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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 121000 CE
Delta: 0.51
Vega: 94.18
Theta: -81.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 120551.75 1854.05 -146.05 19.34 994 13 194
13 Nov 120483.70 2000.1 -16.75 19.37 699 92 186
12 Nov 120924.15 2016.85 -1390.80 17.25 122 -1 100
11 Nov 123045.60 3407.65 1707.60 19.91 325 -11 103
8 Nov 119354.30 1700.05 -1799.95 20.27 585 28 115
7 Nov 121025.95 3500 -217.20 26.49 101 39 87
6 Nov 121613.55 3717.2 467.20 24.17 138 8 47
5 Nov 119530.15 3250 -940.60 28.89 64 27 45
4 Nov 120876.75 4190.6 -622.00 32.63 20 10 16
1 Nov 123330.30 4812.6 0.00 0.00 0 0 0
31 Oct 122524.45 4812.6 -328.25 - 2 1 7
30 Oct 121989.35 5140.85 0.00 - 0 6 0
29 Oct 122507.85 5140.85 -12104.95 - 8 5 5
28 Oct 123090.95 17245.8 0.00 - 0 0 0
25 Oct 122751.80 17245.8 0.00 - 0 0 0
24 Oct 124131.20 17245.8 0.00 - 0 0 0
23 Oct 125493.95 17245.8 0.00 - 0 0 0
22 Oct 126407.25 17245.8 - 0 0 0


For Mrf Ltd - strike price 121000 expiring on 28NOV2024

Delta for 121000 CE is 0.51

Historical price for 121000 CE is as follows

On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1854.05, which was -146.05 lower than the previous day. The implied volatity was 19.34, the open interest changed by 13 which increased total open position to 194


On 13 Nov MRF was trading at 120483.70. The strike last trading price was 2000.1, which was -16.75 lower than the previous day. The implied volatity was 19.37, the open interest changed by 92 which increased total open position to 186


On 12 Nov MRF was trading at 120924.15. The strike last trading price was 2016.85, which was -1390.80 lower than the previous day. The implied volatity was 17.25, the open interest changed by -1 which decreased total open position to 100


On 11 Nov MRF was trading at 123045.60. The strike last trading price was 3407.65, which was 1707.60 higher than the previous day. The implied volatity was 19.91, the open interest changed by -11 which decreased total open position to 103


On 8 Nov MRF was trading at 119354.30. The strike last trading price was 1700.05, which was -1799.95 lower than the previous day. The implied volatity was 20.27, the open interest changed by 28 which increased total open position to 115


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 3500, which was -217.20 lower than the previous day. The implied volatity was 26.49, the open interest changed by 39 which increased total open position to 87


On 6 Nov MRF was trading at 121613.55. The strike last trading price was 3717.2, which was 467.20 higher than the previous day. The implied volatity was 24.17, the open interest changed by 8 which increased total open position to 47


On 5 Nov MRF was trading at 119530.15. The strike last trading price was 3250, which was -940.60 lower than the previous day. The implied volatity was 28.89, the open interest changed by 27 which increased total open position to 45


On 4 Nov MRF was trading at 120876.75. The strike last trading price was 4190.6, which was -622.00 lower than the previous day. The implied volatity was 32.63, the open interest changed by 10 which increased total open position to 16


On 1 Nov MRF was trading at 123330.30. The strike last trading price was 4812.6, 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 4812.6, which was -328.25 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 5140.85, 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 5140.85, which was -12104.95 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 17245.8, 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 17245.8, 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 17245.8, 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 17245.8, 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 17245.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MRF 28NOV2024 121000 PE
Delta: -0.49
Vega: 94.18
Theta: -50.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 120551.75 1848.65 -1.95 19.96 131 13 129
13 Nov 120483.70 1850.6 143.55 20.06 526 53 114
12 Nov 120924.15 1707.05 317.05 19.44 127 -4 60
11 Nov 123045.60 1390 -1806.70 22.45 225 27 63
8 Nov 119354.30 3196.7 196.70 22.63 101 -5 35
7 Nov 121025.95 3000 300.00 29.48 66 17 39
6 Nov 121613.55 2700 -1800.00 28.91 44 10 24
5 Nov 119530.15 4500 1187.50 35.78 17 11 14
4 Nov 120876.75 3312.5 271.90 28.28 1 0 2
1 Nov 123330.30 3040.6 0.00 0.00 0 2 0
31 Oct 122524.45 3040.6 1392.25 - 2 0 0
30 Oct 121989.35 1648.35 0.00 - 0 0 0
29 Oct 122507.85 1648.35 0.00 - 0 0 0
28 Oct 123090.95 1648.35 0.00 - 0 0 0
25 Oct 122751.80 1648.35 0.00 - 0 0 0
24 Oct 124131.20 1648.35 0.00 - 0 0 0
23 Oct 125493.95 1648.35 0.00 - 0 0 0
22 Oct 126407.25 1648.35 - 0 0 0


For Mrf Ltd - strike price 121000 expiring on 28NOV2024

Delta for 121000 PE is -0.49

Historical price for 121000 PE is as follows

On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1848.65, which was -1.95 lower than the previous day. The implied volatity was 19.96, the open interest changed by 13 which increased total open position to 129


On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1850.6, which was 143.55 higher than the previous day. The implied volatity was 20.06, the open interest changed by 53 which increased total open position to 114


On 12 Nov MRF was trading at 120924.15. The strike last trading price was 1707.05, which was 317.05 higher than the previous day. The implied volatity was 19.44, the open interest changed by -4 which decreased total open position to 60


On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1390, which was -1806.70 lower than the previous day. The implied volatity was 22.45, the open interest changed by 27 which increased total open position to 63


On 8 Nov MRF was trading at 119354.30. The strike last trading price was 3196.7, which was 196.70 higher than the previous day. The implied volatity was 22.63, the open interest changed by -5 which decreased total open position to 35


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 3000, which was 300.00 higher than the previous day. The implied volatity was 29.48, the open interest changed by 17 which increased total open position to 39


On 6 Nov MRF was trading at 121613.55. The strike last trading price was 2700, which was -1800.00 lower than the previous day. The implied volatity was 28.91, the open interest changed by 10 which increased total open position to 24


On 5 Nov MRF was trading at 119530.15. The strike last trading price was 4500, which was 1187.50 higher than the previous day. The implied volatity was 35.78, the open interest changed by 11 which increased total open position to 14


On 4 Nov MRF was trading at 120876.75. The strike last trading price was 3312.5, which was 271.90 higher than the previous day. The implied volatity was 28.28, the open interest changed by 0 which decreased total open position to 2


On 1 Nov MRF was trading at 123330.30. The strike last trading price was 3040.6, 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 3040.6, which was 1392.25 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 1648.35, 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 29 Oct MRF was trading at 122507.85. The strike last trading price was 1648.35, 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 28 Oct MRF was trading at 123090.95. The strike last trading price was 1648.35, 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 1648.35, 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 1648.35, 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 1648.35, 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 1648.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to