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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

SRF 27-JAN-2026 3060 CE
Delta: 0.45 Vega: 2.65 Theta: -2.07 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	3023.20	51 ₹ 10,200	-12 -2400.00	23.15	344 68,800	-3 -600	98 19,600
8 Jan	3042.30	63.5 ₹ 12,700	-29.85 -5970.00	21.82	315 63,000	21 4,200	101 20,200
7 Jan	3097.60	93.25 ₹ 18,650	22.35 4470.00	23.51	371 74,200	-27 -5,400	80 16,000
6 Jan	3051.40	69.65 ₹ 13,930	-22.75 -4550.00	21.58	671 1,34,200	30 6,000	107 21,400
5 Jan	3089.30	91.05 ₹ 18,210	15.55 3110.00	22.38	678 1,35,600	55 11,000	79 15,800

2 Jan	3059.50	74.05 ₹ 14,810	-24.95 -4990.00	21.13	89 17,800	23 4,600	23 4,600
1 Jan	3057.30	99 ₹ 19,800	0 0.00	-	0 0	0 0	0 0
31 Dec	3075.00	99 ₹ 19,800	0 0.00	-	0 0	0 0	0 0

For Srf Ltd - strike price 3060 expiring on 27JAN2026

Delta for 3060 CE is 0.45

Historical price for 3060 CE is as follows

On 9 Jan SRF was trading at 3023.20. The strike last trading price was 51, which was -12 lower than the previous day. The implied volatity was 23.15, the open interest changed by -3 which decreased total open position to 98

On 8 Jan SRF was trading at 3042.30. The strike last trading price was 63.5, which was -29.85 lower than the previous day. The implied volatity was 21.82, the open interest changed by 21 which increased total open position to 101

On 7 Jan SRF was trading at 3097.60. The strike last trading price was 93.25, which was 22.35 higher than the previous day. The implied volatity was 23.51, the open interest changed by -27 which decreased total open position to 80

On 6 Jan SRF was trading at 3051.40. The strike last trading price was 69.65, which was -22.75 lower than the previous day. The implied volatity was 21.58, the open interest changed by 30 which increased total open position to 107

On 5 Jan SRF was trading at 3089.30. The strike last trading price was 91.05, which was 15.55 higher than the previous day. The implied volatity was 22.38, the open interest changed by 55 which increased total open position to 79

On 2 Jan SRF was trading at 3059.50. The strike last trading price was 74.05, which was -24.95 lower than the previous day. The implied volatity was 21.13, the open interest changed by 23 which increased total open position to 23

On 1 Jan SRF was trading at 3057.30. The strike last trading price was 99, 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 Dec SRF was trading at 3075.00. The strike last trading price was 99, 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 3060 PE
Delta: -0.55 Vega: 2.66 Theta: -1.24 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	3023.20	75.1 ₹ 15,020	3.1 620.00	23.25	107 21,400	-11 -2,200	79 15,800
8 Jan	3042.30	72.95 ₹ 14,590	23.65 4730.00	27.36	286 57,200	15 3,000	90 18,000
7 Jan	3097.60	50.35 ₹ 10,070	-22.6 -4520.00	24.90	308 61,600	36 7,200	76 15,200
6 Jan	3051.40	71.65 ₹ 14,330	19.95 3990.00	26.72	309 61,800	29 5,800	40 8,000
5 Jan	3089.30	51.55 ₹ 10,310	-55.15 -11030.00	23.72	40 8,000	12 2,400	12 2,400
2 Jan	3059.50	106.7 ₹ 21,340	0 0.00	0.52	0 0	0 0	0 0
1 Jan	3057.30	106.7 ₹ 21,340	0 0.00	0.80	0 0	0 0	0 0
31 Dec	3075.00	106.7 ₹ 21,340	0 0.00	1.13	0 0	0 0	0 0

For Srf Ltd - strike price 3060 expiring on 27JAN2026

Delta for 3060 PE is -0.55

Historical price for 3060 PE is as follows

On 9 Jan SRF was trading at 3023.20. The strike last trading price was 75.1, which was 3.1 higher than the previous day. The implied volatity was 23.25, the open interest changed by -11 which decreased total open position to 79

On 8 Jan SRF was trading at 3042.30. The strike last trading price was 72.95, which was 23.65 higher than the previous day. The implied volatity was 27.36, the open interest changed by 15 which increased total open position to 90

On 7 Jan SRF was trading at 3097.60. The strike last trading price was 50.35, which was -22.6 lower than the previous day. The implied volatity was 24.90, the open interest changed by 36 which increased total open position to 76

On 6 Jan SRF was trading at 3051.40. The strike last trading price was 71.65, which was 19.95 higher than the previous day. The implied volatity was 26.72, the open interest changed by 29 which increased total open position to 40

On 5 Jan SRF was trading at 3089.30. The strike last trading price was 51.55, which was -55.15 lower than the previous day. The implied volatity was 23.72, the open interest changed by 12 which increased total open position to 12

On 2 Jan SRF was trading at 3059.50. The strike last trading price was 106.7, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0

On 1 Jan SRF was trading at 3057.30. The strike last trading price was 106.7, which was 0 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0

On 31 Dec SRF was trading at 3075.00. The strike last trading price was 106.7, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0

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