MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 108000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.30
Vega: 71.10
Theta: -60.35
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 770 | -650 | 20.50 | 95 | 13 | 114 | |||
| 12 Mar | 107264.25 | 1420 | 231.2 | 18.79 | 41 | -20 | 102 | |||
| 11 Mar | 106534.30 | 1188.8 | -276 | 17.04 | 36 | 0 | 123 | |||
| 10 Mar | 106650.60 | 1380 | -472 | 20.36 | 131 | 5 | 120 | |||
| 7 Mar | 107202.95 | 1882.25 | -273.75 | 18.56 | 173 | 42 | 115 | |||
| 6 Mar | 107795.30 | 2095.85 | 728.35 | 19.79 | 175 | 41 | 69 | |||
| 5 Mar | 105805.50 | 1390 | 555 | 19.87 | 73 | 10 | 28 | |||
| 4 Mar | 102659.40 | 835.75 | -867.5 | 23.64 | 45 | 3 | 17 | |||
| 3 Mar | 105170.25 | 1703.25 | 0 | 23.53 | 10 | 0 | 4 | |||
| 28 Feb | 105373.70 | 1703.25 | -628.9 | 21.34 | 2 | 2 | 3 | |||
| 27 Feb | 105723.40 | 2332.15 | -23091 | 26.45 | 8 | 1 | 1 | |||
| 26 Feb | 107203.95 | 25423.15 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 107203.95 | 25423.15 | 0 | - | 0 | 0 | 0 | |||
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| 24 Feb | 108842.00 | 25423.15 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 109263.30 | 25423.15 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 109938.70 | 25423.15 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 109570.70 | 25423.15 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 109020.45 | 25423.15 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 109474.85 | 25423.15 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 109767.00 | 25423.15 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 109394.15 | 25423.15 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 112875.10 | 25423.15 | 0 | - | 0 | 0 | 0 | |||
| 30 Jan | 112622.50 | 0 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 112334.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 112883.70 | 0 | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Jan | 112097.25 | 0 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 108000 expiring on 27MAR2025
Delta for 108000 CE is 0.30
Historical price for 108000 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 770, which was -650 lower than the previous day. The implied volatity was 20.50, the open interest changed by 13 which increased total open position to 114
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 1420, which was 231.2 higher than the previous day. The implied volatity was 18.79, the open interest changed by -20 which decreased total open position to 102
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 1188.8, which was -276 lower than the previous day. The implied volatity was 17.04, the open interest changed by 0 which decreased total open position to 123
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 1380, which was -472 lower than the previous day. The implied volatity was 20.36, the open interest changed by 5 which increased total open position to 120
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 1882.25, which was -273.75 lower than the previous day. The implied volatity was 18.56, the open interest changed by 42 which increased total open position to 115
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 2095.85, which was 728.35 higher than the previous day. The implied volatity was 19.79, the open interest changed by 41 which increased total open position to 69
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 1390, which was 555 higher than the previous day. The implied volatity was 19.87, the open interest changed by 10 which increased total open position to 28
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 835.75, which was -867.5 lower than the previous day. The implied volatity was 23.64, the open interest changed by 3 which increased total open position to 17
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 1703.25, which was 0 lower than the previous day. The implied volatity was 23.53, the open interest changed by 0 which decreased total open position to 4
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 1703.25, which was -628.9 lower than the previous day. The implied volatity was 21.34, the open interest changed by 2 which increased total open position to 3
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 2332.15, which was -23091 lower than the previous day. The implied volatity was 26.45, the open interest changed by 1 which increased total open position to 1
On 26 Feb MRF was trading at 107203.95. The strike last trading price was 25423.15, 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 25423.15, 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 25423.15, 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 25423.15, 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 25423.15, 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 25423.15, 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 25423.15, 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 25423.15, 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 25423.15, 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 25423.15, 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 25423.15, 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 30 Jan MRF was trading at 112622.50. 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 29 Jan MRF was trading at 112334.95. 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 28 Jan MRF was trading at 112883.70. 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 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 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 21 Jan MRF was trading at 112097.25. 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 108000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 61.75
Theta: -9.67
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 2778.25 | 879.25 | 14.86 | 12 | -3 | 44 |
| 12 Mar | 107264.25 | 1899 | -589.1 | 19.23 | 7 | -4 | 47 |
