MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 102000 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 | |||
| 13 Mar | 105041.60 | 4055.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 107264.25 | 4055.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 106534.30 | 4055.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 106650.60 | 4055.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 107202.95 | 4055.1 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 6 Mar | 107795.30 | 4055.1 | 0 | 0.00 | 0 | 2 | 0 | |||
| 5 Mar | 105805.50 | 4055.1 | 163.2 | - | 4 | 0 | 1 | |||
| 4 Mar | 102659.40 | 3891.9 | -27233 | 30.92 | 1 | 0 | 0 | |||
| 3 Mar | 105170.25 | 31124.9 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 105373.70 | 31124.9 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 105723.40 | 31124.9 | 0 | - | 0 | 0 | 0 | |||
For Mrf Ltd - strike price 102000 expiring on 27MAR2025
Delta for 102000 CE is 0.00
Historical price for 102000 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 4055.1, 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 4055.1, 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 4055.1, 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 4055.1, 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 4055.1, 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 4055.1, 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 5 Mar MRF was trading at 105805.50. The strike last trading price was 4055.1, which was 163.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 3891.9, which was -27233 lower than the previous day. The implied volatity was 30.92, 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 31124.9, 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 31124.9, 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 31124.9, 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 102000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 57.35
Theta: -38.04
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 496.6 | 146.6 | 21.43 | 63 | 2 | 152 |
| 12 Mar | 107264.25 | 350 | 0 | 0.00 | 0 | 1 | 0 |
| 11 Mar | 106534.30 | 350 | -50.05 | 22.34 | 17 | 1 | 150 |
| 10 Mar | 106650.60 | 400 | 30.7 | 21.64 | 29 | 5 | 147 |
| 7 Mar | 107202.95 | 375.4 | 1.85 | 22.36 | 153 | 60 | 142 |
| 6 Mar | 107795.30 | 370 | -821.45 | 21.92 | 98 | 79 | 81 |
| 5 Mar | 105805.50 | 1191.45 | 1112.85 | 28.35 | 2 | 1 | 1 |
| 4 Mar | 102659.40 | 78.6 | 0 | 1.27 | 0 | 0 | 0 |
| 3 Mar | 105170.25 | 78.6 | 0 | 3.36 | 0 | 0 | 0 |
| 28 Feb | 105373.70 | 78.6 | 0 | 3.35 | 0 | 0 | 0 |
| 27 Feb | 105723.40 | 78.6 | 0 | 3.17 | 0 | 0 | 0 |
For Mrf Ltd - strike price 102000 expiring on 27MAR2025
Delta for 102000 PE is -0.20
Historical price for 102000 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 496.6, which was 146.6 higher than the previous day. The implied volatity was 21.43, the open interest changed by 2 which increased total open position to 152
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 350, which was 0 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 11 Mar MRF was trading at 106534.30. The strike last trading price was 350, which was -50.05 lower than the previous day. The implied volatity was 22.34, the open interest changed by 1 which increased total open position to 150
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 400, which was 30.7 higher than the previous day. The implied volatity was 21.64, the open interest changed by 5 which increased total open position to 147
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 375.4, which was 1.85 higher than the previous day. The implied volatity was 22.36, the open interest changed by 60 which increased total open position to 142
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 370, which was -821.45 lower than the previous day. The implied volatity was 21.92, the open interest changed by 79 which increased total open position to 81
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 1191.45, which was 1112.85 higher than the previous day. The implied volatity was 28.35, the open interest changed by 1 which increased total open position to 1
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 78.6, which was 0 lower than the previous day. The implied volatity was 1.27, 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 78.6, which was 0 lower than the previous day. The implied volatity was 3.36, 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 78.6, which was 0 lower than the previous day. The implied volatity was 3.35, 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 78.6, which was 0 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
