MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 106500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 80.60
Theta: -68.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 1229.65 | -707.8 | 19.84 | 159 | 37 | 51 | |||
| 12 Mar | 107264.25 | 1937.45 | -99.6 | 16.11 | 5 | 1 | 15 | |||
| 11 Mar | 106534.30 | 2100 | 105.9 | 19.01 | 41 | 11 | 16 | |||
| 10 Mar | 106650.60 | 1994.1 | -1305.9 | 19.53 | 3 | 6 | 6 | |||
| 7 Mar | 107202.95 | 3300 | 0 | 0.00 | 0 | -3 | 0 | |||
| 6 Mar | 107795.30 | 3300 | 1744.25 | 23.59 | 6 | 0 | 8 | |||
| 5 Mar | 105805.50 | 1555.75 | 301.1 | 15.30 | 18 | 1 | 8 | |||
| 4 Mar | 102659.40 | 1224.8 | -990 | 23.67 | 11 | 3 | 5 | |||
| 3 Mar | 105170.25 | 2214.8 | 0 | 0.00 | 0 | 2 | 0 | |||
| 28 Feb | 105373.70 | 2214.8 | -6638.5 | 20.26 | 12 | 4 | 4 | |||
| 27 Feb | 105723.40 | 8853.3 | 0 | 0.18 | 0 | 0 | 0 | |||
| 26 Feb | 107203.95 | 8853.3 | 0 | - | 0 | 0 | 0 | |||
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| 25 Feb | 107203.95 | 8853.3 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 108842.00 | 8853.3 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 109263.30 | 8853.3 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 109938.70 | 8853.3 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 109570.70 | 8853.3 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 109020.45 | 8853.3 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 109474.85 | 8853.3 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 109767.00 | 8853.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 109394.15 | 8853.3 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 112875.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Mrf Ltd - strike price 106500 expiring on 27MAR2025
Delta for 106500 CE is 0.42
Historical price for 106500 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 1229.65, which was -707.8 lower than the previous day. The implied volatity was 19.84, the open interest changed by 37 which increased total open position to 51
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 1937.45, which was -99.6 lower than the previous day. The implied volatity was 16.11, the open interest changed by 1 which increased total open position to 15
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 2100, which was 105.9 higher than the previous day. The implied volatity was 19.01, the open interest changed by 11 which increased total open position to 16
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 1994.1, which was -1305.9 lower than the previous day. The implied volatity was 19.53, the open interest changed by 6 which increased total open position to 6
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 3300, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 3300, which was 1744.25 higher than the previous day. The implied volatity was 23.59, the open interest changed by 0 which decreased total open position to 8
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 1555.75, which was 301.1 higher than the previous day. The implied volatity was 15.30, the open interest changed by 1 which increased total open position to 8
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 1224.8, which was -990 lower than the previous day. The implied volatity was 23.67, the open interest changed by 3 which increased total open position to 5
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 2214.8, 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 28 Feb MRF was trading at 105373.70. The strike last trading price was 2214.8, which was -6638.5 lower than the previous day. The implied volatity was 20.26, 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 8853.3, which was 0 lower than the previous day. The implied volatity was 0.18, 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 8853.3, 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 8853.3, 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 8853.3, 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 8853.3, 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 20 Feb MRF was trading at 109938.70. The strike last trading price was 8853.3, 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 19 Feb MRF was trading at 109570.70. The strike last trading price was 8853.3, 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 18 Feb MRF was trading at 109020.45. The strike last trading price was 8853.3, 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 14 Feb MRF was trading at 109474.85. The strike last trading price was 8853.3, 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 13 Feb MRF was trading at 109767.00. The strike last trading price was 8853.3, 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 12 Feb MRF was trading at 109394.15. The strike last trading price was 8853.3, 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 106500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 79.90
Theta: -30.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 1889.25 | 341.6 | 16.94 | 8 | 0 | 18 |
| 12 Mar | 107264.25 | 1547.65 | -88.35 | 23.24 | 27 | 7 | 15 |
| 11 Mar | 106534.30 | 1636 | 41.75 | 22.45 | 4 | 2 | 9 |
| 10 Mar | 106650.60 | 1594.25 | 401.2 | 19.56 | 8 | 4 | 6 |
| 7 Mar | 107202.95 | 1193.05 | -1086.85 | 18.67 | 1 | 0 | 2 |
| 6 Mar | 107795.30 | 2279.9 | 479.9 | 29.57 | 1 | 0 | 1 |
| 5 Mar | 105805.50 | 1800 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 102659.40 | 1800 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 105170.25 | 1800 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 105373.70 | 1800 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 105723.40 | 1800 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 107203.95 | 1800 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 107203.95 | 1800 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 108842.00 | 1800 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 109263.30 | 1800 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 109938.70 | 1800 | 0 | 0.00 | 0 | 0 | 1 |
| 19 Feb | 109570.70 | 1800 | 0 | 0.00 | 0 | 0 | 1 |
| 18 Feb | 109020.45 | 1800 | 0 | 0.00 | 0 | 0 | 1 |
| 14 Feb | 109474.85 | 1800 | 0 | 0.00 | 0 | 0 | 1 |
| 13 Feb | 109767.00 | 1800 | 0 | 0.00 | 0 | 0 | 1 |
| 12 Feb | 109394.15 | 1800 | 0 | 0.00 | 0 | 0 | 1 |
| 7 Feb | 112875.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Mrf Ltd - strike price 106500 expiring on 27MAR2025
Delta for 106500 PE is -0.59
Historical price for 106500 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 1889.25, which was 341.6 higher than the previous day. The implied volatity was 16.94, the open interest changed by 0 which decreased total open position to 18
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 1547.65, which was -88.35 lower than the previous day. The implied volatity was 23.24, the open interest changed by 7 which increased total open position to 15
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 1636, which was 41.75 higher than the previous day. The implied volatity was 22.45, the open interest changed by 2 which increased total open position to 9
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 1594.25, which was 401.2 higher than the previous day. The implied volatity was 19.56, the open interest changed by 4 which increased total open position to 6
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 1193.05, which was -1086.85 lower than the previous day. The implied volatity was 18.67, the open interest changed by 0 which decreased total open position to 2
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 2279.9, which was 479.9 higher than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 1
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 1800, 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 4 Mar MRF was trading at 102659.40. The strike last trading price was 1800, 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 3 Mar MRF was trading at 105170.25. The strike last trading price was 1800, 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 28 Feb MRF was trading at 105373.70. The strike last trading price was 1800, 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 27 Feb MRF was trading at 105723.40. The strike last trading price was 1800, 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 26 Feb MRF was trading at 107203.95. The strike last trading price was 1800, 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 25 Feb MRF was trading at 107203.95. The strike last trading price was 1800, 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 24 Feb MRF was trading at 108842.00. The strike last trading price was 1800, 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 21 Feb MRF was trading at 109263.30. The strike last trading price was 1800, 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 20 Feb MRF was trading at 109938.70. The strike last trading price was 1800, 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
On 19 Feb MRF was trading at 109570.70. The strike last trading price was 1800, 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
On 18 Feb MRF was trading at 109020.45. The strike last trading price was 1800, 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
On 14 Feb MRF was trading at 109474.85. The strike last trading price was 1800, 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
On 13 Feb MRF was trading at 109767.00. The strike last trading price was 1800, 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
On 12 Feb MRF was trading at 109394.15. The strike last trading price was 1800, 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
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
