SRF
Srf Ltd
Historical option data for SRF
12 Dec 2025 04:11 PM IST
| SRF 30-DEC-2025 3050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 2.66
Theta: -1.75
Gamma: 0.00
|
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| 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 | |||||||||
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| 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
|
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| 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































































































































































































































