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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 04:11 PM IST
MRF 28NOV2024 123000 CE
Delta: 0.59
Vega: 66.38
Theta: -107.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 123509.90 1644.05 292.10 18.59 712 101 312
20 Nov 122950.60 1351.95 0.00 16.77 902 -211 210
19 Nov 122950.60 1351.95 461.95 16.77 902 -212 210
18 Nov 120861.10 890 -173.50 20.03 235 10 421
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
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 0.59

Historical price for 123000 CE is as follows

On 21 Nov MRF was trading at 123509.90. The strike last trading price was 1644.05, which was 292.10 higher than the previous day. The implied volatity was 18.59, the open interest changed by 101 which increased total open position to 312


On 20 Nov MRF was trading at 122950.60. The strike last trading price was 1351.95, which was 0.00 lower than the previous day. The implied volatity was 16.77, the open interest changed by -211 which decreased total open position to 210


On 19 Nov MRF was trading at 122950.60. The strike last trading price was 1351.95, which was 461.95 higher than the previous day. The implied volatity was 16.77, the open interest changed by -212 which decreased total open position to 210


On 18 Nov MRF was trading at 120861.10. The strike last trading price was 890, which was -173.50 lower than the previous day. The implied volatity was 20.03, the open interest changed by 10 which increased total open position to 421


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: -0.43
Vega: 67.02
Theta: -99.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 123509.90 1298.65 -129.35 23.87 810 -2 131
20 Nov 122950.60 1428 0.00 19.36 661 -17 151
19 Nov 122950.60 1428 -1344.00 19.36 661 1 151
18 Nov 120861.10 2772 -432.95 22.03 24 0 151
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 -0.43

Historical price for 123000 PE is as follows

On 21 Nov MRF was trading at 123509.90. The strike last trading price was 1298.65, which was -129.35 lower than the previous day. The implied volatity was 23.87, the open interest changed by -2 which decreased total open position to 131


On 20 Nov MRF was trading at 122950.60. The strike last trading price was 1428, which was 0.00 lower than the previous day. The implied volatity was 19.36, the open interest changed by -17 which decreased total open position to 151


On 19 Nov MRF was trading at 122950.60. The strike last trading price was 1428, which was -1344.00 lower than the previous day. The implied volatity was 19.36, the open interest changed by 1 which increased total open position to 151


On 18 Nov MRF was trading at 120861.10. The strike last trading price was 2772, which was -432.95 lower than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 151


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