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[--[65.84.65.76]--]
MRF
Mrf Ltd

105041.6 -2222.65 (-2.07%)

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Historical option data for MRF

13 Mar 2025 04:11 PM IST
MRF 27MAR2025 111000 CE
Delta: 0.12
Vega: 42.16
Theta: -36.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 105041.60 268.65 -254.45 21.62 65 23 97
12 Mar 107264.25 521.2 7.55 19.52 29 -2 74
11 Mar 106534.30 510 -66.05 19.67 20 -3 76
10 Mar 106650.60 565.2 -262.15 21.07 95 -26 80
7 Mar 107202.95 857.8 -111.7 19.60 249 47 106
6 Mar 107795.30 904.6 308.4 19.39 71 1 59
5 Mar 105805.50 623.05 246.9 20.60 75 19 57
4 Mar 102659.40 373.2 -476.8 23.98 73 31 38
3 Mar 105170.25 850 0 0.00 0 1 0
28 Feb 105373.70 850 -224.95 21.64 3 0 6
27 Feb 105723.40 1074.95 -375.05 23.64 9 0 6
26 Feb 107203.95 1400 -1200.05 21.47 4 3 5
25 Feb 107203.95 1400 -1200.05 21.47 4 2 5
24 Feb 108842.00 2600.05 0 0.00 0 3 0
21 Feb 109263.30 2600.05 -18146.8 22.93 4 2 2
20 Feb 109938.70 20746.85 0 - 0 0 0
18 Feb 109020.45 20746.85 0 0.54 0 0 0
13 Feb 109767.00 20746.85 0 - 0 0 0
12 Feb 109394.15 20746.85 0 0.19 0 0 0
11 Feb 108716.45 20746.85 0 0.56 0 0 0
7 Feb 112875.10 20746.85 0 - 0 0 0
31 Jan 113632.50 0 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 0.00 - 0 0 0
20 Jan 113786.60 0 0.00 - 0 0 0
17 Jan 113948.65 0 0.00 - 0 0 0
16 Jan 114463.60 0 0.00 - 0 0 0
15 Jan 114227.00 0 0.00 - 0 0 0
14 Jan 114213.40 0 0.00 - 0 0 0
13 Jan 113003.80 0 - 0 0 0


For Mrf Ltd - strike price 111000 expiring on 27MAR2025

Delta for 111000 CE is 0.12

Historical price for 111000 CE is as follows

On 13 Mar MRF was trading at 105041.60. The strike last trading price was 268.65, which was -254.45 lower than the previous day. The implied volatity was 21.62, the open interest changed by 23 which increased total open position to 97


On 12 Mar MRF was trading at 107264.25. The strike last trading price was 521.2, which was 7.55 higher than the previous day. The implied volatity was 19.52, the open interest changed by -2 which decreased total open position to 74


On 11 Mar MRF was trading at 106534.30. The strike last trading price was 510, which was -66.05 lower than the previous day. The implied volatity was 19.67, the open interest changed by -3 which decreased total open position to 76


On 10 Mar MRF was trading at 106650.60. The strike last trading price was 565.2, which was -262.15 lower than the previous day. The implied volatity was 21.07, the open interest changed by -26 which decreased total open position to 80


On 7 Mar MRF was trading at 107202.95. The strike last trading price was 857.8, which was -111.7 lower than the previous day. The implied volatity was 19.60, the open interest changed by 47 which increased total open position to 106


On 6 Mar MRF was trading at 107795.30. The strike last trading price was 904.6, which was 308.4 higher than the previous day. The implied volatity was 19.39, the open interest changed by 1 which increased total open position to 59


On 5 Mar MRF was trading at 105805.50. The strike last trading price was 623.05, which was 246.9 higher than the previous day. The implied volatity was 20.60, the open interest changed by 19 which increased total open position to 57


On 4 Mar MRF was trading at 102659.40. The strike last trading price was 373.2, which was -476.8 lower than the previous day. The implied volatity was 23.98, the open interest changed by 31 which increased total open position to 38


On 3 Mar MRF was trading at 105170.25. The strike last trading price was 850, 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 28 Feb MRF was trading at 105373.70. The strike last trading price was 850, which was -224.95 lower than the previous day. The implied volatity was 21.64, the open interest changed by 0 which decreased total open position to 6


On 27 Feb MRF was trading at 105723.40. The strike last trading price was 1074.95, which was -375.05 lower than the previous day. The implied volatity was 23.64, the open interest changed by 0 which decreased total open position to 6


On 26 Feb MRF was trading at 107203.95. The strike last trading price was 1400, which was -1200.05 lower than the previous day. The implied volatity was 21.47, the open interest changed by 3 which increased total open position to 5


On 25 Feb MRF was trading at 107203.95. The strike last trading price was 1400, which was -1200.05 lower than the previous day. The implied volatity was 21.47, the open interest changed by 2 which increased total open position to 5


On 24 Feb MRF was trading at 108842.00. The strike last trading price was 2600.05, which was 0 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 21 Feb MRF was trading at 109263.30. The strike last trading price was 2600.05, which was -18146.8 lower than the previous day. The implied volatity was 22.93, the open interest changed by 2 which increased total open position to 2


