[--[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 3100 CE
Delta: 0.32
Vega: 2.39
Theta: -1.54
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3023.60 26 12.05 19.27 6,422 -28 1,278
11 Dec 2943.70 13.7 0.35 21.75 907 -33 1,293
10 Dec 2931.70 13.55 1 22.05 1,693 4 1,327
9 Dec 2894.80 12.65 5.4 24.42 1,231 125 1,303
8 Dec 2831.90 7.05 -5.2 25.19 449 -5 1,179
5 Dec 2885.40 11.9 2.75 22.24 1,310 136 1,185
4 Dec 2840.10 8.8 0.35 23.29 373 -55 1,046
3 Dec 2830.00 8.45 -3.35 23.83 422 4 1,103
2 Dec 2859.50 11.5 -9.55 22.33 1,041 119 1,100
1 Dec 2923.00 20.65 -5.15 22.22 1,292 -57 984
28 Nov 2927.30 25 12.6 21.19 6,000 184 1,045
27 Nov 2840.00 12.35 2.4 22.99 506 57 861
26 Nov 2809.80 9.7 0.4 22.80 258 6 804
25 Nov 2793.80 8.9 -2.6 22.64 169 1 795
24 Nov 2807.50 11.6 -6.9 23.83 257 15 793
21 Nov 2838.40 18 -7.45 23.76 1,011 455 777
20 Nov 2851.60 24.65 7.55 24.74 481 144 317
19 Nov 2786.40 17.4 -4.8 25.78 84 48 174
18 Nov 2816.60 21.95 -4.75 25.52 99 30 121
17 Nov 2833.10 26.7 -5.15 25.65 47 20 91
14 Nov 2839.10 31.5 -10.25 26.14 55 8 72
13 Nov 2912.00 41.3 -14.65 24.81 29 9 62
12 Nov 2941.40 57 4.5 23.65 32 8 51
11 Nov 2929.90 55 7 24.12 20 13 43
10 Nov 2903.90 48 4 24.45 9 3 27
7 Nov 2896.80 44 -9 22.92 16 3 23
6 Nov 2899.30 53 -32.15 25.20 7 2 21
31 Oct 2930.50 85.15 0 - 1 0 19
30 Oct 2981.10 85.15 -19.85 23.92 5 2 19
29 Oct 3027.80 105 -7.15 24.42 8 6 15
28 Oct 3027.70 112.15 15.95 23.92 9 6 6
27 Oct 3019.40 96.2 0 0.70 0 0 0
24 Oct 3082.00 96.2 0 - 0 0 0
21 Oct 3148.00 96.2 0 - 0 0 0
20 Oct 3179.90 96.2 0 - 0 0 0
16 Oct 3190.00 96.2 0 - 0 0 0
15 Oct 3088.60 96.2 0 - 0 0 0
14 Oct 3044.00 96.2 0 - 0 0 0
13 Oct 3047.40 96.2 0 - 0 0 0
10 Oct 3024.50 96.2 0 0.33 0 0 0
9 Oct 2996.90 96.2 0 0.71 0 0 0
8 Oct 2972.70 96.2 0 1.07 0 0 0
7 Oct 2964.80 96.2 0 1.08 0 0 0
6 Oct 2940.20 0 0 - 0 0 0
3 Oct 2919.40 0 0 1.90 0 0 0


For Srf Ltd - strike price 3100 expiring on 30DEC2025

Delta for 3100 CE is 0.32

Historical price for 3100 CE is as follows

On 12 Dec SRF was trading at 3023.60. The strike last trading price was 26, which was 12.05 higher than the previous day. The implied volatity was 19.27, the open interest changed by -28 which decreased total open position to 1278


On 11 Dec SRF was trading at 2943.70. The strike last trading price was 13.7, which was 0.35 higher than the previous day. The implied volatity was 21.75, the open interest changed by -33 which decreased total open position to 1293


On 10 Dec SRF was trading at 2931.70. The strike last trading price was 13.55, which was 1 higher than the previous day. The implied volatity was 22.05, the open interest changed by 4 which increased total open position to 1327


On 9 Dec SRF was trading at 2894.80. The strike last trading price was 12.65, which was 5.4 higher than the previous day. The implied volatity was 24.42, the open interest changed by 125 which increased total open position to 1303


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 7.05, which was -5.2 lower than the previous day. The implied volatity was 25.19, the open interest changed by -5 which decreased total open position to 1179


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 11.9, which was 2.75 higher than the previous day. The implied volatity was 22.24, the open interest changed by 136 which increased total open position to 1185


