MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 100000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 13 Mar | 105041.60 | 8300 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 107264.25 | 8300 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 106534.30 | 8300 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 106650.60 | 8300 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 107202.95 | 8300 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 107795.30 | 8300 | 3300 | 23.60 | 1 | 0 | 5 | |||
| 5 Mar | 105805.50 | 5000 | 403.8 | - | 6 | 2 | 5 | |||
| 4 Mar | 102659.40 | 4596.2 | -1103.8 | 25.46 | 3 | 2 | 3 | |||
| 3 Mar | 105170.25 | 5700 | -27359.5 | - | 1 | 0 | 0 | |||
| 28 Feb | 105373.70 | 33059.5 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 105723.40 | 33059.5 | 0 | - | 0 | 0 | 0 | |||
For Mrf Ltd - strike price 100000 expiring on 27MAR2025
Delta for 100000 CE is 0.00
Historical price for 100000 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 8300, which was 0 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 12 Mar MRF was trading at 107264.25. The strike last trading price was 8300, which was 0 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 11 Mar MRF was trading at 106534.30. The strike last trading price was 8300, which was 0 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 10 Mar MRF was trading at 106650.60. The strike last trading price was 8300, which was 0 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 7 Mar MRF was trading at 107202.95. The strike last trading price was 8300, which was 0 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 Mar MRF was trading at 107795.30. The strike last trading price was 8300, which was 3300 higher than the previous day. The implied volatity was 23.60, the open interest changed by 0 which decreased total open position to 5
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 5000, which was 403.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 4596.2, which was -1103.8 lower than the previous day. The implied volatity was 25.46, the open interest changed by 2 which increased total open position to 3
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 5700, which was -27359.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 33059.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 33059.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MRF 27MAR2025 100000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 38.04
Theta: -27.87
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 247 | 64.9 | 22.84 | 515 | -78 | 457 |
| 12 Mar | 107264.25 | 186.25 | -15.25 | 25.32 | 199 | 37 | 537 |
| 11 Mar | 106534.30 | 200 | -33.35 | 24.26 | 212 | -8 | 498 |
| 10 Mar | 106650.60 | 200 | -9.3 | 22.69 | 210 | -8 | 509 |
| 7 Mar | 107202.95 | 198.55 | -37.85 | 23.30 | 286 | 26 | 517 |
| 6 Mar | 107795.30 | 250 | -138.95 | 24.25 | 558 | 96 | 497 |
| 5 Mar | 105805.50 | 396 | -770.6 | 23.05 | 610 | 103 | 401 |
| 4 Mar | 102659.40 | 1110 | 435.55 | 24.01 | 958 | 158 | 314 |
| 3 Mar | 105170.25 | 677.05 | -60.55 | 25.53 | 151 | 21 | 154 |
| 28 Feb | 105373.70 | 718.9 | -82.4 | 25.21 | 674 | 96 | 136 |
| 27 Feb | 105723.40 | 800 | 750.7 | 25.83 | 50 | 40 | 40 |
For Mrf Ltd - strike price 100000 expiring on 27MAR2025
Delta for 100000 PE is -0.11
Historical price for 100000 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 247, which was 64.9 higher than the previous day. The implied volatity was 22.84, the open interest changed by -78 which decreased total open position to 457
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 186.25, which was -15.25 lower than the previous day. The implied volatity was 25.32, the open interest changed by 37 which increased total open position to 537
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 200, which was -33.35 lower than the previous day. The implied volatity was 24.26, the open interest changed by -8 which decreased total open position to 498
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 200, which was -9.3 lower than the previous day. The implied volatity was 22.69, the open interest changed by -8 which decreased total open position to 509
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 198.55, which was -37.85 lower than the previous day. The implied volatity was 23.30, the open interest changed by 26 which increased total open position to 517
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 250, which was -138.95 lower than the previous day. The implied volatity was 24.25, the open interest changed by 96 which increased total open position to 497
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 396, which was -770.6 lower than the previous day. The implied volatity was 23.05, the open interest changed by 103 which increased total open position to 401
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 1110, which was 435.55 higher than the previous day. The implied volatity was 24.01, the open interest changed by 158 which increased total open position to 314
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 677.05, which was -60.55 lower than the previous day. The implied volatity was 25.53, the open interest changed by 21 which increased total open position to 154
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 718.9, which was -82.4 lower than the previous day. The implied volatity was 25.21, the open interest changed by 96 which increased total open position to 136
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 800, which was 750.7 higher than the previous day. The implied volatity was 25.83, the open interest changed by 40 which increased total open position to 40
