MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 106000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 81.93
Theta: -69.46
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 1396.5 | -1204.8 | 19.26 | 249 | 71 | 121 | |||
| 12 Mar | 107264.25 | 2600 | 415.25 | 19.94 | 35 | -3 | 48 | |||
| 11 Mar | 106534.30 | 2250 | -472.95 | 17.32 | 82 | 9 | 53 | |||
| 10 Mar | 106650.60 | 2722.95 | -299.4 | 24.60 | 6 | -2 | 43 | |||
| 7 Mar | 107202.95 | 3022.35 | -358.1 | 18.43 | 13 | -2 | 45 | |||
| 6 Mar | 107795.30 | 3291.65 | 1059.75 | 20.30 | 102 | -23 | 48 | |||
| 5 Mar | 105805.50 | 2257.95 | 873.7 | 19.65 | 191 | 16 | 70 | |||
| 4 Mar | 102659.40 | 1284.4 | -1037.55 | 22.67 | 71 | 21 | 55 | |||
| 3 Mar | 105170.25 | 2358.3 | -214.55 | 21.70 | 34 | 4 | 34 | |||
| 28 Feb | 105373.70 | 2620.85 | -551.1 | 21.68 | 33 | 15 | 30 | |||
| 27 Feb | 105723.40 | 3300 | -24001.6 | 27.10 | 40 | 15 | 15 | |||
| 26 Feb | 107203.95 | 27301.6 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 107203.95 | 27301.6 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 108842.00 | 27301.6 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 21 Feb | 109263.30 | 27301.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 112875.10 | 27301.6 | 0 | - | 0 | 0 | 0 | |||
For Mrf Ltd - strike price 106000 expiring on 27MAR2025
Delta for 106000 CE is 0.47
Historical price for 106000 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 1396.5, which was -1204.8 lower than the previous day. The implied volatity was 19.26, the open interest changed by 71 which increased total open position to 121
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 2600, which was 415.25 higher than the previous day. The implied volatity was 19.94, the open interest changed by -3 which decreased total open position to 48
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 2250, which was -472.95 lower than the previous day. The implied volatity was 17.32, the open interest changed by 9 which increased total open position to 53
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 2722.95, which was -299.4 lower than the previous day. The implied volatity was 24.60, the open interest changed by -2 which decreased total open position to 43
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 3022.35, which was -358.1 lower than the previous day. The implied volatity was 18.43, the open interest changed by -2 which decreased total open position to 45
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 3291.65, which was 1059.75 higher than the previous day. The implied volatity was 20.30, the open interest changed by -23 which decreased total open position to 48
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 2257.95, which was 873.7 higher than the previous day. The implied volatity was 19.65, the open interest changed by 16 which increased total open position to 70
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 1284.4, which was -1037.55 lower than the previous day. The implied volatity was 22.67, the open interest changed by 21 which increased total open position to 55
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 2358.3, which was -214.55 lower than the previous day. The implied volatity was 21.70, the open interest changed by 4 which increased total open position to 34
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 2620.85, which was -551.1 lower than the previous day. The implied volatity was 21.68, the open interest changed by 15 which increased total open position to 30
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 3300, which was -24001.6 lower than the previous day. The implied volatity was 27.10, the open interest changed by 15 which increased total open position to 15
On 26 Feb MRF was trading at 107203.95. The strike last trading price was 27301.6, 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 27301.6, 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 27301.6, 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 27301.6, 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 27301.6, 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 106000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 81.99
Theta: -45.66
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 1931.15 | 701.05 | 20.97 | 68 | -10 | 13 |
| 12 Mar | 107264.25 | 1230.05 | -0.05 | 0.00 | 0 | 7 | 0 |
| 11 Mar | 106534.30 | 1230.05 | -26.8 | 20.20 | 9 | -1 | 15 |
| 10 Mar | 106650.60 | 1210.5 | -46.35 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 107202.95 | 1210.5 | 49.4 | 20.82 | 3 | 0 | 16 |
| 6 Mar | 107795.30 | 1161.1 | -973.4 | 20.08 | 55 | 10 | 16 |
| 5 Mar | 105805.50 | 2134.5 | 1951.45 | 22.69 | 6 | 0 | 0 |
| 4 Mar | 102659.40 | 183.05 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 105170.25 | 183.05 | 0 | 0.04 | 0 | 0 | 0 |
| 28 Feb | 105373.70 | 183.05 | 0 | 0.25 | 0 | 0 | 0 |
| 27 Feb | 105723.40 | 183.05 | 0 | 0.28 | 0 | 0 | 0 |
| 26 Feb | 107203.95 | 183.05 | 0 | 1.55 | 0 | 0 | 0 |
| 25 Feb | 107203.95 | 183.05 | 0 | 1.55 | 0 | 0 | 0 |
| 24 Feb | 108842.00 | 183.05 | 0 | 2.58 | 0 | 0 | 0 |
| 21 Feb | 109263.30 | 183.05 | 0 | 2.90 | 0 | 0 | 0 |
| 7 Feb | 112875.10 | 183.05 | 0 | 4.64 | 0 | 0 | 0 |
For Mrf Ltd - strike price 106000 expiring on 27MAR2025
Delta for 106000 PE is -0.53
Historical price for 106000 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 1931.15, which was 701.05 higher than the previous day. The implied volatity was 20.97, the open interest changed by -10 which decreased total open position to 13
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 1230.05, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 1230.05, which was -26.8 lower than the previous day. The implied volatity was 20.20, the open interest changed by -1 which decreased total open position to 15
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 1210.5, which was -46.35 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 1210.5, which was 49.4 higher than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 16
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 1161.1, which was -973.4 lower than the previous day. The implied volatity was 20.08, the open interest changed by 10 which increased total open position to 16
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 2134.5, which was 1951.45 higher than the previous day. The implied volatity was 22.69, the open interest changed by 0 which decreased total open position to 0
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 183.05, 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 183.05, which was 0 lower than the previous day. The implied volatity was 0.04, 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 183.05, which was 0 lower than the previous day. The implied volatity was 0.25, 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 183.05, which was 0 lower than the previous day. The implied volatity was 0.28, 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 183.05, which was 0 lower than the previous day. The implied volatity was 1.55, 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 183.05, which was 0 lower than the previous day. The implied volatity was 1.55, 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 183.05, which was 0 lower than the previous day. The implied volatity was 2.58, 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 183.05, which was 0 lower than the previous day. The implied volatity was 2.90, 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 183.05, which was 0 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0
