[--[65.84.65.76]--]

SRF

Srf Ltd
3023.2 -19.10 (-0.63%)
L: 3000.8 H: 3069.6

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Historical option data for SRF

09 Jan 2026 04:11 PM IST
SRF 27-JAN-2026 3000 CE
Delta: 0.60
Vega: 2.59
Theta: -2.17
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 3023.20 82.1 -14.4 23.51 414 13 398
8 Jan 3042.30 97.35 -35.85 21.43 230 -11 389
7 Jan 3097.60 133 28.55 23.54 345 -33 400
6 Jan 3051.40 103.7 -29.25 20.98 2,498 104 436
5 Jan 3089.30 130.65 17.3 22.52 210 -60 333
2 Jan 3059.50 109.9 -2.75 19.60 155 43 390
1 Jan 3057.30 111.2 -14.15 19.13 194 40 387
31 Dec 3075.00 120.65 10.35 19.63 242 -20 345
30 Dec 3038.30 132 2.8 23.67 590 131 362
29 Dec 3075.90 123.9 -36.1 19.98 99 22 229
26 Dec 3101.60 160 14.75 22.99 88 28 205
24 Dec 3098.20 148.15 -17.95 17.07 73 22 176
23 Dec 3111.70 169 9 23.43 10 -2 154
22 Dec 3091.60 160 7.25 24.99 88 -7 157
19 Dec 3090.30 154.55 27.05 21.56 178 60 164
18 Dec 3050.70 127.5 6.4 20.89 58 -16 103
17 Dec 3033.30 122 6.65 20.61 52 5 119
16 Dec 3015.70 110.8 6.55 22.81 104 14 112
15 Dec 3001.00 103.05 -17.05 20.44 152 -37 98
12 Dec 3023.60 120 37.7 20.59 196 103 134
11 Dec 2943.70 82 6.7 21.65 23 -1 26
10 Dec 2931.70 75.3 3.1 21.31 14 4 26
9 Dec 2894.80 72.2 31.4 23.77 7 2 23
8 Dec 2831.90 40.8 -23.2 21.35 21 4 20
5 Dec 2885.40 64 14.8 21.27 6 -1 13
4 Dec 2840.10 49.2 -14.05 - 0 1 0
3 Dec 2830.00 49.2 -14.05 22.55 3 1 14
2 Dec 2859.50 61.5 -32.65 21.89 9 6 13
1 Dec 2923.00 94.15 34.8 - 0 6 0
28 Nov 2927.30 94.15 34.8 21.64 10 7 8
27 Nov 2840.00 59.35 -169.55 22.83 1 0 0
26 Nov 2809.80 228.9 0 3.10 0 0 0
25 Nov 2793.80 228.9 0 - 0 0 0
21 Nov 2838.40 228.9 0 2.41 0 0 0
19 Nov 2786.40 228.9 0 3.24 0 0 0
18 Nov 2816.60 228.9 0 2.68 0 0 0
12 Nov 2941.40 228.9 0 - 0 0 0
11 Nov 2929.90 228.9 0 0.07 0 0 0
10 Nov 2903.90 228.9 0 0.67 0 0 0
7 Nov 2896.80 228.9 0 0.72 0 0 0
6 Nov 2899.30 228.9 0 - 0 0 0
4 Nov 2941.70 228.9 0 - 0 0 0
3 Nov 2968.10 228.9 0 - 0 0 0
31 Oct 2930.50 228.9 0 - 0 0 0
30 Oct 2981.10 228.9 0 - 0 0 0


For Srf Ltd - strike price 3000 expiring on 27JAN2026

Delta for 3000 CE is 0.60

Historical price for 3000 CE is as follows

On 9 Jan SRF was trading at 3023.20. The strike last trading price was 82.1, which was -14.4 lower than the previous day. The implied volatity was 23.51, the open interest changed by 13 which increased total open position to 398


