Historical option data for SRF
23 Jun 2026 01:25 PM IST
| SRF 28-Jul-2026 (35d) 2800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.03
Theta: -1.41
Gamma: 0.00179
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 2755.70 | 75.05 | 5.05 (7.21%) | 25.78 | 864 | 200 | 383 | |||||||||
| 22 Jun | 2720.70 | 69.45 | -3.55 (-4.86%) | 28.41 | 113 | 35 | 182 | |||||||||
| 19 Jun | 2709.80 | 73 | -2 (-2.67%) | 29.16 | 34 | 22 | 148 | |||||||||
| 18 Jun | 2703.00 | 74.85 | -0.15 (-0.20%) | 30.42 | 55 | -1 | 125 | |||||||||
| 17 Jun | 2705.50 | 74.5 | -14.5 (-16.29%) | 29.59 | 112 | 28 | 125 | |||||||||
| 16 Jun | 2744.00 | 89 | -1 (-1.11%) | 29 | 93 | 67 | 95 | |||||||||
| 15 Jun | 2720.50 | 89.85 | -6.15 (-6.41%) | 28.46 | 5 | 2 | 28 | |||||||||
| 12 Jun | 2743.00 | 96 | 30 (45.45%) | 28.57 | 6 | 1 | 25 | |||||||||
| 11 Jun | 2658.40 | 66 | -38 (-36.54%) | 28.36 | 9 | 0 | 24 | |||||||||
| 10 Jun | 2734.10 | 104 | 14 (15.56%) | 29.68 | 11 | 4 | 24 | |||||||||
| 9 Jun | 2689.60 | 90 | 17.55 (24.22%) | 28.63 | 4 | 2 | 18 | |||||||||
| 8 Jun | 2674.40 | 72.45 | -14.55 (-16.72%) | 28.87 | 13 | 3 | 16 | |||||||||
| 5 Jun | 2704.90 | 87 | -11.4 (-11.59%) | 29.7 | 1 | -1 | 13 | |||||||||
| 4 Jun | 2726.60 | 98.4 | -4.6 (-4.47%) | 30.97 | 1 | 1 | 14 | |||||||||
| 3 Jun | 2718.40 | 103 | 14 (15.73%) | 30.53 | 7 | 4 | 12 | |||||||||
| 2 Jun | 2745.30 | 89 | 2.05 (2.36%) | 29.34 | 3 | 3 | 8 | |||||||||
| 1 Jun | 2696.20 | 86.95 | -11.05 (-11.28%) | 29.5 | 6 | 5 | 5 | |||||||||
| 12 May | 2721.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 2798.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 2780.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Srf Ltd - strike price 2800 expiring on 28JUL2026
Delta for 2800 CE is 0.46
Historical price for 2800 CE is as follows
On 23 Jun SRF was trading at 2755.70. The strike last trading price was 75.05, which was 5.05 higher than the previous day. The implied volatity was 25.78, the open interest changed by 200 which increased total open position to 383
On 22 Jun SRF was trading at 2720.70. The strike last trading price was 69.45, which was -3.55 lower than the previous day. The implied volatity was 28.41, the open interest changed by 35 which increased total open position to 182
On 19 Jun SRF was trading at 2709.80. The strike last trading price was 73, which was -2 lower than the previous day. The implied volatity was 29.16, the open interest changed by 22 which increased total open position to 148
On 18 Jun SRF was trading at 2703.00. The strike last trading price was 74.85, which was -0.15 lower than the previous day. The implied volatity was 30.42, the open interest changed by -1 which decreased total open position to 125
On 17 Jun SRF was trading at 2705.50. The strike last trading price was 74.5, which was -14.5 lower than the previous day. The implied volatity was 29.59, the open interest changed by 28 which increased total open position to 125
On 16 Jun SRF was trading at 2744.00. The strike last trading price was 89, which was -1 lower than the previous day. The implied volatity was 29, the open interest changed by 67 which increased total open position to 95
On 15 Jun SRF was trading at 2720.50. The strike last trading price was 89.85, which was -6.15 lower than the previous day. The implied volatity was 28.46, the open interest changed by 2 which increased total open position to 28
On 12 Jun SRF was trading at 2743.00. The strike last trading price was 96, which was 30 higher than the previous day. The implied volatity was 28.57, the open interest changed by 1 which increased total open position to 25
On 11 Jun SRF was trading at 2658.40. The strike last trading price was 66, which was -38 lower than the previous day. The implied volatity was 28.36, the open interest changed by 0 which decreased total open position to 24
On 10 Jun SRF was trading at 2734.10. The strike last trading price was 104, which was 14 higher than the previous day. The implied volatity was 29.68, the open interest changed by 4 which increased total open position to 24
On 9 Jun SRF was trading at 2689.60. The strike last trading price was 90, which was 17.55 higher than the previous day. The implied volatity was 28.63, the open interest changed by 2 which increased total open position to 18
On 8 Jun SRF was trading at 2674.40. The strike last trading price was 72.45, which was -14.55 lower than the previous day. The implied volatity was 28.87, the open interest changed by 3 which increased total open position to 16
On 5 Jun SRF was trading at 2704.90. The strike last trading price was 87, which was -11.4 lower than the previous day. The implied volatity was 29.7, the open interest changed by -1 which decreased total open position to 13
On 4 Jun SRF was trading at 2726.60. The strike last trading price was 98.4, which was -4.6 lower than the previous day. The implied volatity was 30.97, the open interest changed by 1 which increased total open position to 14
On 3 Jun SRF was trading at 2718.40. The strike last trading price was 103, which was 14 higher than the previous day. The implied volatity was 30.53, the open interest changed by 4 which increased total open position to 12
On 2 Jun SRF was trading at 2745.30. The strike last trading price was 89, which was 2.05 higher than the previous day. The implied volatity was 29.34, the open interest changed by 3 which increased total open position to 8
