SRF
Srf Ltd
Historical option data for SRF
05 Dec 2025 03:31 PM IST
| SRF 30-DEC-2025 2900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 3.01
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 2885.40 | 61.75 | 15.05 | 19.20 | 4,829 | 51 | 1,875 | |||||||||
| 4 Dec | 2840.10 | 45.95 | 1.85 | 20.47 | 1,962 | 61 | 1,908 | |||||||||
| 3 Dec | 2830.00 | 43.5 | -15.1 | 21.50 | 2,133 | 286 | 1,852 | |||||||||
| 2 Dec | 2859.50 | 58.4 | -32.2 | 20.23 | 2,322 | 183 | 1,568 | |||||||||
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| 1 Dec | 2923.00 | 89.65 | -10.55 | 20.97 | 1,766 | -9 | 1,387 | |||||||||
| 28 Nov | 2927.30 | 100.1 | 44.15 | 19.52 | 20,346 | -402 | 1,410 | |||||||||
| 27 Nov | 2840.00 | 55.1 | 9.15 | 21.31 | 5,357 | 671 | 1,813 | |||||||||
| 26 Nov | 2809.80 | 46 | 5.2 | 21.24 | 1,209 | 82 | 1,144 | |||||||||
| 25 Nov | 2793.80 | 40.8 | -7.05 | 20.50 | 1,032 | 200 | 1,058 | |||||||||
| 24 Nov | 2807.50 | 48 | -18.8 | 22.14 | 1,378 | 131 | 872 | |||||||||
| 21 Nov | 2838.40 | 63.5 | -17.7 | 22.75 | 462 | 76 | 744 | |||||||||
| 20 Nov | 2851.60 | 80.5 | 22 | 23.65 | 1,856 | 348 | 667 | |||||||||
| 19 Nov | 2786.40 | 58.5 | -15.1 | 24.59 | 347 | 166 | 319 | |||||||||
| 18 Nov | 2816.60 | 71.5 | -12.1 | 24.76 | 85 | 54 | 152 | |||||||||
| 17 Nov | 2833.10 | 83 | -7.75 | 25.19 | 85 | 42 | 93 | |||||||||
| 14 Nov | 2839.10 | 90 | -52 | 25.60 | 69 | 45 | 50 | |||||||||
| 13 Nov | 2912.00 | 142 | 7 | 31.25 | 1 | 0 | 4 | |||||||||
| 12 Nov | 2941.40 | 135 | 1.8 | 20.03 | 1 | 0 | 4 | |||||||||
| 11 Nov | 2929.90 | 133.2 | 7.2 | 21.70 | 7 | 2 | 4 | |||||||||
| 10 Nov | 2903.90 | 126 | -41.2 | 24.03 | 2 | 1 | 1 | |||||||||
| 7 Nov | 2896.80 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 2899.30 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 2941.70 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 2968.10 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 2930.50 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 3019.40 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 3082.00 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 3148.00 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 3179.90 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 3190.00 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 3088.60 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 3044.00 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 3047.40 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 3024.50 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 2996.90 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 2972.70 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 2964.80 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 2940.20 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 2919.40 | 167.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2900 expiring on 30DEC2025
Delta for 2900 CE is 0.53
Historical price for 2900 CE is as follows
On 5 Dec SRF was trading at 2885.40. The strike last trading price was 61.75, which was 15.05 higher than the previous day. The implied volatity was 19.20, the open interest changed by 51 which increased total open position to 1875
On 4 Dec SRF was trading at 2840.10. The strike last trading price was 45.95, which was 1.85 higher than the previous day. The implied volatity was 20.47, the open interest changed by 61 which increased total open position to 1908
On 3 Dec SRF was trading at 2830.00. The strike last trading price was 43.5, which was -15.1 lower than the previous day. The implied volatity was 21.50, the open interest changed by 286 which increased total open position to 1852
On 2 Dec SRF was trading at 2859.50. The strike last trading price was 58.4, which was -32.2 lower than the previous day. The implied volatity was 20.23, the open interest changed by 183 which increased total open position to 1568
On 1 Dec SRF was trading at 2923.00. The strike last trading price was 89.65, which was -10.55 lower than the previous day. The implied volatity was 20.97, the open interest changed by -9 which decreased total open position to 1387
On 28 Nov SRF was trading at 2927.30. The strike last trading price was 100.1, which was 44.15 higher than the previous day. The implied volatity was 19.52, the open interest changed by -402 which decreased total open position to 1410
