MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 105000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 81.06
Theta: -73.41
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 1950 | -1367.1 | 19.91 | 91 | 6 | 195 | |||
| 12 Mar | 107264.25 | 3333 | 633 | 20.76 | 34 | -8 | 189 | |||
| 11 Mar | 106534.30 | 2700 | -450 | 14.29 | 8 | -1 | 197 | |||
| 10 Mar | 106650.60 | 3150 | -545 | 22.75 | 3 | 1 | 197 | |||
| 7 Mar | 107202.95 | 3700 | -163.8 | 18.18 | 6 | 1 | 196 | |||
| 6 Mar | 107795.30 | 3781.95 | 1012.1 | 18.00 | 152 | -34 | 197 | |||
| 5 Mar | 105805.50 | 2809.95 | 1110.45 | 19.57 | 711 | -39 | 229 | |||
| 4 Mar | 102659.40 | 1688.65 | -1089.35 | 23.23 | 730 | 212 | 268 | |||
| 3 Mar | 105170.25 | 2770.05 | -349.5 | 20.65 | 113 | 45 | 56 | |||
| 28 Feb | 105373.70 | 3100.05 | -899.95 | 21.18 | 13 | 8 | 10 | |||
| 27 Feb | 105723.40 | 4000 | -1412.35 | 28.66 | 1 | 0 | 2 | |||
| 26 Feb | 107203.95 | 5412.35 | -387.65 | 30.54 | 1 | 0 | 2 | |||
| 25 Feb | 107203.95 | 5412.35 | -387.65 | 30.54 | 1 | 0 | 2 | |||
| 24 Feb | 108842.00 | 5800 | -6200 | 20.34 | 1 | 0 | 1 | |||
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| 21 Feb | 109263.30 | 12000 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 112875.10 | 12000 | 0 | 0.00 | 0 | 0 | 1 | |||
For Mrf Ltd - strike price 105000 expiring on 27MAR2025
Delta for 105000 CE is 0.57
Historical price for 105000 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 1950, which was -1367.1 lower than the previous day. The implied volatity was 19.91, the open interest changed by 6 which increased total open position to 195
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 3333, which was 633 higher than the previous day. The implied volatity was 20.76, the open interest changed by -8 which decreased total open position to 189
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 2700, which was -450 lower than the previous day. The implied volatity was 14.29, the open interest changed by -1 which decreased total open position to 197
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 3150, which was -545 lower than the previous day. The implied volatity was 22.75, the open interest changed by 1 which increased total open position to 197
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 3700, which was -163.8 lower than the previous day. The implied volatity was 18.18, the open interest changed by 1 which increased total open position to 196
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 3781.95, which was 1012.1 higher than the previous day. The implied volatity was 18.00, the open interest changed by -34 which decreased total open position to 197
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 2809.95, which was 1110.45 higher than the previous day. The implied volatity was 19.57, the open interest changed by -39 which decreased total open position to 229
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 1688.65, which was -1089.35 lower than the previous day. The implied volatity was 23.23, the open interest changed by 212 which increased total open position to 268
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 2770.05, which was -349.5 lower than the previous day. The implied volatity was 20.65, the open interest changed by 45 which increased total open position to 56
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 3100.05, which was -899.95 lower than the previous day. The implied volatity was 21.18, the open interest changed by 8 which increased total open position to 10
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 4000, which was -1412.35 lower than the previous day. The implied volatity was 28.66, the open interest changed by 0 which decreased total open position to 2
On 26 Feb MRF was trading at 107203.95. The strike last trading price was 5412.35, which was -387.65 lower than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 2
On 25 Feb MRF was trading at 107203.95. The strike last trading price was 5412.35, which was -387.65 lower than the previous day. The implied volatity was 30.54, the open interest changed by 0 which decreased total open position to 2
On 24 Feb MRF was trading at 108842.00. The strike last trading price was 5800, which was -6200 lower than the previous day. The implied volatity was 20.34, the open interest changed by 0 which decreased total open position to 1
On 21 Feb MRF was trading at 109263.30. The strike last trading price was 12000, 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 Feb MRF was trading at 112875.10. The strike last trading price was 12000, 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 1
