[--[65.84.65.76]--]

SRF

Srf Ltd
3023.6 +79.90 (2.71%)
L: 2931 H: 3029

Back to Option Chain


Historical option data for SRF

12 Dec 2025 04:11 PM IST
SRF 30-DEC-2025 2950 CE
Delta: 0.76
Vega: 2.09
Theta: -1.68
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3023.60 102.65 42.5 18.69 4,859 -348 353
11 Dec 2943.70 58.1 3.8 20.33 2,177 -4 715
10 Dec 2931.70 53.35 7 20.55 3,982 -64 733
9 Dec 2894.80 47.2 22.35 23.21 2,138 -351 801
8 Dec 2831.90 24.95 -18.15 22.47 1,064 5 1,152
5 Dec 2885.40 42.15 10.6 20.04 1,979 90 1,161
4 Dec 2840.10 30.7 1.2 21.07 987 -118 1,072
3 Dec 2830.00 29 -11.55 21.88 1,029 102 1,190
2 Dec 2859.50 39.9 -25.55 20.68 1,588 144 1,098
1 Dec 2923.00 64.75 -8.55 21.27 2,303 141 956
28 Nov 2927.30 73.8 34.95 20.05 13,663 567 817
27 Nov 2840.00 38.75 7 21.67 659 79 252
26 Nov 2809.80 32 4.05 21.63 220 69 174
25 Nov 2793.80 27.8 -5.7 22.70 91 23 105
24 Nov 2807.50 33 -19.35 22.12 108 40 82
21 Nov 2838.40 52.35 -8.15 23.95 17 3 42
20 Nov 2851.60 60.5 16 23.72 73 32 40
19 Nov 2786.40 45 -16 25.19 10 1 8
18 Nov 2816.60 61 -12 26.80 3 0 4
17 Nov 2833.10 73 -37 - 0 3 0
14 Nov 2839.10 73 -37 26.34 7 2 3
13 Nov 2912.00 110 -107.55 28.63 1 0 0
12 Nov 2941.40 217.55 0 - 0 0 0
11 Nov 2929.90 217.55 0 - 0 0 0
10 Nov 2903.90 217.55 0 0.16 0 0 0
7 Nov 2896.80 217.55 0 0.21 0 0 0
6 Nov 2899.30 217.55 0 0.29 0 0 0
4 Nov 2941.70 217.55 0 - 0 0 0
3 Nov 2968.10 217.55 0 - 0 0 0
31 Oct 2930.50 217.55 0 - 0 0 0


For Srf Ltd - strike price 2950 expiring on 30DEC2025

Delta for 2950 CE is 0.76

Historical price for 2950 CE is as follows

On 12 Dec SRF was trading at 3023.60. The strike last trading price was 102.65, which was 42.5 higher than the previous day. The implied volatity was 18.69, the open interest changed by -348 which decreased total open position to 353


On 11 Dec SRF was trading at 2943.70. The strike last trading price was 58.1, which was 3.8 higher than the previous day. The implied volatity was 20.33, the open interest changed by -4 which decreased total open position to 715


On 10 Dec SRF was trading at 2931.70. The strike last trading price was 53.35, which was 7 higher than the previous day. The implied volatity was 20.55, the open interest changed by -64 which decreased total open position to 733


On 9 Dec SRF was trading at 2894.80. The strike last trading price was 47.2, which was 22.35 higher than the previous day. The implied volatity was 23.21, the open interest changed by -351 which decreased total open position to 801


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 24.95, which was -18.15 lower than the previous day. The implied volatity was 22.47, the open interest changed by 5 which increased total open position to 1152


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 42.15, which was 10.6 higher than the previous day. The implied volatity was 20.04, the open interest changed by 90 which increased total open position to 1161


On 4 Dec SRF was trading at 2840.10. The strike last trading price was 30.7, which was 1.2 higher than the previous day. The implied volatity was 21.07, the open interest changed by -118 which decreased total open position to 1072


On 3 Dec SRF was trading at 2830.00. The strike last trading price was 29, which was -11.55 lower than the previous day. The implied volatity was 21.88, the open interest changed by 102 which increased total open position to 1190


On 2 Dec SRF was trading at 2859.50. The strike last trading price was 39.9, which was -25.55 lower than the previous day. The implied volatity was 20.68, the open interest changed by 144 which increased total open position to 1098