On 27 Nov SRF was trading at 2840.00. The strike last trading price was 55.1, which was 9.15 higher than the previous day. The implied volatity was 21.31, the open interest changed by 671 which increased total open position to 1813
On 26 Nov SRF was trading at 2809.80. The strike last trading price was 46, which was 5.2 higher than the previous day. The implied volatity was 21.24, the open interest changed by 82 which increased total open position to 1144
On 25 Nov SRF was trading at 2793.80. The strike last trading price was 40.8, which was -7.05 lower than the previous day. The implied volatity was 20.50, the open interest changed by 200 which increased total open position to 1058
On 24 Nov SRF was trading at 2807.50. The strike last trading price was 48, which was -18.8 lower than the previous day. The implied volatity was 22.14, the open interest changed by 131 which increased total open position to 872
On 21 Nov SRF was trading at 2838.40. The strike last trading price was 63.5, which was -17.7 lower than the previous day. The implied volatity was 22.75, the open interest changed by 76 which increased total open position to 744
On 20 Nov SRF was trading at 2851.60. The strike last trading price was 80.5, which was 22 higher than the previous day. The implied volatity was 23.65, the open interest changed by 348 which increased total open position to 667
On 19 Nov SRF was trading at 2786.40. The strike last trading price was 58.5, which was -15.1 lower than the previous day. The implied volatity was 24.59, the open interest changed by 166 which increased total open position to 319
On 18 Nov SRF was trading at 2816.60. The strike last trading price was 71.5, which was -12.1 lower than the previous day. The implied volatity was 24.76, the open interest changed by 54 which increased total open position to 152
On 17 Nov SRF was trading at 2833.10. The strike last trading price was 83, which was -7.75 lower than the previous day. The implied volatity was 25.19, the open interest changed by 42 which increased total open position to 93
On 14 Nov SRF was trading at 2839.10. The strike last trading price was 90, which was -52 lower than the previous day. The implied volatity was 25.60, the open interest changed by 45 which increased total open position to 50
On 13 Nov SRF was trading at 2912.00. The strike last trading price was 142, which was 7 higher than the previous day. The implied volatity was 31.25, the open interest changed by 0 which decreased total open position to 4
On 12 Nov SRF was trading at 2941.40. The strike last trading price was 135, which was 1.8 higher than the previous day. The implied volatity was 20.03, the open interest changed by 0 which decreased total open position to 4
On 11 Nov SRF was trading at 2929.90. The strike last trading price was 133.2, which was 7.2 higher than the previous day. The implied volatity was 21.70, the open interest changed by 2 which increased total open position to 4
On 10 Nov SRF was trading at 2903.90. The strike last trading price was 126, which was -41.2 lower than the previous day. The implied volatity was 24.03, the open interest changed by 1 which increased total open position to 1
On 7 Nov SRF was trading at 2896.80. The strike last trading price was 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 167.2, 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 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 3.01
Theta: -1.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 2885.40 | 66.75 | -24.65 | 23.43 | 283 | 53 | 1,018 |
| 4 Dec | 2840.10 | 91.6 | -8.25 | 23.67 | 104 | 8 | 966 |
| 3 Dec | 2830.00 | 99.75 | 19.55 | 22.73 | 324 | -48 | 959 |
| 2 Dec | 2859.50 | 80.5 | 24.55 | 23.44 | 1,517 | -39 | 1,003 |
| 1 Dec | 2923.00 | 57.25 | 1.35 | 23.09 | 1,610 | -101 | 1,042 |
| 28 Nov | 2927.30 | 53 | -49 | 22.96 | 5,243 | 284 | 1,145 |
| 27 Nov | 2840.00 | 102 | -11.55 | 23.67 | 664 | 171 | 861 |
| 26 Nov | 2809.80 | 113.45 | -14.25 | 22.41 | 220 | 114 | 686 |
| 25 Nov | 2793.80 | 128 | 6.45 | 24.57 | 263 | 110 | 587 |
| 24 Nov | 2807.50 | 125.35 | 14.05 | 23.88 | 474 | 222 | 473 |
| 21 Nov | 2838.40 | 112.55 | 9.9 | 24.86 | 41 | 18 | 251 |
| 20 Nov | 2851.60 | 104 | -47 | 25.07 | 385 | 169 | 235 |
| 19 Nov | 2786.40 | 151 | 28 | 28.18 | 37 | 25 | 65 |
