Historical option data for SRF
26 May 2026 04:10 PM IST
| SRF 30-Jun-2026 (34d) 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.03
Theta: -1.35
Gamma: 0.00171
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 2749.70 | 121 | 17 (16.35%) | 25.92 | 2,461 | 47 | 792 | |||||||||
| 25 May | 2711.00 | 109 | 37.05 (51.49%) | 25.94 | 1,716 | 87 | 751 | |||||||||
| 22 May | 2639.40 | 74 | 10.95 (17.37%) | 25.64 | 1,273 | 335 | 672 | |||||||||
| 21 May | 2620.40 | 60.5 | -9.85 (-14.00%) | 24.39 | 272 | 115 | 333 | |||||||||
| 20 May | 2613.30 | 72.5 | -12.7 (-14.91%) | 29.57 | 128 | 47 | 216 | |||||||||
| 19 May | 2637.20 | 84.5 | -1.6 (-1.86%) | 30.04 | 196 | 6 | 169 | |||||||||
| 18 May | 2639.90 | 87.85 | -27.65 (-23.94%) | 30.34 | 168 | 79 | 164 | |||||||||
| 15 May | 2689.50 | 115.5 | -22.95 (-16.58%) | 28.84 | 20 | 7 | 85 | |||||||||
| 14 May | 2729.40 | 138.45 | 13.45 (10.76%) | 29.02 | 75 | 49 | 78 | |||||||||
| 13 May | 2695.20 | 125 | -51.55 (-29.20%) | 0 | 17 | -1 | 33 | |||||||||
| 12 May | 2721.20 | 176.55 | 0 (0.00%) | 0 | 0 | 0 | 34 | |||||||||
| 11 May | 2798.50 | 176.55 | 0 (0.00%) | 0 | 0 | 0 | 34 | |||||||||
| 8 May | 2780.80 | 176.55 | 14.5 (8.95%) | 28.14 | 6 | 0 | 34 | |||||||||
| 7 May | 2771.30 | 162.05 | 4.8 (3.05%) | 29.16 | 14 | 8 | 35 | |||||||||
| 6 May | 2719.60 | 157.25 | 83.25 (112.50%) | 31.17 | 67 | 23 | 28 | |||||||||
| 5 May | 2522.80 | 80 | -16.1 (-16.75%) | 34.13 | 5 | 4 | 4 | |||||||||
| 4 May | 2551.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2700 expiring on 30JUN2026
Delta for 2700 CE is 0.62
Historical price for 2700 CE is as follows
On 26 May SRF was trading at 2749.70. The strike last trading price was 121, which was 17 higher than the previous day. The implied volatity was 25.92, the open interest changed by 47 which increased total open position to 792
On 25 May SRF was trading at 2711.00. The strike last trading price was 109, which was 37.05 higher than the previous day. The implied volatity was 25.94, the open interest changed by 87 which increased total open position to 751
On 22 May SRF was trading at 2639.40. The strike last trading price was 74, which was 10.95 higher than the previous day. The implied volatity was 25.64, the open interest changed by 335 which increased total open position to 672
On 21 May SRF was trading at 2620.40. The strike last trading price was 60.5, which was -9.85 lower than the previous day. The implied volatity was 24.39, the open interest changed by 115 which increased total open position to 333
On 20 May SRF was trading at 2613.30. The strike last trading price was 72.5, which was -12.7 lower than the previous day. The implied volatity was 29.57, the open interest changed by 47 which increased total open position to 216
On 19 May SRF was trading at 2637.20. The strike last trading price was 84.5, which was -1.6 lower than the previous day. The implied volatity was 30.04, the open interest changed by 6 which increased total open position to 169
On 18 May SRF was trading at 2639.90. The strike last trading price was 87.85, which was -27.65 lower than the previous day. The implied volatity was 30.34, the open interest changed by 79 which increased total open position to 164
On 15 May SRF was trading at 2689.50. The strike last trading price was 115.5, which was -22.95 lower than the previous day. The implied volatity was 28.84, the open interest changed by 7 which increased total open position to 85
On 14 May SRF was trading at 2729.40. The strike last trading price was 138.45, which was 13.45 higher than the previous day. The implied volatity was 29.02, the open interest changed by 49 which increased total open position to 78
On 13 May SRF was trading at 2695.20. The strike last trading price was 125, which was -51.55 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 33
On 12 May SRF was trading at 2721.20. The strike last trading price was 176.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 34
On 11 May SRF was trading at 2798.50. The strike last trading price was 176.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 34
On 8 May SRF was trading at 2780.80. The strike last trading price was 176.55, which was 14.5 higher than the previous day. The implied volatity was 28.14, the open interest changed by 0 which decreased total open position to 34
On 7 May SRF was trading at 2771.30. The strike last trading price was 162.05, which was 4.8 higher than the previous day. The implied volatity was 29.16, the open interest changed by 8 which increased total open position to 35
On 6 May SRF was trading at 2719.60. The strike last trading price was 157.25, which was 83.25 higher than the previous day. The implied volatity was 31.17, the open interest changed by 23 which increased total open position to 28
On 5 May SRF was trading at 2522.80. The strike last trading price was 80, which was -16.1 lower than the previous day. The implied volatity was 34.13, the open interest changed by 4 which increased total open position to 4