On 8 Jan SRF was trading at 3042.30. The strike last trading price was 97.35, which was -35.85 lower than the previous day. The implied volatity was 21.43, the open interest changed by -11 which decreased total open position to 389


On 7 Jan SRF was trading at 3097.60. The strike last trading price was 133, which was 28.55 higher than the previous day. The implied volatity was 23.54, the open interest changed by -33 which decreased total open position to 400


On 6 Jan SRF was trading at 3051.40. The strike last trading price was 103.7, which was -29.25 lower than the previous day. The implied volatity was 20.98, the open interest changed by 104 which increased total open position to 436


On 5 Jan SRF was trading at 3089.30. The strike last trading price was 130.65, which was 17.3 higher than the previous day. The implied volatity was 22.52, the open interest changed by -60 which decreased total open position to 333


On 2 Jan SRF was trading at 3059.50. The strike last trading price was 109.9, which was -2.75 lower than the previous day. The implied volatity was 19.60, the open interest changed by 43 which increased total open position to 390


On 1 Jan SRF was trading at 3057.30. The strike last trading price was 111.2, which was -14.15 lower than the previous day. The implied volatity was 19.13, the open interest changed by 40 which increased total open position to 387


On 31 Dec SRF was trading at 3075.00. The strike last trading price was 120.65, which was 10.35 higher than the previous day. The implied volatity was 19.63, the open interest changed by -20 which decreased total open position to 345


On 30 Dec SRF was trading at 3038.30. The strike last trading price was 132, which was 2.8 higher than the previous day. The implied volatity was 23.67, the open interest changed by 131 which increased total open position to 362


On 29 Dec SRF was trading at 3075.90. The strike last trading price was 123.9, which was -36.1 lower than the previous day. The implied volatity was 19.98, the open interest changed by 22 which increased total open position to 229


On 26 Dec SRF was trading at 3101.60. The strike last trading price was 160, which was 14.75 higher than the previous day. The implied volatity was 22.99, the open interest changed by 28 which increased total open position to 205


On 24 Dec SRF was trading at 3098.20. The strike last trading price was 148.15, which was -17.95 lower than the previous day. The implied volatity was 17.07, the open interest changed by 22 which increased total open position to 176


On 23 Dec SRF was trading at 3111.70. The strike last trading price was 169, which was 9 higher than the previous day. The implied volatity was 23.43, the open interest changed by -2 which decreased total open position to 154


On 22 Dec SRF was trading at 3091.60. The strike last trading price was 160, which was 7.25 higher than the previous day. The implied volatity was 24.99, the open interest changed by -7 which decreased total open position to 157


On 19 Dec SRF was trading at 3090.30. The strike last trading price was 154.55, which was 27.05 higher than the previous day. The implied volatity was 21.56, the open interest changed by 60 which increased total open position to 164


On 18 Dec SRF was trading at 3050.70. The strike last trading price was 127.5, which was 6.4 higher than the previous day. The implied volatity was 20.89, the open interest changed by -16 which decreased total open position to 103


On 17 Dec SRF was trading at 3033.30. The strike last trading price was 122, which was 6.65 higher than the previous day. The implied volatity was 20.61, the open interest changed by 5 which increased total open position to 119


On 16 Dec SRF was trading at 3015.70. The strike last trading price was 110.8, which was 6.55 higher than the previous day. The implied volatity was 22.81, the open interest changed by 14 which increased total open position to 112


On 15 Dec SRF was trading at 3001.00. The strike last trading price was 103.05, which was -17.05 lower than the previous day. The implied volatity was 20.44, the open interest changed by -37 which decreased total open position to 98


On 12 Dec SRF was trading at 3023.60. The strike last trading price was 120, which was 37.7 higher than the previous day. The implied volatity was 20.59, the open interest changed by 103 which increased total open position to 134


On 11 Dec SRF was trading at 2943.70. The strike last trading price was 82, which was 6.7 higher than the previous day. The implied volatity was 21.65, the open interest changed by -1 which decreased total open position to 26


