MFSL
Max Financial Serv Ltd
Historical option data for MFSL
20 Dec 2024 04:13 PM IST
| MFSL 26DEC2024 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.50
Theta: -3.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1109.20 | 67.65 | -5.45 | 75.12 | 5 | 0 | 24 | |||
| 19 Dec | 1133.90 | 73.1 | -2.85 | - | 2 | 1 | 23 | |||
| 18 Dec | 1142.40 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1145.50 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1151.20 | 75.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1127.85 | 75.95 | 0.45 | 34.55 | 1 | 0 | 22 | |||
| 12 Dec | 1127.10 | 75.5 | -14.40 | 33.82 | 6 | -2 | 20 | |||
| 11 Dec | 1144.90 | 89.9 | 13.10 | 31.17 | 2 | 0 | 23 | |||
| 10 Dec | 1165.25 | 76.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1186.15 | 76.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1161.45 | 76.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1168.10 | 76.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1169.95 | 76.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1142.35 | 76.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 2 Dec | 1114.65 | 76.8 | -23.30 | 34.78 | 7 | 2 | 24 | |||
| 29 Nov | 1133.95 | 100.1 | 0.00 | 0.00 | 0 | 22 | 0 | |||
| 28 Nov | 1140.30 | 100.1 | -140.40 | 21.67 | 26 | 24 | 24 | |||
| 27 Nov | 1188.05 | 240.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1177.90 | 240.5 | - | 0 | 0 | 0 | ||||
For Max Financial Serv Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 CE is 0.68
Historical price for 1060 CE is as follows
On 20 Dec MFSL was trading at 1109.20. The strike last trading price was 67.65, which was -5.45 lower than the previous day. The implied volatity was 75.12, the open interest changed by 0 which decreased total open position to 24
On 19 Dec MFSL was trading at 1133.90. The strike last trading price was 73.1, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 23
On 18 Dec MFSL was trading at 1142.40. The strike last trading price was 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec MFSL was trading at 1145.50. The strike last trading price was 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec MFSL was trading at 1151.20. The strike last trading price was 75.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec MFSL was trading at 1127.85. The strike last trading price was 75.95, which was 0.45 higher than the previous day. The implied volatity was 34.55, the open interest changed by 0 which decreased total open position to 22
On 12 Dec MFSL was trading at 1127.10. The strike last trading price was 75.5, which was -14.40 lower than the previous day. The implied volatity was 33.82, the open interest changed by -2 which decreased total open position to 20
On 11 Dec MFSL was trading at 1144.90. The strike last trading price was 89.9, which was 13.10 higher than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 23
On 10 Dec MFSL was trading at 1165.25. The strike last trading price was 76.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec MFSL was trading at 1186.15. The strike last trading price was 76.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec MFSL was trading at 1161.45. The strike last trading price was 76.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec MFSL was trading at 1168.10. The strike last trading price was 76.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec MFSL was trading at 1169.95. The strike last trading price was 76.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec MFSL was trading at 1142.35. The strike last trading price was 76.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec MFSL was trading at 1114.65. The strike last trading price was 76.8, which was -23.30 lower than the previous day. The implied volatity was 34.78, the open interest changed by 2 which increased total open position to 24
On 29 Nov MFSL was trading at 1133.95. The strike last trading price was 100.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 28 Nov MFSL was trading at 1140.30. The strike last trading price was 100.1, which was -140.40 lower than the previous day. The implied volatity was 21.67, the open interest changed by 24 which increased total open position to 24
On 27 Nov MFSL was trading at 1188.05. The strike last trading price was 240.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MFSL was trading at 1177.90. The strike last trading price was 240.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MFSL 26DEC2024 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.27
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1109.20 | 2.15 | 0.60 | 27.13 | 107 | -4 | 124 |
| 19 Dec | 1133.90 | 1.55 | 0.20 | 33.33 | 69 | -9 | 129 |
| 18 Dec | 1142.40 | 1.35 | -0.65 | 33.35 | 32 | -2 | 139 |
| 17 Dec | 1145.50 | 2 | -0.35 | 35.95 | 54 | -11 | 140 |
| 16 Dec | 1151.20 | 2.35 | -1.40 | 35.91 | 130 | -16 | 152 |
| 13 Dec | 1127.85 | 3.75 | -1.60 | 29.45 | 381 | 32 | 168 |
| 12 Dec | 1127.10 | 5.35 | 1.65 | 31.53 | 632 | 56 | 135 |
