SRF
Srf Ltd
Historical option data for SRF
24 Dec 2025 04:11 PM IST
| SRF 27-JAN-2026 3050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 3.36
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 3098.20 | 118 | -4.1 | 18.98 | 18 | 5 | 14 | |||||||||
| 23 Dec | 3111.70 | 122.1 | 0.1 | 19.52 | 3 | 0 | 9 | |||||||||
| 22 Dec | 3091.60 | 122 | 2.6 | 23.20 | 5 | 0 | 11 | |||||||||
| 19 Dec | 3090.30 | 117.55 | 17.2 | 20.28 | 15 | 6 | 11 | |||||||||
| 18 Dec | 3050.70 | 100.35 | 0.35 | 21.36 | 2 | -1 | 4 | |||||||||
| 17 Dec | 3033.30 | 100 | 23.05 | 22.17 | 3 | 0 | 4 | |||||||||
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| 16 Dec | 3015.70 | 76.95 | -6.05 | - | 0 | 0 | 4 | |||||||||
| 15 Dec | 3001.00 | 76.95 | -6.05 | 20.38 | 6 | 2 | 5 | |||||||||
| 12 Dec | 3023.60 | 83 | 19.05 | 18.26 | 3 | 2 | 2 | |||||||||
| 11 Dec | 2943.70 | 63.95 | 0 | 1.72 | 0 | 0 | 0 | |||||||||
| 10 Dec | 2931.70 | 63.95 | 0 | 2.12 | 0 | 0 | 0 | |||||||||
| 9 Dec | 2894.80 | 63.95 | 0 | 2.77 | 0 | 0 | 0 | |||||||||
| 8 Dec | 2831.90 | 63.95 | 0 | 4.28 | 0 | 0 | 0 | |||||||||
| 5 Dec | 2885.40 | 63.95 | 0 | 2.77 | 0 | 0 | 0 | |||||||||
| 4 Dec | 2840.10 | 63.95 | 0 | 3.83 | 0 | 0 | 0 | |||||||||
| 3 Dec | 2830.00 | 63.95 | 0 | 3.96 | 0 | 0 | 0 | |||||||||
| 2 Dec | 2859.50 | 63.95 | 0 | 3.19 | 0 | 0 | 0 | |||||||||
| 1 Dec | 2923.00 | 63.95 | 0 | 1.88 | 0 | 0 | 0 | |||||||||
| 28 Nov | 2927.30 | 63.95 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
| 27 Nov | 2840.00 | 63.95 | 0 | 3.60 | 0 | 0 | 0 | |||||||||
| 26 Nov | 2809.80 | 63.95 | 0 | 4.11 | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 3050 expiring on 27JAN2026
Delta for 3050 CE is 0.68
Historical price for 3050 CE is as follows
On 24 Dec SRF was trading at 3098.20. The strike last trading price was 118, which was -4.1 lower than the previous day. The implied volatity was 18.98, the open interest changed by 5 which increased total open position to 14
On 23 Dec SRF was trading at 3111.70. The strike last trading price was 122.1, which was 0.1 higher than the previous day. The implied volatity was 19.52, the open interest changed by 0 which decreased total open position to 9
On 22 Dec SRF was trading at 3091.60. The strike last trading price was 122, which was 2.6 higher than the previous day. The implied volatity was 23.20, the open interest changed by 0 which decreased total open position to 11
On 19 Dec SRF was trading at 3090.30. The strike last trading price was 117.55, which was 17.2 higher than the previous day. The implied volatity was 20.28, the open interest changed by 6 which increased total open position to 11
On 18 Dec SRF was trading at 3050.70. The strike last trading price was 100.35, which was 0.35 higher than the previous day. The implied volatity was 21.36, the open interest changed by -1 which decreased total open position to 4
On 17 Dec SRF was trading at 3033.30. The strike last trading price was 100, which was 23.05 higher than the previous day. The implied volatity was 22.17, the open interest changed by 0 which decreased total open position to 4
On 16 Dec SRF was trading at 3015.70. The strike last trading price was 76.95, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Dec SRF was trading at 3001.00. The strike last trading price was 76.95, which was -6.05 lower than the previous day. The implied volatity was 20.38, the open interest changed by 2 which increased total open position to 5
On 12 Dec SRF was trading at 3023.60. The strike last trading price was 83, which was 19.05 higher than the previous day. The implied volatity was 18.26, the open interest changed by 2 which increased total open position to 2
On 11 Dec SRF was trading at 2943.70. The strike last trading price was 63.95, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 10 Dec SRF was trading at 2931.70. The strike last trading price was 63.95, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 9 Dec SRF was trading at 2894.80. The strike last trading price was 63.95, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
On 8 Dec SRF was trading at 2831.90. The strike last trading price was 63.95, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
On 5 Dec SRF was trading at 2885.40. The strike last trading price was 63.95, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
On 4 Dec SRF was trading at 2840.10. The strike last trading price was 63.95, which was 0 lower than the previous day. The implied volatity was 3.83, 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 63.95, which was 0 lower than the previous day. The implied volatity was 3.96, 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 63.95, which was 0 lower than the previous day. The implied volatity was 3.19, 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 63.95, which was 0 lower than the previous day. The implied volatity was 1.88, 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 63.95, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SRF was trading at 2840.00. The strike last trading price was 63.95, which was 0 lower than the previous day. The implied volatity was 3.60, 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 63.95, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0
