MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 107000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 78.43
Theta: -68.22
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 1094.8 | -782.05 | 20.55 | 317 | 60 | 190 | |||
| 12 Mar | 107264.25 | 1898.95 | 78.75 | 18.59 | 446 | -14 | 129 | |||
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| 11 Mar | 106534.30 | 1860 | -33.6 | 19.34 | 207 | 48 | 141 | |||
| 10 Mar | 106650.60 | 1801.05 | -473.45 | 20.17 | 138 | 16 | 93 | |||
| 7 Mar | 107202.95 | 2280.7 | -388 | 17.16 | 38 | -9 | 77 | |||
| 6 Mar | 107795.30 | 2610 | 829.55 | 19.57 | 187 | -2 | 87 | |||
| 5 Mar | 105805.50 | 1800 | 747.25 | 19.89 | 57 | 4 | 88 | |||
| 4 Mar | 102659.40 | 1086.75 | -764.65 | 23.71 | 38 | 8 | 85 | |||
| 3 Mar | 105170.25 | 1869.75 | -294.6 | 21.38 | 48 | 9 | 75 | |||
| 28 Feb | 105373.70 | 2207.25 | -433.3 | 22.18 | 121 | 52 | 66 | |||
| 27 Feb | 105723.40 | 2500 | -15632.5 | 24.27 | 57 | 14 | 14 | |||
| 26 Feb | 107203.95 | 18132.5 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 107203.95 | 18132.5 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 108842.00 | 18132.5 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 109263.30 | 18132.5 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 109938.70 | 18132.5 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 109570.70 | 18132.5 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 109020.45 | 18132.5 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 109474.85 | 18132.5 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 109767.00 | 18132.5 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 109394.15 | 18132.5 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 112875.10 | 18132.5 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 111256.45 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 111484.55 | 0 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 111739.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 111599.85 | 0 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 107000 expiring on 27MAR2025
Delta for 107000 CE is 0.38
Historical price for 107000 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 1094.8, which was -782.05 lower than the previous day. The implied volatity was 20.55, the open interest changed by 60 which increased total open position to 190
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 1898.95, which was 78.75 higher than the previous day. The implied volatity was 18.59, the open interest changed by -14 which decreased total open position to 129
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 1860, which was -33.6 lower than the previous day. The implied volatity was 19.34, the open interest changed by 48 which increased total open position to 141
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 1801.05, which was -473.45 lower than the previous day. The implied volatity was 20.17, the open interest changed by 16 which increased total open position to 93
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 2280.7, which was -388 lower than the previous day. The implied volatity was 17.16, the open interest changed by -9 which decreased total open position to 77
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 2610, which was 829.55 higher than the previous day. The implied volatity was 19.57, the open interest changed by -2 which decreased total open position to 87
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 1800, which was 747.25 higher than the previous day. The implied volatity was 19.89, the open interest changed by 4 which increased total open position to 88
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 1086.75, which was -764.65 lower than the previous day. The implied volatity was 23.71, the open interest changed by 8 which increased total open position to 85
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 1869.75, which was -294.6 lower than the previous day. The implied volatity was 21.38, the open interest changed by 9 which increased total open position to 75
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 2207.25, which was -433.3 lower than the previous day. The implied volatity was 22.18, the open interest changed by 52 which increased total open position to 66
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 2500, which was -15632.5 lower than the previous day. The implied volatity was 24.27, the open interest changed by 14 which increased total open position to 14
On 26 Feb MRF was trading at 107203.95. The strike last trading price was 18132.5, 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 18132.5, 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 18132.5, 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 18132.5, 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 18132.5, 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 18132.5, 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 18132.5, 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 18132.5, 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 18132.5, 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 18132.5, 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 18132.5, 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 27 Jan MRF was trading at 111256.45. The strike last trading price was 0, 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 Jan MRF was trading at 111484.55. The strike last trading price was 0, 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 23 Jan MRF was trading at 111739.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan MRF was trading at 111599.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MRF 27MAR2025 107000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 78.77
Theta: -41.91
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 2555.25 | 1090.05 | 21.44 | 89 | -15 | 39 |
