MRF
Mrf Ltd
Historical option data for MRF
21 Nov 2024 04:11 PM IST
| MRF 28NOV2024 121500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 37.79
Theta: -60.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 123509.90 | 2340.5 | 48.80 | 12.01 | 32 | 0 | 54 | |||
| 20 Nov | 122950.60 | 2291.7 | 0.00 | 17.37 | 343 | -35 | 55 | |||
| 19 Nov | 122950.60 | 2291.7 | 848.95 | 17.37 | 343 | -34 | 55 | |||
| 18 Nov | 120861.10 | 1442.75 | -147.75 | 19.50 | 57 | -8 | 88 | |||
| 14 Nov | 120551.75 | 1590.5 | -159.60 | 19.06 | 316 | -22 | 98 | |||
| 13 Nov | 120483.70 | 1750.1 | -102.00 | 19.31 | 388 | 46 | 121 | |||
| 12 Nov | 120924.15 | 1852.1 | -1349.90 | 18.17 | 70 | 30 | 75 | |||
| 11 Nov | 123045.60 | 3202 | 1772.60 | 21.06 | 297 | -13 | 45 | |||
| 8 Nov | 119354.30 | 1429.4 | -1820.70 | 19.54 | 71 | 17 | 58 | |||
| 7 Nov | 121025.95 | 3250.1 | -214.25 | 26.56 | 69 | 10 | 40 | |||
| 6 Nov | 121613.55 | 3464.35 | 399.35 | 24.39 | 31 | 6 | 29 | |||
| 5 Nov | 119530.15 | 3065 | -845.05 | 29.00 | 22 | 0 | 24 | |||
| 4 Nov | 120876.75 | 3910.05 | -989.95 | 32.31 | 34 | 19 | 25 | |||
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| 1 Nov | 123330.30 | 4900 | 4900.00 | 0.00 | 0 | 0 | 6 | |||
| 31 Oct | 122524.45 | 0 | 0.00 | - | 0 | 3 | 0 | |||
| 30 Oct | 121989.35 | 0 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 122507.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 123090.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 122751.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 124131.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 125493.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 0 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 121500 expiring on 28NOV2024
Delta for 121500 CE is 0.86
Historical price for 121500 CE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 2340.5, which was 48.80 higher than the previous day. The implied volatity was 12.01, the open interest changed by 0 which decreased total open position to 54
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 2291.7, which was 0.00 lower than the previous day. The implied volatity was 17.37, the open interest changed by -35 which decreased total open position to 55
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 2291.7, which was 848.95 higher than the previous day. The implied volatity was 17.37, the open interest changed by -34 which decreased total open position to 55
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 1442.75, which was -147.75 lower than the previous day. The implied volatity was 19.50, the open interest changed by -8 which decreased total open position to 88
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1590.5, which was -159.60 lower than the previous day. The implied volatity was 19.06, the open interest changed by -22 which decreased total open position to 98
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1750.1, which was -102.00 lower than the previous day. The implied volatity was 19.31, the open interest changed by 46 which increased total open position to 121
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 1852.1, which was -1349.90 lower than the previous day. The implied volatity was 18.17, the open interest changed by 30 which increased total open position to 75
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 3202, which was 1772.60 higher than the previous day. The implied volatity was 21.06, the open interest changed by -13 which decreased total open position to 45
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 1429.4, which was -1820.70 lower than the previous day. The implied volatity was 19.54, the open interest changed by 17 which increased total open position to 58
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 3250.1, which was -214.25 lower than the previous day. The implied volatity was 26.56, the open interest changed by 10 which increased total open position to 40
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 3464.35, which was 399.35 higher than the previous day. The implied volatity was 24.39, the open interest changed by 6 which increased total open position to 29
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 3065, which was -845.05 lower than the previous day. The implied volatity was 29.00, the open interest changed by 0 which decreased total open position to 24
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 3910.05, which was -989.95 lower than the previous day. The implied volatity was 32.31, the open interest changed by 19 which increased total open position to 25
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 4900, which was 4900.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 6
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 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 121500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 57.34
Theta: -82.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 123509.90 | 673.45 | -195.40 | 22.58 | 189 | 2 | 71 |
| 20 Nov | 122950.60 | 868.85 | 0.00 | 20.22 | 186 | 13 | 72 |
| 19 Nov | 122950.60 | 868.85 | -1015.65 | 20.22 | 186 | 16 | 72 |
| 18 Nov | 120861.10 | 1884.5 | -244.45 | 22.06 | 53 | -3 | 56 |
| 14 Nov | 120551.75 | 2128.95 | -30.80 | 20.17 | 60 | -2 | 59 |
| 13 Nov | 120483.70 | 2159.75 | 301.75 | 20.63 | 67 | 12 | 61 |
| 12 Nov | 120924.15 | 1858 | 368.90 | 18.54 | 102 | 3 | 51 |
| 11 Nov | 123045.60 | 1489.1 | -2110.90 | 21.58 | 90 | 19 | 50 |
| 8 Nov | 119354.30 | 3600 | 300.10 | 23.58 | 2 | 0 | 32 |
| 7 Nov | 121025.95 | 3299.9 | 399.90 | 29.98 | 46 | 8 | 31 |
| 6 Nov | 121613.55 | 2900 | -1380.90 | 28.69 | 6 | 3 | 22 |
| 5 Nov | 119530.15 | 4280.9 | 1033.60 | 31.71 | 8 | 4 | 19 |
| 4 Nov | 120876.75 | 3247.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 123330.30 | 3247.3 | 3247.30 | 0.00 | 0 | 0 | 15 |
| 31 Oct | 122524.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 121989.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 122507.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 123090.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 124131.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 125493.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 126407.25 | 0 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 121500 expiring on 28NOV2024
Delta for 121500 PE is -0.28
Historical price for 121500 PE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 673.45, which was -195.40 lower than the previous day. The implied volatity was 22.58, the open interest changed by 2 which increased total open position to 71
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 868.85, which was 0.00 lower than the previous day. The implied volatity was 20.22, the open interest changed by 13 which increased total open position to 72
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 868.85, which was -1015.65 lower than the previous day. The implied volatity was 20.22, the open interest changed by 16 which increased total open position to 72
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 1884.5, which was -244.45 lower than the previous day. The implied volatity was 22.06, the open interest changed by -3 which decreased total open position to 56
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 2128.95, which was -30.80 lower than the previous day. The implied volatity was 20.17, the open interest changed by -2 which decreased total open position to 59
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 2159.75, which was 301.75 higher than the previous day. The implied volatity was 20.63, the open interest changed by 12 which increased total open position to 61
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 1858, which was 368.90 higher than the previous day. The implied volatity was 18.54, the open interest changed by 3 which increased total open position to 51
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1489.1, which was -2110.90 lower than the previous day. The implied volatity was 21.58, the open interest changed by 19 which increased total open position to 50
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 3600, which was 300.10 higher than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 32
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 3299.9, which was 399.90 higher than the previous day. The implied volatity was 29.98, the open interest changed by 8 which increased total open position to 31
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 2900, which was -1380.90 lower than the previous day. The implied volatity was 28.69, the open interest changed by 3 which increased total open position to 22
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 4280.9, which was 1033.60 higher than the previous day. The implied volatity was 31.71, the open interest changed by 4 which increased total open position to 19
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 3247.3, 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 3247.3, which was 3247.30 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 15
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
