MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 118000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 47.33
Theta: -47.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 120551.75 | 3211.75 | -588.25 | 11.26 | 2 | 0 | 51 | |||
| 13 Nov | 120483.70 | 3800 | -136.10 | 18.18 | 1 | 0 | 52 | |||
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| 12 Nov | 120924.15 | 3936.1 | -1550.95 | 16.06 | 1 | 0 | 52 | |||
| 11 Nov | 123045.60 | 5487.05 | 2385.55 | 16.75 | 40 | -3 | 52 | |||
| 8 Nov | 119354.30 | 3101.5 | -2387.05 | 19.16 | 290 | 32 | 55 | |||
| 7 Nov | 121025.95 | 5488.55 | -76.45 | 28.23 | 3 | 0 | 23 | |||
| 6 Nov | 121613.55 | 5565 | 620.35 | 23.09 | 7 | -1 | 23 | |||
| 5 Nov | 119530.15 | 4944.65 | -1305.35 | 29.49 | 59 | 20 | 24 | |||
| 4 Nov | 120876.75 | 6250 | -944.75 | 36.11 | 2 | 0 | 2 | |||
| 1 Nov | 123330.30 | 7194.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 122524.45 | 7194.75 | 0.00 | - | 0 | 1 | 0 | |||
| 30 Oct | 121989.35 | 7194.75 | 816.90 | - | 2 | 0 | 1 | |||
| 29 Oct | 122507.85 | 6377.85 | -13304.70 | - | 1 | 0 | 0 | |||
| 28 Oct | 123090.95 | 19682.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 122751.80 | 19682.55 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 118000 expiring on 28NOV2024
Delta for 118000 CE is 0.88
Historical price for 118000 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 3211.75, which was -588.25 lower than the previous day. The implied volatity was 11.26, the open interest changed by 0 which decreased total open position to 51
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 3800, which was -136.10 lower than the previous day. The implied volatity was 18.18, the open interest changed by 0 which decreased total open position to 52
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 3936.1, which was -1550.95 lower than the previous day. The implied volatity was 16.06, the open interest changed by 0 which decreased total open position to 52
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 5487.05, which was 2385.55 higher than the previous day. The implied volatity was 16.75, the open interest changed by -3 which decreased total open position to 52
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 3101.5, which was -2387.05 lower than the previous day. The implied volatity was 19.16, the open interest changed by 32 which increased total open position to 55
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 5488.55, which was -76.45 lower than the previous day. The implied volatity was 28.23, the open interest changed by 0 which decreased total open position to 23
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 5565, which was 620.35 higher than the previous day. The implied volatity was 23.09, the open interest changed by -1 which decreased total open position to 23
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 4944.65, which was -1305.35 lower than the previous day. The implied volatity was 29.49, the open interest changed by 20 which increased total open position to 24
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 6250, which was -944.75 lower than the previous day. The implied volatity was 36.11, the open interest changed by 0 which decreased total open position to 2
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 7194.75, 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 31 Oct MRF was trading at 122524.45. The strike last trading price was 7194.75, 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 7194.75, which was 816.90 higher 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 6377.85, which was -13304.70 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 19682.55, 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 19682.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 118000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 74.21
Theta: -43.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 680.1 | -60.10 | 19.48 | 269 | -10 | 242 |
| 13 Nov | 120483.70 | 740.2 | 117.00 | 20.09 | 439 | -69 | 255 |
| 12 Nov | 120924.15 | 623.2 | 50.10 | 18.89 | 426 | 194 | 384 |
| 11 Nov | 123045.60 | 573.1 | -1026.90 | 22.33 | 562 | 52 | 191 |
| 8 Nov | 119354.30 | 1600 | -300.00 | 21.48 | 1,375 | 121 | 142 |
| 7 Nov | 121025.95 | 1900 | 280.40 | 30.54 | 23 | 5 | 21 |
| 6 Nov | 121613.55 | 1619.6 | -915.40 | 29.25 | 5 | 4 | 15 |
| 5 Nov | 119530.15 | 2535 | 835.00 | 31.04 | 12 | 5 | 7 |
| 4 Nov | 120876.75 | 1700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 123330.30 | 1700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 122524.45 | 1700 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 121989.35 | 1700 | 0.00 | - | 0 | 2 | 0 |
| 29 Oct | 122507.85 | 1700 | 560.95 | - | 2 | 1 | 1 |
| 28 Oct | 123090.95 | 1139.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 1139.05 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 118000 expiring on 28NOV2024
Delta for 118000 PE is -0.24
Historical price for 118000 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 680.1, which was -60.10 lower than the previous day. The implied volatity was 19.48, the open interest changed by -10 which decreased total open position to 242
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 740.2, which was 117.00 higher than the previous day. The implied volatity was 20.09, the open interest changed by -69 which decreased total open position to 255
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 623.2, which was 50.10 higher than the previous day. The implied volatity was 18.89, the open interest changed by 194 which increased total open position to 384
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 573.1, which was -1026.90 lower than the previous day. The implied volatity was 22.33, the open interest changed by 52 which increased total open position to 191
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 1600, which was -300.00 lower than the previous day. The implied volatity was 21.48, the open interest changed by 121 which increased total open position to 142
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 1900, which was 280.40 higher than the previous day. The implied volatity was 30.54, the open interest changed by 5 which increased total open position to 21
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 1619.6, which was -915.40 lower than the previous day. The implied volatity was 29.25, the open interest changed by 4 which increased total open position to 15
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 2535, which was 835.00 higher than the previous day. The implied volatity was 31.04, the open interest changed by 5 which increased total open position to 7
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 1700, 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 1 Nov MRF was trading at 123330.30. The strike last trading price was 1700, 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 31 Oct MRF was trading at 122524.45. The strike last trading price was 1700, 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 1700, 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 1700, which was 560.95 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 1139.05, 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 1139.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
