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

123509.9 559.30 (0.45%)

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Historical option data for MRF

21 Nov 2024 04:01 PM IST
MRF 28NOV2024 122500 CE
Delta: 0.66
Vega: 62.89
Theta: -102.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 123509.90 1913.25 302.90 18.02 173 28 76
20 Nov 122950.60 1610.35 0.00 16.62 451 -50 49
19 Nov 122950.60 1610.35 518.65 16.62 451 -49 49
18 Nov 120861.10 1091.7 -180.65 20.38 44 -6 99
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
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 0.66

Historical price for 122500 CE is as follows

On 21 Nov MRF was trading at 123509.90. The strike last trading price was 1913.25, which was 302.90 higher than the previous day. The implied volatity was 18.02, the open interest changed by 28 which increased total open position to 76


On 20 Nov MRF was trading at 122950.60. The strike last trading price was 1610.35, which was 0.00 lower than the previous day. The implied volatity was 16.62, the open interest changed by -50 which decreased total open position to 49


On 19 Nov MRF was trading at 122950.60. The strike last trading price was 1610.35, which was 518.65 higher than the previous day. The implied volatity was 16.62, the open interest changed by -49 which decreased total open position to 49


On 18 Nov MRF was trading at 120861.10. The strike last trading price was 1091.7, which was -180.65 lower than the previous day. The implied volatity was 20.38, the open interest changed by -6 which decreased total open position to 99


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: -0.37
Vega: 64.59
Theta: -90.29
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 123509.90 992.95 -287.05 22.35 281 21 83
20 Nov 122950.60 1280 0.00 20.48 190 17 61
19 Nov 122950.60 1280 -830.35 20.48 190 16 61
18 Nov 120861.10 2110.35 0.00 0.00 0 6 0
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 -0.37

Historical price for 122500 PE is as follows

On 21 Nov MRF was trading at 123509.90. The strike last trading price was 992.95, which was -287.05 lower than the previous day. The implied volatity was 22.35, the open interest changed by 21 which increased total open position to 83


On 20 Nov MRF was trading at 122950.60. The strike last trading price was 1280, which was 0.00 lower than the previous day. The implied volatity was 20.48, the open interest changed by 17 which increased total open position to 61


On 19 Nov MRF was trading at 122950.60. The strike last trading price was 1280, which was -830.35 lower than the previous day. The implied volatity was 20.48, the open interest changed by 16 which increased total open position to 61


On 18 Nov MRF was trading at 120861.10. The strike last trading price was 2110.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


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