MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 105500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 82.11
Theta: -70.53
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 1622.45 | -2327.55 | 19.11 | 8 | 6 | 13 | |||
| 12 Mar | 107264.25 | 3950 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 106534.30 | 3950 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 10 Mar | 106650.60 | 3950 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 107202.95 | 3950 | 0 | 25.07 | 1 | 0 | 7 | |||
| 6 Mar | 107795.30 | 3950 | 2459.55 | 23.89 | 6 | 1 | 7 | |||
| 5 Mar | 105805.50 | 1490.45 | 0 | 0.00 | 0 | 2 | 0 | |||
| 4 Mar | 102659.40 | 1490.45 | -1299.75 | 23.07 | 6 | 2 | 6 | |||
| 3 Mar | 105170.25 | 2790.2 | -117.5 | 23.37 | 1 | 0 | 3 | |||
| 28 Feb | 105373.70 | 2830.4 | -1118.45 | 21.24 | 9 | 4 | 4 | |||
| 27 Feb | 105723.40 | 3948.85 | -5646.8 | 30.51 | 1 | 0 | 0 | |||
| 26 Feb | 107203.95 | 9595.65 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 107203.95 | 9595.65 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 108842.00 | 9595.65 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 109263.30 | 9595.65 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 112875.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Mrf Ltd - strike price 105500 expiring on 27MAR2025
Delta for 105500 CE is 0.52
Historical price for 105500 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 1622.45, which was -2327.55 lower than the previous day. The implied volatity was 19.11, the open interest changed by 6 which increased total open position to 13
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 3950, 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 3950, 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 3950, 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 3950, which was 0 lower than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 7
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 3950, which was 2459.55 higher than the previous day. The implied volatity was 23.89, the open interest changed by 1 which increased total open position to 7
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 1490.45, 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 4 Mar MRF was trading at 102659.40. The strike last trading price was 1490.45, which was -1299.75 lower than the previous day. The implied volatity was 23.07, the open interest changed by 2 which increased total open position to 6
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 2790.2, which was -117.5 lower than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 3
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 2830.4, which was -1118.45 lower than the previous day. The implied volatity was 21.24, the open interest changed by 4 which increased total open position to 4
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 3948.85, which was -5646.8 lower than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 0
On 26 Feb MRF was trading at 107203.95. The strike last trading price was 9595.65, 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 25 Feb MRF was trading at 107203.95. The strike last trading price was 9595.65, 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 24 Feb MRF was trading at 108842.00. The strike last trading price was 9595.65, 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 21 Feb MRF was trading at 109263.30. The strike last trading price was 9595.65, 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 Feb MRF was trading at 112875.10. The strike last trading price was 0, 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
| MRF 27MAR2025 105500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 82.11
Theta: -50.73
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 1772.4 | 672.4 | 22.20 | 33 | 3 | 10 |
| 12 Mar | 107264.25 | 1100 | -200 | 22.53 | 15 | -7 | 9 |
| 11 Mar | 106534.30 | 1300 | 120.5 | 23.31 | 29 | 0 | 18 |
| 10 Mar | 106650.60 | 1097.35 | -32.65 | 18.74 | 32 | -8 | 18 |
| 7 Mar | 107202.95 | 1130 | 249.7 | 21.81 | 16 | -1 | 26 |
| 6 Mar | 107795.30 | 880.3 | -873.15 | 18.77 | 43 | 14 | 31 |
| 5 Mar | 105805.50 | 1828.85 | 529.1 | 21.96 | 29 | 16 | 16 |
| 4 Mar | 102659.40 | 1299.75 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 105170.25 | 1299.75 | 0 | 0.48 | 0 | 0 | 0 |
| 28 Feb | 105373.70 | 1299.75 | 0 | 0.65 | 0 | 0 | 0 |
| 27 Feb | 105723.40 | 1299.75 | 0 | 0.74 | 0 | 0 | 0 |
| 26 Feb | 107203.95 | 1299.75 | 0 | 1.90 | 0 | 0 | 0 |
| 25 Feb | 107203.95 | 1299.75 | 0 | 1.90 | 0 | 0 | 0 |
| 24 Feb | 108842.00 | 1299.75 | 0 | 2.99 | 0 | 0 | 0 |
| 21 Feb | 109263.30 | 1299.75 | 0 | 3.23 | 0 | 0 | 0 |
| 7 Feb | 112875.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Mrf Ltd - strike price 105500 expiring on 27MAR2025
Delta for 105500 PE is -0.48
Historical price for 105500 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 1772.4, which was 672.4 higher than the previous day. The implied volatity was 22.20, the open interest changed by 3 which increased total open position to 10
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 1100, which was -200 lower than the previous day. The implied volatity was 22.53, the open interest changed by -7 which decreased total open position to 9
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 1300, which was 120.5 higher than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 18
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 1097.35, which was -32.65 lower than the previous day. The implied volatity was 18.74, the open interest changed by -8 which decreased total open position to 18
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 1130, which was 249.7 higher than the previous day. The implied volatity was 21.81, the open interest changed by -1 which decreased total open position to 26
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 880.3, which was -873.15 lower than the previous day. The implied volatity was 18.77, the open interest changed by 14 which increased total open position to 31
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 1828.85, which was 529.1 higher than the previous day. The implied volatity was 21.96, the open interest changed by 16 which increased total open position to 16
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 1299.75, 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 1299.75, which was 0 lower than the previous day. The implied volatity was 0.48, 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 1299.75, which was 0 lower than the previous day. The implied volatity was 0.65, 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 1299.75, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0
On 26 Feb MRF was trading at 107203.95. The strike last trading price was 1299.75, which was 0 lower than the previous day. The implied volatity was 1.90, the open interest changed by 0 which decreased total open position to 0
On 25 Feb MRF was trading at 107203.95. The strike last trading price was 1299.75, which was 0 lower than the previous day. The implied volatity was 1.90, the open interest changed by 0 which decreased total open position to 0
On 24 Feb MRF was trading at 108842.00. The strike last trading price was 1299.75, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
On 21 Feb MRF was trading at 109263.30. The strike last trading price was 1299.75, which was 0 lower than the previous day. The implied volatity was 3.23, 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 0, 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