| 11 Mar | 106534.30 | 2529.9 | 438.55 | 23.98 | 9 | 1 | 47 |
| 10 Mar | 106650.60 | 2091.35 | -25.35 | 16.10 | 21 | 13 | 45 |
| 7 Mar | 107202.95 | 2125.05 | -2227.45 | 21.38 | 135 | 13 | 32 |
| 6 Mar | 107795.30 | 4352.5 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 105805.50 | 4352.5 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 102659.40 | 4352.5 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 105170.25 | 4352.5 | 0 | 0.00 | 0 | 18 | 0 |
| 28 Feb | 105373.70 | 4352.5 | 752.5 | 29.76 | 19 | 18 | 18 |
| 27 Feb | 105723.40 | 3600 | 3331.5 | 22.71 | 1 | 0 | 0 |
| 26 Feb | 107203.95 | 268.5 | 0 | 0.03 | 0 | 0 | 0 |
| 25 Feb | 107203.95 | 268.5 | 0 | 0.03 | 0 | 0 | 0 |
| 24 Feb | 108842.00 | 268.5 | 0 | 1.28 | 0 | 0 | 0 |
| 21 Feb | 109263.30 | 268.5 | 0 | 1.68 | 0 | 0 | 0 |
| 20 Feb | 109938.70 | 268.5 | 0 | 2.02 | 0 | 0 | 0 |
| 19 Feb | 109570.70 | 268.5 | 0 | 1.63 | 0 | 0 | 0 |
| 18 Feb | 109020.45 | 268.5 | 0 | 1.39 | 0 | 0 | 0 |
| 14 Feb | 109474.85 | 268.5 | 0 | 1.78 | 0 | 0 | 0 |
| 13 Feb | 109767.00 | 268.5 | 0 | 1.90 | 0 | 0 | 0 |
| 12 Feb | 109394.15 | 268.5 | 0 | 1.64 | 0 | 0 | 0 |
| 7 Feb | 112875.10 | 268.5 | 0 | 3.55 | 0 | 0 | 0 |
| 30 Jan | 112622.50 | 268.5 | 0 | 3.16 | 0 | 0 | 0 |
| 29 Jan | 112334.95 | 268.5 | 0 | 3.11 | 0 | 0 | 0 |
| 28 Jan | 112883.70 | 268.5 | 0 | 3.24 | 0 | 0 | 0 |
| 27 Jan | 111256.45 | 268.5 | 0 | 2.40 | 0 | 0 | 0 |
| 24 Jan | 111484.55 | 268.5 | 0 | 2.60 | 0 | 0 | 0 |
| 23 Jan | 111739.50 | 268.5 | 0.00 | 2.78 | 0 | 0 | 0 |
| 22 Jan | 111599.85 | 268.5 | 0.00 | 2.64 | 0 | 0 | 0 |
| 21 Jan | 112097.25 | 268.5 | 2.91 | 0 | 0 | 0 | |
For Mrf Ltd - strike price 108000 expiring on 27MAR2025
Delta for 108000 PE is -0.78
Historical price for 108000 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 2778.25, which was 879.25 higher than the previous day. The implied volatity was 14.86, the open interest changed by -3 which decreased total open position to 44
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 1899, which was -589.1 lower than the previous day. The implied volatity was 19.23, the open interest changed by -4 which decreased total open position to 47
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 2529.9, which was 438.55 higher than the previous day. The implied volatity was 23.98, the open interest changed by 1 which increased total open position to 47
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 2091.35, which was -25.35 lower than the previous day. The implied volatity was 16.10, the open interest changed by 13 which increased total open position to 45
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 2125.05, which was -2227.45 lower than the previous day. The implied volatity was 21.38, the open interest changed by 13 which increased total open position to 32
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 4352.5, 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 5 Mar MRF was trading at 105805.50. The strike last trading price was 4352.5, 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 4352.5, 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 4352.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 4352.5, which was 752.5 higher than the previous day. The implied volatity was 29.76, the open interest changed by 18 which increased total open position to 18
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 3600, which was 3331.5 higher than the previous day. The implied volatity was 22.71, 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 268.5, which was 0 lower than the previous day. The implied volatity was 0.03, 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 268.5, which was 0 lower than the previous day. The implied volatity was 0.03, 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 268.5, which was 0 lower than the previous day. The implied volatity was 1.28, 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 268.5, which was 0 lower than the previous day. The implied volatity was 1.68, 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 268.5, 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 19 Feb MRF was trading at 109570.70. The strike last trading price was 268.5, 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 18 Feb MRF was trading at 109020.45. The strike last trading price was 268.5, which was 0 lower than the previous day. The implied volatity was 1.39, 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 268.5, which was 0 lower than the previous day. The implied volatity was 1.78, 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 268.5, 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 12 Feb MRF was trading at 109394.15. The strike last trading price was 268.5, which was 0 lower than the previous day. The implied volatity was 1.64, 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 268.5, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0
On 30 Jan MRF was trading at 112622.50. The strike last trading price was 268.5, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 29 Jan MRF was trading at 112334.95. The strike last trading price was 268.5, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
On 28 Jan MRF was trading at 112883.70. The strike last trading price was 268.5, which was 0 lower than the previous day. The implied volatity was 3.24, 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 268.5, which was 0 lower than the previous day. The implied volatity was 2.40, 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 268.5, which was 0 lower than the previous day. The implied volatity was 2.60, 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 268.5, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 268.5, which was 0.00 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 21 Jan MRF was trading at 112097.25. The strike last trading price was 268.5, which was lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
