MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 107500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 75.11
Theta: -64.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 915.25 | -571.35 | 20.44 | 59 | 29 | 66 | |||
| 12 Mar | 107264.25 | 1486.6 | -461.5 | 17.22 | 31 | -5 | 38 | |||
| 11 Mar | 106534.30 | 1948.1 | 0 | 0.00 | 0 | 25 | 0 | |||
| 10 Mar | 106650.60 | 1948.1 | -91.7 | 24.30 | 79 | 23 | 42 | |||
| 7 Mar | 107202.95 | 1790.9 | -612.1 | 15.06 | 53 | 10 | 19 | |||
| 6 Mar | 107795.30 | 2400 | 1179.8 | 20.24 | 14 | 3 | 6 | |||
| 5 Mar | 105805.50 | 1220.2 | 0 | 0.00 | 0 | 1 | 0 | |||
| 4 Mar | 102659.40 | 1220.2 | -1279.8 | 26.74 | 1 | 0 | 2 | |||
| 3 Mar | 105170.25 | 2500 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 105373.70 | 2500 | 0 | 0.00 | 0 | 2 | 0 | |||
| 27 Feb | 105723.40 | 2500 | -5632.2 | 26.13 | 5 | 2 | 2 | |||
| 26 Feb | 107203.95 | 8132.2 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 107203.95 | 8132.2 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 108842.00 | 8132.2 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 109263.30 | 8132.2 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 109938.70 | 8132.2 | 0 | - | 0 | 0 | 0 | |||
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| 19 Feb | 109570.70 | 8132.2 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 109020.45 | 8132.2 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 109474.85 | 8132.2 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 109767.00 | 8132.2 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 109394.15 | 8132.2 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 112875.10 | 8132.2 | 0 | - | 0 | 0 | 0 | |||
For Mrf Ltd - strike price 107500 expiring on 27MAR2025
Delta for 107500 CE is 0.34
Historical price for 107500 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 915.25, which was -571.35 lower than the previous day. The implied volatity was 20.44, the open interest changed by 29 which increased total open position to 66
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 1486.6, which was -461.5 lower than the previous day. The implied volatity was 17.22, the open interest changed by -5 which decreased total open position to 38
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 1948.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 1948.1, which was -91.7 lower than the previous day. The implied volatity was 24.30, the open interest changed by 23 which increased total open position to 42
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 1790.9, which was -612.1 lower than the previous day. The implied volatity was 15.06, the open interest changed by 10 which increased total open position to 19
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 2400, which was 1179.8 higher than the previous day. The implied volatity was 20.24, the open interest changed by 3 which increased total open position to 6
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 1220.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 1220.2, which was -1279.8 lower than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 2
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 2500, 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 2500, 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 27 Feb MRF was trading at 105723.40. The strike last trading price was 2500, which was -5632.2 lower than the previous day. The implied volatity was 26.13, the open interest changed by 2 which increased total open position to 2
On 26 Feb MRF was trading at 107203.95. The strike last trading price was 8132.2, 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 8132.2, 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 8132.2, 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 8132.2, 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 8132.2, 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 8132.2, 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 8132.2, 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 8132.2, 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 8132.2, 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 8132.2, 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 8132.2, 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 107500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 2277 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 107264.25 | 2277 | 0 | 0.00 | 0 | 1 | 0 |
| 11 Mar | 106534.30 | 2277 | 227 | 24.19 | 5 | 1 | 17 |
| 10 Mar | 106650.60 | 2050 | 316.75 | 18.91 | 32 | 9 | 15 |
| 7 Mar | 107202.95 | 1733.25 | -4.35 | 19.89 | 2 | 1 | 6 |
| 6 Mar | 107795.30 | 1737.6 | -76.45 | 19.81 | 32 | 4 | 4 |
| 5 Mar | 105805.50 | 1814.05 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 102659.40 | 1814.05 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 105170.25 | 1814.05 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 105373.70 | 1814.05 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 105723.40 | 1814.05 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 107203.95 | 1814.05 | 0 | 0.44 | 0 | 0 | 0 |
| 25 Feb | 107203.95 | 1814.05 | 0 | 0.44 | 0 | 0 | 0 |
| 24 Feb | 108842.00 | 1814.05 | 0 | 1.63 | 0 | 0 | 0 |
| 21 Feb | 109263.30 | 1814.05 | 0 | 2.02 | 0 | 0 | 0 |
| 20 Feb | 109938.70 | 1814.05 | 0 | 2.32 | 0 | 0 | 0 |
| 19 Feb | 109570.70 | 1814.05 | 0 | 2.06 | 0 | 0 | 0 |
| 18 Feb | 109020.45 | 1814.05 | 0 | 1.76 | 0 | 0 | 0 |
| 14 Feb | 109474.85 | 1814.05 | 0 | 2.09 | 0 | 0 | 0 |
| 13 Feb | 109767.00 | 1814.05 | 0 | 2.21 | 0 | 0 | 0 |
| 12 Feb | 109394.15 | 1814.05 | 0 | 1.94 | 0 | 0 | 0 |
| 7 Feb | 112875.10 | 1814.05 | 0 | 3.83 | 0 | 0 | 0 |
For Mrf Ltd - strike price 107500 expiring on 27MAR2025
Delta for 107500 PE is 0.00
Historical price for 107500 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 2277, 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 12 Mar MRF was trading at 107264.25. The strike last trading price was 2277, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 2277, which was 227 higher than the previous day. The implied volatity was 24.19, the open interest changed by 1 which increased total open position to 17
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 2050, which was 316.75 higher than the previous day. The implied volatity was 18.91, the open interest changed by 9 which increased total open position to 15
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 1733.25, which was -4.35 lower than the previous day. The implied volatity was 19.89, the open interest changed by 1 which increased total open position to 6
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 1737.6, which was -76.45 lower than the previous day. The implied volatity was 19.81, the open interest changed by 4 which increased total open position to 4
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 1814.05, 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 4 Mar MRF was trading at 102659.40. The strike last trading price was 1814.05, 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 1814.05, 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 28 Feb MRF was trading at 105373.70. The strike last trading price was 1814.05, 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 27 Feb MRF was trading at 105723.40. The strike last trading price was 1814.05, 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 26 Feb MRF was trading at 107203.95. The strike last trading price was 1814.05, which was 0 lower than the previous day. The implied volatity was 0.44, 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 1814.05, which was 0 lower than the previous day. The implied volatity was 0.44, 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 1814.05, which was 0 lower than the previous day. The implied volatity was 1.63, 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 1814.05, which was 0 lower than the previous day. The implied volatity was 2.02, 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 1814.05, which was 0 lower than the previous day. The implied volatity was 2.32, 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 1814.05, which was 0 lower than the previous day. The implied volatity was 2.06, 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 1814.05, which was 0 lower than the previous day. The implied volatity was 1.76, 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 1814.05, which was 0 lower than the previous day. The implied volatity was 2.09, 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 1814.05, which was 0 lower than the previous day. The implied volatity was 2.21, 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 1814.05, which was 0 lower than the previous day. The implied volatity was 1.94, 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 1814.05, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