On 10 Dec SRF was trading at 2931.70. The strike last trading price was 75.3, which was 3.1 higher than the previous day. The implied volatity was 21.31, the open interest changed by 4 which increased total open position to 26


On 9 Dec SRF was trading at 2894.80. The strike last trading price was 72.2, which was 31.4 higher than the previous day. The implied volatity was 23.77, the open interest changed by 2 which increased total open position to 23


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 40.8, which was -23.2 lower than the previous day. The implied volatity was 21.35, the open interest changed by 4 which increased total open position to 20


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 64, which was 14.8 higher than the previous day. The implied volatity was 21.27, the open interest changed by -1 which decreased total open position to 13


On 4 Dec SRF was trading at 2840.10. The strike last trading price was 49.2, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec SRF was trading at 2830.00. The strike last trading price was 49.2, which was -14.05 lower than the previous day. The implied volatity was 22.55, the open interest changed by 1 which increased total open position to 14


On 2 Dec SRF was trading at 2859.50. The strike last trading price was 61.5, which was -32.65 lower than the previous day. The implied volatity was 21.89, the open interest changed by 6 which increased total open position to 13


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 94.15, which was 34.8 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 94.15, which was 34.8 higher than the previous day. The implied volatity was 21.64, the open interest changed by 7 which increased total open position to 8


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 59.35, which was -169.55 lower than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 0


On 26 Nov SRF was trading at 2809.80. The strike last trading price was 228.9, which was 0 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 228.9, 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 21 Nov SRF was trading at 2838.40. The strike last trading price was 228.9, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0


On 19 Nov SRF was trading at 2786.40. The strike last trading price was 228.9, which was 0 lower than the previous day. The implied volatity was 3.24, 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 228.9, which was 0 lower than the previous day. The implied volatity was 2.68, 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 228.9, 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 11 Nov SRF was trading at 2929.90. The strike last trading price was 228.9, which was 0 lower than the previous day. The implied volatity was 0.07, 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 228.9, which was 0 lower than the previous day. The implied volatity was 0.67, 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 228.9, which was 0 lower than the previous day. The implied volatity was 0.72, 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 228.9, 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 228.9, 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 3 Nov SRF was trading at 2968.10. The strike last trading price was 228.9, 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 Oct SRF was trading at 2930.50. The strike last trading price was 228.9, 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 30 Oct SRF was trading at 2981.10. The strike last trading price was 228.9, 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 27JAN2026 3000 PE
Delta: -0.40
Vega: 2.59
Theta: -1.33
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 3023.20 45.65 0.05 23.28 2,717 -43 591
8 Jan 3042.30 45.7 15.8 26.92 1,006 -27 634
7 Jan 3097.60 30.8 -15.05 25.33 896 27 667
6 Jan 3051.40 45.3 13.4 26.37 4,504 7 695
5 Jan 3089.30 32.35 -5.4 24.41 737 18 688
2 Jan 3059.50 36.7 -1.45 21.26 385 14 672
1 Jan 3057.30 37.85 4.05 22.27 398 -17 635
31 Dec 3075.00 37.25 -7.35 22.45 842 1 652
30 Dec 3038.30 33.1 -7.15 20.65 1,114 167 655
29 Dec 3075.90 42.5 10.6 23.66 363 31 476
26 Dec 3101.60 33 -1.35 22.51 338 78 438
24 Dec 3098.20 33 0.35 22.21 118 43 360
23 Dec 3111.70 32.8 -6.55 21.99 330 179 317
22 Dec 3091.60 42 1.85 22.75 194 55 138
19 Dec 3090.30 39.65 -17.85 21.56 88 -2 82
18 Dec 3050.70 57.5 -7.7 22.96 27 22 83
17 Dec 3033.30 64.5 -12.5 23.73 29 7 62
16 Dec 3015.70 77 -8 23.19 28 9 66
15 Dec 3001.00 85 12.15 25.05 32 16 57
12 Dec 3023.60 73 -37 23.56 61 28 40
11 Dec 2943.70 110 -9.95 23.64 5 0 11
10 Dec 2931.70 119.95 -20.05 24.12 6 3 10
9 Dec 2894.80 140 -20.5 24.30 1 0 6
8 Dec 2831.90 160.5 32.5 - 0 0 6
5 Dec 2885.40 160.5 32.5 - 0 1 0
4 Dec 2840.10 160.5 32.5 20.58 1 0 5
3 Dec 2830.00 128 -55 - 0 0 0
2 Dec 2859.50 128 -55 - 0 0 0
1 Dec 2923.00 128 -55 - 0 0 0
28 Nov 2927.30 128 -55 25.06 4 0 5
27 Nov 2840.00 183 1 24.54 1 0 4
26 Nov 2809.80 182 26.15 - 0 0 0
25 Nov 2793.80 182 26.15 - 0 0 0
21 Nov 2838.40 182 26.15 - 0 4 0
19 Nov 2786.40 155.85 0 - 0 0 0
18 Nov 2816.60 155.85 0 - 0 0 0
12 Nov 2941.40 155.85 0 0.26 0 0 0
11 Nov 2929.90 155.85 0 - 0 0 0
10 Nov 2903.90 155.85 0 - 0 0 0
7 Nov 2896.80 155.85 0 - 0 0 0
6 Nov 2899.30 155.85 0 - 0 0 0
4 Nov 2941.70 155.85 0 0.23 0 0 0
3 Nov 2968.10 155.85 0 0.89 0 0 0
31 Oct 2930.50 155.85 0 - 0 0 0
30 Oct 2981.10 155.85 0 1.07 0 0 0


