MFSL
Max Financial Serv Ltd
Historical option data for MFSL
20 Dec 2024 04:13 PM IST
| MFSL 26DEC2024 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.56
Theta: -1.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1109.20 | 17.15 | -26.85 | 25.97 | 169 | 11 | 128 | |||
| 19 Dec | 1133.90 | 44 | -6.00 | 36.34 | 54 | -17 | 118 | |||
| 18 Dec | 1142.40 | 50 | -2.00 | 29.33 | 4 | 0 | 135 | |||
| 17 Dec | 1145.50 | 52 | -4.80 | 19.86 | 30 | -12 | 134 | |||
| 16 Dec | 1151.20 | 56.8 | 12.90 | 28.06 | 229 | 51 | 145 | |||
| 13 Dec | 1127.85 | 43.9 | 0.30 | 31.38 | 148 | 0 | 93 | |||
| 12 Dec | 1127.10 | 43.6 | -14.85 | 30.60 | 84 | 22 | 93 | |||
| 11 Dec | 1144.90 | 58.45 | -18.05 | 32.67 | 121 | 21 | 68 | |||
| 10 Dec | 1165.25 | 76.5 | -16.20 | 31.35 | 4 | -2 | 47 | |||
| 9 Dec | 1186.15 | 92.7 | 12.70 | 22.34 | 3 | -1 | 49 | |||
| 6 Dec | 1161.45 | 80 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 5 Dec | 1168.10 | 80 | -2.50 | - | 10 | 0 | 55 | |||
| 4 Dec | 1169.95 | 82.5 | 20.40 | 26.25 | 43 | -18 | 56 | |||
| 3 Dec | 1142.35 | 62.1 | 11.30 | 27.94 | 133 | -8 | 78 | |||
| 2 Dec | 1114.65 | 50.8 | -11.90 | 34.54 | 286 | 14 | 85 | |||
| 29 Nov | 1133.95 | 62.7 | -3.15 | 34.17 | 77 | -10 | 72 | |||
| 28 Nov | 1140.30 | 65.85 | -139.50 | 22.01 | 322 | 82 | 82 | |||
| 27 Nov | 1188.05 | 205.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1177.90 | 205.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 1197.55 | 205.35 | - | 0 | 0 | 0 | ||||
For Max Financial Serv Ltd - strike price 1100 expiring on 26DEC2024
Delta for 1100 CE is 0.56
Historical price for 1100 CE is as follows
On 20 Dec MFSL was trading at 1109.20. The strike last trading price was 17.15, which was -26.85 lower than the previous day. The implied volatity was 25.97, the open interest changed by 11 which increased total open position to 128
On 19 Dec MFSL was trading at 1133.90. The strike last trading price was 44, which was -6.00 lower than the previous day. The implied volatity was 36.34, the open interest changed by -17 which decreased total open position to 118
On 18 Dec MFSL was trading at 1142.40. The strike last trading price was 50, which was -2.00 lower than the previous day. The implied volatity was 29.33, the open interest changed by 0 which decreased total open position to 135
On 17 Dec MFSL was trading at 1145.50. The strike last trading price was 52, which was -4.80 lower than the previous day. The implied volatity was 19.86, the open interest changed by -12 which decreased total open position to 134
On 16 Dec MFSL was trading at 1151.20. The strike last trading price was 56.8, which was 12.90 higher than the previous day. The implied volatity was 28.06, the open interest changed by 51 which increased total open position to 145
On 13 Dec MFSL was trading at 1127.85. The strike last trading price was 43.9, which was 0.30 higher than the previous day. The implied volatity was 31.38, the open interest changed by 0 which decreased total open position to 93
On 12 Dec MFSL was trading at 1127.10. The strike last trading price was 43.6, which was -14.85 lower than the previous day. The implied volatity was 30.60, the open interest changed by 22 which increased total open position to 93
On 11 Dec MFSL was trading at 1144.90. The strike last trading price was 58.45, which was -18.05 lower than the previous day. The implied volatity was 32.67, the open interest changed by 21 which increased total open position to 68
On 10 Dec MFSL was trading at 1165.25. The strike last trading price was 76.5, which was -16.20 lower than the previous day. The implied volatity was 31.35, the open interest changed by -2 which decreased total open position to 47
On 9 Dec MFSL was trading at 1186.15. The strike last trading price was 92.7, which was 12.70 higher than the previous day. The implied volatity was 22.34, the open interest changed by -1 which decreased total open position to 49