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 64.75, which was -8.55 lower than the previous day. The implied volatity was 21.27, the open interest changed by 141 which increased total open position to 956


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 73.8, which was 34.95 higher than the previous day. The implied volatity was 20.05, the open interest changed by 567 which increased total open position to 817


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 38.75, which was 7 higher than the previous day. The implied volatity was 21.67, the open interest changed by 79 which increased total open position to 252


On 26 Nov SRF was trading at 2809.80. The strike last trading price was 32, which was 4.05 higher than the previous day. The implied volatity was 21.63, the open interest changed by 69 which increased total open position to 174


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 27.8, which was -5.7 lower than the previous day. The implied volatity was 22.70, the open interest changed by 23 which increased total open position to 105


On 24 Nov SRF was trading at 2807.50. The strike last trading price was 33, which was -19.35 lower than the previous day. The implied volatity was 22.12, the open interest changed by 40 which increased total open position to 82


On 21 Nov SRF was trading at 2838.40. The strike last trading price was 52.35, which was -8.15 lower than the previous day. The implied volatity was 23.95, the open interest changed by 3 which increased total open position to 42


On 20 Nov SRF was trading at 2851.60. The strike last trading price was 60.5, which was 16 higher than the previous day. The implied volatity was 23.72, the open interest changed by 32 which increased total open position to 40


On 19 Nov SRF was trading at 2786.40. The strike last trading price was 45, which was -16 lower than the previous day. The implied volatity was 25.19, the open interest changed by 1 which increased total open position to 8


On 18 Nov SRF was trading at 2816.60. The strike last trading price was 61, which was -12 lower than the previous day. The implied volatity was 26.80, the open interest changed by 0 which decreased total open position to 4


On 17 Nov SRF was trading at 2833.10. The strike last trading price was 73, which was -37 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 14 Nov SRF was trading at 2839.10. The strike last trading price was 73, which was -37 lower than the previous day. The implied volatity was 26.34, the open interest changed by 2 which increased total open position to 3


On 13 Nov SRF was trading at 2912.00. The strike last trading price was 110, which was -107.55 lower than the previous day. The implied volatity was 28.63, 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 217.55, 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 11 Nov SRF was trading at 2929.90. The strike last trading price was 217.55, 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 217.55, which was 0 lower than the previous day. The implied volatity was 0.16, 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 217.55, which was 0 lower than the previous day. The implied volatity was 0.21, 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 217.55, which was 0 lower than the previous day. The implied volatity was 0.29, 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 217.55, 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 217.55, 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 217.55, 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 2950 PE
Delta: -0.26
Vega: 2.18
Theta: -1.06
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3023.60 23 -33.2 21.15 2,344 122 665
11 Dec 2943.70 56.9 -10.75 22.62 787 35 542
10 Dec 2931.70 67.5 -17.45 23.57 711 92 510
9 Dec 2894.80 83.3 -49.65 22.26 145 7 419
8 Dec 2831.90 132.95 35 24.92 66 -21 413
5 Dec 2885.40 95.85 -39.9 24.03 85 5 435
4 Dec 2840.10 135.9 24.75 - 0 -4 0
3 Dec 2830.00 135.9 24.75 23.64 25 -3 431
2 Dec 2859.50 112.9 32.3 24.47 372 -36 434
1 Dec 2923.00 80.85 1.85 22.99 544 15 472
28 Nov 2927.30 75.95 -56.1 23.20 2,736 423 464
27 Nov 2840.00 133.8 -29.75 23.76 26 11 41
26 Nov 2809.80 163.5 11.55 - 0 22 0
25 Nov 2793.80 163.5 11.55 19.70 27 20 28
24 Nov 2807.50 151.95 9.95 21.41 4 2 6
21 Nov 2838.40 142 -1 24.27 3 -1 3
20 Nov 2851.60 143 34.1 27.78 5 3 3
19 Nov 2786.40 108.9 0 - 0 0 0
18 Nov 2816.60 108.9 0 - 0 0 0
17 Nov 2833.10 108.9 0 - 0 0 0
14 Nov 2839.10 108.9 0 - 0 0 0
13 Nov 2912.00 108.9 0 - 0 0 0
12 Nov 2941.40 108.9 0 1.03 0 0 0
11 Nov 2929.90 108.9 0 0.65 0 0 0
10 Nov 2903.90 108.9 0 - 0 0 0
7 Nov 2896.80 108.9 0 - 0 0 0
6 Nov 2899.30 108.9 0 - 0 0 0
4 Nov 2941.70 108.9 0 0.93 0 0 0
3 Nov 2968.10 108.9 0 1.62 0 0 0
31 Oct 2930.50 108.9 0 - 0 0 0