| 12 Mar | 107264.25 | 1321.4 | -326.6 | 18.33 | 94 | -13 | 54 |
| 11 Mar | 106534.30 | 1611.35 | -214.5 | 19.55 | 44 | 5 | 68 |
| 10 Mar | 106650.60 | 1905.75 | 202.8 | 20.27 | 167 | -8 | 63 |
| 7 Mar | 107202.95 | 1658.1 | 130.75 | 21.39 | 88 | 17 | 71 |
| 6 Mar | 107795.30 | 1644.65 | -783.75 | 21.08 | 233 | 45 | 54 |
| 5 Mar | 105805.50 | 2428.4 | -1440.75 | 20.45 | 2 | 1 | 10 |
| 4 Mar | 102659.40 | 3869.15 | 0 | 0.00 | 0 | -1 | 0 |
| 3 Mar | 105170.25 | 3869.15 | 489.15 | 31.15 | 3 | -1 | 9 |
| 28 Feb | 105373.70 | 3380 | 280 | 26.22 | 7 | 2 | 6 |
| 27 Feb | 105723.40 | 3100 | 983.3 | 22.56 | 6 | 1 | 4 |
| 26 Feb | 107203.95 | 2350 | 1778.9 | 22.97 | 4 | 3 | 3 |
| 25 Feb | 107203.95 | 2350 | 1778.9 | 22.97 | 4 | 3 | 3 |
| 24 Feb | 108842.00 | 571.1 | 0 | 1.69 | 0 | 0 | 0 |
| 21 Feb | 109263.30 | 571.1 | 0 | 2.23 | 0 | 0 | 0 |
| 20 Feb | 109938.70 | 571.1 | 0 | 2.67 | 0 | 0 | 0 |
| 19 Feb | 109570.70 | 571.1 | 0 | 2.38 | 0 | 0 | 0 |
| 18 Feb | 109020.45 | 571.1 | 0 | 2.11 | 0 | 0 | 0 |
| 14 Feb | 109474.85 | 571.1 | 0 | 2.42 | 0 | 0 | 0 |
| 13 Feb | 109767.00 | 571.1 | 0 | 2.42 | 0 | 0 | 0 |
| 12 Feb | 109394.15 | 571.1 | 0 | 2.20 | 0 | 0 | 0 |
| 7 Feb | 112875.10 | 571.1 | 0 | 4.05 | 0 | 0 | 0 |
| 27 Jan | 111256.45 | 0 | 0 | 2.93 | 0 | 0 | 0 |
| 24 Jan | 111484.55 | 0 | 0 | 3.20 | 0 | 0 | 0 |
| 23 Jan | 111739.50 | 0 | 0.00 | 3.26 | 0 | 0 | 0 |
| 22 Jan | 111599.85 | 0 | 3.12 | 0 | 0 | 0 | |
For Mrf Ltd - strike price 107000 expiring on 27MAR2025
Delta for 107000 PE is -0.61
Historical price for 107000 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 2555.25, which was 1090.05 higher than the previous day. The implied volatity was 21.44, the open interest changed by -15 which decreased total open position to 39
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 1321.4, which was -326.6 lower than the previous day. The implied volatity was 18.33, the open interest changed by -13 which decreased total open position to 54
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 1611.35, which was -214.5 lower than the previous day. The implied volatity was 19.55, the open interest changed by 5 which increased total open position to 68
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 1905.75, which was 202.8 higher than the previous day. The implied volatity was 20.27, the open interest changed by -8 which decreased total open position to 63
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 1658.1, which was 130.75 higher than the previous day. The implied volatity was 21.39, the open interest changed by 17 which increased total open position to 71
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 1644.65, which was -783.75 lower than the previous day. The implied volatity was 21.08, the open interest changed by 45 which increased total open position to 54
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 2428.4, which was -1440.75 lower than the previous day. The implied volatity was 20.45, the open interest changed by 1 which increased total open position to 10
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 3869.15, 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 3 Mar MRF was trading at 105170.25. The strike last trading price was 3869.15, which was 489.15 higher than the previous day. The implied volatity was 31.15, the open interest changed by -1 which decreased total open position to 9
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 3380, which was 280 higher than the previous day. The implied volatity was 26.22, the open interest changed by 2 which increased total open position to 6
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 3100, which was 983.3 higher than the previous day. The implied volatity was 22.56, the open interest changed by 1 which increased total open position to 4
On 26 Feb MRF was trading at 107203.95. The strike last trading price was 2350, which was 1778.9 higher than the previous day. The implied volatity was 22.97, the open interest changed by 3 which increased total open position to 3
On 25 Feb MRF was trading at 107203.95. The strike last trading price was 2350, which was 1778.9 higher than the previous day. The implied volatity was 22.97, the open interest changed by 3 which increased total open position to 3
On 24 Feb MRF was trading at 108842.00. The strike last trading price was 571.1, which was 0 lower than the previous day. The implied volatity was 1.69, 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 571.1, which was 0 lower than the previous day. The implied volatity was 2.23, 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 571.1, which was 0 lower than the previous day. The implied volatity was 2.67, 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 571.1, which was 0 lower than the previous day. The implied volatity was 2.38, 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 571.1, which was 0 lower than the previous day. The implied volatity was 2.11, 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 571.1, which was 0 lower than the previous day. The implied volatity was 2.42, 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 571.1, which was 0 lower than the previous day. The implied volatity was 2.42, 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 571.1, which was 0 lower than the previous day. The implied volatity was 2.20, 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 571.1, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
On 27 Jan MRF was trading at 111256.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 24 Jan MRF was trading at 111484.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 23 Jan MRF was trading at 111739.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
On 22 Jan MRF was trading at 111599.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
