MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 119500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 89.46
Theta: -90.47
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 120551.75 | 2940 | -360.00 | 22.09 | 3 | 1 | 27 | |||
| 13 Nov | 120483.70 | 3300 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 120924.15 | 3300 | -1400.00 | 21.34 | 4 | 1 | 26 | |||
| 11 Nov | 123045.60 | 4700 | 2309.95 | 22.72 | 85 | -41 | 26 | |||
| 8 Nov | 119354.30 | 2390.05 | -1879.95 | 20.35 | 162 | 61 | 65 | |||
| 7 Nov | 121025.95 | 4270 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 121613.55 | 4270 | 157.05 | 20.73 | 3 | 1 | 4 | |||
| 5 Nov | 119530.15 | 4112.95 | -1700.45 | 29.62 | 2 | 1 | 2 | |||
| 4 Nov | 120876.75 | 5813.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 1 Nov | 123330.30 | 5813.4 | -12613.95 | 21.54 | 1 | 0 | 0 | |||
| 31 Oct | 122524.45 | 18427.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 121989.35 | 18427.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 122507.85 | 18427.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 123090.95 | 18427.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 122751.80 | 18427.35 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 119500 expiring on 28NOV2024
Delta for 119500 CE is 0.63
Historical price for 119500 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 2940, which was -360.00 lower than the previous day. The implied volatity was 22.09, the open interest changed by 1 which increased total open position to 27
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 3300, 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 12 Nov MRF was trading at 120924.15. The strike last trading price was 3300, which was -1400.00 lower than the previous day. The implied volatity was 21.34, the open interest changed by 1 which increased total open position to 26
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 4700, which was 2309.95 higher than the previous day. The implied volatity was 22.72, the open interest changed by -41 which decreased total open position to 26
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 2390.05, which was -1879.95 lower than the previous day. The implied volatity was 20.35, the open interest changed by 61 which increased total open position to 65
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 4270, 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 4270, which was 157.05 higher than the previous day. The implied volatity was 20.73, the open interest changed by 1 which increased total open position to 4
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 4112.95, which was -1700.45 lower than the previous day. The implied volatity was 29.62, the open interest changed by 1 which increased total open position to 2
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 5813.4, 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 1 Nov MRF was trading at 123330.30. The strike last trading price was 5813.4, which was -12613.95 lower than the previous day. The implied volatity was 21.54, 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 18427.35, 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 30 Oct MRF was trading at 121989.35. The strike last trading price was 18427.35, 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 18427.35, 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 18427.35, 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 18427.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 119500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 88.32
Theta: -49.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 1149.55 | -20.45 | 19.48 | 4 | 2 | 75 |
| 13 Nov | 120483.70 | 1170 | 107.75 | 19.65 | 13 | -6 | 74 |
| 12 Nov | 120924.15 | 1062.25 | 214.20 | 19.01 | 47 | -9 | 81 |
| 11 Nov | 123045.60 | 848.05 | -1485.85 | 21.57 | 106 | 40 | 91 |
| 8 Nov | 119354.30 | 2333.9 | -359.95 | 22.13 | 139 | 6 | 47 |
| 7 Nov | 121025.95 | 2693.85 | 634.05 | 32.74 | 28 | 16 | 42 |
| 6 Nov | 121613.55 | 2059.8 | -1618.90 | 28.61 | 81 | 19 | 26 |
| 5 Nov | 119530.15 | 3678.7 | 2284.10 | 35.11 | 6 | 5 | 6 |
| 4 Nov | 120876.75 | 1394.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 1 Nov | 123330.30 | 1394.6 | 900.75 | 24.38 | 1 | 0 | 0 |
| 31 Oct | 122524.45 | 493.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 121989.35 | 493.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 122507.85 | 493.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 123090.95 | 493.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 493.85 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 119500 expiring on 28NOV2024
Delta for 119500 PE is -0.36
Historical price for 119500 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1149.55, which was -20.45 lower than the previous day. The implied volatity was 19.48, the open interest changed by 2 which increased total open position to 75
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1170, which was 107.75 higher than the previous day. The implied volatity was 19.65, the open interest changed by -6 which decreased total open position to 74
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 1062.25, which was 214.20 higher than the previous day. The implied volatity was 19.01, the open interest changed by -9 which decreased total open position to 81
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 848.05, which was -1485.85 lower than the previous day. The implied volatity was 21.57, the open interest changed by 40 which increased total open position to 91
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 2333.9, which was -359.95 lower than the previous day. The implied volatity was 22.13, the open interest changed by 6 which increased total open position to 47
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 2693.85, which was 634.05 higher than the previous day. The implied volatity was 32.74, the open interest changed by 16 which increased total open position to 42
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 2059.8, which was -1618.90 lower than the previous day. The implied volatity was 28.61, the open interest changed by 19 which increased total open position to 26
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 3678.7, which was 2284.10 higher than the previous day. The implied volatity was 35.11, the open interest changed by 5 which increased total open position to 6
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 1394.6, 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 1 Nov MRF was trading at 123330.30. The strike last trading price was 1394.6, which was 900.75 higher than the previous day. The implied volatity was 24.38, 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 493.85, 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 493.85, 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 493.85, 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 493.85, 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 493.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
