SRF Limited

Chemicals · Chemicals & Petrochemicals

NSE: SRF BSE: 503806

₹2460.00

Oct. 5, 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.

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

Basis (nearest contract vs spot) +47.00

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	2458.9000	-24.10	4058800	-4600	Long Unwinding
Nov. 23, 2026	2467.1000	-25.10	62000	-2400	Long Unwinding
Dec. 29, 2026	2507.0000	-23.00	2000	200	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	2507.0000	2507.0000	2507.0000	2507.0000	2000	200
Oct. 5, 2026	Nov. 23, 2026	2491.9000	2508.0000	2461.3000	2467.1000	62000	-2400
Oct. 5, 2026	Oct. 27, 2026	2480.4000	2501.0000	2447.9000	2458.9000	4058800	-4600
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

Options Chain

As of Oct. 5, 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) 0.5

Max Pain 2600.0000

Open Interest by Strike (Max Pain: 2600.0000)

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	342.4000	—		2120.0000	-0.124	39.85	23.5000	0	0
0	0	310.0000	—		2160.0000	-0.153	40.05	30.7500	0	0
0	0	445.6000	84.04	0.708	2200.0000	-0.182	39.61	37.9500	0	0
0	0	249.9500	22.02	0.906	2240.0000	-0.221	40.52	49.9500	0	0
0	0	235.9000	23.89	0.869	2260.0000	-0.240	40.61	55.7000	0	0
0	0	222.4000	25.29	0.833	2280.0000	-0.259	40.76	62.0500	0	0
0	0	369.6500	78.04	0.659	2300.0000	-0.268	38.11	60.4500	0	0
0	0	196.8000	27.29	0.767	2320.0000	-0.299	41.06	76.1000	0	0
0	0	184.7000	28.03	0.736	2340.0000	-0.320	41.21	83.8000	0	0
0	0	173.1000	28.68	0.704	2360.0000	-0.340	41.39	92.0500	0	0
0	0	162.0000	29.24	0.674	2380.0000	-0.361	41.58	100.7500	0	0
0	0	301.2500	73.18	0.603	2400.0000	-0.373	36.12	90.6000	0	0
0	0	141.2000	30.15	0.614	2420.0000	-0.403	41.97	119.6000	0	0
0	0	131.5500	30.54	0.584	2440.0000	-0.424	42.19	129.8000	0	0
0	0	122.3500	30.88	0.556	2460.0000	-0.445	42.41	140.4000	0	0
0	0	113.6500	31.2	0.527	2480.0000	-0.466	42.66	151.5500	0	0
0	0	241.4500	69.39	0.540	2500.0000	-0.497	33.51	129.3000	0	0
0	0	97.6000	31.74	0.473	2520.0000	-0.506	43.18	175.1500	0	0
0	0	90.2500	31.97	0.447	2540.0000	-0.525	43.46	187.6000	0	0
0	0	83.3500	32.2	0.421	2560.0000	-0.544	43.76	200.5000	0	0
0	0	76.8500	32.4	0.396	2580.0000	-0.562	44.08	213.8500	0	0
200	0	75.0000	33.82	0.379	2600.0000	-0.644	29.69	176.6500	0	0
0	0	65.0500	32.75	0.349	2620.0000	-0.597	44.77	241.7000	0	0
0	0	59.7000	32.91	0.327	2640.0000	-0.613	45.13	256.1500	0	0
0	0	54.8500	33.09	0.306	2660.0000	-0.629	45.56	271.1500	0	0
0	0	50.2500	33.24	0.286	2680.0000	-0.644	45.97	286.3500	0	0
0	0	147.5000	64.06	0.405	2700.0000	-0.832	22.74	232.4000	0	0
0	0	41.9000	33.47	0.248	2720.0000	-0.672	46.83	317.6500	0	0
0	0	34.8000	33.7	0.214	2760.0000	-0.697	47.78	350.1500	0	0
0	0	112.5500	62.21	0.340	2800.0000		—	295.9500	0	0
0	0	23.6000	34.06	0.155	2840.0000	-0.739	49.97	418.3000	0	0
200	0	5.0000	29.81	0.047	3000.0000		—	480.0000	0	200