MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 110000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 14 Nov | 120551.75 | 13835.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 120483.70 | 13835.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 120924.15 | 13835.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 123045.60 | 13835.45 | 4835.45 | 40.12 | 3 | 1 | 5 | |||
| 8 Nov | 119354.30 | 9000 | -2760.00 | - | 1 | 0 | 3 | |||
| 7 Nov | 121025.95 | 11760 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 6 Nov | 121613.55 | 11760 | -14992.20 | - | 3 | 2 | 2 | |||
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| 5 Nov | 119530.15 | 26752.2 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 110000 expiring on 28NOV2024
Delta for 110000 CE is 0.00
Historical price for 110000 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 13835.45, which was 0.00 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 13 Nov MRF was trading at 120483.70. The strike last trading price was 13835.45, which was 0.00 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 Nov MRF was trading at 120924.15. The strike last trading price was 13835.45, which was 0.00 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 Nov MRF was trading at 123045.60. The strike last trading price was 13835.45, which was 4835.45 higher than the previous day. The implied volatity was 40.12, the open interest changed by 1 which increased total open position to 5
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 9000, which was -2760.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 11760, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 11760, which was -14992.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 26752.2, 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 28NOV2024 110000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 15.25
Theta: -13.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 67.6 | -36.00 | 25.99 | 184 | 11 | 810 |
| 13 Nov | 120483.70 | 103.6 | 43.60 | 27.39 | 367 | -50 | 789 |
| 12 Nov | 120924.15 | 60 | -30.00 | 24.62 | 231 | 4 | 882 |
| 11 Nov | 123045.60 | 90 | -125.00 | 28.55 | 1,154 | 95 | 879 |
| 8 Nov | 119354.30 | 215 | -219.45 | 24.91 | 3,741 | 662 | 792 |
| 7 Nov | 121025.95 | 434.45 | 74.50 | 33.27 | 196 | 29 | 129 |
| 6 Nov | 121613.55 | 359.95 | -29.80 | 32.25 | 156 | 94 | 101 |
| 5 Nov | 119530.15 | 389.75 | 28.26 | 7 | 2 | 2 | |
For Mrf Ltd - strike price 110000 expiring on 28NOV2024
Delta for 110000 PE is -0.03
Historical price for 110000 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 67.6, which was -36.00 lower than the previous day. The implied volatity was 25.99, the open interest changed by 11 which increased total open position to 810
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 103.6, which was 43.60 higher than the previous day. The implied volatity was 27.39, the open interest changed by -50 which decreased total open position to 789
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 60, which was -30.00 lower than the previous day. The implied volatity was 24.62, the open interest changed by 4 which increased total open position to 882
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 90, which was -125.00 lower than the previous day. The implied volatity was 28.55, the open interest changed by 95 which increased total open position to 879
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 215, which was -219.45 lower than the previous day. The implied volatity was 24.91, the open interest changed by 662 which increased total open position to 792
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 434.45, which was 74.50 higher than the previous day. The implied volatity was 33.27, the open interest changed by 29 which increased total open position to 129
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 359.95, which was -29.80 lower than the previous day. The implied volatity was 32.25, the open interest changed by 94 which increased total open position to 101
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 389.75, which was lower than the previous day. The implied volatity was 28.26, the open interest changed by 2 which increased total open position to 2
