Historical option data for SRF
24 Jun 2026 11:02 AM IST
| SRF 28-Jul-2026 (34d) 2760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.03
Theta: -1.45
Gamma: 0.00179
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Jun | 2734.70 | 83 | -5 (-5.68%) | 26.56 | 22 | 11 | 96 | |||||||||
| 23 Jun | 2736.70 | 87.75 | 7.75 (9.69%) | 26.86 | 88 | 78 | 84 | |||||||||
| 22 Jun | 2720.70 | 80 | -28 (-25.93%) | 27.55 | 2 | 1 | 6 | |||||||||
| 19 Jun | 2709.80 | 107.9 | -2.1 (-1.91%) | 34.48 | 5 | 5 | 5 | |||||||||
| 30 Apr | 2518.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 2543.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2760 expiring on 28JUL2026
Delta for 2760 CE is 0.49
Historical price for 2760 CE is as follows
On 24 Jun SRF was trading at 2734.70. The strike last trading price was 83, which was -5 lower than the previous day. The implied volatity was 26.56, the open interest changed by 11 which increased total open position to 96
On 23 Jun SRF was trading at 2736.70. The strike last trading price was 87.75, which was 7.75 higher than the previous day. The implied volatity was 26.86, the open interest changed by 78 which increased total open position to 84
On 22 Jun SRF was trading at 2720.70. The strike last trading price was 80, which was -28 lower than the previous day. The implied volatity was 27.55, the open interest changed by 1 which increased total open position to 6
On 19 Jun SRF was trading at 2709.80. The strike last trading price was 107.9, which was -2.1 lower than the previous day. The implied volatity was 34.48, the open interest changed by 5 which increased total open position to 5
On 30 Apr SRF was trading at 2518.60. 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 29 Apr SRF was trading at 2543.60. 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 28-Jul-2026 (34d) 2760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.03
Theta: -1.54
Gamma: 0.00129
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Jun | 2734.70 | 132.4 | 25.6 (23.97%) | 36.88 | 8 | 5 | 14 |
| 23 Jun | 2736.70 | 106.8 | -15.2 (-12.46%) | 33.86 | 6 | 4 | 9 |
| 22 Jun | 2720.70 | 122 | -175.9 (-59.05%) | 31.74 | 5 | 4 | 4 |
| 19 Jun | 2709.80 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 2518.60 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 2543.60 | 0 | 0 | - | 0 | 0 | 0 |
For Srf Ltd - strike price 2760 expiring on 28JUL2026
Delta for 2760 PE is -0.5
Historical price for 2760 PE is as follows
On 24 Jun SRF was trading at 2734.70. The strike last trading price was 132.4, which was 25.6 higher than the previous day. The implied volatity was 36.88, the open interest changed by 5 which increased total open position to 14
On 23 Jun SRF was trading at 2736.70. The strike last trading price was 106.8, which was -15.2 lower than the previous day. The implied volatity was 33.86, the open interest changed by 4 which increased total open position to 9
On 22 Jun SRF was trading at 2720.70. The strike last trading price was 122, which was -175.9 lower than the previous day. The implied volatity was 31.74, the open interest changed by 4 which increased total open position to 4
On 19 Jun SRF was trading at 2709.80. 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 30 Apr SRF was trading at 2518.60. 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 29 Apr SRF was trading at 2543.60. 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