On 4 Dec SRF was trading at 2840.10. The strike last trading price was 8.8, which was 0.35 higher than the previous day. The implied volatity was 23.29, the open interest changed by -55 which decreased total open position to 1046


On 3 Dec SRF was trading at 2830.00. The strike last trading price was 8.45, which was -3.35 lower than the previous day. The implied volatity was 23.83, the open interest changed by 4 which increased total open position to 1103


On 2 Dec SRF was trading at 2859.50. The strike last trading price was 11.5, which was -9.55 lower than the previous day. The implied volatity was 22.33, the open interest changed by 119 which increased total open position to 1100


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 20.65, which was -5.15 lower than the previous day. The implied volatity was 22.22, the open interest changed by -57 which decreased total open position to 984


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 25, which was 12.6 higher than the previous day. The implied volatity was 21.19, the open interest changed by 184 which increased total open position to 1045


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 12.35, which was 2.4 higher than the previous day. The implied volatity was 22.99, the open interest changed by 57 which increased total open position to 861


On 26 Nov SRF was trading at 2809.80. The strike last trading price was 9.7, which was 0.4 higher than the previous day. The implied volatity was 22.80, the open interest changed by 6 which increased total open position to 804


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 8.9, which was -2.6 lower than the previous day. The implied volatity was 22.64, the open interest changed by 1 which increased total open position to 795


On 24 Nov SRF was trading at 2807.50. The strike last trading price was 11.6, which was -6.9 lower than the previous day. The implied volatity was 23.83, the open interest changed by 15 which increased total open position to 793


On 21 Nov SRF was trading at 2838.40. The strike last trading price was 18, which was -7.45 lower than the previous day. The implied volatity was 23.76, the open interest changed by 455 which increased total open position to 777


On 20 Nov SRF was trading at 2851.60. The strike last trading price was 24.65, which was 7.55 higher than the previous day. The implied volatity was 24.74, the open interest changed by 144 which increased total open position to 317


On 19 Nov SRF was trading at 2786.40. The strike last trading price was 17.4, which was -4.8 lower than the previous day. The implied volatity was 25.78, the open interest changed by 48 which increased total open position to 174


On 18 Nov SRF was trading at 2816.60. The strike last trading price was 21.95, which was -4.75 lower than the previous day. The implied volatity was 25.52, the open interest changed by 30 which increased total open position to 121


On 17 Nov SRF was trading at 2833.10. The strike last trading price was 26.7, which was -5.15 lower than the previous day. The implied volatity was 25.65, the open interest changed by 20 which increased total open position to 91


On 14 Nov SRF was trading at 2839.10. The strike last trading price was 31.5, which was -10.25 lower than the previous day. The implied volatity was 26.14, the open interest changed by 8 which increased total open position to 72


On 13 Nov SRF was trading at 2912.00. The strike last trading price was 41.3, which was -14.65 lower than the previous day. The implied volatity was 24.81, the open interest changed by 9 which increased total open position to 62


On 12 Nov SRF was trading at 2941.40. The strike last trading price was 57, which was 4.5 higher than the previous day. The implied volatity was 23.65, the open interest changed by 8 which increased total open position to 51


On 11 Nov SRF was trading at 2929.90. The strike last trading price was 55, which was 7 higher than the previous day. The implied volatity was 24.12, the open interest changed by 13 which increased total open position to 43


On 10 Nov SRF was trading at 2903.90. The strike last trading price was 48, which was 4 higher than the previous day. The implied volatity was 24.45, the open interest changed by 3 which increased total open position to 27


On 7 Nov SRF was trading at 2896.80. The strike last trading price was 44, which was -9 lower than the previous day. The implied volatity was 22.92, the open interest changed by 3 which increased total open position to 23


On 6 Nov SRF was trading at 2899.30. The strike last trading price was 53, which was -32.15 lower than the previous day. The implied volatity was 25.20, the open interest changed by 2 which increased total open position to 21


On 31 Oct SRF was trading at 2930.50. The strike last trading price was 85.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 30 Oct SRF was trading at 2981.10. The strike last trading price was 85.15, which was -19.85 lower than the previous day. The implied volatity was 23.92, the open interest changed by 2 which increased total open position to 19


On 29 Oct SRF was trading at 3027.80. The strike last trading price was 105, which was -7.15 lower than the previous day. The implied volatity was 24.42, the open interest changed by 6 which increased total open position to 15


On 28 Oct SRF was trading at 3027.70. The strike last trading price was 112.15, which was 15.95 higher than the previous day. The implied volatity was 23.92, the open interest changed by 6 which increased total open position to 6


