MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 101000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 19760.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 107264.25 | 19760.3 | 0 | - | 0 | 0 | 0 | |||
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| 11 Mar | 106534.30 | 19760.3 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 106650.60 | 19760.3 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 107202.95 | 19760.3 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 107795.30 | 19760.3 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 105805.50 | 19760.3 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 102659.40 | 19760.3 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 105170.25 | 19760.3 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 105373.70 | 19760.3 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 105723.40 | 19760.3 | 0 | - | 0 | 0 | 0 | |||
For Mrf Ltd - strike price 101000 expiring on 27MAR2025
Delta for 101000 CE is -
Historical price for 101000 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 19760.3, 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 12 Mar MRF was trading at 107264.25. The strike last trading price was 19760.3, 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 11 Mar MRF was trading at 106534.30. The strike last trading price was 19760.3, 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 10 Mar MRF was trading at 106650.60. The strike last trading price was 19760.3, 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 7 Mar MRF was trading at 107202.95. The strike last trading price was 19760.3, 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 6 Mar MRF was trading at 107795.30. The strike last trading price was 19760.3, 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 5 Mar MRF was trading at 105805.50. The strike last trading price was 19760.3, 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 4 Mar MRF was trading at 102659.40. The strike last trading price was 19760.3, 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 3 Mar MRF was trading at 105170.25. The strike last trading price was 19760.3, 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 28 Feb MRF was trading at 105373.70. The strike last trading price was 19760.3, 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 19760.3, 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 101000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 47.27
Theta: -32.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 350 | 61.2 | 22.09 | 30 | 2 | 11 |
| 12 Mar | 107264.25 | 288.8 | 0 | 0.00 | 0 | 6 | 0 |
| 11 Mar | 106534.30 | 288.8 | 48.7 | 23.90 | 11 | 2 | 5 |
| 10 Mar | 106650.60 | 240.1 | -759.9 | 21.12 | 4 | 5 | 5 |
| 7 Mar | 107202.95 | 1000 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 107795.30 | 1000 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 105805.50 | 1000 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 102659.40 | 1000 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 105170.25 | 1000 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 105373.70 | 1000 | 0 | 0.00 | 0 | 2 | 0 |
| 27 Feb | 105723.40 | 1000 | 673 | 25.33 | 3 | 2 | 2 |
For Mrf Ltd - strike price 101000 expiring on 27MAR2025
Delta for 101000 PE is -0.15
Historical price for 101000 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 350, which was 61.2 higher than the previous day. The implied volatity was 22.09, the open interest changed by 2 which increased total open position to 11
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 288.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 288.8, which was 48.7 higher than the previous day. The implied volatity was 23.90, the open interest changed by 2 which increased total open position to 5
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 240.1, which was -759.9 lower than the previous day. The implied volatity was 21.12, the open interest changed by 5 which increased total open position to 5
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 1000, 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 1000, 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 5 Mar MRF was trading at 105805.50. The strike last trading price was 1000, 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 4 Mar MRF was trading at 102659.40. The strike last trading price was 1000, 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 3 Mar MRF was trading at 105170.25. The strike last trading price was 1000, 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 28 Feb MRF was trading at 105373.70. The strike last trading price was 1000, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 1000, which was 673 higher than the previous day. The implied volatity was 25.33, the open interest changed by 2 which increased total open position to 2