On 4 May SRF was trading at 2551.40. 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
| SRF 30-Jun-2026 (34d) 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.03
Theta: -0.88
Gamma: 0.00176
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 2749.70 | 55.5 | -13.75 (-19.86%) | 24.88 | 326 | 54 | 565 |
| 25 May | 2711.00 | 66 | -48.35 (-42.28%) | 24.67 | 426 | 108 | 507 |
| 22 May | 2639.40 | 113.05 | -14.95 (-11.68%) | 25.3 | 279 | 124 | 400 |
| 21 May | 2620.40 | 128.75 | -1.25 (-0.96%) | 27.79 | 233 | 184 | 274 |
| 20 May | 2613.30 | 130 | 15.5 (13.54%) | 26.1 | 19 | -1 | 92 |
| 19 May | 2637.20 | 114.5 | -16.55 (-12.63%) | 26.81 | 19 | 9 | 92 |
| 18 May | 2639.90 | 131.05 | 25.95 (24.69%) | 29.81 | 23 | 19 | 82 |
| 15 May | 2689.50 | 105.1 | 16.3 (18.36%) | 28.38 | 7 | 3 | 62 |
| 14 May | 2729.40 | 88.75 | -6.25 (-6.58%) | 28.72 | 34 | -4 | 58 |
| 13 May | 2695.20 | 95 | 1.2 (1.28%) | 0 | 7 | 2 | 62 |
| 12 May | 2721.20 | 92 | 23 (33.33%) | 0 | 31 | 17 | 60 |
| 11 May | 2798.50 | 69 | -13 (-15.85%) | 0 | 4 | 1 | 43 |
| 8 May | 2780.80 | 82 | -2.75 (-3.24%) | 30.38 | 20 | 10 | 41 |
| 7 May | 2771.30 | 83 | -29 (-25.89%) | 29.84 | 21 | 16 | 29 |
| 6 May | 2719.60 | 112 | -124.4 (-52.62%) | 32.05 | 15 | 12 | 12 |
| 5 May | 2522.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 2551.40 | 0 | 0 | - | 0 | 0 | 0 |
For Srf Ltd - strike price 2700 expiring on 30JUN2026
Delta for 2700 PE is -0.36
Historical price for 2700 PE is as follows
On 26 May SRF was trading at 2749.70. The strike last trading price was 55.5, which was -13.75 lower than the previous day. The implied volatity was 24.88, the open interest changed by 54 which increased total open position to 565
On 25 May SRF was trading at 2711.00. The strike last trading price was 66, which was -48.35 lower than the previous day. The implied volatity was 24.67, the open interest changed by 108 which increased total open position to 507
On 22 May SRF was trading at 2639.40. The strike last trading price was 113.05, which was -14.95 lower than the previous day. The implied volatity was 25.3, the open interest changed by 124 which increased total open position to 400
On 21 May SRF was trading at 2620.40. The strike last trading price was 128.75, which was -1.25 lower than the previous day. The implied volatity was 27.79, the open interest changed by 184 which increased total open position to 274
On 20 May SRF was trading at 2613.30. The strike last trading price was 130, which was 15.5 higher than the previous day. The implied volatity was 26.1, the open interest changed by -1 which decreased total open position to 92
On 19 May SRF was trading at 2637.20. The strike last trading price was 114.5, which was -16.55 lower than the previous day. The implied volatity was 26.81, the open interest changed by 9 which increased total open position to 92
On 18 May SRF was trading at 2639.90. The strike last trading price was 131.05, which was 25.95 higher than the previous day. The implied volatity was 29.81, the open interest changed by 19 which increased total open position to 82
On 15 May SRF was trading at 2689.50. The strike last trading price was 105.1, which was 16.3 higher than the previous day. The implied volatity was 28.38, the open interest changed by 3 which increased total open position to 62
On 14 May SRF was trading at 2729.40. The strike last trading price was 88.75, which was -6.25 lower than the previous day. The implied volatity was 28.72, the open interest changed by -4 which decreased total open position to 58
On 13 May SRF was trading at 2695.20. The strike last trading price was 95, which was 1.2 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 62
On 12 May SRF was trading at 2721.20. The strike last trading price was 92, which was 23 higher than the previous day. The implied volatity was 0, the open interest changed by 17 which increased total open position to 60
On 11 May SRF was trading at 2798.50. The strike last trading price was 69, which was -13 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 43
On 8 May SRF was trading at 2780.80. The strike last trading price was 82, which was -2.75 lower than the previous day. The implied volatity was 30.38, the open interest changed by 10 which increased total open position to 41
On 7 May SRF was trading at 2771.30. The strike last trading price was 83, which was -29 lower than the previous day. The implied volatity was 29.84, the open interest changed by 16 which increased total open position to 29
On 6 May SRF was trading at 2719.60. The strike last trading price was 112, which was -124.4 lower than the previous day. The implied volatity was 32.05, the open interest changed by 12 which increased total open position to 12
On 5 May SRF was trading at 2522.80. 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 4 May SRF was trading at 2551.40. 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
