MFSL
Max Financial Serv Ltd
Historical option data for MFSL
20 Dec 2024 04:13 PM IST
| MFSL 26DEC2024 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.38
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1109.20 | 4 | -13.05 | 27.38 | 426 | 2 | 311 | |||
| 19 Dec | 1133.90 | 17.05 | -4.90 | 31.06 | 342 | 40 | 310 | |||
| 18 Dec | 1142.40 | 21.95 | -4.15 | 28.33 | 88 | 4 | 272 | |||
| 17 Dec | 1145.50 | 26.1 | -4.10 | 28.15 | 222 | 4 | 271 | |||
| 16 Dec | 1151.20 | 30.2 | 8.55 | 30.94 | 914 | -5 | 272 | |||
| 13 Dec | 1127.85 | 21.65 | -0.50 | 30.89 | 410 | 72 | 277 | |||
| 12 Dec | 1127.10 | 22.15 | -11.15 | 30.78 | 665 | 51 | 204 | |||
| 11 Dec | 1144.90 | 33.3 | -16.70 | 32.41 | 202 | 8 | 153 | |||
| 10 Dec | 1165.25 | 50 | -11.30 | 34.39 | 3 | 1 | 146 | |||
| 9 Dec | 1186.15 | 61.3 | 9.30 | 28.17 | 28 | 14 | 143 | |||
| 6 Dec | 1161.45 | 52 | -2.60 | 30.00 | 9 | 3 | 130 | |||
| 5 Dec | 1168.10 | 54.6 | 0.70 | 26.57 | 33 | -1 | 125 | |||
| 4 Dec | 1169.95 | 53.9 | 14.80 | 28.23 | 269 | -19 | 126 | |||
| 3 Dec | 1142.35 | 39.1 | 9.30 | 29.82 | 587 | -16 | 145 | |||
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| 2 Dec | 1114.65 | 29.8 | -9.40 | 33.19 | 860 | 45 | 163 | |||
| 29 Nov | 1133.95 | 39.2 | -5.55 | 32.79 | 277 | 29 | 119 | |||
| 28 Nov | 1140.30 | 44.75 | -127.65 | 27.45 | 482 | 91 | 91 | |||
| 27 Nov | 1188.05 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1177.90 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1169.80 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1197.55 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1223.30 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1208.00 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1219.05 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1235.80 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1228.45 | 172.4 | - | 0 | 0 | 0 | ||||
For Max Financial Serv Ltd - strike price 1140 expiring on 26DEC2024
Delta for 1140 CE is 0.19
Historical price for 1140 CE is as follows
On 20 Dec MFSL was trading at 1109.20. The strike last trading price was 4, which was -13.05 lower than the previous day. The implied volatity was 27.38, the open interest changed by 2 which increased total open position to 311
On 19 Dec MFSL was trading at 1133.90. The strike last trading price was 17.05, which was -4.90 lower than the previous day. The implied volatity was 31.06, the open interest changed by 40 which increased total open position to 310
On 18 Dec MFSL was trading at 1142.40. The strike last trading price was 21.95, which was -4.15 lower than the previous day. The implied volatity was 28.33, the open interest changed by 4 which increased total open position to 272
On 17 Dec MFSL was trading at 1145.50. The strike last trading price was 26.1, which was -4.10 lower than the previous day. The implied volatity was 28.15, the open interest changed by 4 which increased total open position to 271
On 16 Dec MFSL was trading at 1151.20. The strike last trading price was 30.2, which was 8.55 higher than the previous day. The implied volatity was 30.94, the open interest changed by -5 which decreased total open position to 272
On 13 Dec MFSL was trading at 1127.85. The strike last trading price was 21.65, which was -0.50 lower than the previous day. The implied volatity was 30.89, the open interest changed by 72 which increased total open position to 277
On 12 Dec MFSL was trading at 1127.10. The strike last trading price was 22.15, which was -11.15 lower than the previous day. The implied volatity was 30.78, the open interest changed by 51 which increased total open position to 204
On 11 Dec MFSL was trading at 1144.90. The strike last trading price was 33.3, which was -16.70 lower than the previous day. The implied volatity was 32.41, the open interest changed by 8 which increased total open position to 153
On 10 Dec MFSL was trading at 1165.25. The strike last trading price was 50, which was -11.30 lower than the previous day. The implied volatity was 34.39, the open interest changed by 1 which increased total open position to 146
On 9 Dec MFSL was trading at 1186.15. The strike last trading price was 61.3, which was 9.30 higher than the previous day. The implied volatity was 28.17, the open interest changed by 14 which increased total open position to 143
On 6 Dec MFSL was trading at 1161.45. The strike last trading price was 52, which was -2.60 lower than the previous day. The implied volatity was 30.00, the open interest changed by 3 which increased total open position to 130
On 5 Dec MFSL was trading at 1168.10. The strike last trading price was 54.6, which was 0.70 higher than the previous day. The implied volatity was 26.57, the open interest changed by -1 which decreased total open position to 125
