MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 115000 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 | 6146 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 120483.70 | 6146 | -2054.00 | - | 1 | 0 | 11 | |||
| 12 Nov | 120924.15 | 8200 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 11 Nov | 123045.60 | 8200 | 2358.15 | - | 11 | -3 | 11 | |||
| 8 Nov | 119354.30 | 5841.85 | -2258.15 | 26.44 | 21 | 2 | 13 | |||
| 7 Nov | 121025.95 | 8100 | 0.00 | 0.00 | 0 | 11 | 0 | |||
| 6 Nov | 121613.55 | 8100 | -17361.70 | 25.14 | 13 | 7 | 7 | |||
| 5 Nov | 119530.15 | 25461.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 120876.75 | 25461.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 123330.30 | 25461.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 122524.45 | 25461.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 121989.35 | 25461.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 122507.85 | 25461.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 123090.95 | 25461.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 122751.80 | 25461.7 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 115000 expiring on 28NOV2024
Delta for 115000 CE is 0.00
Historical price for 115000 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 6146, 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 6146, which was -2054.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 8200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 8200, which was 2358.15 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 11
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 5841.85, which was -2258.15 lower than the previous day. The implied volatity was 26.44, the open interest changed by 2 which increased total open position to 13
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 8100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 8100, which was -17361.70 lower than the previous day. The implied volatity was 25.14, the open interest changed by 7 which increased total open position to 7
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 25461.7, 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 25461.7, 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 1 Nov MRF was trading at 123330.30. The strike last trading price was 25461.7, 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 31 Oct MRF was trading at 122524.45. The strike last trading price was 25461.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MRF was trading at 121989.35. The strike last trading price was 25461.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MRF was trading at 122507.85. The strike last trading price was 25461.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MRF was trading at 123090.95. The strike last trading price was 25461.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MRF was trading at 122751.80. The strike last trading price was 25461.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 115000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 41.71
Theta: -27.71
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 240 | -58.10 | 20.89 | 399 | 49 | 537 |
| 13 Nov | 120483.70 | 298.1 | 49.30 | 21.83 | 403 | -80 | 483 |
| 12 Nov | 120924.15 | 248.8 | -21.70 | 20.79 | 805 | 54 | 704 |
| 11 Nov | 123045.60 | 270.5 | -409.50 | 24.35 | 1,637 | -19 | 646 |
| 8 Nov | 119354.30 | 680 | -400.10 | 21.25 | 3,550 | 402 | 669 |
| 7 Nov | 121025.95 | 1080.1 | 219.55 | 30.84 | 260 | -34 | 268 |
| 6 Nov | 121613.55 | 860.55 | -679.40 | 29.14 | 379 | -105 | 303 |
| 5 Nov | 119530.15 | 1539.95 | -110.05 | 31.33 | 819 | 61 | 408 |
| 4 Nov | 120876.75 | 1650 | 413.35 | 33.69 | 336 | 104 | 349 |
| 1 Nov | 123330.30 | 1236.65 | 151.25 | 34.19 | 13 | 8 | 244 |
| 31 Oct | 122524.45 | 1085.4 | 150.40 | - | 152 | 39 | 236 |
| 30 Oct | 121989.35 | 935 | -65.50 | - | 85 | 54 | 197 |
| 29 Oct | 122507.85 | 1000.5 | 0.50 | - | 35 | 22 | 144 |
| 28 Oct | 123090.95 | 1000 | 0.00 | - | 71 | 93 | 120 |
| 25 Oct | 122751.80 | 1000 | - | 67 | 27 | 27 | |
For Mrf Ltd - strike price 115000 expiring on 28NOV2024
Delta for 115000 PE is -0.10
Historical price for 115000 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 240, which was -58.10 lower than the previous day. The implied volatity was 20.89, the open interest changed by 49 which increased total open position to 537
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 298.1, which was 49.30 higher than the previous day. The implied volatity was 21.83, the open interest changed by -80 which decreased total open position to 483
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 248.8, which was -21.70 lower than the previous day. The implied volatity was 20.79, the open interest changed by 54 which increased total open position to 704
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 270.5, which was -409.50 lower than the previous day. The implied volatity was 24.35, the open interest changed by -19 which decreased total open position to 646
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 680, which was -400.10 lower than the previous day. The implied volatity was 21.25, the open interest changed by 402 which increased total open position to 669
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 1080.1, which was 219.55 higher than the previous day. The implied volatity was 30.84, the open interest changed by -34 which decreased total open position to 268
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 860.55, which was -679.40 lower than the previous day. The implied volatity was 29.14, the open interest changed by -105 which decreased total open position to 303
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 1539.95, which was -110.05 lower than the previous day. The implied volatity was 31.33, the open interest changed by 61 which increased total open position to 408
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 1650, which was 413.35 higher than the previous day. The implied volatity was 33.69, the open interest changed by 104 which increased total open position to 349
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 1236.65, which was 151.25 higher than the previous day. The implied volatity was 34.19, the open interest changed by 8 which increased total open position to 244
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 1085.4, which was 150.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MRF was trading at 121989.35. The strike last trading price was 935, which was -65.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MRF was trading at 122507.85. The strike last trading price was 1000.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MRF was trading at 123090.95. The strike last trading price was 1000, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MRF was trading at 122751.80. The strike last trading price was 1000, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
