | 0 | 5.83 | 0 | 0 | 0 |
| 31 Dec | 3075.00 | 55.4 | 0 | 6.07 | 0 | 0 | 0 |
For Srf Ltd - strike price 2840 expiring on 24FEB2026
Delta for 2840 PE is -0.31
Historical price for 2840 PE is as follows
On 4 Feb SRF was trading at 2906.80. The strike last trading price was 35.05, which was -2.2 lower than the previous day. The implied volatity was 25.46, the open interest changed by 24 which increased total open position to 291
On 3 Feb SRF was trading at 2912.20. The strike last trading price was 37.15, which was -52.7 lower than the previous day. The implied volatity was 27.13, the open interest changed by 240 which increased total open position to 268
On 2 Feb SRF was trading at 2801.60. The strike last trading price was 89.4, which was -41.75 lower than the previous day. The implied volatity was 28.69, the open interest changed by 6 which increased total open position to 29
On 1 Feb SRF was trading at 2726.50. The strike last trading price was 131.15, which was -48.85 lower than the previous day. The implied volatity was 27.46, the open interest changed by 19 which increased total open position to 20
On 30 Jan SRF was trading at 2816.30. The strike last trading price was 180, which was 124.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan SRF was trading at 2819.90. The strike last trading price was 180, which was 124.6 higher 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 180, which was 124.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Jan SRF was trading at 2682.20. The strike last trading price was 180, which was 124.6 higher than the previous day. The implied volatity was 32.73, the open interest changed by 0 which decreased total open position to 0
On 23 Jan SRF was trading at 2713.70. The strike last trading price was 55.4, 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 Jan SRF was trading at 2735.90. The strike last trading price was 55.4, 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 Jan SRF was trading at 2676.90. The strike last trading price was 55.4, 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 Jan SRF was trading at 2883.20. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 19 Jan SRF was trading at 2962.50. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 16 Jan SRF was trading at 3027.40. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 5.81, the open interest changed by 0 which decreased total open position to 0
On 14 Jan SRF was trading at 3032.00. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SRF was trading at 3039.60. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0
On 12 Jan SRF was trading at 3046.00. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0
On 9 Jan SRF was trading at 3023.20. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 8 Jan SRF was trading at 3042.30. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 5.7, the open interest changed by 0 which decreased total open position to 0
On 7 Jan SRF was trading at 3097.60. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
On 6 Jan SRF was trading at 3051.40. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 5.9, the open interest changed by 0 which decreased total open position to 0
On 5 Jan SRF was trading at 3089.30. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 6.53, the open interest changed by 0 which decreased total open position to 0
On 2 Jan SRF was trading at 3059.50. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0
On 1 Jan SRF was trading at 3057.30. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0
On 31 Dec SRF was trading at 3075.00. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 6.07, the open interest changed by 0 which decreased total open position to 0






























































































































































































































