MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 119000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | 5037.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 120483.70 | 5037.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 120924.15 | 5037.85 | 0.00 | 0.00 | 0 | -16 | 0 | |||
| 11 Nov | 123045.60 | 5037.85 | 2537.45 | 22.32 | 127 | -16 | 62 | |||
| 8 Nov | 119354.30 | 2500.4 | -1944.80 | 18.98 | 470 | 74 | 78 | |||
| 7 Nov | 121025.95 | 4445.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 121613.55 | 4445.2 | 116.30 | 21.45 | 1 | 0 | 3 | |||
| 5 Nov | 119530.15 | 4328.9 | -14525.95 | 29.15 | 6 | 4 | 4 | |||
| 4 Nov | 120876.75 | 18854.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Nov | 123330.30 | 18854.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 122524.45 | 18854.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 121989.35 | 18854.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 122507.85 | 18854.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 123090.95 | 18854.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 122751.80 | 18854.85 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 119000 expiring on 28NOV2024
Delta for 119000 CE is 0.00
Historical price for 119000 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 5037.85, 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 5037.85, 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 5037.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -16 which decreased total open position to 0
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 5037.85, which was 2537.45 higher than the previous day. The implied volatity was 22.32, the open interest changed by -16 which decreased total open position to 62
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 2500.4, which was -1944.80 lower than the previous day. The implied volatity was 18.98, the open interest changed by 74 which increased total open position to 78
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 4445.2, 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 6 Nov MRF was trading at 121613.55. The strike last trading price was 4445.2, which was 116.30 higher than the previous day. The implied volatity was 21.45, the open interest changed by 0 which decreased total open position to 3
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 4328.9, which was -14525.95 lower than the previous day. The implied volatity was 29.15, the open interest changed by 4 which increased total open position to 4
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 18854.85, 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 1 Nov MRF was trading at 123330.30. The strike last trading price was 18854.85, 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 31 Oct MRF was trading at 122524.45. The strike last trading price was 18854.85, 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 18854.85, 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 18854.85, 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 18854.85, 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 18854.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 119000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 84.67
Theta: -49.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 1001.85 | -90.50 | 19.82 | 312 | 16 | 133 |
| 13 Nov | 120483.70 | 1092.35 | 297.05 | 20.74 | 153 | -10 | 116 |
| 12 Nov | 120924.15 | 795.3 | -21.05 | 17.79 | 62 | -7 | 131 |
| 11 Nov | 123045.60 | 816.35 | -1273.65 | 22.71 | 347 | 70 | 140 |
| 8 Nov | 119354.30 | 2090 | -710.00 | 22.07 | 475 | 63 | 70 |
| 7 Nov | 121025.95 | 2800 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 121613.55 | 2800 | -311.00 | 36.83 | 1 | 0 | 6 |
| 5 Nov | 119530.15 | 3111 | 911.00 | 32.13 | 5 | 2 | 5 |
| 4 Nov | 120876.75 | 2200 | 100.00 | 26.43 | 1 | 0 | 2 |
| 1 Nov | 123330.30 | 2100 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 122524.45 | 2100 | 806.65 | - | 2 | 1 | 1 |
| 30 Oct | 121989.35 | 1293.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 122507.85 | 1293.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 123090.95 | 1293.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 1293.35 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 119000 expiring on 28NOV2024
Delta for 119000 PE is -0.32
Historical price for 119000 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1001.85, which was -90.50 lower than the previous day. The implied volatity was 19.82, the open interest changed by 16 which increased total open position to 133
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1092.35, which was 297.05 higher than the previous day. The implied volatity was 20.74, the open interest changed by -10 which decreased total open position to 116
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 795.3, which was -21.05 lower than the previous day. The implied volatity was 17.79, the open interest changed by -7 which decreased total open position to 131
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 816.35, which was -1273.65 lower than the previous day. The implied volatity was 22.71, the open interest changed by 70 which increased total open position to 140
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 2090, which was -710.00 lower than the previous day. The implied volatity was 22.07, the open interest changed by 63 which increased total open position to 70
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 2800, 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 6 Nov MRF was trading at 121613.55. The strike last trading price was 2800, which was -311.00 lower than the previous day. The implied volatity was 36.83, the open interest changed by 0 which decreased total open position to 6
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 3111, which was 911.00 higher than the previous day. The implied volatity was 32.13, the open interest changed by 2 which increased total open position to 5
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 2200, which was 100.00 higher than the previous day. The implied volatity was 26.43, 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 2100, 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 31 Oct MRF was trading at 122524.45. The strike last trading price was 2100, which was 806.65 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 1293.35, 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 1293.35, 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 1293.35, 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 1293.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
