SRF options IV analysis
End-of-day data as of 2026-10-09
Tomorrow: where SRF can go (next trading day)
For the next trading day, options point to about 1.6% either way: SRF between 2,480 and 2,559 (from 2,519).
Lower end 2,480Now 2,519Upper end 2,559
Where SRF can go in the next 3 days
Options imply about 2.7% either way over 3 days (about 1.6% in a day). That puts SRF between 2,450 and 2,588 in 3 days (now 2,519).
Lower end 2,450Now 2,519Upper end 2,588
If the market's estimate is right, price ends inside this zone roughly 2 out of 3 times and outside about 1 in 3.
SRF (Chemicals): CS Volatility Score 38/100 (Normal). Options imply about ±1.58% in a day and ±2.74% over three days. This describes what options price in, not where price will go.
All the numbers (for experienced traders)
CS Volatility Score
38/100Normal
ClearStrike's model score (0 to 100) of how richly options are priced now versus their own past. Higher = options pricing in more movement.
CS Move Score
27/100Normal
How large the priced-in move is versus all other F&O stocks today (0 to 100).
Expected move 1d
±1.58%
Expected move 3d
±2.74%
Gamma flip
-1.7%
from spot
Max pain
0.0%
from spot
Lot size
200
Confirm lot size with your broker.
Event
None announced
Same sector: Chemicals
Sector peers by CS Volatility Score
What we did NOT find: any reliable way to predict direction. This page is descriptive data, not a call.