SRF
Srf Ltd
Historical option data for SRF
12 Dec 2025 04:11 PM IST
| SRF 30-DEC-2025 2950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 2.09
Theta: -1.68
Gamma: 0.00
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| 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 | |||||||||
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| 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
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| 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































































































































































































