On 4 Dec MFSL was trading at 1169.95. The strike last trading price was 53.9, which was 14.80 higher than the previous day. The implied volatity was 28.23, the open interest changed by -19 which decreased total open position to 126
On 3 Dec MFSL was trading at 1142.35. The strike last trading price was 39.1, which was 9.30 higher than the previous day. The implied volatity was 29.82, the open interest changed by -16 which decreased total open position to 145
On 2 Dec MFSL was trading at 1114.65. The strike last trading price was 29.8, which was -9.40 lower than the previous day. The implied volatity was 33.19, the open interest changed by 45 which increased total open position to 163
On 29 Nov MFSL was trading at 1133.95. The strike last trading price was 39.2, which was -5.55 lower than the previous day. The implied volatity was 32.79, the open interest changed by 29 which increased total open position to 119
On 28 Nov MFSL was trading at 1140.30. The strike last trading price was 44.75, which was -127.65 lower than the previous day. The implied volatity was 27.45, the open interest changed by 91 which increased total open position to 91
On 27 Nov MFSL was trading at 1188.05. The strike last trading price was 172.4, 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 172.4, 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 25 Nov MFSL was trading at 1169.80. The strike last trading price was 172.4, 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 172.4, 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 12 Nov MFSL was trading at 1223.30. The strike last trading price was 172.4, 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 11 Nov MFSL was trading at 1208.00. The strike last trading price was 172.4, 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 8 Nov MFSL was trading at 1219.05. The strike last trading price was 172.4, 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 7 Nov MFSL was trading at 1235.80. The strike last trading price was 172.4, 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 Nov MFSL was trading at 1228.45. The strike last trading price was 172.4, 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 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.35
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1109.20 | 38.05 | 18.60 | 24.44 | 106 | -32 | 136 |
| 19 Dec | 1133.90 | 19.45 | 2.30 | 26.78 | 178 | -17 | 169 |
| 18 Dec | 1142.40 | 17.15 | -1.85 | 29.37 | 129 | -31 | 185 |
| 17 Dec | 1145.50 | 19 | -0.55 | 33.65 | 273 | -24 | 216 |
| 16 Dec | 1151.20 | 19.55 | -9.45 | 33.60 | 380 | 65 | 240 |
| 13 Dec | 1127.85 | 29 | -4.75 | 27.86 | 242 | -58 | 176 |
| 12 Dec | 1127.10 | 33.75 | 10.80 | 31.78 | 534 | -12 | 233 |
| 11 Dec | 1144.90 | 22.95 | 5.75 | 28.40 | 265 | -1 | 246 |
| 10 Dec | 1165.25 | 17.2 | 3.00 | 30.96 | 79 | -2 | 248 |
| 9 Dec | 1186.15 | 14.2 | -6.75 | 34.05 | 88 | 32 | 253 |
| 6 Dec | 1161.45 | 20.95 | 2.20 | 32.91 | 51 | -2 | 221 |
| 5 Dec | 1168.10 | 18.75 | -3.85 | 32.34 | 41 | 2 | 221 |
| 4 Dec | 1169.95 | 22.6 | -12.20 | 34.05 | 130 | 35 | 220 |
| 3 Dec | 1142.35 | 34.8 | -12.10 | 34.69 | 176 | 37 | 185 |
| 2 Dec | 1114.65 | 46.9 | 8.10 | 32.37 | 357 | 11 | 150 |
| 29 Nov | 1133.95 | 38.8 | -1.80 | 30.80 | 272 | 23 | 138 |
| 28 Nov | 1140.30 | 40.6 | 19.80 | 39.21 | 360 | 66 | 117 |
| 27 Nov | 1188.05 | 20.8 | -6.80 | 32.37 | 75 | 28 | 31 |
| 26 Nov | 1177.90 | 27.6 | 10.85 | 33.93 | 5 | 4 | 4 |
| 25 Nov | 1169.80 | 16.75 | 0.00 | 3.21 | 0 | 0 | 0 |
| 13 Nov | 1197.55 | 16.75 | 0.00 | 5.13 | 0 | 0 | 0 |
| 12 Nov | 1223.30 | 16.75 | 0.00 | 6.50 | 0 | 0 | 0 |
| 11 Nov | 1208.00 | 16.75 | 0.00 | 5.36 | 0 | 0 | 0 |
| 8 Nov | 1219.05 | 16.75 | 0.00 | 6.00 | 0 | 0 | 0 |
| 7 Nov | 1235.80 | 16.75 | 0.00 | 7.00 | 0 | 0 | 0 |
| 6 Nov | 1228.45 | 16.75 | 6.53 | 0 | 0 | 0 | |
For Max Financial Serv Ltd - strike price 1140 expiring on 26DEC2024
Delta for 1140 PE is -0.84
Historical price for 1140 PE is as follows
On 20 Dec MFSL was trading at 1109.20. The strike last trading price was 38.05, which was 18.60 higher than the previous day. The implied volatity was 24.44, the open interest changed by -32 which decreased total open position to 136
On 19 Dec MFSL was trading at 1133.90. The strike last trading price was 19.45, which was 2.30 higher than the previous day. The implied volatity was 26.78, the open interest changed by -17 which decreased total open position to 169
On 18 Dec MFSL was trading at 1142.40. The strike last trading price was 17.15, which was -1.85 lower than the previous day. The implied volatity was 29.37, the open interest changed by -31 which decreased total open position to 185
