MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 113500 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 | 5963 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 120483.70 | 5963 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 120924.15 | 5963 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 123045.60 | 5963 | 0.00 | 0.00 | 0 | 2 | 0 | |||
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| 8 Nov | 119354.30 | 5963 | -13256.45 | - | 2 | 0 | 0 | |||
| 7 Nov | 121025.95 | 19219.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 121613.55 | 19219.45 | 19219.45 | - | 0 | 0 | 0 | |||
| 5 Nov | 119530.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 120876.75 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 113500 expiring on 28NOV2024
Delta for 113500 CE is 0.00
Historical price for 113500 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 5963, 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 5963, 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 5963, 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 5963, which was 0.00 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 8 Nov MRF was trading at 119354.30. The strike last trading price was 5963, which was -13256.45 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 19219.45, 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 19219.45, which was 19219.45 higher 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 0, 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 4 Nov MRF was trading at 120876.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| MRF 28NOV2024 113500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 35.98
Theta: -27.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 216.55 | 30.20 | 23.87 | 4 | -3 | 7 |
| 13 Nov | 120483.70 | 186.35 | 42.00 | 22.75 | 5 | 0 | 10 |
| 12 Nov | 120924.15 | 144.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 123045.60 | 144.35 | -619.60 | 24.43 | 5 | 0 | 10 |
| 8 Nov | 119354.30 | 763.95 | 455.05 | 26.92 | 20 | 0 | 0 |
| 7 Nov | 121025.95 | 308.9 | 0.00 | 6.06 | 0 | 0 | 0 |
| 6 Nov | 121613.55 | 308.9 | 308.90 | 6.58 | 0 | 0 | 0 |
| 5 Nov | 119530.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 120876.75 | 0 | 0.00 | 0 | 0 | 0 | |
For Mrf Ltd - strike price 113500 expiring on 28NOV2024
Delta for 113500 PE is -0.08
Historical price for 113500 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 216.55, which was 30.20 higher than the previous day. The implied volatity was 23.87, the open interest changed by -3 which decreased total open position to 7
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 186.35, which was 42.00 higher than the previous day. The implied volatity was 22.75, the open interest changed by 0 which decreased total open position to 10
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 144.35, 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 144.35, which was -619.60 lower than the previous day. The implied volatity was 24.43, the open interest changed by 0 which decreased total open position to 10
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 763.95, which was 455.05 higher than the previous day. The implied volatity was 26.92, 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 308.9, which was 0.00 lower than the previous day. The implied volatity was 6.06, 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 308.9, which was 308.90 higher than the previous day. The implied volatity was 6.58, 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 0, 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 4 Nov MRF was trading at 120876.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
