MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 122500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 90.60
Theta: -77.48
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 120551.75 | 1272.35 | -135.65 | 20.07 | 26 | 3 | 106 | |||
| 13 Nov | 120483.70 | 1408 | -71.65 | 20.19 | 70 | 6 | 104 | |||
| 12 Nov | 120924.15 | 1479.65 | -1247.50 | 18.96 | 177 | 50 | 116 | |||
| 11 Nov | 123045.60 | 2727.15 | 1417.15 | 22.05 | 378 | 34 | 65 | |||
| 8 Nov | 119354.30 | 1310 | -1489.90 | 21.65 | 24 | 3 | 31 | |||
| 7 Nov | 121025.95 | 2799.9 | -53.70 | 26.79 | 29 | -2 | 28 | |||
| 6 Nov | 121613.55 | 2853.6 | 293.60 | 23.60 | 19 | -6 | 30 | |||
| 5 Nov | 119530.15 | 2560 | -1037.70 | 28.50 | 18 | 3 | 36 | |||
| 4 Nov | 120876.75 | 3597.7 | -14490.40 | 33.47 | 41 | 33 | 33 | |||
| 1 Nov | 123330.30 | 18088.1 | 18088.10 | - | 0 | 0 | 0 | |||
| 31 Oct | 122524.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 121989.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 122500 expiring on 28NOV2024
Delta for 122500 CE is 0.39
Historical price for 122500 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1272.35, which was -135.65 lower than the previous day. The implied volatity was 20.07, the open interest changed by 3 which increased total open position to 106
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1408, which was -71.65 lower than the previous day. The implied volatity was 20.19, the open interest changed by 6 which increased total open position to 104
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 1479.65, which was -1247.50 lower than the previous day. The implied volatity was 18.96, the open interest changed by 50 which increased total open position to 116
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 2727.15, which was 1417.15 higher than the previous day. The implied volatity was 22.05, the open interest changed by 34 which increased total open position to 65
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 1310, which was -1489.90 lower than the previous day. The implied volatity was 21.65, the open interest changed by 3 which increased total open position to 31
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 2799.9, which was -53.70 lower than the previous day. The implied volatity was 26.79, the open interest changed by -2 which decreased total open position to 28
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 2853.6, which was 293.60 higher than the previous day. The implied volatity was 23.60, the open interest changed by -6 which decreased total open position to 30
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 2560, which was -1037.70 lower than the previous day. The implied volatity was 28.50, the open interest changed by 3 which increased total open position to 36
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 3597.7, which was -14490.40 lower than the previous day. The implied volatity was 33.47, the open interest changed by 33 which increased total open position to 33
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 18088.1, which was 18088.10 higher than the previous day. The implied volatity was -, 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 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 122500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 85.67
Theta: -18.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 2110.35 | -1189.95 | 13.39 | 9 | 2 | 41 |
| 13 Nov | 120483.70 | 3300.3 | 821.45 | 26.62 | 2 | 0 | 40 |
| 12 Nov | 120924.15 | 2478.85 | 516.50 | 19.31 | 53 | -10 | 40 |
| 11 Nov | 123045.60 | 1962.35 | -3975.40 | 22.10 | 174 | 44 | 51 |
| 8 Nov | 119354.30 | 5937.75 | 1637.75 | 39.48 | 4 | 0 | 3 |
| 7 Nov | 121025.95 | 4300 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 121613.55 | 4300 | -927.05 | 36.10 | 1 | 0 | 3 |
| 5 Nov | 119530.15 | 5227.05 | 984.75 | 34.60 | 1 | 0 | 3 |
| 4 Nov | 120876.75 | 4242.3 | 3604.85 | 29.18 | 3 | 2 | 2 |
| 1 Nov | 123330.30 | 637.45 | 637.45 | 1.13 | 0 | 0 | 0 |
| 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 122500 expiring on 28NOV2024
Delta for 122500 PE is -0.67
Historical price for 122500 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 2110.35, which was -1189.95 lower than the previous day. The implied volatity was 13.39, the open interest changed by 2 which increased total open position to 41
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 3300.3, which was 821.45 higher than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 40
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 2478.85, which was 516.50 higher than the previous day. The implied volatity was 19.31, the open interest changed by -10 which decreased total open position to 40
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1962.35, which was -3975.40 lower than the previous day. The implied volatity was 22.10, the open interest changed by 44 which increased total open position to 51
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 5937.75, which was 1637.75 higher than the previous day. The implied volatity was 39.48, the open interest changed by 0 which decreased total open position to 3
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 4300, 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 6 Nov MRF was trading at 121613.55. The strike last trading price was 4300, which was -927.05 lower than the previous day. The implied volatity was 36.10, the open interest changed by 0 which decreased total open position to 3
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 5227.05, which was 984.75 higher than the previous day. The implied volatity was 34.60, the open interest changed by 0 which decreased total open position to 3
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 4242.3, which was 3604.85 higher than the previous day. The implied volatity was 29.18, the open interest changed by 2 which increased total open position to 2
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 637.45, which was 637.45 higher than the previous day. The implied volatity was 1.13, 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 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