On 6 Dec MFSL was trading at 1161.45. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 5 Dec MFSL was trading at 1168.10. The strike last trading price was 80, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 4 Dec MFSL was trading at 1169.95. The strike last trading price was 82.5, which was 20.40 higher than the previous day. The implied volatity was 26.25, the open interest changed by -18 which decreased total open position to 56
On 3 Dec MFSL was trading at 1142.35. The strike last trading price was 62.1, which was 11.30 higher than the previous day. The implied volatity was 27.94, the open interest changed by -8 which decreased total open position to 78
On 2 Dec MFSL was trading at 1114.65. The strike last trading price was 50.8, which was -11.90 lower than the previous day. The implied volatity was 34.54, the open interest changed by 14 which increased total open position to 85
On 29 Nov MFSL was trading at 1133.95. The strike last trading price was 62.7, which was -3.15 lower than the previous day. The implied volatity was 34.17, the open interest changed by -10 which decreased total open position to 72
On 28 Nov MFSL was trading at 1140.30. The strike last trading price was 65.85, which was -139.50 lower than the previous day. The implied volatity was 22.01, the open interest changed by 82 which increased total open position to 82
On 27 Nov MFSL was trading at 1188.05. The strike last trading price was 205.35, 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 205.35, 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 13 Nov MFSL was trading at 1197.55. The strike last trading price was 205.35, 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 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.56
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1109.20 | 10.55 | 5.60 | 22.76 | 354 | 32 | 475 |
| 19 Dec | 1133.90 | 4.95 | 0.65 | 27.57 | 262 | -9 | 441 |
| 18 Dec | 1142.40 | 4.3 | -2.15 | 28.64 | 123 | -12 | 450 |
| 17 Dec | 1145.50 | 6.45 | -0.70 | 33.68 | 187 | -11 | 464 |
| 16 Dec | 1151.20 | 7.15 | -4.10 | 33.92 | 470 | -17 | 486 |
| 13 Dec | 1127.85 | 11.25 | -3.30 | 27.76 | 328 | 12 | 503 |
| 12 Dec | 1127.10 | 14.55 | 4.75 | 30.68 | 813 | 63 | 491 |
| 11 Dec | 1144.90 | 9.8 | 2.80 | 29.74 | 353 | -16 | 427 |
| 10 Dec | 1165.25 | 7 | 0.55 | 31.46 | 340 | 21 | 436 |
| 9 Dec | 1186.15 | 6.45 | -3.15 | 35.20 | 213 | 64 | 416 |
| 6 Dec | 1161.45 | 9.6 | -0.50 | 32.87 | 187 | -24 | 352 |
| 5 Dec | 1168.10 | 10.1 | -1.40 | 34.60 | 160 | 14 | 376 |
| 4 Dec | 1169.95 | 11.5 | -7.70 | 34.59 | 459 | -3 | 360 |
| 3 Dec | 1142.35 | 19.2 | -8.50 | 34.93 | 328 | 29 | 369 |
| 2 Dec | 1114.65 | 27.7 | 5.30 | 33.28 | 1,016 | 108 | 339 |
| 29 Nov | 1133.95 | 22.4 | -1.40 | 31.81 | 388 | 4 | 230 |
| 28 Nov | 1140.30 | 23.8 | 12.05 | 38.29 | 1,334 | 176 | 228 |
| 27 Nov | 1188.05 | 11.75 | -3.70 | 33.77 | 373 | 25 | 52 |
| 26 Nov | 1177.90 | 15.45 | 5.35 | 34.24 | 220 | 28 | 28 |
| 13 Nov | 1197.55 | 10.1 | 7.52 | 0 | 0 | 0 | |
For Max Financial Serv Ltd - strike price 1100 expiring on 26DEC2024
Delta for 1100 PE is -0.43
Historical price for 1100 PE is as follows
On 20 Dec MFSL was trading at 1109.20. The strike last trading price was 10.55, which was 5.60 higher than the previous day. The implied volatity was 22.76, the open interest changed by 32 which increased total open position to 475
On 19 Dec MFSL was trading at 1133.90. The strike last trading price was 4.95, which was 0.65 higher than the previous day. The implied volatity was 27.57, the open interest changed by -9 which decreased total open position to 441
On 18 Dec MFSL was trading at 1142.40. The strike last trading price was 4.3, which was -2.15 lower than the previous day. The implied volatity was 28.64, the open interest changed by -12 which decreased total open position to 450