For Srf Ltd - strike price 3000 expiring on 27JAN2026

Delta for 3000 PE is -0.40

Historical price for 3000 PE is as follows

On 9 Jan SRF was trading at 3023.20. The strike last trading price was 45.65, which was 0.05 higher than the previous day. The implied volatity was 23.28, the open interest changed by -43 which decreased total open position to 591


On 8 Jan SRF was trading at 3042.30. The strike last trading price was 45.7, which was 15.8 higher than the previous day. The implied volatity was 26.92, the open interest changed by -27 which decreased total open position to 634


On 7 Jan SRF was trading at 3097.60. The strike last trading price was 30.8, which was -15.05 lower than the previous day. The implied volatity was 25.33, the open interest changed by 27 which increased total open position to 667


On 6 Jan SRF was trading at 3051.40. The strike last trading price was 45.3, which was 13.4 higher than the previous day. The implied volatity was 26.37, the open interest changed by 7 which increased total open position to 695


On 5 Jan SRF was trading at 3089.30. The strike last trading price was 32.35, which was -5.4 lower than the previous day. The implied volatity was 24.41, the open interest changed by 18 which increased total open position to 688


On 2 Jan SRF was trading at 3059.50. The strike last trading price was 36.7, which was -1.45 lower than the previous day. The implied volatity was 21.26, the open interest changed by 14 which increased total open position to 672


On 1 Jan SRF was trading at 3057.30. The strike last trading price was 37.85, which was 4.05 higher than the previous day. The implied volatity was 22.27, the open interest changed by -17 which decreased total open position to 635


On 31 Dec SRF was trading at 3075.00. The strike last trading price was 37.25, which was -7.35 lower than the previous day. The implied volatity was 22.45, the open interest changed by 1 which increased total open position to 652


On 30 Dec SRF was trading at 3038.30. The strike last trading price was 33.1, which was -7.15 lower than the previous day. The implied volatity was 20.65, the open interest changed by 167 which increased total open position to 655


On 29 Dec SRF was trading at 3075.90. The strike last trading price was 42.5, which was 10.6 higher than the previous day. The implied volatity was 23.66, the open interest changed by 31 which increased total open position to 476


