MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 104500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 78.78
Theta: -72.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 2223.8 | -608.85 | 19.75 | 9 | -2 | 35 | |||
| 12 Mar | 107264.25 | 2832.65 | 0 | 0.00 | 0 | -1 | 0 | |||
| 11 Mar | 106534.30 | 2832.65 | -1032.15 | 9.02 | 4 | 0 | 38 | |||
| 10 Mar | 106650.60 | 3864.8 | 0 | 27.46 | 1 | -2 | 39 | |||
| 7 Mar | 107202.95 | 3864.8 | -935.2 | 15.05 | 13 | -2 | 41 | |||
| 6 Mar | 107795.30 | 4800 | 1782.9 | 25.85 | 8 | -3 | 43 | |||
| 5 Mar | 105805.50 | 2958.1 | 1038.9 | 17.88 | 153 | -38 | 49 | |||
| 4 Mar | 102659.40 | 1852.1 | -1122.5 | 22.89 | 169 | 66 | 88 | |||
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| 3 Mar | 105170.25 | 2937.75 | -362.25 | 19.47 | 43 | 7 | 22 | |||
| 28 Feb | 105373.70 | 3300 | -7071.2 | 20.33 | 19 | 14 | 14 | |||
| 27 Feb | 105723.40 | 10371.2 | 0 | - | 0 | 0 | 0 | |||
For Mrf Ltd - strike price 104500 expiring on 27MAR2025
Delta for 104500 CE is 0.61
Historical price for 104500 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 2223.8, which was -608.85 lower than the previous day. The implied volatity was 19.75, the open interest changed by -2 which decreased total open position to 35
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 2832.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 2832.65, which was -1032.15 lower than the previous day. The implied volatity was 9.02, the open interest changed by 0 which decreased total open position to 38
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 3864.8, which was 0 lower than the previous day. The implied volatity was 27.46, the open interest changed by -2 which decreased total open position to 39
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 3864.8, which was -935.2 lower than the previous day. The implied volatity was 15.05, the open interest changed by -2 which decreased total open position to 41
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 4800, which was 1782.9 higher than the previous day. The implied volatity was 25.85, the open interest changed by -3 which decreased total open position to 43
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 2958.1, which was 1038.9 higher than the previous day. The implied volatity was 17.88, the open interest changed by -38 which decreased total open position to 49
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 1852.1, which was -1122.5 lower than the previous day. The implied volatity was 22.89, the open interest changed by 66 which increased total open position to 88
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 2937.75, which was -362.25 lower than the previous day. The implied volatity was 19.47, the open interest changed by 7 which increased total open position to 22
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 3300, which was -7071.2 lower than the previous day. The implied volatity was 20.33, the open interest changed by 14 which increased total open position to 14
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 10371.2, 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 104500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 79.20
Theta: -48.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 1250 | 450 | 21.35 | 22 | -16 | 40 |
| 12 Mar | 107264.25 | 800 | 55.8 | 22.68 | 36 | 6 | 41 |
| 11 Mar | 106534.30 | 744.2 | -39.15 | 20.40 | 1 | 0 | 36 |
| 10 Mar | 106650.60 | 783.35 | -6.65 | 19.01 | 32 | 7 | 36 |
| 7 Mar | 107202.95 | 790 | 30.8 | 21.25 | 4 | 0 | 29 |
| 6 Mar | 107795.30 | 758.1 | -552.75 | 20.59 | 15 | 0 | 22 |
| 5 Mar | 105805.50 | 1348.8 | 262.4 | 21.22 | 45 | 21 | 21 |
| 4 Mar | 102659.40 | 1086.4 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 105170.25 | 1086.4 | 0 | 1.36 | 0 | 0 | 0 |
| 28 Feb | 105373.70 | 1086.4 | 0 | 1.40 | 0 | 0 | 0 |
| 27 Feb | 105723.40 | 1086.4 | 0 | 1.44 | 0 | 0 | 0 |
For Mrf Ltd - strike price 104500 expiring on 27MAR2025
Delta for 104500 PE is -0.39
Historical price for 104500 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 1250, which was 450 higher than the previous day. The implied volatity was 21.35, the open interest changed by -16 which decreased total open position to 40
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 800, which was 55.8 higher than the previous day. The implied volatity was 22.68, the open interest changed by 6 which increased total open position to 41
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 744.2, which was -39.15 lower than the previous day. The implied volatity was 20.40, the open interest changed by 0 which decreased total open position to 36
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 783.35, which was -6.65 lower than the previous day. The implied volatity was 19.01, the open interest changed by 7 which increased total open position to 36
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 790, which was 30.8 higher than the previous day. The implied volatity was 21.25, the open interest changed by 0 which decreased total open position to 29
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 758.1, which was -552.75 lower than the previous day. The implied volatity was 20.59, the open interest changed by 0 which decreased total open position to 22
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 1348.8, which was 262.4 higher than the previous day. The implied volatity was 21.22, the open interest changed by 21 which increased total open position to 21
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 1086.4, 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 1086.4, which was 0 lower than the previous day. The implied volatity was 1.36, 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 1086.4, which was 0 lower than the previous day. The implied volatity was 1.40, 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 1086.4, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
