MRF
Mrf Ltd
Historical option data for MRF
21 Nov 2024 04:11 PM IST
| MRF 28NOV2024 120000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 31.51
Theta: -69.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 123509.90 | 3850 | 595.00 | 17.82 | 150 | 2 | 392 | |||
| 20 Nov | 122950.60 | 3255 | 0.00 | 13.47 | 530 | -93 | 390 | |||
| 19 Nov | 122950.60 | 3255 | 1144.00 | 13.47 | 530 | -93 | 390 | |||
| 18 Nov | 120861.10 | 2111 | -329.00 | 17.53 | 828 | 27 | 482 | |||
| 14 Nov | 120551.75 | 2440 | -62.30 | 19.85 | 671 | 81 | 456 | |||
| 13 Nov | 120483.70 | 2502.3 | -163.70 | 18.87 | 260 | 17 | 372 | |||
| 12 Nov | 120924.15 | 2666 | -1500.20 | 17.94 | 213 | -41 | 354 | |||
| 11 Nov | 123045.60 | 4166.2 | 2074.35 | 20.70 | 1,027 | -79 | 399 | |||
| 8 Nov | 119354.30 | 2091.85 | -2008.25 | 19.87 | 2,569 | 172 | 474 | |||
| 7 Nov | 121025.95 | 4100.1 | -147.95 | 26.90 | 156 | 4 | 301 | |||
| 6 Nov | 121613.55 | 4248.05 | 431.50 | 23.56 | 621 | 73 | 293 | |||
| 5 Nov | 119530.15 | 3816.55 | -981.30 | 29.32 | 574 | 128 | 218 | |||
| 4 Nov | 120876.75 | 4797.85 | -924.25 | 33.40 | 82 | 67 | 90 | |||
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| 1 Nov | 123330.30 | 5722.1 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 31 Oct | 122524.45 | 5722.1 | 340.00 | - | 28 | 13 | 22 | |||
| 30 Oct | 121989.35 | 5382.1 | 0.00 | - | 1 | 0 | 8 | |||
| 29 Oct | 122507.85 | 5382.1 | -12660.25 | - | 8 | 7 | 7 | |||
| 28 Oct | 123090.95 | 18042.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 122751.80 | 18042.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 124131.20 | 18042.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 125493.95 | 18042.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 18042.35 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 120000 expiring on 28NOV2024
Delta for 120000 CE is 0.89
Historical price for 120000 CE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 3850, which was 595.00 higher than the previous day. The implied volatity was 17.82, the open interest changed by 2 which increased total open position to 392
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 3255, which was 0.00 lower than the previous day. The implied volatity was 13.47, the open interest changed by -93 which decreased total open position to 390
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 3255, which was 1144.00 higher than the previous day. The implied volatity was 13.47, the open interest changed by -93 which decreased total open position to 390
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 2111, which was -329.00 lower than the previous day. The implied volatity was 17.53, the open interest changed by 27 which increased total open position to 482
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 2440, which was -62.30 lower than the previous day. The implied volatity was 19.85, the open interest changed by 81 which increased total open position to 456
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 2502.3, which was -163.70 lower than the previous day. The implied volatity was 18.87, the open interest changed by 17 which increased total open position to 372
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 2666, which was -1500.20 lower than the previous day. The implied volatity was 17.94, the open interest changed by -41 which decreased total open position to 354
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 4166.2, which was 2074.35 higher than the previous day. The implied volatity was 20.70, the open interest changed by -79 which decreased total open position to 399
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 2091.85, which was -2008.25 lower than the previous day. The implied volatity was 19.87, the open interest changed by 172 which increased total open position to 474
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 4100.1, which was -147.95 lower than the previous day. The implied volatity was 26.90, the open interest changed by 4 which increased total open position to 301
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 4248.05, which was 431.50 higher than the previous day. The implied volatity was 23.56, the open interest changed by 73 which increased total open position to 293
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 3816.55, which was -981.30 lower than the previous day. The implied volatity was 29.32, the open interest changed by 128 which increased total open position to 218
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 4797.85, which was -924.25 lower than the previous day. The implied volatity was 33.40, the open interest changed by 67 which increased total open position to 90
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 5722.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 5722.1, which was 340.00 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 5382.1, 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 5382.1, which was -12660.25 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 18042.35, 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 18042.35, 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 24 Oct MRF was trading at 124131.20. The strike last trading price was 18042.35, 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 23 Oct MRF was trading at 125493.95. The strike last trading price was 18042.35, 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 22 Oct MRF was trading at 126407.25. The strike last trading price was 18042.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 120000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 44.77
