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[--[65.84.65.76]--]
MRF
Mrf Ltd

120930 446.30 (0.37%)

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Historical option data for MRF

14 Nov 2024 09:21 AM IST
MRF 28NOV2024 122000 CE
Delta: 0.45
Vega: 94.48
Theta: -88.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 120754.70 1756.45 157.50 22.21 41 2 221
13 Nov 120483.70 1598.95 -41.05 20.05 404 11 217
12 Nov 120924.15 1640 -1195.00 18.41 412 53 209
11 Nov 123045.60 2835 1412.00 20.39 1,300 -49 159
8 Nov 119354.30 1423 -1585.00 21.15 561 87 211
7 Nov 121025.95 3008 -72.00 26.58 152 12 123
6 Nov 121613.55 3080 181.00 23.39 200 13 113
5 Nov 119530.15 2899 -875.65 29.63 127 28 99
4 Nov 120876.75 3774.65 -738.50 33.10 117 54 70
1 Nov 123330.30 4513.15 0.00 0.00 0 16 0
31 Oct 122524.45 4513.15 -11952.85 - 42 16 16
30 Oct 121989.35 16466 0.00 - 0 0 0
29 Oct 122507.85 16466 0.00 - 0 0 0
28 Oct 123090.95 16466 0.00 - 0 0 0
25 Oct 122751.80 16466 0.00 - 0 0 0
24 Oct 124131.20 16466 0.00 - 0 0 0
23 Oct 125493.95 16466 0.00 - 0 0 0
22 Oct 126407.25 16466 - 0 0 0


For Mrf Ltd - strike price 122000 expiring on 28NOV2024

Delta for 122000 CE is 0.45

Historical price for 122000 CE is as follows

On 14 Nov MRF was trading at 120754.70. The strike last trading price was 1756.45, which was 157.50 higher than the previous day. The implied volatity was 22.21, the open interest changed by 2 which increased total open position to 221


On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1598.95, which was -41.05 lower than the previous day. The implied volatity was 20.05, the open interest changed by 11 which increased total open position to 217


On 12 Nov MRF was trading at 120924.15. The strike last trading price was 1640, which was -1195.00 lower than the previous day. The implied volatity was 18.41, the open interest changed by 53 which increased total open position to 209


On 11 Nov MRF was trading at 123045.60. The strike last trading price was 2835, which was 1412.00 higher than the previous day. The implied volatity was 20.39, the open interest changed by -49 which decreased total open position to 159


On 8 Nov MRF was trading at 119354.30. The strike last trading price was 1423, which was -1585.00 lower than the previous day. The implied volatity was 21.15, the open interest changed by 87 which increased total open position to 211


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 3008, which was -72.00 lower than the previous day. The implied volatity was 26.58, the open interest changed by 12 which increased total open position to 123


On 6 Nov MRF was trading at 121613.55. The strike last trading price was 3080, which was 181.00 higher than the previous day. The implied volatity was 23.39, the open interest changed by 13 which increased total open position to 113


On 5 Nov MRF was trading at 119530.15. The strike last trading price was 2899, which was -875.65 lower than the previous day. The implied volatity was 29.63, the open interest changed by 28 which increased total open position to 99


On 4 Nov MRF was trading at 120876.75. The strike last trading price was 3774.65, which was -738.50 lower than the previous day. The implied volatity was 33.10, the open interest changed by 54 which increased total open position to 70


On 1 Nov MRF was trading at 123330.30. The strike last trading price was 4513.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 31 Oct MRF was trading at 122524.45. The strike last trading price was 4513.15, which was -11952.85 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 16466, 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 16466, 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 16466, 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 16466, 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 16466, 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 16466, 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 16466, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MRF 28NOV2024 122000 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 120754.70 2435.7 0.00 0.00 0 3 0
13 Nov 120483.70 2435.7 270.10 20.65 134 2 147
12 Nov 120924.15 2165.6 385.65 19.00 398 -6 144
11 Nov 123045.60 1779.95 -1776.90 22.45 827 115 150
8 Nov 119354.30 3556.85 -313.15 20.20 26 1 34
7 Nov 121025.95 3870 727.85 32.72 6 3 33
6 Nov 121613.55 3142.15 -1447.00 28.74 21 5 29
5 Nov 119530.15 4589.15 432.05 31.94 9 0 24
4 Nov 120876.75 4157.1 961.65 30.93 36 8 24
1 Nov 123330.30 3195.45 0.00 0.00 0 16 0
31 Oct 122524.45 3195.45 1344.90 - 20 15 15
30 Oct 121989.35 1850.55 0.00 - 0 0 0
29 Oct 122507.85 1850.55 0.00 - 0 0 0
28 Oct 123090.95 1850.55 0.00 - 0 0 0
25 Oct 122751.80 1850.55 0.00 - 0 0 0
24 Oct 124131.20 1850.55 0.00 - 0 0 0
23 Oct 125493.95 1850.55 0.00 - 0 0 0
22 Oct 126407.25 1850.55 - 0 0 0


For Mrf Ltd - strike price 122000 expiring on 28NOV2024

Delta for 122000 PE is 0.00

Historical price for 122000 PE is as follows

On 14 Nov MRF was trading at 120754.70. The strike last trading price was 2435.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 13 Nov MRF was trading at 120483.70. The strike last trading price was 2435.7, which was 270.10 higher than the previous day. The implied volatity was 20.65, the open interest changed by 2 which increased total open position to 147


On 12 Nov MRF was trading at 120924.15. The strike last trading price was 2165.6, which was 385.65 higher than the previous day. The implied volatity was 19.00, the open interest changed by -6 which decreased total open position to 144


On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1779.95, which was -1776.90 lower than the previous day. The implied volatity was 22.45, the open interest changed by 115 which increased total open position to 150


On 8 Nov MRF was trading at 119354.30. The strike last trading price was 3556.85, which was -313.15 lower than the previous day. The implied volatity was 20.20, the open interest changed by 1 which increased total open position to 34


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 3870, which was 727.85 higher than the previous day. The implied volatity was 32.72, the open interest changed by 3 which increased total open position to 33


On 6 Nov MRF was trading at 121613.55. The strike last trading price was 3142.15, which was -1447.00 lower than the previous day. The implied volatity was 28.74, the open interest changed by 5 which increased total open position to 29


On 5 Nov MRF was trading at 119530.15. The strike last trading price was 4589.15, which was 432.05 higher than the previous day. The implied volatity was 31.94, 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 4157.1, which was 961.65 higher than the previous day. The implied volatity was 30.93, the open interest changed by 8 which increased total open position to 24


On 1 Nov MRF was trading at 123330.30. The strike last trading price was 3195.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 31 Oct MRF was trading at 122524.45. The strike last trading price was 3195.45, which was 1344.90 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 1850.55, 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 1850.55, 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 1850.55, 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 1850.55, 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 1850.55, 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 1850.55, 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 1850.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to