MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 120000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 10.06
Theta: -11.85
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 47.05 | -22.2 | 31.37 | 748 | 128 | 1,088 | |||
| 12 Mar | 107264.25 | 57.85 | 10 | 27.41 | 648 | 95 | 960 | |||
| 11 Mar | 106534.30 | 54.85 | 8.05 | 26.87 | 391 | -28 | 828 | |||
| 10 Mar | 106650.60 | 41.95 | -41.05 | 25.67 | 773 | 173 | 857 | |||
| 7 Mar | 107202.95 | 99.75 | -11.15 | 25.18 | 401 | 17 | 684 | |||
| 6 Mar | 107795.30 | 120 | 27.7 | 25.28 | 704 | 123 | 667 | |||
| 5 Mar | 105805.50 | 90 | -0.45 | 26.32 | 276 | 2 | 548 | |||
| 4 Mar | 102659.40 | 104.45 | -10.9 | 31.71 | 571 | 294 | 545 | |||
| 3 Mar | 105170.25 | 100 | -37.15 | 26.34 | 66 | 6 | 251 | |||
| 28 Feb | 105373.70 | 137.15 | -70.4 | 25.93 | 123 | 38 | 247 | |||
| 27 Feb | 105723.40 | 223.95 | -57 | 28.12 | 111 | 87 | 209 | |||
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| 26 Feb | 107203.95 | 285 | -157 | 25.56 | 69 | 40 | 122 | |||
| 25 Feb | 107203.95 | 285 | -157 | 25.56 | 69 | 40 | 122 | |||
| 24 Feb | 108842.00 | 439.95 | -70 | 25.21 | 47 | 39 | 82 | |||
| 21 Feb | 109263.30 | 510 | -90 | 24.39 | 31 | 26 | 42 | |||
| 20 Feb | 109938.70 | 600 | -400.05 | 23.63 | 20 | 13 | 15 | |||
| 10 Feb | 111036.20 | 1000.05 | -999.9 | 22.23 | 3 | 2 | 3 | |||
| 10 Jan | 117104.55 | 0 | 0.00 | 0.20 | 0 | 0 | 0 | |||
| 9 Jan | 118885.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 119869.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 121222.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 122869.95 | 0 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 120000 expiring on 27MAR2025
Delta for 120000 CE is 0.02
Historical price for 120000 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 47.05, which was -22.2 lower than the previous day. The implied volatity was 31.37, the open interest changed by 128 which increased total open position to 1088
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 57.85, which was 10 higher than the previous day. The implied volatity was 27.41, the open interest changed by 95 which increased total open position to 960
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 54.85, which was 8.05 higher than the previous day. The implied volatity was 26.87, the open interest changed by -28 which decreased total open position to 828
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 41.95, which was -41.05 lower than the previous day. The implied volatity was 25.67, the open interest changed by 173 which increased total open position to 857
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 99.75, which was -11.15 lower than the previous day. The implied volatity was 25.18, the open interest changed by 17 which increased total open position to 684
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 120, which was 27.7 higher than the previous day. The implied volatity was 25.28, the open interest changed by 123 which increased total open position to 667
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 90, which was -0.45 lower than the previous day. The implied volatity was 26.32, the open interest changed by 2 which increased total open position to 548
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 104.45, which was -10.9 lower than the previous day. The implied volatity was 31.71, the open interest changed by 294 which increased total open position to 545
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 100, which was -37.15 lower than the previous day. The implied volatity was 26.34, the open interest changed by 6 which increased total open position to 251
On 28 Feb MRF was trading at 105373.70. The strike last trading price was 137.15, which was -70.4 lower than the previous day. The implied volatity was 25.93, the open interest changed by 38 which increased total open position to 247
On 27 Feb MRF was trading at 105723.40. The strike last trading price was 223.95, which was -57 lower than the previous day. The implied volatity was 28.12, the open interest changed by 87 which increased total open position to 209
On 26 Feb MRF was trading at 107203.95. The strike last trading price was 285, which was -157 lower than the previous day. The implied volatity was 25.56, the open interest changed by 40 which increased total open position to 122
On 25 Feb MRF was trading at 107203.95. The strike last trading price was 285, which was -157 lower than the previous day. The implied volatity was 25.56, the open interest changed by 40 which increased total open position to 122
On 24 Feb MRF was trading at 108842.00. The strike last trading price was 439.95, which was -70 lower than the previous day. The implied volatity was 25.21, the open interest changed by 39 which increased total open position to 82
On 21 Feb MRF was trading at 109263.30. The strike last trading price was 510, which was -90 lower than the previous day. The implied volatity was 24.39, the open interest changed by 26 which increased total open position to 42
On 20 Feb MRF was trading at 109938.70. The strike last trading price was 600, which was -400.05 lower than the previous day. The implied volatity was 23.63, the open interest changed by 13 which increased total open position to 15