| SRF 27JAN2026 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 3.47
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 3098.20 | 51.55 | 3.65 | 23.01 | 105 | -41 | 99 |
| 23 Dec | 3111.70 | 48.6 | -8.9 | 22.04 | 141 | 112 | 141 |
| 22 Dec | 3091.60 | 59 | -2 | 22.52 | 37 | 20 | 29 |
| 19 Dec | 3090.30 | 61 | -19 | 22.62 | 2 | 1 | 8 |
| 18 Dec | 3050.70 | 80 | -38 | 23.35 | 5 | 1 | 3 |
| 17 Dec | 3033.30 | 118 | 8 | - | 0 | 0 | 2 |
| 16 Dec | 3015.70 | 118 | 8 | 27.23 | 1 | 0 | 1 |
| 15 Dec | 3001.00 | 110 | -178.25 | 25.13 | 2 | 1 | 1 |
| 12 Dec | 3023.60 | 288.25 | 0 | 0.38 | 0 | 0 | 0 |
| 11 Dec | 2943.70 | 288.25 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 2931.70 | 288.25 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 2894.80 | 288.25 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 2831.90 | 288.25 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 2885.40 | 288.25 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 2840.10 | 288.25 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 2830.00 | 288.25 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 2859.50 | 288.25 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 2923.00 | 288.25 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 2927.30 | 288.25 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 2840.00 | 288.25 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 2809.80 | 288.25 | 0 | - | 0 | 0 | 0 |
For Srf Ltd - strike price 3050 expiring on 27JAN2026
Delta for 3050 PE is -0.34
Historical price for 3050 PE is as follows
On 24 Dec SRF was trading at 3098.20. The strike last trading price was 51.55, which was 3.65 higher than the previous day. The implied volatity was 23.01, the open interest changed by -41 which decreased total open position to 99
On 23 Dec SRF was trading at 3111.70. The strike last trading price was 48.6, which was -8.9 lower than the previous day. The implied volatity was 22.04, the open interest changed by 112 which increased total open position to 141
On 22 Dec SRF was trading at 3091.60. The strike last trading price was 59, which was -2 lower than the previous day. The implied volatity was 22.52, the open interest changed by 20 which increased total open position to 29
On 19 Dec SRF was trading at 3090.30. The strike last trading price was 61, which was -19 lower than the previous day. The implied volatity was 22.62, the open interest changed by 1 which increased total open position to 8
On 18 Dec SRF was trading at 3050.70. The strike last trading price was 80, which was -38 lower than the previous day. The implied volatity was 23.35, the open interest changed by 1 which increased total open position to 3
On 17 Dec SRF was trading at 3033.30. The strike last trading price was 118, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Dec SRF was trading at 3015.70. The strike last trading price was 118, which was 8 higher than the previous day. The implied volatity was 27.23, the open interest changed by 0 which decreased total open position to 1
On 15 Dec SRF was trading at 3001.00. The strike last trading price was 110, which was -178.25 lower than the previous day. The implied volatity was 25.13, the open interest changed by 1 which increased total open position to 1
On 12 Dec SRF was trading at 3023.60. The strike last trading price was 288.25, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 11 Dec SRF was trading at 2943.70. The strike last trading price was 288.25, 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 Dec SRF was trading at 2931.70. The strike last trading price was 288.25, 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 9 Dec SRF was trading at 2894.80. The strike last trading price was 288.25, 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 8 Dec SRF was trading at 2831.90. The strike last trading price was 288.25, 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 5 Dec SRF was trading at 2885.40. The strike last trading price was 288.25, 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 Dec SRF was trading at 2840.10. The strike last trading price was 288.25, 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 Dec SRF was trading at 2830.00. The strike last trading price was 288.25, 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 2 Dec SRF was trading at 2859.50. The strike last trading price was 288.25, 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 1 Dec SRF was trading at 2923.00. The strike last trading price was 288.25, 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 28 Nov SRF was trading at 2927.30. The strike last trading price was 288.25, 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 27 Nov SRF was trading at 2840.00. The strike last trading price was 288.25, 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 26 Nov SRF was trading at 2809.80. The strike last trading price was 288.25, 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































































































































































































