| MRF 27MAR2025 105000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 81.15
Theta: -48.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 1440 | 715.75 | 21.04 | 290 | 13 | 204 |
| 12 Mar | 107264.25 | 652.45 | -299.45 | 18.89 | 83 | 0 | 191 |
| 11 Mar | 106534.30 | 848.95 | -80.6 | 19.85 | 226 | 0 | 191 |
| 10 Mar | 106650.60 | 929.55 | -9.6 | 18.87 | 147 | -20 | 191 |
| 7 Mar | 107202.95 | 903.05 | 11.35 | 20.96 | 198 | 12 | 211 |
| 6 Mar | 107795.30 | 949.95 | -548.95 | 21.86 | 213 | 9 | 199 |
| 5 Mar | 105805.50 | 1512.1 | -1830.15 | 20.81 | 248 | 10 | 192 |
| 4 Mar | 102659.40 | 3477.95 | 1315.6 | 25.02 | 185 | 33 | 181 |
| 3 Mar | 105170.25 | 2162 | -30.85 | 24.69 | 177 | 27 | 149 |
| 28 Feb | 105373.70 | 2199.1 | -55.15 | 24.52 | 212 | 23 | 121 |
| 27 Feb | 105723.40 | 2325 | 938.35 | 25.23 | 202 | 17 | 98 |
| 26 Feb | 107203.95 | 1510 | 254.5 | 22.94 | 82 | 61 | 84 |
| 25 Feb | 107203.95 | 1510 | 254.5 | 22.94 | 82 | 64 | 84 |
| 24 Feb | 108842.00 | 1255.5 | 292.5 | 24.69 | 16 | 13 | 17 |
| 21 Feb | 109263.30 | 963 | 567.45 | 21.89 | 4 | 3 | 3 |
| 7 Feb | 112875.10 | 395.55 | 0 | 5.14 | 0 | 0 | 0 |
For Mrf Ltd - strike price 105000 expiring on 27MAR2025
Delta for 105000 PE is -0.44
Historical price for 105000 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 1440, which was 715.75 higher than the previous day. The implied volatity was 21.04, the open interest changed by 13 which increased total open position to 204
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 652.45, which was -299.45 lower than the previous day. The implied volatity was 18.89, the open interest changed by 0 which decreased total open position to 191
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 848.95, which was -80.6 lower than the previous day. The implied volatity was 19.85, the open interest changed by 0 which decreased total open position to 191
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 929.55, which was -9.6 lower than the previous day. The implied volatity was 18.87, the open interest changed by -20 which decreased total open position to 191
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 903.05, which was 11.35 higher than the previous day. The implied volatity was 20.96, the open interest changed by 12 which increased total open position to 211
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 949.95, which was -548.95 lower than the previous day. The implied volatity was 21.86, the open interest changed by 9 which increased total open position to 199
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 1512.1, which was -1830.15 lower than the previous day. The implied volatity was 20.81, the open interest changed by 10 which increased total open position to 192
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 3477.95, which was 1315.6 higher than the previous day. The implied volatity was 25.02, the open interest changed by 33 which increased total open position to 181
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 2162, which was -30.85 lower than the previous day. The implied volatity was 24.69, the open interest changed by 27 which increased total open position to 149
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 2199.1, which was -55.15 lower than the previous day. The implied volatity was 24.52, the open interest changed by 23 which increased total open position to 121
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 2325, which was 938.35 higher than the previous day. The implied volatity was 25.23, the open interest changed by 17 which increased total open position to 98
On 26 Feb MRF was trading at 107203.95. The strike last trading price was 1510, which was 254.5 higher than the previous day. The implied volatity was 22.94, the open interest changed by 61 which increased total open position to 84
On 25 Feb MRF was trading at 107203.95. The strike last trading price was 1510, which was 254.5 higher than the previous day. The implied volatity was 22.94, the open interest changed by 64 which increased total open position to 84
On 24 Feb MRF was trading at 108842.00. The strike last trading price was 1255.5, which was 292.5 higher than the previous day. The implied volatity was 24.69, the open interest changed by 13 which increased total open position to 17
On 21 Feb MRF was trading at 109263.30. The strike last trading price was 963, which was 567.45 higher than the previous day. The implied volatity was 21.89, the open interest changed by 3 which increased total open position to 3
On 7 Feb MRF was trading at 112875.10. The strike last trading price was 395.55, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0
