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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 114000 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 7310.65 0.00 0.00 0 0 0
13 Nov 120483.70 7310.65 -1657.80 19.59 1 0 14
12 Nov 120924.15 8968.45 -1363.40 42.87 10 0 13
11 Nov 123045.60 10331.85 4619.45 41.33 3 0 16
8 Nov 119354.30 5712.4 -17416.45 - 24 19 19
7 Nov 121025.95 23128.85 0.00 - 0 0 0
6 Nov 121613.55 23128.85 0.00 - 0 0 0
5 Nov 119530.15 23128.85 0.00 - 0 0 0
4 Nov 120876.75 23128.85 - 0 0 0


For Mrf Ltd - strike price 114000 expiring on 28NOV2024

Delta for 114000 CE is 0.00

Historical price for 114000 CE is as follows

On 14 Nov MRF was trading at 120551.75. The strike last trading price was 7310.65, 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 7310.65, which was -1657.80 lower than the previous day. The implied volatity was 19.59, the open interest changed by 0 which decreased total open position to 14


On 12 Nov MRF was trading at 120924.15. The strike last trading price was 8968.45, which was -1363.40 lower than the previous day. The implied volatity was 42.87, the open interest changed by 0 which decreased total open position to 13


On 11 Nov MRF was trading at 123045.60. The strike last trading price was 10331.85, which was 4619.45 higher than the previous day. The implied volatity was 41.33, the open interest changed by 0 which decreased total open position to 16


On 8 Nov MRF was trading at 119354.30. The strike last trading price was 5712.4, which was -17416.45 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 19


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 23128.85, 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 23128.85, 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 23128.85, 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 23128.85, 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 114000 PE
Delta: -0.08
Vega: 34.57
Theta: -24.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 120551.75 184.85 -35.15 21.74 52 -3 141
13 Nov 120483.70 220 62.00 22.36 20 5 143
12 Nov 120924.15 158 -42.00 20.50 27 -5 166
11 Nov 123045.60 200 -360.00 24.74 108 83 165
8 Nov 119354.30 560 -130.00 22.27 33 -7 77
7 Nov 121025.95 690 0.00 0.00 0 76 0
6 Nov 121613.55 690 -485.35 29.15 141 75 83
5 Nov 119530.15 1175.35 518.05 30.30 8 7 7
4 Nov 120876.75 657.3 5.29 0 0 0


For Mrf Ltd - strike price 114000 expiring on 28NOV2024

Delta for 114000 PE is -0.08

Historical price for 114000 PE is as follows

On 14 Nov MRF was trading at 120551.75. The strike last trading price was 184.85, which was -35.15 lower than the previous day. The implied volatity was 21.74, the open interest changed by -3 which decreased total open position to 141


On 13 Nov MRF was trading at 120483.70. The strike last trading price was 220, which was 62.00 higher than the previous day. The implied volatity was 22.36, the open interest changed by 5 which increased total open position to 143


On 12 Nov MRF was trading at 120924.15. The strike last trading price was 158, which was -42.00 lower than the previous day. The implied volatity was 20.50, the open interest changed by -5 which decreased total open position to 166


On 11 Nov MRF was trading at 123045.60. The strike last trading price was 200, which was -360.00 lower than the previous day. The implied volatity was 24.74, the open interest changed by 83 which increased total open position to 165


On 8 Nov MRF was trading at 119354.30. The strike last trading price was 560, which was -130.00 lower than the previous day. The implied volatity was 22.27, the open interest changed by -7 which decreased total open position to 77


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 690, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 76 which increased total open position to 0


On 6 Nov MRF was trading at 121613.55. The strike last trading price was 690, which was -485.35 lower than the previous day. The implied volatity was 29.15, the open interest changed by 75 which increased total open position to 83


On 5 Nov MRF was trading at 119530.15. The strike last trading price was 1175.35, which was 518.05 higher than the previous day. The implied volatity was 30.30, the open interest changed by 7 which increased total open position to 7


On 4 Nov MRF was trading at 120876.75. The strike last trading price was 657.3, which was lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0