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[--[65.84.65.76]--]
MRF
Mrf Ltd

120551.75 68.05 (0.06%)

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Historical option data for MRF

14 Nov 2024 04:11 PM IST
MRF 28NOV2024 120000 CE
Delta: 0.60
Vega: 91.41
Theta: -83.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.60

Historical price for 120000 CE is as follows

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
Delta: -0.40
Vega: 91.30
Theta: -49.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.40

Historical price for 120000 PE is as follows

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