For Srf Ltd - strike price 2950 expiring on 30DEC2025

Delta for 2950 PE is -0.26

Historical price for 2950 PE is as follows

On 12 Dec SRF was trading at 3023.60. The strike last trading price was 23, which was -33.2 lower than the previous day. The implied volatity was 21.15, the open interest changed by 122 which increased total open position to 665


On 11 Dec SRF was trading at 2943.70. The strike last trading price was 56.9, which was -10.75 lower than the previous day. The implied volatity was 22.62, the open interest changed by 35 which increased total open position to 542


On 10 Dec SRF was trading at 2931.70. The strike last trading price was 67.5, which was -17.45 lower than the previous day. The implied volatity was 23.57, the open interest changed by 92 which increased total open position to 510


On 9 Dec SRF was trading at 2894.80. The strike last trading price was 83.3, which was -49.65 lower than the previous day. The implied volatity was 22.26, the open interest changed by 7 which increased total open position to 419


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 132.95, which was 35 higher than the previous day. The implied volatity was 24.92, the open interest changed by -21 which decreased total open position to 413


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 95.85, which was -39.9 lower than the previous day. The implied volatity was 24.03, the open interest changed by 5 which increased total open position to 435


On 4 Dec SRF was trading at 2840.10. The strike last trading price was 135.9, which was 24.75 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0


On 3 Dec SRF was trading at 2830.00. The strike last trading price was 135.9, which was 24.75 higher than the previous day. The implied volatity was 23.64, the open interest changed by -3 which decreased total open position to 431


On 2 Dec SRF was trading at 2859.50. The strike last trading price was 112.9, which was 32.3 higher than the previous day. The implied volatity was 24.47, the open interest changed by -36 which decreased total open position to 434


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 80.85, which was 1.85 higher than the previous day. The implied volatity was 22.99, the open interest changed by 15 which increased total open position to 472


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 75.95, which was -56.1 lower than the previous day. The implied volatity was 23.20, the open interest changed by 423 which increased total open position to 464


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 133.8, which was -29.75 lower than the previous day. The implied volatity was 23.76, the open interest changed by 11 which increased total open position to 41


On 26 Nov SRF was trading at 2809.80. The strike last trading price was 163.5, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 0


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 163.5, which was 11.55 higher than the previous day. The implied volatity was 19.70, the open interest changed by 20 which increased total open position to 28


On 24 Nov SRF was trading at 2807.50. The strike last trading price was 151.95, which was 9.95 higher than the previous day. The implied volatity was 21.41, the open interest changed by 2 which increased total open position to 6


On 21 Nov SRF was trading at 2838.40. The strike last trading price was 142, which was -1 lower than the previous day. The implied volatity was 24.27, the open interest changed by -1 which decreased total open position to 3


On 20 Nov SRF was trading at 2851.60. The strike last trading price was 143, which was 34.1 higher than the previous day. The implied volatity was 27.78, the open interest changed by 3 which increased total open position to 3


On 19 Nov SRF was trading at 2786.40. The strike last trading price was 108.9, 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 18 Nov SRF was trading at 2816.60. The strike last trading price was 108.9, 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 17 Nov SRF was trading at 2833.10. The strike last trading price was 108.9, 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 Nov SRF was trading at 2839.10. The strike last trading price was 108.9, 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 Nov SRF was trading at 2912.00. The strike last trading price was 108.9, 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 Nov SRF was trading at 2941.40. The strike last trading price was 108.9, which was 0 lower than the previous day. The implied volatity was 1.03, the open interest changed by 0 which decreased total open position to 0


On 11 Nov SRF was trading at 2929.90. The strike last trading price was 108.9, which was 0 lower than the previous day. The implied volatity was 0.65, 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 108.9, 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 Nov SRF was trading at 2896.80. The strike last trading price was 108.9, 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 Nov SRF was trading at 2899.30. The strike last trading price was 108.9, 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 4 Nov SRF was trading at 2941.70. The strike last trading price was 108.9, which was 0 lower than the previous day. The implied volatity was 0.93, 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 108.9, which was 0 lower than the previous day. The implied volatity was 1.62, 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 108.9, 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