MRF
Mrf Ltd
Historical option data for MRF
21 Nov 2024 03:51 PM IST
| MRF 28NOV2024 120500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 123509.90 | 2988.3 | 233.60 | - | 7 | -3 | 23 | |||
| 20 Nov | 122950.60 | 2754.7 | 0.00 | 11.84 | 89 | -24 | 26 | |||
| 19 Nov | 122950.60 | 2754.7 | 954.05 | 11.84 | 89 | -24 | 26 | |||
| 18 Nov | 120861.10 | 1800.65 | -299.45 | 17.44 | 291 | -14 | 51 | |||
| 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 | |||
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| 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 -
Historical price for 120500 CE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 2988.3, which was 233.60 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 23
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 2754.7, which was 0.00 lower than the previous day. The implied volatity was 11.84, the open interest changed by -24 which decreased total open position to 26
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 2754.7, which was 954.05 higher than the previous day. The implied volatity was 11.84, the open interest changed by -24 which decreased total open position to 26
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 1800.65, which was -299.45 lower than the previous day. The implied volatity was 17.44, the open interest changed by -14 which decreased total open position to 51
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 48.62
Theta: -74.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 123509.90 | 470.35 | -90.60 | 23.46 | 455 | 11 | 59 |
| 20 Nov | 122950.60 | 560.95 | 0.00 | 20.04 | 84 | -9 | 50 |
| 19 Nov | 122950.60 | 560.95 | -900.15 | 20.04 | 84 | -7 | 50 |
| 18 Nov | 120861.10 | 1461.1 | -106.85 | 22.81 | 41 | 2 | 56 |
| 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 -0.21
Historical price for 120500 PE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 470.35, which was -90.60 lower than the previous day. The implied volatity was 23.46, the open interest changed by 11 which increased total open position to 59
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 560.95, which was 0.00 lower than the previous day. The implied volatity was 20.04, the open interest changed by -9 which decreased total open position to 50
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 560.95, which was -900.15 lower than the previous day. The implied volatity was 20.04, the open interest changed by -7 which decreased total open position to 50
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 1461.1, which was -106.85 lower than the previous day. The implied volatity was 22.81, the open interest changed by 2 which increased total open position to 56
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