On 20 Feb MRF was trading at 109938.70. The strike last trading price was 20746.85, 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 20746.85, which was 0 lower than the previous day. The implied volatity was 0.54, 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 20746.85, 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 20746.85, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 11 Feb MRF was trading at 108716.45. The strike last trading price was 20746.85, which was 0 lower than the previous day. The implied volatity was 0.56, 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 20746.85, 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 31 Jan MRF was trading at 113632.50. 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 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 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 20 Jan MRF was trading at 113786.60. 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 17 Jan MRF was trading at 113948.65. 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 16 Jan MRF was trading at 114463.60. 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 15 Jan MRF was trading at 114227.00. 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 14 Jan MRF was trading at 114213.40. 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 13 Jan MRF was trading at 113003.80. 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 111000 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 105041.60 3900 0 0.00 0 -1 0
12 Mar 107264.25 3900 -299.95 18.73 1 0 4
11 Mar 106534.30 4199.95 0 0.00 0 0 0
10 Mar 106650.60 4199.95 0 0.00 0 2 0
7 Mar 107202.95 4199.95 430.55 24.11 3 0 2
6 Mar 107795.30 3769.4 3270.6 20.87 2 0 0
5 Mar 105805.50 498.8 0 - 0 0 0
4 Mar 102659.40 498.8 0 - 0 0 0
3 Mar 105170.25 498.8 0 - 0 0 0
28 Feb 105373.70 498.8 0 - 0 0 0
27 Feb 105723.40 498.8 0 - 0 0 0
26 Feb 107203.95 498.8 0 - 0 0 0
25 Feb 107203.95 498.8 0 - 0 0 0
24 Feb 108842.00 498.8 0 - 0 0 0
21 Feb 109263.30 498.8 0 - 0 0 0
20 Feb 109938.70 498.8 0 - 0 0 0
18 Feb 109020.45 498.8 0 - 0 0 0
13 Feb 109767.00 498.8 0 0.07 0 0 0
12 Feb 109394.15 498.8 0 0.34 0 0 0
11 Feb 108716.45 498.8 0 - 0 0 0
7 Feb 112875.10 498.8 0 1.86 0 0 0
31 Jan 113632.50 0 0 2.05 0 0 0
30 Jan 112622.50 0 0 1.78 0 0 0
29 Jan 112334.95 0 0 1.53 0 0 0
28 Jan 112883.70 0 0 1.80 0 0 0
27 Jan 111256.45 0 0 0.91 0 0 0
24 Jan 111484.55 0 0 1.20 0 0 0
23 Jan 111739.50 0 0.00 1.25 0 0 0
22 Jan 111599.85 0 0.00 1.19 0 0 0
21 Jan 112097.25 0 0.00 1.55 0 0 0
20 Jan 113786.60 0 0.00 2.27 0 0 0
17 Jan 113948.65 0 0.00 2.37 0 0 0
16 Jan 114463.60 0 0.00 2.66 0 0 0
15 Jan 114227.00 0 0.00 2.51 0 0 0
14 Jan 114213.40 0 0.00 2.42 0 0 0
13 Jan 113003.80 0 1.95 0 0 0


For Mrf Ltd - strike price 111000 expiring on 27MAR2025

Delta for 111000 PE is 0.00

Historical price for 111000 PE is as follows

On 13 Mar MRF was trading at 105041.60. The strike last trading price was 3900, 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 12 Mar MRF was trading at 107264.25. The strike last trading price was 3900, which was -299.95 lower than the previous day. The implied volatity was 18.73, the open interest changed by 0 which decreased total open position to 4


On 11 Mar MRF was trading at 106534.30. The strike last trading price was 4199.95, 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 4199.95, 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 7 Mar MRF was trading at 107202.95. The strike last trading price was 4199.95, which was 430.55 higher than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 2


On 6 Mar MRF was trading at 107795.30. The strike last trading price was 3769.4, which was 3270.6 higher than the previous day. The implied volatity was 20.87, 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 498.8, 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 498.8, 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 498.8, 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 498.8, 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 498.8, 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 498.8, 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 498.8, 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 498.8, 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 498.8, 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 498.8, 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 498.8, 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 498.8, which was 0 lower than the previous day. The implied volatity was 0.07, 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 498.8, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 11 Feb MRF was trading at 108716.45. The strike last trading price was 498.8, 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 498.8, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0


On 31 Jan MRF was trading at 113632.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.05, 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 1.78, 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 1.53, 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 1.80, 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 0.91, 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 1.20, 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 1.25, 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 1.19, 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 0.00 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0


On 20 Jan MRF was trading at 113786.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.27, the open interest changed by 0 which decreased total open position to 0


On 17 Jan MRF was trading at 113948.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0


On 16 Jan MRF was trading at 114463.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0


On 15 Jan MRF was trading at 114227.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0


On 14 Jan MRF was trading at 114213.40. The strike last trading price was 0, which was 0.00 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 Jan MRF was trading at 113003.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0