| 11 Dec | 1144.90 | 3.7 | 0.95 | 31.53 | 428 | -50 | 78 |
| 10 Dec | 1165.25 | 2.75 | 0.05 | 33.32 | 75 | 2 | 129 |
| 9 Dec | 1186.15 | 2.7 | -1.80 | 36.69 | 31 | -9 | 126 |
| 6 Dec | 1161.45 | 4.5 | 0.20 | 34.76 | 181 | 3 | 132 |
| 5 Dec | 1168.10 | 4.3 | -1.55 | 35.00 | 299 | 5 | 130 |
| 4 Dec | 1169.95 | 5.85 | -3.90 | 36.43 | 321 | 66 | 124 |
| 3 Dec | 1142.35 | 9.75 | -5.65 | 35.74 | 144 | -35 | 56 |
| 2 Dec | 1114.65 | 15.4 | 3.05 | 34.83 | 132 | 11 | 91 |
| 29 Nov | 1133.95 | 12.35 | -1.15 | 33.46 | 155 | -2 | 80 |
| 28 Nov | 1140.30 | 13.5 | 7.80 | 38.84 | 278 | 81 | 81 |
| 27 Nov | 1188.05 | 5.7 | 0.00 | 11.31 | 0 | 0 | 0 |
| 26 Nov | 1177.90 | 5.7 | 9.62 | 0 | 0 | 0 | |
For Max Financial Serv Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 PE is -0.11
Historical price for 1060 PE is as follows
On 20 Dec MFSL was trading at 1109.20. The strike last trading price was 2.15, which was 0.60 higher than the previous day. The implied volatity was 27.13, the open interest changed by -4 which decreased total open position to 124
On 19 Dec MFSL was trading at 1133.90. The strike last trading price was 1.55, which was 0.20 higher than the previous day. The implied volatity was 33.33, the open interest changed by -9 which decreased total open position to 129
On 18 Dec MFSL was trading at 1142.40. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 33.35, the open interest changed by -2 which decreased total open position to 139
On 17 Dec MFSL was trading at 1145.50. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 35.95, the open interest changed by -11 which decreased total open position to 140
On 16 Dec MFSL was trading at 1151.20. The strike last trading price was 2.35, which was -1.40 lower than the previous day. The implied volatity was 35.91, the open interest changed by -16 which decreased total open position to 152
On 13 Dec MFSL was trading at 1127.85. The strike last trading price was 3.75, which was -1.60 lower than the previous day. The implied volatity was 29.45, the open interest changed by 32 which increased total open position to 168
On 12 Dec MFSL was trading at 1127.10. The strike last trading price was 5.35, which was 1.65 higher than the previous day. The implied volatity was 31.53, the open interest changed by 56 which increased total open position to 135
On 11 Dec MFSL was trading at 1144.90. The strike last trading price was 3.7, which was 0.95 higher than the previous day. The implied volatity was 31.53, the open interest changed by -50 which decreased total open position to 78
On 10 Dec MFSL was trading at 1165.25. The strike last trading price was 2.75, which was 0.05 higher than the previous day. The implied volatity was 33.32, the open interest changed by 2 which increased total open position to 129
On 9 Dec MFSL was trading at 1186.15. The strike last trading price was 2.7, which was -1.80 lower than the previous day. The implied volatity was 36.69, the open interest changed by -9 which decreased total open position to 126
On 6 Dec MFSL was trading at 1161.45. The strike last trading price was 4.5, which was 0.20 higher than the previous day. The implied volatity was 34.76, the open interest changed by 3 which increased total open position to 132
On 5 Dec MFSL was trading at 1168.10. The strike last trading price was 4.3, which was -1.55 lower than the previous day. The implied volatity was 35.00, the open interest changed by 5 which increased total open position to 130
On 4 Dec MFSL was trading at 1169.95. The strike last trading price was 5.85, which was -3.90 lower than the previous day. The implied volatity was 36.43, the open interest changed by 66 which increased total open position to 124
On 3 Dec MFSL was trading at 1142.35. The strike last trading price was 9.75, which was -5.65 lower than the previous day. The implied volatity was 35.74, the open interest changed by -35 which decreased total open position to 56
On 2 Dec MFSL was trading at 1114.65. The strike last trading price was 15.4, which was 3.05 higher than the previous day. The implied volatity was 34.83, the open interest changed by 11 which increased total open position to 91
On 29 Nov MFSL was trading at 1133.95. The strike last trading price was 12.35, which was -1.15 lower than the previous day. The implied volatity was 33.46, the open interest changed by -2 which decreased total open position to 80
On 28 Nov MFSL was trading at 1140.30. The strike last trading price was 13.5, which was 7.80 higher than the previous day. The implied volatity was 38.84, the open interest changed by 81 which increased total open position to 81
On 27 Nov MFSL was trading at 1188.05. The strike last trading price was 5.7, which was 0.00 lower than the previous day. The implied volatity was 11.31, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MFSL was trading at 1177.90. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was 9.62, the open interest changed by 0 which decreased total open position to 0
