MRF
Mrf Ltd
Historical option data for MRF
21 Nov 2024 04:11 PM IST
| MRF 28NOV2024 122000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 54.26
Theta: -82.93
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 123509.90 | 2080.8 | 99.30 | 14.99 | 282 | 12 | 127 | |||
| 20 Nov | 122950.60 | 1981.5 | 0.00 | 17.60 | 1,024 | -90 | 114 | |||
| 19 Nov | 122950.60 | 1981.5 | 781.50 | 17.60 | 1,024 | -91 | 114 | |||
| 18 Nov | 120861.10 | 1200 | -250.00 | 19.23 | 214 | -3 | 206 | |||
| 14 Nov | 120551.75 | 1450 | -148.95 | 19.87 | 385 | -6 | 213 | |||
| 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 | |||
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| 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 0.75
Historical price for 122000 CE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 2080.8, which was 99.30 higher than the previous day. The implied volatity was 14.99, the open interest changed by 12 which increased total open position to 127
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 1981.5, which was 0.00 lower than the previous day. The implied volatity was 17.60, the open interest changed by -90 which decreased total open position to 114
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 1981.5, which was 781.50 higher than the previous day. The implied volatity was 17.60, the open interest changed by -91 which decreased total open position to 114
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 1200, which was -250.00 lower than the previous day. The implied volatity was 19.23, the open interest changed by -3 which decreased total open position to 206
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1450, which was -148.95 lower than the previous day. The implied volatity was 19.87, the open interest changed by -6 which decreased total open position to 213
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: -0.33
Vega: 61.97
Theta: -93.41
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 123509.90 | 897 | -188.70 | 23.68 | 843 | 70 | 213 |
| 20 Nov | 122950.60 | 1085.7 | 0.00 | 20.67 | 686 | -8 | 142 |
| 19 Nov | 122950.60 | 1085.7 | -1522.35 | 20.67 | 686 | -9 | 142 |
| 18 Nov | 120861.10 | 2608.05 | 203.05 | 27.73 | 15 | 2 | 151 |
| 14 Nov | 120551.75 | 2405 | -30.70 | 20.12 | 27 | 0 | 148 |
| 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 -0.33
Historical price for 122000 PE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 897, which was -188.70 lower than the previous day. The implied volatity was 23.68, the open interest changed by 70 which increased total open position to 213
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 1085.7, which was 0.00 lower than the previous day. The implied volatity was 20.67, the open interest changed by -8 which decreased total open position to 142
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 1085.7, which was -1522.35 lower than the previous day. The implied volatity was 20.67, the open interest changed by -9 which decreased total open position to 142
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 2608.05, which was 203.05 higher than the previous day. The implied volatity was 27.73, the open interest changed by 2 which increased total open position to 151
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 2405, which was -30.70 lower than the previous day. The implied volatity was 20.12, the open interest changed by 0 which decreased total open position to 148
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