On 27 Oct SRF was trading at 3019.40. The strike last trading price was 96.2, which was 0 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0


On 24 Oct SRF was trading at 3082.00. The strike last trading price was 96.2, 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 Oct SRF was trading at 3148.00. The strike last trading price was 96.2, 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 20 Oct SRF was trading at 3179.90. The strike last trading price was 96.2, 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 16 Oct SRF was trading at 3190.00. The strike last trading price was 96.2, 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 15 Oct SRF was trading at 3088.60. The strike last trading price was 96.2, 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 Oct SRF was trading at 3044.00. The strike last trading price was 96.2, 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 Oct SRF was trading at 3047.40. The strike last trading price was 96.2, 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 Oct SRF was trading at 3024.50. The strike last trading price was 96.2, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 9 Oct SRF was trading at 2996.90. The strike last trading price was 96.2, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0


On 8 Oct SRF was trading at 2972.70. The strike last trading price was 96.2, 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


On 7 Oct SRF was trading at 2964.80. The strike last trading price was 96.2, which was 0 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0


On 6 Oct SRF was trading at 2940.20. The strike last trading price was 0, 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 Oct SRF was trading at 2919.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.90, the open interest changed by 0 which decreased total open position to 0


SRF 30DEC2025 3100 PE
Delta: -0.66
Vega: 2.47
Theta: -0.93
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3023.60 96 -64.05 21.87 163 24 150
11 Dec 2943.70 157.55 -18.6 22.84 29 -1 126
10 Dec 2931.70 176.15 -24.85 26.46 55 8 127
9 Dec 2894.80 201 -1 24.75 6 0 122
8 Dec 2831.90 202 23.3 - 0 0 122
5 Dec 2885.40 202 23.3 - 0 0 0
4 Dec 2840.10 202 23.3 - 0 0 0
3 Dec 2830.00 202 23.3 - 0 0 0
2 Dec 2859.50 202 23.3 - 0 3 0
1 Dec 2923.00 202 23.3 30.72 6 2 121
28 Nov 2927.30 178.3 -83.35 25.91 44 10 117
27 Nov 2840.00 261.65 -16.15 28.84 13 3 107
26 Nov 2809.80 275.9 -24.55 25.39 19 1 104
25 Nov 2793.80 300.45 13.6 32.50 15 14 103
24 Nov 2807.50 286.85 24.35 26.84 29 27 89
21 Nov 2838.40 265 31.5 28.33 15 14 61
20 Nov 2851.60 233.5 -64.85 21.86 17 16 46
19 Nov 2786.40 298.35 30.35 27.39 3 2 30
18 Nov 2816.60 268 12 24.06 1 0 27
17 Nov 2833.10 256 121 25.60 25 23 27
14 Nov 2839.10 135 -190.7 - 0 0 0
13 Nov 2912.00 135 -190.7 - 0 0 0
12 Nov 2941.40 135 -190.7 - 0 0 0
11 Nov 2929.90 135 -190.7 - 0 0 0
10 Nov 2903.90 135 -190.7 - 0 0 0
7 Nov 2896.80 135 -190.7 - 0 0 0
6 Nov 2899.30 135 -190.7 - 0 0 0
31 Oct 2930.50 135 -190.7 - 0 0 0
30 Oct 2981.10 135 -190.7 - 0 4 0
29 Oct 3027.80 135 -190.7 23.45 4 2 2
28 Oct 3027.70 325.7 0 - 0 0 0
27 Oct 3019.40 325.7 0 - 0 0 0
24 Oct 3082.00 325.7 0 0.75 0 0 0
21 Oct 3148.00 325.7 0 1.77 0 0 0
20 Oct 3179.90 325.7 0 2.68 0 0 0
16 Oct 3190.00 325.7 0 3.03 0 0 0
15 Oct 3088.60 325.7 0 - 0 0 0
14 Oct 3044.00 325.7 0 0.22 0 0 0
13 Oct 3047.40 325.7 0 0.30 0 0 0
10 Oct 3024.50 325.7 0 - 0 0 0
9 Oct 2996.90 325.7 0 - 0 0 0
8 Oct 2972.70 325.7 0 - 0 0 0
7 Oct 2964.80 325.7 0 - 0 0 0
6 Oct 2940.20 0 0 - 0 0 0
3 Oct 2919.40 0 0 - 0 0 0


For Srf Ltd - strike price 3100 expiring on 30DEC2025

Delta for 3100 PE is -0.66

Historical price for 3100 PE is as follows

On 12 Dec SRF was trading at 3023.60. The strike last trading price was 96, which was -64.05 lower than the previous day. The implied volatity was 21.87, the open interest changed by 24 which increased total open position to 150