On 17 Dec MFSL was trading at 1145.50. The strike last trading price was 19, which was -0.55 lower than the previous day. The implied volatity was 33.65, the open interest changed by -24 which decreased total open position to 216
On 16 Dec MFSL was trading at 1151.20. The strike last trading price was 19.55, which was -9.45 lower than the previous day. The implied volatity was 33.60, the open interest changed by 65 which increased total open position to 240
On 13 Dec MFSL was trading at 1127.85. The strike last trading price was 29, which was -4.75 lower than the previous day. The implied volatity was 27.86, the open interest changed by -58 which decreased total open position to 176
On 12 Dec MFSL was trading at 1127.10. The strike last trading price was 33.75, which was 10.80 higher than the previous day. The implied volatity was 31.78, the open interest changed by -12 which decreased total open position to 233
On 11 Dec MFSL was trading at 1144.90. The strike last trading price was 22.95, which was 5.75 higher than the previous day. The implied volatity was 28.40, the open interest changed by -1 which decreased total open position to 246
On 10 Dec MFSL was trading at 1165.25. The strike last trading price was 17.2, which was 3.00 higher than the previous day. The implied volatity was 30.96, the open interest changed by -2 which decreased total open position to 248
On 9 Dec MFSL was trading at 1186.15. The strike last trading price was 14.2, which was -6.75 lower than the previous day. The implied volatity was 34.05, the open interest changed by 32 which increased total open position to 253
On 6 Dec MFSL was trading at 1161.45. The strike last trading price was 20.95, which was 2.20 higher than the previous day. The implied volatity was 32.91, the open interest changed by -2 which decreased total open position to 221
On 5 Dec MFSL was trading at 1168.10. The strike last trading price was 18.75, which was -3.85 lower than the previous day. The implied volatity was 32.34, the open interest changed by 2 which increased total open position to 221
On 4 Dec MFSL was trading at 1169.95. The strike last trading price was 22.6, which was -12.20 lower than the previous day. The implied volatity was 34.05, the open interest changed by 35 which increased total open position to 220
On 3 Dec MFSL was trading at 1142.35. The strike last trading price was 34.8, which was -12.10 lower than the previous day. The implied volatity was 34.69, the open interest changed by 37 which increased total open position to 185
On 2 Dec MFSL was trading at 1114.65. The strike last trading price was 46.9, which was 8.10 higher than the previous day. The implied volatity was 32.37, the open interest changed by 11 which increased total open position to 150
On 29 Nov MFSL was trading at 1133.95. The strike last trading price was 38.8, which was -1.80 lower than the previous day. The implied volatity was 30.80, the open interest changed by 23 which increased total open position to 138
On 28 Nov MFSL was trading at 1140.30. The strike last trading price was 40.6, which was 19.80 higher than the previous day. The implied volatity was 39.21, the open interest changed by 66 which increased total open position to 117
On 27 Nov MFSL was trading at 1188.05. The strike last trading price was 20.8, which was -6.80 lower than the previous day. The implied volatity was 32.37, the open interest changed by 28 which increased total open position to 31
On 26 Nov MFSL was trading at 1177.90. The strike last trading price was 27.6, which was 10.85 higher than the previous day. The implied volatity was 33.93, the open interest changed by 4 which increased total open position to 4
On 25 Nov MFSL was trading at 1169.80. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 3.21, 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 16.75, which was 0.00 lower than the previous day. The implied volatity was 5.13, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MFSL was trading at 1223.30. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0
On 11 Nov MFSL was trading at 1208.00. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
On 8 Nov MFSL was trading at 1219.05. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 6.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov MFSL was trading at 1235.80. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 7.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MFSL was trading at 1228.45. The strike last trading price was 16.75, which was lower than the previous day. The implied volatity was 6.53, the open interest changed by 0 which decreased total open position to 0
