MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 103000 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 | 4434 | 0 | 0.00 | 0 | -2 | 0 | |||
| 12 Mar | 107264.25 | 4434 | -1164.5 | - | 10 | -3 | 36 | |||
| 11 Mar | 106534.30 | 5598.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 106650.60 | 5598.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 107202.95 | 5598.5 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 107795.30 | 5598.5 | 1639.15 | 21.53 | 17 | 0 | 39 | |||
| 5 Mar | 105805.50 | 3959.35 | 1349.2 | 17.35 | 99 | 6 | 39 | |||
| 4 Mar | 102659.40 | 2599 | -17586.25 | 23.43 | 125 | 35 | 35 | |||
| 3 Mar | 105170.25 | 20185.25 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 105373.70 | 20185.25 | 0 | - | 0 | 0 | 0 | |||
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| 27 Feb | 105723.40 | 20185.25 | 0 | - | 0 | 0 | 0 | |||
For Mrf Ltd - strike price 103000 expiring on 27MAR2025
Delta for 103000 CE is 0.00
Historical price for 103000 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 4434, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 4434, which was -1164.5 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 36
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 5598.5, 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 5598.5, 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 5598.5, 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 5598.5, which was 1639.15 higher than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 39
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 3959.35, which was 1349.2 higher than the previous day. The implied volatity was 17.35, the open interest changed by 6 which increased total open position to 39
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 2599, which was -17586.25 lower than the previous day. The implied volatity was 23.43, the open interest changed by 35 which increased total open position to 35
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 20185.25, 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 20185.25, 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 20185.25, 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 103000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 67.80
Theta: -43.57
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 730 | 360.6 | 21.26 | 159 | -4 | 158 |
| 12 Mar | 107264.25 | 352.45 | -136.75 | 20.85 | 48 | 2 | 163 |
| 11 Mar | 106534.30 | 461.7 | -60.15 | 21.34 | 60 | 12 | 158 |
| 10 Mar | 106650.60 | 455.5 | -72.1 | 19.52 | 53 | 3 | 147 |
| 7 Mar | 107202.95 | 499.75 | -14 | 21.75 | 111 | 54 | 144 |
| 6 Mar | 107795.30 | 495 | -411.25 | 21.85 | 72 | 22 | 89 |
| 5 Mar | 105805.50 | 928.4 | -1403 | 21.84 | 68 | 31 | 66 |
| 4 Mar | 102659.40 | 2353 | 723.95 | 24.71 | 75 | 23 | 35 |
| 3 Mar | 105170.25 | 1629.05 | -10.9 | 27.24 | 6 | 1 | 12 |
| 28 Feb | 105373.70 | 1639.95 | 0 | 0.00 | 0 | 10 | 0 |
| 27 Feb | 105723.40 | 1639.95 | 939.95 | 26.10 | 12 | 10 | 11 |
For Mrf Ltd - strike price 103000 expiring on 27MAR2025
Delta for 103000 PE is -0.27
Historical price for 103000 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 730, which was 360.6 higher than the previous day. The implied volatity was 21.26, the open interest changed by -4 which decreased total open position to 158
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 352.45, which was -136.75 lower than the previous day. The implied volatity was 20.85, the open interest changed by 2 which increased total open position to 163
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 461.7, which was -60.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by 12 which increased total open position to 158
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 455.5, which was -72.1 lower than the previous day. The implied volatity was 19.52, the open interest changed by 3 which increased total open position to 147
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 499.75, which was -14 lower than the previous day. The implied volatity was 21.75, the open interest changed by 54 which increased total open position to 144
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 495, which was -411.25 lower than the previous day. The implied volatity was 21.85, the open interest changed by 22 which increased total open position to 89
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 928.4, which was -1403 lower than the previous day. The implied volatity was 21.84, the open interest changed by 31 which increased total open position to 66
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 2353, which was 723.95 higher than the previous day. The implied volatity was 24.71, the open interest changed by 23 which increased total open position to 35
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 1629.05, which was -10.9 lower than the previous day. The implied volatity was 27.24, the open interest changed by 1 which increased total open position to 12
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 1639.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 1639.95, which was 939.95 higher than the previous day. The implied volatity was 26.10, the open interest changed by 10 which increased total open position to 11