On 17 Dec MFSL was trading at 1145.50. The strike last trading price was 6.45, which was -0.70 lower than the previous day. The implied volatity was 33.68, the open interest changed by -11 which decreased total open position to 464
On 16 Dec MFSL was trading at 1151.20. The strike last trading price was 7.15, which was -4.10 lower than the previous day. The implied volatity was 33.92, the open interest changed by -17 which decreased total open position to 486
On 13 Dec MFSL was trading at 1127.85. The strike last trading price was 11.25, which was -3.30 lower than the previous day. The implied volatity was 27.76, the open interest changed by 12 which increased total open position to 503
On 12 Dec MFSL was trading at 1127.10. The strike last trading price was 14.55, which was 4.75 higher than the previous day. The implied volatity was 30.68, the open interest changed by 63 which increased total open position to 491
On 11 Dec MFSL was trading at 1144.90. The strike last trading price was 9.8, which was 2.80 higher than the previous day. The implied volatity was 29.74, the open interest changed by -16 which decreased total open position to 427
On 10 Dec MFSL was trading at 1165.25. The strike last trading price was 7, which was 0.55 higher than the previous day. The implied volatity was 31.46, the open interest changed by 21 which increased total open position to 436
On 9 Dec MFSL was trading at 1186.15. The strike last trading price was 6.45, which was -3.15 lower than the previous day. The implied volatity was 35.20, the open interest changed by 64 which increased total open position to 416
On 6 Dec MFSL was trading at 1161.45. The strike last trading price was 9.6, which was -0.50 lower than the previous day. The implied volatity was 32.87, the open interest changed by -24 which decreased total open position to 352
On 5 Dec MFSL was trading at 1168.10. The strike last trading price was 10.1, which was -1.40 lower than the previous day. The implied volatity was 34.60, the open interest changed by 14 which increased total open position to 376
On 4 Dec MFSL was trading at 1169.95. The strike last trading price was 11.5, which was -7.70 lower than the previous day. The implied volatity was 34.59, the open interest changed by -3 which decreased total open position to 360
On 3 Dec MFSL was trading at 1142.35. The strike last trading price was 19.2, which was -8.50 lower than the previous day. The implied volatity was 34.93, the open interest changed by 29 which increased total open position to 369
On 2 Dec MFSL was trading at 1114.65. The strike last trading price was 27.7, which was 5.30 higher than the previous day. The implied volatity was 33.28, the open interest changed by 108 which increased total open position to 339
On 29 Nov MFSL was trading at 1133.95. The strike last trading price was 22.4, which was -1.40 lower than the previous day. The implied volatity was 31.81, the open interest changed by 4 which increased total open position to 230
On 28 Nov MFSL was trading at 1140.30. The strike last trading price was 23.8, which was 12.05 higher than the previous day. The implied volatity was 38.29, the open interest changed by 176 which increased total open position to 228
On 27 Nov MFSL was trading at 1188.05. The strike last trading price was 11.75, which was -3.70 lower than the previous day. The implied volatity was 33.77, the open interest changed by 25 which increased total open position to 52
On 26 Nov MFSL was trading at 1177.90. The strike last trading price was 15.45, which was 5.35 higher than the previous day. The implied volatity was 34.24, the open interest changed by 28 which increased total open position to 28
On 13 Nov MFSL was trading at 1197.55. The strike last trading price was 10.1, which was lower than the previous day. The implied volatity was 7.52, the open interest changed by 0 which decreased total open position to 0
