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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 120500 CE
Delta: 0.69
Vega: 84.39
Theta: -61.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 120551.75 2100.1 -109.90 13.08 98 12 64
13 Nov 120483.70 2210 -141.15 18.81 162 30 54
12 Nov 120924.15 2351.15 -1680.40 17.80 29 9 28
11 Nov 123045.60 4031.55 1951.45 23.02 13 2 20
8 Nov 119354.30 2080.1 -1802.90 21.81 41 11 17
7 Nov 121025.95 3883 -1321.50 27.48 7 4 5
6 Nov 121613.55 5204.5 0.00 0.00 0 0 0
5 Nov 119530.15 5204.5 0.00 0.00 0 0 0
4 Nov 120876.75 5204.5 0.00 0.00 0 0 0
1 Nov 123330.30 5204.5 0.00 0.00 0 0 0
31 Oct 122524.45 5204.5 0.00 - 0 0 0
30 Oct 121989.35 5204.5 0.00 - 0 1 0
29 Oct 122507.85 5204.5 -14672.00 - 1 0 0
28 Oct 123090.95 19876.5 0.00 - 0 0 0
25 Oct 122751.80 19876.5 0.00 - 0 0 0
24 Oct 124131.20 19876.5 0.00 - 0 0 0
23 Oct 125493.95 19876.5 19876.50 - 0 0 0
22 Oct 126407.25 0 - 0 0 0


For Mrf Ltd - strike price 120500 expiring on 28NOV2024

Delta for 120500 CE is 0.69

Historical price for 120500 CE is as follows

On 14 Nov MRF was trading at 120551.75. The strike last trading price was 2100.1, which was -109.90 lower than the previous day. The implied volatity was 13.08, the open interest changed by 12 which increased total open position to 64


On 13 Nov MRF was trading at 120483.70. The strike last trading price was 2210, which was -141.15 lower than the previous day. The implied volatity was 18.81, the open interest changed by 30 which increased total open position to 54


On 12 Nov MRF was trading at 120924.15. The strike last trading price was 2351.15, which was -1680.40 lower than the previous day. The implied volatity was 17.80, the open interest changed by 9 which increased total open position to 28


On 11 Nov MRF was trading at 123045.60. The strike last trading price was 4031.55, which was 1951.45 higher than the previous day. The implied volatity was 23.02, the open interest changed by 2 which increased total open position to 20


On 8 Nov MRF was trading at 119354.30. The strike last trading price was 2080.1, which was -1802.90 lower than the previous day. The implied volatity was 21.81, the open interest changed by 11 which increased total open position to 17


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 3883, which was -1321.50 lower than the previous day. The implied volatity was 27.48, the open interest changed by 4 which increased total open position to 5


On 6 Nov MRF was trading at 121613.55. The strike last trading price was 5204.5, 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 5 Nov MRF was trading at 119530.15. The strike last trading price was 5204.5, 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 4 Nov MRF was trading at 120876.75. The strike last trading price was 5204.5, 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 1 Nov MRF was trading at 123330.30. The strike last trading price was 5204.5, 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 31 Oct MRF was trading at 122524.45. The strike last trading price was 5204.5, 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 5204.5, 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 5204.5, which was -14672.00 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 19876.5, 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 19876.5, 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 19876.5, 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 19876.5, which was 19876.50 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MRF 28NOV2024 120500 PE
Delta: -0.44
Vega: 93.29
Theta: -49.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 120551.75 1567.95 -11.85 19.53 57 13 55
13 Nov 120483.70 1579.8 99.90 19.68 54 13 42
12 Nov 120924.15 1479.9 79.90 19.38 3 0 28
11 Nov 123045.60 1400 -1271.85 24.37 45 11 27
8 Nov 119354.30 2671.85 -640.00 20.46 19 0 13
7 Nov 121025.95 3311.85 -1031.55 33.67 2 1 13
6 Nov 121613.55 4343.4 0.00 0.00 0 10 0
5 Nov 119530.15 4343.4 1556.35 36.64 10 0 2
4 Nov 120876.75 2787.05 0.00 0.00 0 0 0
1 Nov 123330.30 2787.05 0.00 0.00 0 2 0
31 Oct 122524.45 2787.05 2337.75 - 2 0 0
30 Oct 121989.35 449.3 0.00 - 0 0 0
29 Oct 122507.85 449.3 0.00 - 0 0 0
28 Oct 123090.95 449.3 0.00 - 0 0 0
25 Oct 122751.80 449.3 0.00 - 0 0 0
24 Oct 124131.20 449.3 0.00 - 0 0 0
23 Oct 125493.95 449.3 449.30 - 0 0 0
22 Oct 126407.25 0 - 0 0 0


For Mrf Ltd - strike price 120500 expiring on 28NOV2024

Delta for 120500 PE is -0.44

Historical price for 120500 PE is as follows

On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1567.95, which was -11.85 lower than the previous day. The implied volatity was 19.53, the open interest changed by 13 which increased total open position to 55


On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1579.8, which was 99.90 higher than the previous day. The implied volatity was 19.68, the open interest changed by 13 which increased total open position to 42


On 12 Nov MRF was trading at 120924.15. The strike last trading price was 1479.9, which was 79.90 higher than the previous day. The implied volatity was 19.38, the open interest changed by 0 which decreased total open position to 28


On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1400, which was -1271.85 lower than the previous day. The implied volatity was 24.37, the open interest changed by 11 which increased total open position to 27


On 8 Nov MRF was trading at 119354.30. The strike last trading price was 2671.85, which was -640.00 lower than the previous day. The implied volatity was 20.46, the open interest changed by 0 which decreased total open position to 13


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 3311.85, which was -1031.55 lower than the previous day. The implied volatity was 33.67, the open interest changed by 1 which increased total open position to 13


On 6 Nov MRF was trading at 121613.55. The strike last trading price was 4343.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 5 Nov MRF was trading at 119530.15. The strike last trading price was 4343.4, which was 1556.35 higher than the previous day. The implied volatity was 36.64, the open interest changed by 0 which decreased total open position to 2


On 4 Nov MRF was trading at 120876.75. The strike last trading price was 2787.05, 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 1 Nov MRF was trading at 123330.30. The strike last trading price was 2787.05, 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 2787.05, which was 2337.75 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 449.3, 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 449.3, 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 449.3, 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 449.3, 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 449.3, 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 449.3, which was 449.30 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to