MFSL
Max Financial Serv Ltd
Historical option data for MFSL
27 Dec 2024 04:13 PM IST
| MFSL 30JAN2025 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 1.32
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1106.10 | 39.85 | -9.15 | 24.99 | 39 | 9 | 26 | |||
| 26 Dec | 1114.20 | 49 | 11.10 | 26.48 | 19 | 5 | 17 | |||
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| 24 Dec | 1103.90 | 37.9 | -6.10 | 23.88 | 45 | 17 | 21 | |||
| 23 Dec | 1100.70 | 44 | -53.25 | 25.19 | 4 | 3 | 3 | |||
| 20 Dec | 1109.20 | 97.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1133.90 | 97.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1142.40 | 97.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1145.50 | 97.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1151.20 | 97.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1127.85 | 97.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1165.25 | 97.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1186.15 | 97.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1161.45 | 97.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1169.95 | 97.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1114.65 | 97.25 | - | 0 | 0 | 0 | ||||
For Max Financial Serv Ltd - strike price 1100 expiring on 30JAN2025
Delta for 1100 CE is 0.57
Historical price for 1100 CE is as follows
On 27 Dec MFSL was trading at 1106.10. The strike last trading price was 39.85, which was -9.15 lower than the previous day. The implied volatity was 24.99, the open interest changed by 9 which increased total open position to 26
On 26 Dec MFSL was trading at 1114.20. The strike last trading price was 49, which was 11.10 higher than the previous day. The implied volatity was 26.48, the open interest changed by 5 which increased total open position to 17
On 24 Dec MFSL was trading at 1103.90. The strike last trading price was 37.9, which was -6.10 lower than the previous day. The implied volatity was 23.88, the open interest changed by 17 which increased total open position to 21
On 23 Dec MFSL was trading at 1100.70. The strike last trading price was 44, which was -53.25 lower than the previous day. The implied volatity was 25.19, the open interest changed by 3 which increased total open position to 3
On 20 Dec MFSL was trading at 1109.20. The strike last trading price was 97.25, 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 19 Dec MFSL was trading at 1133.90. The strike last trading price was 97.25, 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 18 Dec MFSL was trading at 1142.40. The strike last trading price was 97.25, 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 17 Dec MFSL was trading at 1145.50. The strike last trading price was 97.25, 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 16 Dec MFSL was trading at 1151.20. The strike last trading price was 97.25, 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 Dec MFSL was trading at 1127.85. The strike last trading price was 97.25, 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 10 Dec MFSL was trading at 1165.25. The strike last trading price was 97.25, 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 9 Dec MFSL was trading at 1186.15. The strike last trading price was 97.25, 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 6 Dec MFSL was trading at 1161.45. The strike last trading price was 97.25, 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 4 Dec MFSL was trading at 1169.95. The strike last trading price was 97.25, 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 2 Dec MFSL was trading at 1114.65. The strike last trading price was 97.25, 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 30JAN2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 1.32
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1106.10 | 26.55 | 1.55 | 24.23 | 115 | 28 | 103 |
| 26 Dec | 1114.20 | 25 | -8.05 | 26.13 | 66 | 31 | 75 |
| 24 Dec | 1103.90 | 33.05 | -1.40 | 26.95 | 44 | 19 | 44 |
| 23 Dec | 1100.70 | 34.45 | -1.70 | 29.68 | 28 | 21 | 24 |
| 20 Dec | 1109.20 | 36.15 | 6.15 | 29.62 | 1 | 0 | 2 |
| 19 Dec | 1133.90 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1142.40 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1145.50 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1151.20 | 30 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Dec | 1127.85 | 30 | -13.15 | 29.71 | 2 | 0 | 1 |
| 10 Dec | 1165.25 | 43.15 | 0.00 | 5.23 | 0 | 0 | 0 |
| 9 Dec | 1186.15 | 43.15 | 0.00 | 6.44 | 0 | 0 | 0 |
| 6 Dec | 1161.45 | 43.15 | 0.00 | 5.29 | 0 | 0 | 0 |
| 4 Dec | 1169.95 | 43.15 | 0.00 | 5.39 | 0 | 0 | 0 |
| 2 Dec | 1114.65 | 43.15 | 2.04 | 0 | 0 | 0 | |
For Max Financial Serv Ltd - strike price 1100 expiring on 30JAN2025
Delta for 1100 PE is -0.43
Historical price for 1100 PE is as follows
On 27 Dec MFSL was trading at 1106.10. The strike last trading price was 26.55, which was 1.55 higher than the previous day. The implied volatity was 24.23, the open interest changed by 28 which increased total open position to 103
On 26 Dec MFSL was trading at 1114.20. The strike last trading price was 25, which was -8.05 lower than the previous day. The implied volatity was 26.13, the open interest changed by 31 which increased total open position to 75
On 24 Dec MFSL was trading at 1103.90. The strike last trading price was 33.05, which was -1.40 lower than the previous day. The implied volatity was 26.95, the open interest changed by 19 which increased total open position to 44
On 23 Dec MFSL was trading at 1100.70. The strike last trading price was 34.45, which was -1.70 lower than the previous day. The implied volatity was 29.68, the open interest changed by 21 which increased total open position to 24
On 20 Dec MFSL was trading at 1109.20. The strike last trading price was 36.15, which was 6.15 higher than the previous day. The implied volatity was 29.62, the open interest changed by 0 which decreased total open position to 2
On 19 Dec MFSL was trading at 1133.90. The strike last trading price was 30, 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 18 Dec MFSL was trading at 1142.40. The strike last trading price was 30, 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 30, 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 30, 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 13 Dec MFSL was trading at 1127.85. The strike last trading price was 30, which was -13.15 lower than the previous day. The implied volatity was 29.71, the open interest changed by 0 which decreased total open position to 1
On 10 Dec MFSL was trading at 1165.25. The strike last trading price was 43.15, which was 0.00 lower than the previous day. The implied volatity was 5.23, 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 43.15, which was 0.00 lower than the previous day. The implied volatity was 6.44, 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 43.15, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 43.15, which was 0.00 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
On 2 Dec MFSL was trading at 1114.65. The strike last trading price was 43.15, which was lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