On 1 Jun SRF was trading at 2696.20. The strike last trading price was 86.95, which was -11.05 lower than the previous day. The implied volatity was 29.5, the open interest changed by 5 which increased total open position to 5
On 12 May SRF was trading at 2721.20. 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 11 May SRF was trading at 2798.50. 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 8 May SRF was trading at 2780.80. 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
| SRF 28-Jul-2026 (35d) 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.03
Theta: -1.49
Gamma: 0.00129
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 2755.70 | 139.65 | -7.5 (-5.10%) | 36.03 | 394 | 187 | 228 |
| 22 Jun | 2720.70 | 147.15 | 0.15 (0.10%) | 31.73 | 35 | 19 | 39 |
| 19 Jun | 2709.80 | 147 | -10.7 (-6.79%) | 29.48 | 1 | 0 | 21 |
| 18 Jun | 2703.00 | 157.7 | 2.7 (1.74%) | 26.55 | 12 | 3 | 21 |
| 17 Jun | 2705.50 | 155 | 35 (29.17%) | 30 | 4 | 3 | 17 |
| 16 Jun | 2744.00 | 120 | -3.35 (-2.72%) | 26.2 | 4 | 3 | 13 |
| 15 Jun | 2720.50 | 123.35 | -3.65 (-2.87%) | 26.57 | 4 | 3 | 10 |
| 12 Jun | 2743.00 | 127 | -23 (-15.33%) | 27.89 | 1 | 0 | 6 |
| 11 Jun | 2658.40 | 150 | 150 (11.94%) | 27.41 | 2 | 0 | 6 |
| 10 Jun | 2734.10 | 150 | 16 (11.94%) | 27.41 | 2 | 2 | 6 |
| 9 Jun | 2689.60 | 134 | 134 | - | 4 | 0 | 4 |
| 8 Jun | 2674.40 | 134 | 134 | - | 4 | 0 | 4 |
| 5 Jun | 2704.90 | 134 | 134 | - | 4 | 0 | 4 |
| 4 Jun | 2726.60 | 134 | 134 (-58.90%) | 23.31 | 4 | 0 | 4 |
| 3 Jun | 2718.40 | 134 | -192 (-58.90%) | 23.31 | 4 | 4 | 4 |
| 2 Jun | 2745.30 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 2696.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 2721.20 | 0 | -325.5 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 2798.50 | 0 | -325.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 2780.80 | 0 | 0 | - | 0 | 0 | 0 |
For Srf Ltd - strike price 2800 expiring on 28JUL2026
Delta for 2800 PE is -0.52
Historical price for 2800 PE is as follows
On 23 Jun SRF was trading at 2755.70. The strike last trading price was 139.65, which was -7.5 lower than the previous day. The implied volatity was 36.03, the open interest changed by 187 which increased total open position to 228
On 22 Jun SRF was trading at 2720.70. The strike last trading price was 147.15, which was 0.15 higher than the previous day. The implied volatity was 31.73, the open interest changed by 19 which increased total open position to 39
On 19 Jun SRF was trading at 2709.80. The strike last trading price was 147, which was -10.7 lower than the previous day. The implied volatity was 29.48, the open interest changed by 0 which decreased total open position to 21
On 18 Jun SRF was trading at 2703.00. The strike last trading price was 157.7, which was 2.7 higher than the previous day. The implied volatity was 26.55, the open interest changed by 3 which increased total open position to 21
On 17 Jun SRF was trading at 2705.50. The strike last trading price was 155, which was 35 higher than the previous day. The implied volatity was 30, the open interest changed by 3 which increased total open position to 17
On 16 Jun SRF was trading at 2744.00. The strike last trading price was 120, which was -3.35 lower than the previous day. The implied volatity was 26.2, the open interest changed by 3 which increased total open position to 13
On 15 Jun SRF was trading at 2720.50. The strike last trading price was 123.35, which was -3.65 lower than the previous day. The implied volatity was 26.57, the open interest changed by 3 which increased total open position to 10
On 12 Jun SRF was trading at 2743.00. The strike last trading price was 127, which was -23 lower than the previous day. The implied volatity was 27.89, the open interest changed by 0 which decreased total open position to 6
On 11 Jun SRF was trading at 2658.40. The strike last trading price was 150, which was 150 higher than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 6
On 10 Jun SRF was trading at 2734.10. The strike last trading price was 150, which was 16 higher than the previous day. The implied volatity was 27.41, the open interest changed by 2 which increased total open position to 6
On 9 Jun SRF was trading at 2689.60. The strike last trading price was 134, which was 134 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Jun SRF was trading at 2674.40. The strike last trading price was 134, which was 134 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Jun SRF was trading at 2704.90. The strike last trading price was 134, which was 134 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Jun SRF was trading at 2726.60. The strike last trading price was 134, which was 134 higher than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 4
On 3 Jun SRF was trading at 2718.40. The strike last trading price was 134, which was -192 lower than the previous day. The implied volatity was 23.31, the open interest changed by 4 which increased total open position to 4
On 2 Jun SRF was trading at 2745.30. 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 1 Jun SRF was trading at 2696.20. 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 12 May SRF was trading at 2721.20. The strike last trading price was 0, which was -325.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May SRF was trading at 2798.50. The strike last trading price was 0, which was -325.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May SRF was trading at 2780.80. 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
