SRF Limited

Chemicals · Chemicals & Petrochemicals

NSE: SRF BSE: 503806

₹2472.50

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

Download CSV

Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +57.50

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	2483.0000	+34.10	4105000	14000	Long Buildup
Nov. 23, 2026	2492.2000	+28.40	62000	200	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	2530.0000	2530.0000	2530.0000	2530.0000	1000	1000
Sept. 30, 2026	Nov. 23, 2026	2488.0000	2522.6000	2478.3000	2492.2000	62000	200
Sept. 30, 2026	Oct. 27, 2026	2455.0000	2513.4000	2455.0000	2483.0000	4105000	14000
Sept. 29, 2026	Nov. 23, 2026	2508.4000	2521.0000	2442.9000	2463.8000	61800	28400
Sept. 29, 2026	Oct. 27, 2026	2509.1000	2509.1000	2428.0000	2448.9000	4091000	550000
Sept. 29, 2026	Sept. 29, 2026	2498.8000	2498.8000	2418.1000	2434.2000	466000	-583200
Sept. 28, 2026	Nov. 23, 2026	2535.0000	2544.4000	2518.0000	2527.5000	33400	7000
Sept. 28, 2026	Oct. 27, 2026	2541.4000	2541.4000	2500.8000	2515.4000	3541000	1101400
Sept. 28, 2026	Sept. 29, 2026	2520.0000	2523.4000	2491.7000	2503.0000	1049200	-1216400
Sept. 25, 2026	Nov. 23, 2026	2543.8000	2566.4000	2525.5000	2558.0000	26400	6800

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 1.004

Max Pain 2500.0000

Open Interest by Strike (Max Pain: 2500.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	354.4500	—		2080.0000	-0.030	35.64	2.8500	4200	4200
600	0	397.8000	48.64	0.910	2100.0000	-0.034	34.94	3.3000	200	11200
0	0	317.4500	—		2120.0000	-0.036	33.4	3.3500	200	200
0	0	281.7500	—		2160.0000	-0.090	40.17	11.8500	0	0
0	0	264.4000	—		2180.0000	-0.106	40.39	14.4500	0	0
0	0	501.2500	135.65	0.697	2200.0000	-0.058	29.34	5.1000	-200	3000
0	0	231.1000	—		2220.0000	-0.142	40.82	20.9000	0	0
0	0	215.1500	—		2240.0000	-0.162	41.09	24.9000	0	0
0	0	380.1500	96.43	0.695	2250.0000	-0.108	30.53	11.0000	0	1800
0	0	199.7000	—		2260.0000	-0.184	41.36	29.4000	0	0
0	0	184.9500	—		2280.0000	-0.207	41.66	34.5000	0	0
200	0	230.0000	44.6	0.758	2300.0000	-0.138	27.05	13.1500	10600	33200
0	0	156.9500	—		2320.0000	-0.256	42.26	46.3500	0	0
0	0	143.9500	—		2340.0000	-0.282	42.61	53.2500	0	0
0	0	303.8000	88.46	0.638	2350.0000	-0.201	25.59	19.9500	3000	3000
0	0	131.6500	16.71	0.877	2360.0000	-0.308	43.0	60.8500	0	0
0	0	120.0000	19.62	0.799	2380.0000	-0.335	43.41	69.1000	0	0
16800	5600	112.2500	22.98	0.723	2400.0000	-0.291	24.93	31.8000	-3600	58000
0	0	98.7500	22.97	0.676	2420.0000	-0.389	44.33	87.6500	0	0
0	0	89.1000	24.09	0.623	2440.0000	-0.416	44.85	97.9500	0	0
40200	13800	81.1500	23.28	0.602	2450.0000	-0.401	24.15	48.2500	46200	78200
0	0	80.2000	25.05	0.573	2460.0000	-0.442	45.41	108.9500	0	0
3400	3400	76.9000	27.7	0.526	2480.0000	-0.474	24.64	63.4000	800	800
272600	85400	55.4500	23.22	0.475	2500.0000	-0.523	23.94	71.9500	24800	189200
0	0	57.2500	27.1	0.440	2520.0000	-0.517	47.33	145.7500	0	0
0	0	50.8000	27.61	0.400	2540.0000	-0.540	48.04	159.2000	0	0
59200	14400	35.6000	23.03	0.352	2550.0000	-0.695	17.72	87.0000	3200	42000
0	0	44.9500	28.07	0.363	2560.0000	-0.562	48.81	173.2500	0	0
0	0	39.7500	28.53	0.329	2580.0000	-0.583	49.7	188.0000	0	0
105400	5800	22.3000	23.23	0.248	2600.0000	-0.748	23.69	137.3500	2600	104200
0	0	30.6000	29.21	0.266	2620.0000	-0.621	51.46	218.6000	0	0
0	0	26.7500	29.53	0.238	2640.0000	-0.638	52.44	234.6500	0	0
16200	3600	14.0500	23.83	0.169	2650.0000		—	158.2500	200	11600
0	0	23.2500	29.78	0.212	2660.0000	-0.653	53.47	251.1000	0	0
0	0	20.2000	30.05	0.189	2680.0000	-0.668	54.56	267.9500	0	0
46200	11400	8.8500	24.53	0.113	2700.0000		—	204.0000	-200	44800
0	0	15.0500	30.48	0.148	2720.0000	-0.694	56.86	302.6500	0	0
0	0	95.7000	71.11	0.335	2750.0000		—	240.0000	0	200
0	0	11.1000	30.87	0.114	2760.0000	-0.715	59.33	338.5000	0	0
57000	23800	4.2000	26.95	0.056	2800.0000	-0.964	23.95	315.3000	0	29600
1400	1400	3.0000	28.19	0.040	2850.0000		—	312.7500	0	0
800	200	2.4000	29.87	0.032	2900.0000		—	380.0000	0	2800
29600	400	1.2000	31.7	0.016	3000.0000		—	510.0000	-200	34400