SRF
Srf Ltd
Historical option data for SRF
24 Dec 2025 04:11 PM IST
| SRF 27-JAN-2026 3000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 2.64
Theta: -1.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.80
Historical price for 3000 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 3.03
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.25
Historical price for 3000 PE is as follows
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































































































































































































































