MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 109500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 58.93
Theta: -52.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 521.3 | -234.9 | 22.09 | 17 | 7 | 9 | |||
| 12 Mar | 107264.25 | 756.2 | 46.9 | 17.81 | 1 | 0 | 3 | |||
| 11 Mar | 106534.30 | 709.3 | -340.9 | 17.50 | 3 | 2 | 4 | |||
| 10 Mar | 106650.60 | 1050.2 | -173.3 | 22.58 | 4 | 0 | 2 | |||
| 7 Mar | 107202.95 | 1223.5 | 464.4 | 18.41 | 3 | 1 | 2 | |||
| 6 Mar | 107795.30 | 759.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 105805.50 | 759.1 | 0 | 0.00 | 0 | 1 | 0 | |||
| 4 Mar | 102659.40 | 759.1 | -6041.5 | 26.58 | 1 | 0 | 0 | |||
| 3 Mar | 105170.25 | 6800.6 | 0 | 2.79 | 0 | 0 | 0 | |||
| 28 Feb | 105373.70 | 6800.6 | 0 | 2.45 | 0 | 0 | 0 | |||
| 27 Feb | 105723.40 | 6800.6 | 0 | 2.40 | 0 | 0 | 0 | |||
| 26 Feb | 107203.95 | 6800.6 | 0 | 0.61 | 0 | 0 | 0 | |||
| 25 Feb | 107203.95 | 6800.6 | 0 | 0.61 | 0 | 0 | 0 | |||
| 24 Feb | 108842.00 | 6800.6 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 109263.30 | 6800.6 | 0 | - | 0 | 0 | 0 | |||
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| 20 Feb | 109938.70 | 6800.6 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 109570.70 | 6800.6 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 109020.45 | 6800.6 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 109474.85 | 6800.6 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 109767.00 | 6800.6 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 109394.15 | 6800.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 112875.10 | 6800.6 | 0 | - | 0 | 0 | 0 | |||
For Mrf Ltd - strike price 109500 expiring on 27MAR2025
Delta for 109500 CE is 0.21
Historical price for 109500 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 521.3, which was -234.9 lower than the previous day. The implied volatity was 22.09, the open interest changed by 7 which increased total open position to 9
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 756.2, which was 46.9 higher than the previous day. The implied volatity was 17.81, the open interest changed by 0 which decreased total open position to 3
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 709.3, which was -340.9 lower than the previous day. The implied volatity was 17.50, the open interest changed by 2 which increased total open position to 4
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 1050.2, which was -173.3 lower than the previous day. The implied volatity was 22.58, the open interest changed by 0 which decreased total open position to 2
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 1223.5, which was 464.4 higher than the previous day. The implied volatity was 18.41, the open interest changed by 1 which increased total open position to 2
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 759.1, 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 759.1, 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 759.1, which was -6041.5 lower than the previous day. The implied volatity was 26.58, 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 6800.6, which was 0 lower than the previous day. The implied volatity was 2.79, 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 6800.6, which was 0 lower than the previous day. The implied volatity was 2.45, 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 6800.6, 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 26 Feb MRF was trading at 107203.95. The strike last trading price was 6800.6, which was 0 lower than the previous day. The implied volatity was 0.61, 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 6800.6, which was 0 lower than the previous day. The implied volatity was 0.61, 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 6800.6, 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 6800.6, 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 20 Feb MRF was trading at 109938.70. The strike last trading price was 6800.6, 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 19 Feb MRF was trading at 109570.70. The strike last trading price was 6800.6, 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 18 Feb MRF was trading at 109020.45. The strike last trading price was 6800.6, 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 14 Feb MRF was trading at 109474.85. The strike last trading price was 6800.6, 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 13 Feb MRF was trading at 109767.00. The strike last trading price was 6800.6, 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 12 Feb MRF was trading at 109394.15. The strike last trading price was 6800.6, 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 6800.6, 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 109500 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 | 5716 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 107264.25 | 5716 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 106534.30 | 5716 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 106650.60 | 5716 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 107202.95 | 5716 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 107795.30 | 5716 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 105805.50 | 5716 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 102659.40 | 5716 | 0 | 0.00 | 0 | 2 | 0 |
| 3 Mar | 105170.25 | 5716 | 304.9 | 34.26 | 5 | 0 | 5 |
| 28 Feb | 105373.70 | 5411.1 | 2950.9 | 30.91 | 5 | 0 | 0 |
| 27 Feb | 105723.40 | 2460.2 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 107203.95 | 2460.2 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 107203.95 | 2460.2 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 108842.00 | 2460.2 | 0 | 0.23 | 0 | 0 | 0 |
| 21 Feb | 109263.30 | 2460.2 | 0 | 0.57 | 0 | 0 | 0 |
| 20 Feb | 109938.70 | 2460.2 | 0 | 1.03 | 0 | 0 | 0 |
| 19 Feb | 109570.70 | 2460.2 | 0 | 0.86 | 0 | 0 | 0 |
| 18 Feb | 109020.45 | 2460.2 | 0 | 0.63 | 0 | 0 | 0 |
| 14 Feb | 109474.85 | 2460.2 | 0 | 0.91 | 0 | 0 | 0 |
| 13 Feb | 109767.00 | 2460.2 | 0 | 1.04 | 0 | 0 | 0 |
| 12 Feb | 109394.15 | 2460.2 | 0 | 0.75 | 0 | 0 | 0 |
| 7 Feb | 112875.10 | 2460.2 | 0 | 2.62 | 0 | 0 | 0 |
For Mrf Ltd - strike price 109500 expiring on 27MAR2025
Delta for 109500 PE is 0.00
Historical price for 109500 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 5716, 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 5716, 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 11 Mar MRF was trading at 106534.30. The strike last trading price was 5716, 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 10 Mar MRF was trading at 106650.60. The strike last trading price was 5716, 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 7 Mar MRF was trading at 107202.95. The strike last trading price was 5716, 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 6 Mar MRF was trading at 107795.30. The strike last trading price was 5716, 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 5716, 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 5716, 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 3 Mar MRF was trading at 105170.25. The strike last trading price was 5716, which was 304.9 higher than the previous day. The implied volatity was 34.26, the open interest changed by 0 which decreased total open position to 5
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 5411.1, which was 2950.9 higher than the previous day. The implied volatity was 30.91, 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 2460.2, 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 26 Feb MRF was trading at 107203.95. The strike last trading price was 2460.2, 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 2460.2, 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 2460.2, which was 0 lower than the previous day. The implied volatity was 0.23, 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 2460.2, which was 0 lower than the previous day. The implied volatity was 0.57, 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 2460.2, which was 0 lower than the previous day. The implied volatity was 1.03, 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 2460.2, which was 0 lower than the previous day. The implied volatity was 0.86, 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 2460.2, which was 0 lower than the previous day. The implied volatity was 0.63, 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 2460.2, which was 0 lower than the previous day. The implied volatity was 0.91, 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 2460.2, which was 0 lower than the previous day. The implied volatity was 1.04, 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 2460.2, which was 0 lower than the previous day. The implied volatity was 0.75, 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 2460.2, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
