[--[65.84.65.76]--]

SRF

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

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Historical option data for SRF

12 Dec 2025 04:11 PM IST
SRF 30-DEC-2025 3050 CE
Delta: 0.46
Vega: 2.66
Theta: -1.75
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3023.60 43 19.6 18.70 4,428 333 1,065
11 Dec 2943.70 23 1 21.24 938 22 731
10 Dec 2931.70 21.2 1.6 21.43 1,774 182 710
9 Dec 2894.80 19.65 9.05 23.75 671 96 531
8 Dec 2831.90 10.5 -8.75 24.12 455 -5 435
5 Dec 2885.40 18.25 4.45 21.46 513 8 439
4 Dec 2840.10 13.45 0.85 22.57 277 19 428
3 Dec 2830.00 12 -5.7 22.70 565 100 416
2 Dec 2859.50 17.3 -14.15 21.60 643 3 313
1 Dec 2923.00 30.5 -6.4 21.71 623 17 313
28 Nov 2927.30 36.55 18.45 20.76 3,428 173 296
27 Nov 2840.00 18.1 3.35 22.45 284 56 126
26 Nov 2809.80 14.35 1.7 22.26 53 12 71
25 Nov 2793.80 12.65 -4.45 23.27 26 10 59
24 Nov 2807.50 16.05 -10.1 23.04 22 7 48
21 Nov 2838.40 26 -8.6 23.14 33 12 41
20 Nov 2851.60 34.9 -0.1 24.81 41 27 28
19 Nov 2786.40 35 -129.8 - 0 1 0
18 Nov 2816.60 35 -129.8 27.00 1 0 0
17 Nov 2833.10 164.8 0 4.64 0 0 0
14 Nov 2839.10 164.8 0 4.41 0 0 0
13 Nov 2912.00 164.8 0 3.13 0 0 0
12 Nov 2941.40 164.8 0 1.50 0 0 0
11 Nov 2929.90 164.8 0 1.82 0 0 0
10 Nov 2903.90 164.8 0 2.50 0 0 0
7 Nov 2896.80 164.8 0 2.49 0 0 0
6 Nov 2899.30 164.8 0 2.52 0 0 0
31 Oct 2930.50 164.8 0 - 0 0 0
30 Oct 2981.10 164.8 0 0.46 0 0 0
29 Oct 3027.80 164.8 0 - 0 0 0


For Srf Ltd - strike price 3050 expiring on 30DEC2025

Delta for 3050 CE is 0.46

Historical price for 3050 CE is as follows

On 12 Dec SRF was trading at 3023.60. The strike last trading price was 43, which was 19.6 higher than the previous day. The implied volatity was 18.70, the open interest changed by 333 which increased total open position to 1065


On 11 Dec SRF was trading at 2943.70. The strike last trading price was 23, which was 1 higher than the previous day. The implied volatity was 21.24, the open interest changed by 22 which increased total open position to 731


On 10 Dec SRF was trading at 2931.70. The strike last trading price was 21.2, which was 1.6 higher than the previous day. The implied volatity was 21.43, the open interest changed by 182 which increased total open position to 710


On 9 Dec SRF was trading at 2894.80. The strike last trading price was 19.65, which was 9.05 higher than the previous day. The implied volatity was 23.75, the open interest changed by 96 which increased total open position to 531


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 10.5, which was -8.75 lower than the previous day. The implied volatity was 24.12, the open interest changed by -5 which decreased total open position to 435


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 18.25, which was 4.45 higher than the previous day. The implied volatity was 21.46, the open interest changed by 8 which increased total open position to 439


On 4 Dec SRF was trading at 2840.10. The strike last trading price was 13.45, which was 0.85 higher than the previous day. The implied volatity was 22.57, the open interest changed by 19 which increased total open position to 428


On 3 Dec SRF was trading at 2830.00. The strike last trading price was 12, which was -5.7 lower than the previous day. The implied volatity was 22.70, the open interest changed by 100 which increased total open position to 416


On 2 Dec SRF was trading at 2859.50. The strike last trading price was 17.3, which was -14.15 lower than the previous day. The implied volatity was 21.60, the open interest changed by 3 which increased total open position to 313


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 30.5, which was -6.4 lower than the previous day. The implied volatity was 21.71, the open interest changed by 17 which increased total open position to 313


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 36.55, which was 18.45 higher than the previous day. The implied volatity was 20.76, the open interest changed by 173 which increased total open position to 296


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 18.1, which was 3.35 higher than the previous day. The implied volatity was 22.45, the open interest changed by 56 which increased total open position to 126


On 26 Nov SRF was trading at 2809.80. The strike last trading price was 14.35, which was 1.7 higher than the previous day. The implied volatity was 22.26, the open interest changed by 12 which increased total open position to 71


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 12.65, which was -4.45 lower than the previous day. The implied volatity was 23.27, the open interest changed by 10 which increased total open position to 59


On 24 Nov SRF was trading at 2807.50. The strike last trading price was 16.05, which was -10.1 lower than the previous day. The implied volatity was 23.04, the open interest changed by 7 which increased total open position to 48


On 21 Nov SRF was trading at 2838.40. The strike last trading price was 26, which was -8.6 lower than the previous day. The implied volatity was 23.14, the open interest changed by 12 which increased total open position to 41


On 20 Nov SRF was trading at 2851.60. The strike last trading price was 34.9, which was -0.1 lower than the previous day. The implied volatity was 24.81, the open interest changed by 27 which increased total open position to 28