| 18 Nov | 2816.60 | 123 | -0.45 | 24.68 | 2 | -1 | 39 |
| 17 Nov | 2833.10 | 123.45 | 1.65 | 27.32 | 31 | 19 | 39 |
| 14 Nov | 2839.10 | 120.4 | 30.4 | 26.26 | 15 | 4 | 19 |
| 13 Nov | 2912.00 | 90 | 19.5 | 24.91 | 4 | 3 | 14 |
| 12 Nov | 2941.40 | 70.5 | -5 | 26.03 | 1 | 0 | 12 |
| 11 Nov | 2929.90 | 75.5 | -12.5 | 25.57 | 2 | 0 | 11 |
| 10 Nov | 2903.90 | 88 | -8 | 25.57 | 5 | 4 | 10 |
| 7 Nov | 2896.80 | 96 | 11 | 26.44 | 1 | 0 | 5 |
| 6 Nov | 2899.30 | 85 | 5 | 23.47 | 2 | 1 | 4 |
| 4 Nov | 2941.70 | 80 | 2 | 26.09 | 1 | 0 | 2 |
| 3 Nov | 2968.10 | 78 | -121.7 | - | 0 | 2 | 0 |
| 31 Oct | 2930.50 | 78 | -121.7 | - | 2 | 1 | 1 |
| 27 Oct | 3019.40 | 199.7 | 0 | 3.52 | 0 | 0 | 0 |
| 24 Oct | 3082.00 | 199.7 | 0 | 4.64 | 0 | 0 | 0 |
| 21 Oct | 3148.00 | 199.7 | 0 | 5.58 | 0 | 0 | 0 |
| 20 Oct | 3179.90 | 199.7 | 0 | - | 0 | 0 | 0 |
| 16 Oct | 3190.00 | 199.7 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 3088.60 | 199.7 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 3044.00 | 199.7 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 3047.40 | 199.7 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 3024.50 | 199.7 | 0 | 3.49 | 0 | 0 | 0 |
| 9 Oct | 2996.90 | 199.7 | 0 | 3.05 | 0 | 0 | 0 |
| 8 Oct | 2972.70 | 199.7 | 0 | 2.71 | 0 | 0 | 0 |
| 7 Oct | 2964.80 | 199.7 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 2940.20 | 199.7 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 2919.40 | 199.7 | 0 | 1.54 | 0 | 0 | 0 |
For Srf Ltd - strike price 2900 expiring on 30DEC2025
Delta for 2900 PE is -0.47
Historical price for 2900 PE is as follows
On 5 Dec SRF was trading at 2885.40. The strike last trading price was 66.75, which was -24.65 lower than the previous day. The implied volatity was 23.43, the open interest changed by 53 which increased total open position to 1018
On 4 Dec SRF was trading at 2840.10. The strike last trading price was 91.6, which was -8.25 lower than the previous day. The implied volatity was 23.67, the open interest changed by 8 which increased total open position to 966
On 3 Dec SRF was trading at 2830.00. The strike last trading price was 99.75, which was 19.55 higher than the previous day. The implied volatity was 22.73, the open interest changed by -48 which decreased total open position to 959
On 2 Dec SRF was trading at 2859.50. The strike last trading price was 80.5, which was 24.55 higher than the previous day. The implied volatity was 23.44, the open interest changed by -39 which decreased total open position to 1003
On 1 Dec SRF was trading at 2923.00. The strike last trading price was 57.25, which was 1.35 higher than the previous day. The implied volatity was 23.09, the open interest changed by -101 which decreased total open position to 1042
On 28 Nov SRF was trading at 2927.30. The strike last trading price was 53, which was -49 lower than the previous day. The implied volatity was 22.96, the open interest changed by 284 which increased total open position to 1145
On 27 Nov SRF was trading at 2840.00. The strike last trading price was 102, which was -11.55 lower than the previous day. The implied volatity was 23.67, the open interest changed by 171 which increased total open position to 861
On 26 Nov SRF was trading at 2809.80. The strike last trading price was 113.45, which was -14.25 lower than the previous day. The implied volatity was 22.41, the open interest changed by 114 which increased total open position to 686
On 25 Nov SRF was trading at 2793.80. The strike last trading price was 128, which was 6.45 higher than the previous day. The implied volatity was 24.57, the open interest changed by 110 which increased total open position to 587
On 24 Nov SRF was trading at 2807.50. The strike last trading price was 125.35, which was 14.05 higher than the previous day. The implied volatity was 23.88, the open interest changed by 222 which increased total open position to 473
On 21 Nov SRF was trading at 2838.40. The strike last trading price was 112.55, which was 9.9 higher than the previous day. The implied volatity was 24.86, the open interest changed by 18 which increased total open position to 251
On 20 Nov SRF was trading at 2851.60. The strike last trading price was 104, which was -47 lower than the previous day. The implied volatity was 25.07, the open interest changed by 169 which increased total open position to 235
