[--[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 3200 CE
Delta: 0.14
Vega: 1.46
Theta: -0.95
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3023.60 9.3 4 20.71 2,927 362 1,065
11 Dec 2943.70 5.2 -0.05 23.57 834 -119 705
10 Dec 2931.70 5.5 -0.1 24.01 1,316 114 842
9 Dec 2894.80 5.5 1.95 26.18 475 1 727
8 Dec 2831.90 3.45 -2.4 27.52 560 -220 735
5 Dec 2885.40 5.5 0.95 24.23 409 -69 957
4 Dec 2840.10 4.4 0.35 25.49 242 -24 1,023
3 Dec 2830.00 5 -0.25 26.77 366 75 1,047
2 Dec 2859.50 5.2 -4.15 23.88 421 17 971
1 Dec 2923.00 8.95 -2.6 23.11 1,072 6 953
28 Nov 2927.30 11.35 5.4 22.16 4,094 653 939
27 Nov 2840.00 5.95 1.15 24.32 514 29 288
26 Nov 2809.80 5 0.1 24.51 110 39 259
25 Nov 2793.80 4.7 -1.15 24.44 136 33 219
24 Nov 2807.50 5.7 -3.85 24.95 230 29 186
21 Nov 2838.40 9.25 -4.4 25.22 127 22 155
20 Nov 2851.60 13.95 4.15 25.99 295 96 133
19 Nov 2786.40 9 -20 26.40 58 37 37
18 Nov 2816.60 29 -42.4 - 0 0 0
17 Nov 2833.10 29 -42.4 - 0 0 0
12 Nov 2941.40 29 -42.4 - 0 0 0
11 Nov 2929.90 29 -42.4 23.55 2 1 1
6 Nov 2899.30 71.4 0 5.62 0 0 0
31 Oct 2930.50 71.4 0 - 0 0 0
30 Oct 2981.10 71.4 0 3.55 0 0 0
29 Oct 3027.80 71.4 0 2.76 0 0 0
28 Oct 3027.70 71.4 0 2.35 0 0 0
27 Oct 3019.40 71.4 0 2.64 0 0 0
24 Oct 3082.00 71.4 0 1.34 0 0 0
21 Oct 3148.00 71.4 0 0.19 0 0 0
20 Oct 3179.90 71.4 0 - 0 0 0
16 Oct 3190.00 71.4 0 - 0 0 0
15 Oct 3088.60 71.4 0 - 0 0 0
14 Oct 3044.00 71.4 0 1.64 0 0 0
13 Oct 3047.40 71.4 0 - 0 0 0
10 Oct 3024.50 71.4 0 2.28 0 0 0
9 Oct 2996.90 71.4 0 2.42 0 0 0
8 Oct 2972.70 71.4 0 2.74 0 0 0
7 Oct 2964.80 71.4 0 - 0 0 0
6 Oct 2940.20 0 0 - 0 0 0
3 Oct 2919.40 0 0 3.56 0 0 0


For Srf Ltd - strike price 3200 expiring on 30DEC2025

Delta for 3200 CE is 0.14

Historical price for 3200 CE is as follows

On 12 Dec SRF was trading at 3023.60. The strike last trading price was 9.3, which was 4 higher than the previous day. The implied volatity was 20.71, the open interest changed by 362 which increased total open position to 1065


On 11 Dec SRF was trading at 2943.70. The strike last trading price was 5.2, which was -0.05 lower than the previous day. The implied volatity was 23.57, the open interest changed by -119 which decreased total open position to 705


On 10 Dec SRF was trading at 2931.70. The strike last trading price was 5.5, which was -0.1 lower than the previous day. The implied volatity was 24.01, the open interest changed by 114 which increased total open position to 842


On 9 Dec SRF was trading at 2894.80. The strike last trading price was 5.5, which was 1.95 higher than the previous day. The implied volatity was 26.18, the open interest changed by 1 which increased total open position to 727


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 3.45, which was -2.4 lower than the previous day. The implied volatity was 27.52, the open interest changed by -220 which decreased total open position to 735


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 5.5, which was 0.95 higher than the previous day. The implied volatity was 24.23, the open interest changed by -69 which decreased total open position to 957


On 4 Dec SRF was trading at 2840.10. The strike last trading price was 4.4, which was 0.35 higher than the previous day. The implied volatity was 25.49, the open interest changed by -24 which decreased total open position to 1023


On 3 Dec SRF was trading at 2830.00. The strike last trading price was 5, which was -0.25 lower than the previous day. The implied volatity was 26.77, the open interest changed by 75 which increased total open position to 1047