On 26 Dec SRF was trading at 3101.60. The strike last trading price was 33, which was -1.35 lower than the previous day. The implied volatity was 22.51, the open interest changed by 78 which increased total open position to 438


On 24 Dec SRF was trading at 3098.20. The strike last trading price was 33, which was 0.35 higher than the previous day. The implied volatity was 22.21, the open interest changed by 43 which increased total open position to 360


On 23 Dec SRF was trading at 3111.70. The strike last trading price was 32.8, which was -6.55 lower than the previous day. The implied volatity was 21.99, the open interest changed by 179 which increased total open position to 317


On 22 Dec SRF was trading at 3091.60. The strike last trading price was 42, which was 1.85 higher than the previous day. The implied volatity was 22.75, the open interest changed by 55 which increased total open position to 138


On 19 Dec SRF was trading at 3090.30. The strike last trading price was 39.65, which was -17.85 lower than the previous day. The implied volatity was 21.56, the open interest changed by -2 which decreased total open position to 82


On 18 Dec SRF was trading at 3050.70. The strike last trading price was 57.5, which was -7.7 lower than the previous day. The implied volatity was 22.96, the open interest changed by 22 which increased total open position to 83


On 17 Dec SRF was trading at 3033.30. The strike last trading price was 64.5, which was -12.5 lower than the previous day. The implied volatity was 23.73, the open interest changed by 7 which increased total open position to 62


On 16 Dec SRF was trading at 3015.70. The strike last trading price was 77, which was -8 lower than the previous day. The implied volatity was 23.19, the open interest changed by 9 which increased total open position to 66


On 15 Dec SRF was trading at 3001.00. The strike last trading price was 85, which was 12.15 higher than the previous day. The implied volatity was 25.05, the open interest changed by 16 which increased total open position to 57


On 12 Dec SRF was trading at 3023.60. The strike last trading price was 73, which was -37 lower than the previous day. The implied volatity was 23.56, the open interest changed by 28 which increased total open position to 40


On 11 Dec SRF was trading at 2943.70. The strike last trading price was 110, which was -9.95 lower than the previous day. The implied volatity was 23.64, the open interest changed by 0 which decreased total open position to 11


On 10 Dec SRF was trading at 2931.70. The strike last trading price was 119.95, which was -20.05 lower than the previous day. The implied volatity was 24.12, the open interest changed by 3 which increased total open position to 10


On 9 Dec SRF was trading at 2894.80. The strike last trading price was 140, which was -20.5 lower than the previous day. The implied volatity was 24.30, the open interest changed by 0 which decreased total open position to 6


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 160.5, which was 32.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 160.5, which was 32.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Dec SRF was trading at 2840.10. The strike last trading price was 160.5, which was 32.5 higher than the previous day. The implied volatity was 20.58, the open interest changed by 0 which decreased total open position to 5


On 3 Dec SRF was trading at 2830.00. The strike last trading price was 128, which was -55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec SRF was trading at 2859.50. The strike last trading price was 128, which was -55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 128, which was -55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 128, which was -55 lower than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 5


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 183, which was 1 higher than the previous day. The implied volatity was 24.54, the open interest changed by 0 which decreased total open position to 4


On 26 Nov SRF was trading at 2809.80. The strike last trading price was 182, which was 26.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 182, which was 26.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov SRF was trading at 2838.40. The strike last trading price was 182, which was 26.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 19 Nov SRF was trading at 2786.40. The strike last trading price was 155.85, 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 155.85, 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 155.85, which was 0 lower than the previous day. The implied volatity was 0.26, 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 155.85, 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 155.85, 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 155.85, 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 155.85, 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 155.85, which was 0 lower than the previous day. The implied volatity was 0.23, 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 155.85, which was 0 lower than the previous day. The implied volatity was 0.89, 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 155.85, 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 30 Oct SRF was trading at 2981.10. The strike last trading price was 155.85, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0