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

120551.75 68.05 (0.06%)

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Historical option data for MRF

14 Nov 2024 04:11 PM IST
MRF 28NOV2024 112000 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 120551.75 7311.3 0.00 0.00 0 0 0
13 Nov 120483.70 7311.3 0.00 0.00 0 0 0
12 Nov 120924.15 7311.3 0.00 0.00 0 0 0
11 Nov 123045.60 7311.3 0.00 0.00 0 1 0
8 Nov 119354.30 7311.3 -17610.40 - 1 0 0
7 Nov 121025.95 24921.7 0.00 - 0 0 0
6 Nov 121613.55 24921.7 0.00 - 0 0 0
5 Nov 119530.15 24921.7 0.00 - 0 0 0
4 Nov 120876.75 24921.7 - 0 0 0


For Mrf Ltd - strike price 112000 expiring on 28NOV2024

Delta for 112000 CE is 0.00

Historical price for 112000 CE is as follows

On 14 Nov MRF was trading at 120551.75. The strike last trading price was 7311.3, 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 7311.3, 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 7311.3, 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 7311.3, which was 0.00 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 8 Nov MRF was trading at 119354.30. The strike last trading price was 7311.3, which was -17610.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 24921.7, 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 6 Nov MRF was trading at 121613.55. The strike last trading price was 24921.7, 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 5 Nov MRF was trading at 119530.15. The strike last trading price was 24921.7, 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 4 Nov MRF was trading at 120876.75. The strike last trading price was 24921.7, 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 112000 PE
Delta: -0.05
Vega: 25.31
Theta: -21.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 120551.75 135 -6.60 25.40 7 -2 147
13 Nov 120483.70 141.6 41.60 24.70 30 16 148
12 Nov 120924.15 100 -33.20 22.86 29 3 139
11 Nov 123045.60 133.2 -219.45 26.65 14 -1 138
8 Nov 119354.30 352.65 -307.30 23.68 235 -3 138
7 Nov 121025.95 659.95 139.45 32.75 56 6 141
6 Nov 121613.55 520.5 -177.70 31.15 147 81 135
5 Nov 119530.15 698.2 468.20 28.99 3 2 53
4 Nov 120876.75 230 22.03 1 0 50


For Mrf Ltd - strike price 112000 expiring on 28NOV2024

Delta for 112000 PE is -0.05

Historical price for 112000 PE is as follows

On 14 Nov MRF was trading at 120551.75. The strike last trading price was 135, which was -6.60 lower than the previous day. The implied volatity was 25.40, the open interest changed by -2 which decreased total open position to 147


On 13 Nov MRF was trading at 120483.70. The strike last trading price was 141.6, which was 41.60 higher than the previous day. The implied volatity was 24.70, the open interest changed by 16 which increased total open position to 148


On 12 Nov MRF was trading at 120924.15. The strike last trading price was 100, which was -33.20 lower than the previous day. The implied volatity was 22.86, the open interest changed by 3 which increased total open position to 139


On 11 Nov MRF was trading at 123045.60. The strike last trading price was 133.2, which was -219.45 lower than the previous day. The implied volatity was 26.65, the open interest changed by -1 which decreased total open position to 138


On 8 Nov MRF was trading at 119354.30. The strike last trading price was 352.65, which was -307.30 lower than the previous day. The implied volatity was 23.68, the open interest changed by -3 which decreased total open position to 138


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 659.95, which was 139.45 higher than the previous day. The implied volatity was 32.75, the open interest changed by 6 which increased total open position to 141


On 6 Nov MRF was trading at 121613.55. The strike last trading price was 520.5, which was -177.70 lower than the previous day. The implied volatity was 31.15, the open interest changed by 81 which increased total open position to 135


On 5 Nov MRF was trading at 119530.15. The strike last trading price was 698.2, which was 468.20 higher than the previous day. The implied volatity was 28.99, the open interest changed by 2 which increased total open position to 53


On 4 Nov MRF was trading at 120876.75. The strike last trading price was 230, which was lower than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 50