On 19 Nov SRF was trading at 2786.40. The strike last trading price was 151, which was 28 higher than the previous day. The implied volatity was 28.18, the open interest changed by 25 which increased total open position to 65
On 18 Nov SRF was trading at 2816.60. The strike last trading price was 123, which was -0.45 lower than the previous day. The implied volatity was 24.68, the open interest changed by -1 which decreased total open position to 39
On 17 Nov SRF was trading at 2833.10. The strike last trading price was 123.45, which was 1.65 higher than the previous day. The implied volatity was 27.32, the open interest changed by 19 which increased total open position to 39
On 14 Nov SRF was trading at 2839.10. The strike last trading price was 120.4, which was 30.4 higher than the previous day. The implied volatity was 26.26, the open interest changed by 4 which increased total open position to 19
On 13 Nov SRF was trading at 2912.00. The strike last trading price was 90, which was 19.5 higher than the previous day. The implied volatity was 24.91, the open interest changed by 3 which increased total open position to 14
On 12 Nov SRF was trading at 2941.40. The strike last trading price was 70.5, which was -5 lower than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 12
On 11 Nov SRF was trading at 2929.90. The strike last trading price was 75.5, which was -12.5 lower than the previous day. The implied volatity was 25.57, the open interest changed by 0 which decreased total open position to 11
On 10 Nov SRF was trading at 2903.90. The strike last trading price was 88, which was -8 lower than the previous day. The implied volatity was 25.57, the open interest changed by 4 which increased total open position to 10
On 7 Nov SRF was trading at 2896.80. The strike last trading price was 96, which was 11 higher than the previous day. The implied volatity was 26.44, the open interest changed by 0 which decreased total open position to 5
On 6 Nov SRF was trading at 2899.30. The strike last trading price was 85, which was 5 higher than the previous day. The implied volatity was 23.47, the open interest changed by 1 which increased total open position to 4
On 4 Nov SRF was trading at 2941.70. The strike last trading price was 80, which was 2 higher than the previous day. The implied volatity was 26.09, the open interest changed by 0 which decreased total open position to 2
On 3 Nov SRF was trading at 2968.10. The strike last trading price was 78, which was -121.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 31 Oct SRF was trading at 2930.50. The strike last trading price was 78, which was -121.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Oct SRF was trading at 3019.40. The strike last trading price was 199.7, which was 0 lower than the previous day. The implied volatity was 3.52, 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 199.7, which was 0 lower than the previous day. The implied volatity was 4.64, 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 199.7, 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 20 Oct SRF was trading at 3179.90. The strike last trading price was 199.7, 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 199.7, 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 199.7, 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 199.7, 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 199.7, 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 199.7, which was 0 lower than the previous day. The implied volatity was 3.49, 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 199.7, which was 0 lower than the previous day. The implied volatity was 3.05, 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 199.7, which was 0 lower than the previous day. The implied volatity was 2.71, 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 199.7, 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 199.7, 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 199.7, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0































































































































































































































