MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 123000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 87.27
Theta: -72.62
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 120551.75 | 1063.5 | -158.00 | 19.71 | 270 | 44 | 413 | |||
| 13 Nov | 120483.70 | 1221.5 | -57.00 | 20.17 | 247 | 4 | 364 | |||
| 12 Nov | 120924.15 | 1278.5 | -1046.50 | 18.90 | 967 | 89 | 362 | |||
| 11 Nov | 123045.60 | 2325 | 1295.20 | 20.72 | 2,085 | 104 | 283 | |||
| 8 Nov | 119354.30 | 1029.8 | -1560.30 | 20.33 | 298 | 20 | 181 | |||
| 7 Nov | 121025.95 | 2590.1 | -59.95 | 26.87 | 100 | 20 | 159 | |||
| 6 Nov | 121613.55 | 2650.05 | 168.85 | 23.89 | 146 | 9 | 139 | |||
| 5 Nov | 119530.15 | 2481.2 | -834.05 | 29.26 | 270 | 38 | 135 | |||
| 4 Nov | 120876.75 | 3315.25 | -684.80 | 32.91 | 130 | 48 | 97 | |||
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| 1 Nov | 123330.30 | 4000.05 | 49.65 | 25.00 | 33 | 17 | 52 | |||
| 31 Oct | 122524.45 | 3950.4 | -102.05 | - | 62 | 27 | 33 | |||
| 30 Oct | 121989.35 | 4052.45 | 763.00 | - | 2 | 0 | 5 | |||
| 29 Oct | 122507.85 | 3289.45 | -710.55 | - | 10 | 4 | 5 | |||
| 28 Oct | 123090.95 | 4000 | -11703.60 | - | 1 | 0 | 0 | |||
| 25 Oct | 122751.80 | 15703.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 124131.20 | 15703.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 125493.95 | 15703.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 15703.6 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 123000 expiring on 28NOV2024
Delta for 123000 CE is 0.35
Historical price for 123000 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1063.5, which was -158.00 lower than the previous day. The implied volatity was 19.71, the open interest changed by 44 which increased total open position to 413
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1221.5, which was -57.00 lower than the previous day. The implied volatity was 20.17, the open interest changed by 4 which increased total open position to 364
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 1278.5, which was -1046.50 lower than the previous day. The implied volatity was 18.90, the open interest changed by 89 which increased total open position to 362
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 2325, which was 1295.20 higher than the previous day. The implied volatity was 20.72, the open interest changed by 104 which increased total open position to 283
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 1029.8, which was -1560.30 lower than the previous day. The implied volatity was 20.33, the open interest changed by 20 which increased total open position to 181
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 2590.1, which was -59.95 lower than the previous day. The implied volatity was 26.87, the open interest changed by 20 which increased total open position to 159
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 2650.05, which was 168.85 higher than the previous day. The implied volatity was 23.89, the open interest changed by 9 which increased total open position to 139
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 2481.2, which was -834.05 lower than the previous day. The implied volatity was 29.26, the open interest changed by 38 which increased total open position to 135
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 3315.25, which was -684.80 lower than the previous day. The implied volatity was 32.91, the open interest changed by 48 which increased total open position to 97
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 4000.05, which was 49.65 higher than the previous day. The implied volatity was 25.00, the open interest changed by 17 which increased total open position to 52
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 3950.4, which was -102.05 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 4052.45, which was 763.00 higher 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 3289.45, which was -710.55 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 4000, which was -11703.60 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 15703.6, 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 15703.6, 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 15703.6, 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 15703.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 123000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 88.80
Theta: -48.34
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 3204.95 | 282.90 | 22.13 | 11 | 2 | 153 |
| 13 Nov | 120483.70 | 2922.05 | 172.10 | 19.36 | 129 | -3 | 151 |
| 12 Nov | 120924.15 | 2749.95 | 473.90 | 19.00 | 424 | 1 | 154 |
| 11 Nov | 123045.60 | 2276.05 | -4022.45 | 22.83 | 661 | 109 | 152 |
| 8 Nov | 119354.30 | 6298.5 | 2520.50 | 39.95 | 6 | 0 | 42 |
| 7 Nov | 121025.95 | 3778 | 0.00 | 0.00 | 0 | 4 | 0 |
| 6 Nov | 121613.55 | 3778 | -1357.10 | 29.82 | 19 | 4 | 42 |
| 5 Nov | 119530.15 | 5135.1 | 12.00 | 31.58 | 13 | -1 | 38 |
| 4 Nov | 120876.75 | 5123.1 | 1229.15 | 34.25 | 67 | 22 | 34 |
| 1 Nov | 123330.30 | 3893.95 | 213.20 | 33.94 | 1 | 0 | 11 |
| 31 Oct | 122524.45 | 3680.75 | 1610.60 | - | 22 | 9 | 9 |
| 30 Oct | 121989.35 | 2070.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 122507.85 | 2070.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 123090.95 | 2070.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 2070.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 124131.20 | 2070.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 125493.95 | 2070.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 126407.25 | 2070.15 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 123000 expiring on 28NOV2024
Delta for 123000 PE is -0.63
Historical price for 123000 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 3204.95, which was 282.90 higher than the previous day. The implied volatity was 22.13, the open interest changed by 2 which increased total open position to 153
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 2922.05, which was 172.10 higher than the previous day. The implied volatity was 19.36, the open interest changed by -3 which decreased total open position to 151
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 2749.95, which was 473.90 higher than the previous day. The implied volatity was 19.00, the open interest changed by 1 which increased total open position to 154
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 2276.05, which was -4022.45 lower than the previous day. The implied volatity was 22.83, the open interest changed by 109 which increased total open position to 152
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 6298.5, which was 2520.50 higher than the previous day. The implied volatity was 39.95, the open interest changed by 0 which decreased total open position to 42
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 3778, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 3778, which was -1357.10 lower than the previous day. The implied volatity was 29.82, the open interest changed by 4 which increased total open position to 42
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 5135.1, which was 12.00 higher than the previous day. The implied volatity was 31.58, the open interest changed by -1 which decreased total open position to 38
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 5123.1, which was 1229.15 higher than the previous day. The implied volatity was 34.25, the open interest changed by 22 which increased total open position to 34
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 3893.95, which was 213.20 higher than the previous day. The implied volatity was 33.94, the open interest changed by 0 which decreased total open position to 11
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 3680.75, which was 1610.60 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 2070.15, 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 2070.15, 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 2070.15, 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 2070.15, 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 2070.15, 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 2070.15, 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 2070.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
