MRF
Mrf Ltd
Historical option data for MRF
21 Nov 2024 04:11 PM IST
| MRF 28NOV2024 121000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 123509.90 | 2665.5 | -34.05 | - | 47 | -13 | 76 | |||
| 20 Nov | 122950.60 | 2699.55 | 0.00 | 18.25 | 607 | -114 | 93 | |||
| 19 Nov | 122950.60 | 2699.55 | 1199.50 | 18.25 | 607 | -110 | 93 | |||
| 18 Nov | 120861.10 | 1500.05 | -354.00 | 17.12 | 834 | -1 | 193 | |||
| 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 -
Historical price for 121000 CE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 2665.5, which was -34.05 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 76
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 2699.55, which was 0.00 lower than the previous day. The implied volatity was 18.25, the open interest changed by -114 which decreased total open position to 93
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 2699.55, which was 1199.50 higher than the previous day. The implied volatity was 18.25, the open interest changed by -110 which decreased total open position to 93
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 1500.05, which was -354.00 lower than the previous day. The implied volatity was 17.12, the open interest changed by -1 which decreased total open position to 193
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: -0.24
Vega: 53.39
Theta: -80.49
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 123509.90 | 578.35 | -170.60 | 23.30 | 541 | -74 | 120 |
| 20 Nov | 122950.60 | 748.95 | 0.00 | 20.82 | 415 | 61 | 193 |
| 19 Nov | 122950.60 | 748.95 | -1135.15 | 20.82 | 415 | 60 | 193 |
| 18 Nov | 120861.10 | 1884.1 | 35.45 | 25.22 | 125 | 6 | 135 |
| 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 -0.24
Historical price for 121000 PE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 578.35, which was -170.60 lower than the previous day. The implied volatity was 23.30, the open interest changed by -74 which decreased total open position to 120
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 748.95, which was 0.00 lower than the previous day. The implied volatity was 20.82, the open interest changed by 61 which increased total open position to 193
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 748.95, which was -1135.15 lower than the previous day. The implied volatity was 20.82, the open interest changed by 60 which increased total open position to 193
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 1884.1, which was 35.45 higher than the previous day. The implied volatity was 25.22, the open interest changed by 6 which increased total open position to 135
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