On 2 Dec SRF was trading at 2859.50. The strike last trading price was 5.2, which was -4.15 lower than the previous day. The implied volatity was 23.88, the open interest changed by 17 which increased total open position to 971


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 8.95, which was -2.6 lower than the previous day. The implied volatity was 23.11, the open interest changed by 6 which increased total open position to 953


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 11.35, which was 5.4 higher than the previous day. The implied volatity was 22.16, the open interest changed by 653 which increased total open position to 939


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 5.95, which was 1.15 higher than the previous day. The implied volatity was 24.32, the open interest changed by 29 which increased total open position to 288


On 26 Nov SRF was trading at 2809.80. The strike last trading price was 5, which was 0.1 higher than the previous day. The implied volatity was 24.51, the open interest changed by 39 which increased total open position to 259


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 4.7, which was -1.15 lower than the previous day. The implied volatity was 24.44, the open interest changed by 33 which increased total open position to 219


On 24 Nov SRF was trading at 2807.50. The strike last trading price was 5.7, which was -3.85 lower than the previous day. The implied volatity was 24.95, the open interest changed by 29 which increased total open position to 186


On 21 Nov SRF was trading at 2838.40. The strike last trading price was 9.25, which was -4.4 lower than the previous day. The implied volatity was 25.22, the open interest changed by 22 which increased total open position to 155


On 20 Nov SRF was trading at 2851.60. The strike last trading price was 13.95, which was 4.15 higher than the previous day. The implied volatity was 25.99, the open interest changed by 96 which increased total open position to 133


On 19 Nov SRF was trading at 2786.40. The strike last trading price was 9, which was -20 lower than the previous day. The implied volatity was 26.40, the open interest changed by 37 which increased total open position to 37


On 18 Nov SRF was trading at 2816.60. The strike last trading price was 29, which was -42.4 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 29, which was -42.4 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 29, which was -42.4 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 29, which was -42.4 lower than the previous day. The implied volatity was 23.55, the open interest changed by 1 which increased total open position to 1


On 6 Nov SRF was trading at 2899.30. The strike last trading price was 71.4, which was 0 lower than the previous day. The implied volatity was 5.62, 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 71.4, 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 71.4, which was 0 lower than the previous day. The implied volatity was 3.55, 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 71.4, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


On 28 Oct SRF was trading at 3027.70. The strike last trading price was 71.4, which was 0 lower than the previous day. The implied volatity was 2.35, 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 71.4, which was 0 lower than the previous day. The implied volatity was 2.64, 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 71.4, which was 0 lower than the previous day. The implied volatity was 1.34, 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 71.4, which was 0 lower than the previous day. The implied volatity was 0.19, 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 71.4, 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 71.4, 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 71.4, 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 71.4, which was 0 lower than the previous day. The implied volatity was 1.64, 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 71.4, 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 71.4, which was 0 lower than the previous day. The implied volatity was 2.28, 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 71.4, which was 0 lower than the previous day. The implied volatity was 2.42, 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 71.4, which was 0 lower than the previous day. The implied volatity was 2.74, 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 71.4, 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 3.56, the open interest changed by 0 which decreased total open position to 0


SRF 30DEC2025 3200 PE
Delta: -0.81
Vega: 1.81
Theta: -0.57
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3023.60 180 -191.25 25.79 20 -1 51
11 Dec 2943.70 371.25 46.4 - 0 0 52
10 Dec 2931.70 371.25 46.4 - 0 0 52
9 Dec 2894.80 371.25 46.4 - 0 3 0
8 Dec 2831.90 371.25 46.4 42.40 6 2 51
5 Dec 2885.40 324.85 43.2 - 0 0 0
4 Dec 2840.10 324.85 43.2 - 0 0 0
3 Dec 2830.00 324.85 43.2 - 0 3 0
2 Dec 2859.50 324.85 43.2 31.32 3 0 46
1 Dec 2923.00 281.65 17.1 30.92 4 1 45
28 Nov 2927.30 260 -103.9 26.93 9 -1 43
27 Nov 2840.00 363.9 -21.1 37.11 3 2 43
26 Nov 2809.80 385 5.55 - 0 9 0
25 Nov 2793.80 385 5.55 31.53 9 8 40
24 Nov 2807.50 379.4 29.4 28.94 11 2 24
21 Nov 2838.40 350 35 28.32 11 10 21
20 Nov 2851.60 315 -84.3 11.19 11 6 6
19 Nov 2786.40 399.3 0 - 0 0 0
18 Nov 2816.60 399.3 0 - 0 0 0
17 Nov 2833.10 399.3 0 - 0 0 0
12 Nov 2941.40 399.3 0 - 0 0 0
11 Nov 2929.90 399.3 0 - 0 0 0
6 Nov 2899.30 399.3 0 - 0 0 0
31 Oct 2930.50 399.3 0 - 0 0 0
30 Oct 2981.10 399.3 0 - 0 0 0
29 Oct 3027.80 399.3 0 - 0 0 0
28 Oct 3027.70 399.3 0 - 0 0 0
27 Oct 3019.40 399.3 0 - 0 0 0
24 Oct 3082.00 399.3 0 - 0 0 0
21 Oct 3148.00 399.3 0 - 0 0 0
20 Oct 3179.90 399.3 0 0.85 0 0 0
16 Oct 3190.00 399.3 0 1.21 0 0 0
15 Oct 3088.60 399.3 0 - 0 0 0
14 Oct 3044.00 399.3 0 - 0 0 0
13 Oct 3047.40 399.3 0 - 0 0 0
10 Oct 3024.50 399.3 0 - 0 0 0
9 Oct 2996.90 399.3 0 - 0 0 0
8 Oct 2972.70 399.3 0 - 0 0 0
7 Oct 2964.80 0 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 3200 expiring on 30DEC2025