On 10 Feb MRF was trading at 111036.20. The strike last trading price was 1000.05, which was -999.9 lower than the previous day. The implied volatity was 22.23, the open interest changed by 2 which increased total open position to 3
On 10 Jan MRF was trading at 117104.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 9 Jan MRF was trading at 118885.65. The strike last trading price was 0, 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 8 Jan MRF was trading at 119869.30. The strike last trading price was 0, 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 7 Jan MRF was trading at 121222.15. The strike last trading price was 0, 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 Jan MRF was trading at 122869.95. The strike last trading price was 0, 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 27MAR2025 120000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 13 Mar | 105041.60 | 13000 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 107264.25 | 13000 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 106534.30 | 13000 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 106650.60 | 13000 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 107202.95 | 13000 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 107795.30 | 13000 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 105805.50 | 13000 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 102659.40 | 13000 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 105170.25 | 13000 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 105373.70 | 13000 | 0 | 0.00 | 0 | 2 | 0 |
| 27 Feb | 105723.40 | 13000 | 11320.35 | - | 6 | 2 | 2 |
| 26 Feb | 107203.95 | 1679.65 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 107203.95 | 1679.65 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 108842.00 | 1679.65 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 109263.30 | 1679.65 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 109938.70 | 1679.65 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 111036.20 | 1679.65 | 0 | - | 0 | 0 | 0 |
| 10 Jan | 117104.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 118885.65 | 0 | 0.00 | 0.62 | 0 | 0 | 0 |
| 8 Jan | 119869.30 | 0 | 0.00 | 1.00 | 0 | 0 | 0 |
| 7 Jan | 121222.15 | 0 | 0.00 | 1.58 | 0 | 0 | 0 |
| 6 Jan | 122869.95 | 0 | 2.19 | 0 | 0 | 0 | |
For Mrf Ltd - strike price 120000 expiring on 27MAR2025
Delta for 120000 PE is 0.00
Historical price for 120000 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 13000, which was 0 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 Mar MRF was trading at 107264.25. The strike last trading price was 13000, which was 0 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 11 Mar MRF was trading at 106534.30. The strike last trading price was 13000, which was 0 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 10 Mar MRF was trading at 106650.60. The strike last trading price was 13000, which was 0 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 7 Mar MRF was trading at 107202.95. The strike last trading price was 13000, which was 0 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 6 Mar MRF was trading at 107795.30. The strike last trading price was 13000, which was 0 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 5 Mar MRF was trading at 105805.50. The strike last trading price was 13000, which was 0 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 4 Mar MRF was trading at 102659.40. The strike last trading price was 13000, which was 0 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 3 Mar MRF was trading at 105170.25. The strike last trading price was 13000, which was 0 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 28 Feb MRF was trading at 105373.70. The strike last trading price was 13000, which was 0 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 27 Feb MRF was trading at 105723.40. The strike last trading price was 13000, which was 11320.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 26 Feb MRF was trading at 107203.95. The strike last trading price was 1679.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb MRF was trading at 107203.95. The strike last trading price was 1679.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb MRF was trading at 108842.00. The strike last trading price was 1679.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb MRF was trading at 109263.30. The strike last trading price was 1679.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb MRF was trading at 109938.70. The strike last trading price was 1679.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb MRF was trading at 111036.20. The strike last trading price was 1679.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jan MRF was trading at 117104.55. The strike last trading price was 0, 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 9 Jan MRF was trading at 118885.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
On 8 Jan MRF was trading at 119869.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0
On 7 Jan MRF was trading at 121222.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
On 6 Jan MRF was trading at 122869.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