Theta: -71.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 123509.90 | 411 | -55.05 | 24.34 | 629 | 13 | 459 |
| 20 Nov | 122950.60 | 466.05 | 0.00 | 20.42 | 1,073 | -86 | 448 |
| 19 Nov | 122950.60 | 466.05 | -731.95 | 20.42 | 1,073 | -84 | 448 |
| 18 Nov | 120861.10 | 1198 | -141.85 | 21.65 | 775 | -44 | 543 |
| 14 Nov | 120551.75 | 1339.85 | -111.15 | 19.41 | 730 | 15 | 586 |
| 13 Nov | 120483.70 | 1451 | 295.45 | 20.58 | 1,022 | -66 | 570 |
| 12 Nov | 120924.15 | 1155.55 | 125.50 | 18.09 | 982 | -104 | 650 |
| 11 Nov | 123045.60 | 1030.05 | -1408.00 | 22.08 | 2,312 | 89 | 775 |
| 8 Nov | 119354.30 | 2438.05 | -185.35 | 20.78 | 1,760 | 49 | 684 |
| 7 Nov | 121025.95 | 2623.4 | 422.85 | 30.12 | 258 | 68 | 634 |
| 6 Nov | 121613.55 | 2200.55 | -1119.50 | 28.17 | 547 | -3 | 570 |
| 5 Nov | 119530.15 | 3320.05 | -79.95 | 30.17 | 358 | 65 | 574 |
| 4 Nov | 120876.75 | 3400 | 1000.00 | 32.90 | 305 | 91 | 509 |
| 1 Nov | 123330.30 | 2400 | 100.00 | 31.95 | 38 | 24 | 419 |
| 31 Oct | 122524.45 | 2300 | -100.00 | - | 199 | 37 | 395 |
| 30 Oct | 121989.35 | 2400 | 120.00 | - | 284 | 160 | 355 |
| 29 Oct | 122507.85 | 2280 | -19.75 | - | 87 | 60 | 194 |
| 28 Oct | 123090.95 | 2299.75 | -200.25 | - | 90 | 31 | 135 |
| 25 Oct | 122751.80 | 2500 | 343.90 | - | 61 | 41 | 104 |
| 24 Oct | 124131.20 | 2156.1 | 666.10 | - | 71 | 47 | 62 |
| 23 Oct | 125493.95 | 1490 | -110.00 | - | 14 | 8 | 14 |
| 22 Oct | 126407.25 | 1600 | - | 5 | 4 | 5 | |
For Mrf Ltd - strike price 120000 expiring on 28NOV2024
Delta for 120000 PE is -0.18
Historical price for 120000 PE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 411, which was -55.05 lower than the previous day. The implied volatity was 24.34, the open interest changed by 13 which increased total open position to 459
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 466.05, which was 0.00 lower than the previous day. The implied volatity was 20.42, the open interest changed by -86 which decreased total open position to 448
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 466.05, which was -731.95 lower than the previous day. The implied volatity was 20.42, the open interest changed by -84 which decreased total open position to 448
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 1198, which was -141.85 lower than the previous day. The implied volatity was 21.65, the open interest changed by -44 which decreased total open position to 543
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1339.85, which was -111.15 lower than the previous day. The implied volatity was 19.41, the open interest changed by 15 which increased total open position to 586
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1451, which was 295.45 higher than the previous day. The implied volatity was 20.58, the open interest changed by -66 which decreased total open position to 570
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 1155.55, which was 125.50 higher than the previous day. The implied volatity was 18.09, the open interest changed by -104 which decreased total open position to 650
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1030.05, which was -1408.00 lower than the previous day. The implied volatity was 22.08, the open interest changed by 89 which increased total open position to 775
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 2438.05, which was -185.35 lower than the previous day. The implied volatity was 20.78, the open interest changed by 49 which increased total open position to 684
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 2623.4, which was 422.85 higher than the previous day. The implied volatity was 30.12, the open interest changed by 68 which increased total open position to 634
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 2200.55, which was -1119.50 lower than the previous day. The implied volatity was 28.17, the open interest changed by -3 which decreased total open position to 570
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 3320.05, which was -79.95 lower than the previous day. The implied volatity was 30.17, the open interest changed by 65 which increased total open position to 574
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 3400, which was 1000.00 higher than the previous day. The implied volatity was 32.90, the open interest changed by 91 which increased total open position to 509
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 2400, which was 100.00 higher than the previous day. The implied volatity was 31.95, the open interest changed by 24 which increased total open position to 419
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 2300, which was -100.00 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 2400, which was 120.00 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 2280, which was -19.75 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 2299.75, which was -200.25 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 2500, which was 343.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MRF was trading at 124131.20. The strike last trading price was 2156.1, which was 666.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct MRF was trading at 125493.95. The strike last trading price was 1490, which was -110.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct MRF was trading at 126407.25. The strike last trading price was 1600, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