Delta for 3200 PE is -0.81

Historical price for 3200 PE is as follows

On 12 Dec SRF was trading at 3023.60. The strike last trading price was 180, which was -191.25 lower than the previous day. The implied volatity was 25.79, the open interest changed by -1 which decreased total open position to 51


On 11 Dec SRF was trading at 2943.70. The strike last trading price was 371.25, which was 46.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 10 Dec SRF was trading at 2931.70. The strike last trading price was 371.25, which was 46.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 9 Dec SRF was trading at 2894.80. The strike last trading price was 371.25, which was 46.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 8 Dec SRF was trading at 2831.90. The strike last trading price was 371.25, which was 46.4 higher than the previous day. The implied volatity was 42.40, the open interest changed by 2 which increased total open position to 51


On 5 Dec SRF was trading at 2885.40. The strike last trading price was 324.85, which was 43.2 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 324.85, which was 43.2 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 324.85, which was 43.2 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 2 Dec SRF was trading at 2859.50. The strike last trading price was 324.85, which was 43.2 higher than the previous day. The implied volatity was 31.32, the open interest changed by 0 which decreased total open position to 46


On 1 Dec SRF was trading at 2923.00. The strike last trading price was 281.65, which was 17.1 higher than the previous day. The implied volatity was 30.92, the open interest changed by 1 which increased total open position to 45


On 28 Nov SRF was trading at 2927.30. The strike last trading price was 260, which was -103.9 lower than the previous day. The implied volatity was 26.93, the open interest changed by -1 which decreased total open position to 43


On 27 Nov SRF was trading at 2840.00. The strike last trading price was 363.9, which was -21.1 lower than the previous day. The implied volatity was 37.11, the open interest changed by 2 which increased total open position to 43


On 26 Nov SRF was trading at 2809.80. The strike last trading price was 385, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 25 Nov SRF was trading at 2793.80. The strike last trading price was 385, which was 5.55 higher than the previous day. The implied volatity was 31.53, the open interest changed by 8 which increased total open position to 40


On 24 Nov SRF was trading at 2807.50. The strike last trading price was 379.4, which was 29.4 higher than the previous day. The implied volatity was 28.94, the open interest changed by 2 which increased total open position to 24


On 21 Nov SRF was trading at 2838.40. The strike last trading price was 350, which was 35 higher than the previous day. The implied volatity was 28.32, the open interest changed by 10 which increased total open position to 21


On 20 Nov SRF was trading at 2851.60. The strike last trading price was 315, which was -84.3 lower than the previous day. The implied volatity was 11.19, the open interest changed by 6 which increased total open position to 6


On 19 Nov SRF was trading at 2786.40. The strike last trading price was 399.3, 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 399.3, 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 399.3, 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 399.3, 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 399.3, 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 399.3, 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 399.3, 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 399.3, 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 399.3, 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 Oct SRF was trading at 3027.70. The strike last trading price was 399.3, 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 399.3, 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 399.3, 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 399.3, 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 399.3, which was 0 lower than the previous day. The implied volatity was 0.85, 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 399.3, which was 0 lower than the previous day. The implied volatity was 1.21, 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 399.3, 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 399.3, 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 399.3, 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 399.3, 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 399.3, 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 399.3, 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 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 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