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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 121500 CE
Delta: 0.47
Vega: 93.94
Theta: -79.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.47

Historical price for 121500 CE is as follows

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: -0.53
Vega: 93.99
Theta: -49.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.53

Historical price for 121500 PE is as follows

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