On 11 Dec SRF was trading at 2943.70. The strike last trading price was 157.55, which was -18.6 lower than the previous day. The implied volatity was 22.84, the open interest changed by -1 which decreased total open position to 126


On 10 Dec SRF was trading at 2931.70. The strike last trading price was 176.15, which was -24.85 lower than the previous day. The implied volatity was 26.46, the open interest changed by 8 which increased total open position to 127


On 9 Dec SRF was trading at 2894.80. The strike last trading price was 201, which was -1 lower than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 122


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 202, which was 23.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 202, which was 23.3 higher 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 202, which was 23.3 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 202, which was 23.3 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 202, which was 23.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 202, which was 23.3 higher than the previous day. The implied volatity was 30.72, the open interest changed by 2 which increased total open position to 121


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 178.3, which was -83.35 lower than the previous day. The implied volatity was 25.91, the open interest changed by 10 which increased total open position to 117


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 261.65, which was -16.15 lower than the previous day. The implied volatity was 28.84, the open interest changed by 3 which increased total open position to 107


On 26 Nov SRF was trading at 2809.80. The strike last trading price was 275.9, which was -24.55 lower than the previous day. The implied volatity was 25.39, the open interest changed by 1 which increased total open position to 104


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 300.45, which was 13.6 higher than the previous day. The implied volatity was 32.50, the open interest changed by 14 which increased total open position to 103


On 24 Nov SRF was trading at 2807.50. The strike last trading price was 286.85, which was 24.35 higher than the previous day. The implied volatity was 26.84, the open interest changed by 27 which increased total open position to 89


On 21 Nov SRF was trading at 2838.40. The strike last trading price was 265, which was 31.5 higher than the previous day. The implied volatity was 28.33, the open interest changed by 14 which increased total open position to 61


On 20 Nov SRF was trading at 2851.60. The strike last trading price was 233.5, which was -64.85 lower than the previous day. The implied volatity was 21.86, the open interest changed by 16 which increased total open position to 46


On 19 Nov SRF was trading at 2786.40. The strike last trading price was 298.35, which was 30.35 higher than the previous day. The implied volatity was 27.39, the open interest changed by 2 which increased total open position to 30


On 18 Nov SRF was trading at 2816.60. The strike last trading price was 268, which was 12 higher than the previous day. The implied volatity was 24.06, the open interest changed by 0 which decreased total open position to 27


On 17 Nov SRF was trading at 2833.10. The strike last trading price was 256, which was 121 higher than the previous day. The implied volatity was 25.60, the open interest changed by 23 which increased total open position to 27


On 14 Nov SRF was trading at 2839.10. The strike last trading price was 135, which was -190.7 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 135, which was -190.7 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 135, which was -190.7 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 135, which was -190.7 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 135, which was -190.7 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 135, which was -190.7 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 135, which was -190.7 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 135, which was -190.7 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 135, which was -190.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 29 Oct SRF was trading at 3027.80. The strike last trading price was 135, which was -190.7 lower than the previous day. The implied volatity was 23.45, the open interest changed by 2 which increased total open position to 2


On 28 Oct SRF was trading at 3027.70. The strike last trading price was 325.7, 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 Oct SRF was trading at 3019.40. The strike last trading price was 325.7, 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 24 Oct SRF was trading at 3082.00. The strike last trading price was 325.7, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0


On 21 Oct SRF was trading at 3148.00. The strike last trading price was 325.7, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


On 20 Oct SRF was trading at 3179.90. The strike last trading price was 325.7, 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 16 Oct SRF was trading at 3190.00. The strike last trading price was 325.7, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0


On 15 Oct SRF was trading at 3088.60. The strike last trading price was 325.7, 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 Oct SRF was trading at 3044.00. The strike last trading price was 325.7, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 13 Oct SRF was trading at 3047.40. The strike last trading price was 325.7, which was 0 lower than the previous day. The implied volatity was 0.30, the open interest changed by 0 which decreased total open position to 0


On 10 Oct SRF was trading at 3024.50. The strike last trading price was 325.7, 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 Oct SRF was trading at 2996.90. The strike last trading price was 325.7, 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 Oct SRF was trading at 2972.70. The strike last trading price was 325.7, 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 Oct SRF was trading at 2964.80. The strike last trading price was 325.7, 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 Oct SRF was trading at 2940.20. The strike last trading price was 0, 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 Oct SRF was trading at 2919.40. The strike last trading price was 0, 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