On 19 Nov SRF was trading at 2786.40. The strike last trading price was 35, which was -129.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 18 Nov SRF was trading at 2816.60. The strike last trading price was 35, which was -129.8 lower than the previous day. The implied volatity was 27.00, 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 164.8, 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 14 Nov SRF was trading at 2839.10. The strike last trading price was 164.8, which was 0 lower than the previous day. The implied volatity was 4.41, 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 164.8, which was 0 lower than the previous day. The implied volatity was 3.13, 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 164.8, which was 0 lower than the previous day. The implied volatity was 1.50, 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 164.8, which was 0 lower than the previous day. The implied volatity was 1.82, 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 164.8, which was 0 lower than the previous day. The implied volatity was 2.50, 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 164.8, which was 0 lower than the previous day. The implied volatity was 2.49, 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 164.8, which was 0 lower than the previous day. The implied volatity was 2.52, 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 164.8, 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 164.8, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0


On 29 Oct SRF was trading at 3027.80. The strike last trading price was 164.8, 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 3050 PE
Delta: -0.53
Vega: 2.67
Theta: -1.12
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3023.60 63.8 -56.5 21.19 1,122 556 728
11 Dec 2943.70 117.85 -16.7 22.44 30 4 172
10 Dec 2931.70 137.2 -20.55 26.13 94 17 168
9 Dec 2894.80 157.75 -14.9 23.75 15 -4 150
8 Dec 2831.90 172.65 -15.3 - 0 0 154
5 Dec 2885.40 172.65 -15.3 27.11 11 0 154
4 Dec 2840.10 187.95 40.9 - 0 0 0
3 Dec 2830.00 187.95 40.9 - 0 0 0
2 Dec 2859.50 187.95 40.9 25.89 7 0 154
1 Dec 2923.00 147.05 5.75 24.14 43 40 153
28 Nov 2927.30 136 -105 23.63 179 105 111
27 Nov 2840.00 241 53.45 - 0 0 0
26 Nov 2809.80 241 53.45 - 0 5 0
25 Nov 2793.80 241 53.45 - 5 3 4
24 Nov 2807.50 187.55 32.45 - 0 0 0
21 Nov 2838.40 187.55 32.45 - 0 1 0
20 Nov 2851.60 187.55 32.45 19.98 1 0 0
19 Nov 2786.40 155.1 0 - 0 0 0
18 Nov 2816.60 155.1 0 - 0 0 0
17 Nov 2833.10 155.1 0 - 0 0 0
14 Nov 2839.10 155.1 0 - 0 0 0
13 Nov 2912.00 155.1 0 - 0 0 0
12 Nov 2941.40 155.1 0 - 0 0 0
11 Nov 2929.90 155.1 0 - 0 0 0
10 Nov 2903.90 155.1 0 - 0 0 0
7 Nov 2896.80 155.1 0 - 0 0 0
6 Nov 2899.30 155.1 0 - 0 0 0
31 Oct 2930.50 155.1 0 - 0 0 0
30 Oct 2981.10 155.1 0 - 0 0 0
29 Oct 3027.80 155.1 0 0.36 0 0 0


For Srf Ltd - strike price 3050 expiring on 30DEC2025

Delta for 3050 PE is -0.53

Historical price for 3050 PE is as follows

On 12 Dec SRF was trading at 3023.60. The strike last trading price was 63.8, which was -56.5 lower than the previous day. The implied volatity was 21.19, the open interest changed by 556 which increased total open position to 728


On 11 Dec SRF was trading at 2943.70. The strike last trading price was 117.85, which was -16.7 lower than the previous day. The implied volatity was 22.44, the open interest changed by 4 which increased total open position to 172


On 10 Dec SRF was trading at 2931.70. The strike last trading price was 137.2, which was -20.55 lower than the previous day. The implied volatity was 26.13, the open interest changed by 17 which increased total open position to 168


On 9 Dec SRF was trading at 2894.80. The strike last trading price was 157.75, which was -14.9 lower than the previous day. The implied volatity was 23.75, the open interest changed by -4 which decreased total open position to 150


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 172.65, which was -15.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 172.65, which was -15.3 lower than the previous day. The implied volatity was 27.11, the open interest changed by 0 which decreased total open position to 154


On 4 Dec SRF was trading at 2840.10. The strike last trading price was 187.95, which was 40.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec SRF was trading at 2830.00. The strike last trading price was 187.95, which was 40.9 higher 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 187.95, which was 40.9 higher than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 154


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 147.05, which was 5.75 higher than the previous day. The implied volatity was 24.14, the open interest changed by 40 which increased total open position to 153


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 136, which was -105 lower than the previous day. The implied volatity was 23.63, the open interest changed by 105 which increased total open position to 111


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 241, which was 53.45 higher than the previous day. The implied volatity was -, 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 241, which was 53.45 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 241, which was 53.45 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4


On 24 Nov SRF was trading at 2807.50. The strike last trading price was 187.55, which was 32.45 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 187.55, which was 32.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Nov SRF was trading at 2851.60. The strike last trading price was 187.55, which was 32.45 higher than the previous day. The implied volatity was 19.98, 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 155.1, 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 155.1, 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 155.1, 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 155.1, 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 155.1, 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 155.1, 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 155.1, 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 155.1, 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 155.1, 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 155.1, 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 155.1, 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 155.1, 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 29 Oct SRF was trading at 3027.80. The strike last trading price was 155.1, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0