MRF
Mrf Ltd
Historical option data for MRF
03 Dec 2024 04:11 PM IST
| MRF 26DEC2024 123000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 125585.05 | 4293.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 125359.35 | 4293.95 | -196.05 | 19.21 | 4 | -1 | 4 | |||
| 29 Nov | 125251.30 | 4490 | 857.10 | 21.38 | 4 | 1 | 5 | |||
| 28 Nov | 123662.35 | 3632.9 | -1226.85 | 20.69 | 4 | 1 | 3 | |||
| 27 Nov | 124534.20 | 4859.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 124492.35 | 4859.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 124597.00 | 4859.75 | -14440.15 | 22.07 | 10 | 3 | 3 | |||
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| 21 Nov | 123509.90 | 19299.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 122950.60 | 19299.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 122950.60 | 19299.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 120861.10 | 19299.9 | 0.00 | 0.57 | 0 | 0 | 0 | |||
| 14 Nov | 120551.75 | 19299.9 | 0.00 | 0.60 | 0 | 0 | 0 | |||
| 13 Nov | 120483.70 | 19299.9 | 0.00 | 0.48 | 0 | 0 | 0 | |||
| 4 Nov | 120876.75 | 19299.9 | 19299.90 | - | 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 123000 expiring on 26DEC2024
Delta for 123000 CE is 0.00
Historical price for 123000 CE is as follows
On 3 Dec MRF was trading at 125585.05. The strike last trading price was 4293.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Dec MRF was trading at 125359.35. The strike last trading price was 4293.95, which was -196.05 lower than the previous day. The implied volatity was 19.21, the open interest changed by -1 which decreased total open position to 4
On 29 Nov MRF was trading at 125251.30. The strike last trading price was 4490, which was 857.10 higher than the previous day. The implied volatity was 21.38, the open interest changed by 1 which increased total open position to 5
On 28 Nov MRF was trading at 123662.35. The strike last trading price was 3632.9, which was -1226.85 lower than the previous day. The implied volatity was 20.69, the open interest changed by 1 which increased total open position to 3
On 27 Nov MRF was trading at 124534.20. The strike last trading price was 4859.75, 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 25 Nov MRF was trading at 124492.35. The strike last trading price was 4859.75, 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 22 Nov MRF was trading at 124597.00. The strike last trading price was 4859.75, which was -14440.15 lower than the previous day. The implied volatity was 22.07, the open interest changed by 3 which increased total open position to 3
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 19299.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 19299.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 19299.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 19299.9, which was 0.00 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 19299.9, which was 0.00 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 19299.9, which was 0.00 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 19299.9, which was 19299.90 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 26DEC2024 123000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 104.80
Theta: -32.64
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 125585.05 | 1005 | -295.00 | 18.57 | 29 | 9 | 72 |
| 2 Dec | 125359.35 | 1300 | -260.00 | 20.22 | 18 | 5 | 63 |
| 29 Nov | 125251.30 | 1560 | -650.00 | 20.81 | 81 | 18 | 59 |
| 28 Nov | 123662.35 | 2210 | 260.00 | 21.42 | 24 | 15 | 41 |
| 27 Nov | 124534.20 | 1950 | -1170.00 | 23.19 | 25 | 12 | 16 |
| 25 Nov | 124492.35 | 3120 | 0.20 | 30.65 | 1 | 0 | 3 |
| 22 Nov | 124597.00 | 3119.8 | 0.00 | 29.03 | 1 | 0 | 3 |
| 21 Nov | 123509.90 | 3119.8 | 1890.40 | 24.97 | 3 | 2 | 2 |
| 20 Nov | 122950.60 | 1229.4 | 0.00 | 0.70 | 0 | 0 | 0 |
| 19 Nov | 122950.60 | 1229.4 | 0.00 | 0.70 | 0 | 0 | 0 |
| 18 Nov | 120861.10 | 1229.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 120551.75 | 1229.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 120483.70 | 1229.4 | 1229.40 | - | 0 | 0 | 0 |
| 4 Nov | 120876.75 | 0 | 0.00 | - | 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 123000 expiring on 26DEC2024
Delta for 123000 PE is -0.27
Historical price for 123000 PE is as follows
On 3 Dec MRF was trading at 125585.05. The strike last trading price was 1005, which was -295.00 lower than the previous day. The implied volatity was 18.57, the open interest changed by 9 which increased total open position to 72
On 2 Dec MRF was trading at 125359.35. The strike last trading price was 1300, which was -260.00 lower than the previous day. The implied volatity was 20.22, the open interest changed by 5 which increased total open position to 63
On 29 Nov MRF was trading at 125251.30. The strike last trading price was 1560, which was -650.00 lower than the previous day. The implied volatity was 20.81, the open interest changed by 18 which increased total open position to 59
On 28 Nov MRF was trading at 123662.35. The strike last trading price was 2210, which was 260.00 higher than the previous day. The implied volatity was 21.42, the open interest changed by 15 which increased total open position to 41
On 27 Nov MRF was trading at 124534.20. The strike last trading price was 1950, which was -1170.00 lower than the previous day. The implied volatity was 23.19, the open interest changed by 12 which increased total open position to 16
On 25 Nov MRF was trading at 124492.35. The strike last trading price was 3120, which was 0.20 higher than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 3
On 22 Nov MRF was trading at 124597.00. The strike last trading price was 3119.8, which was 0.00 lower than the previous day. The implied volatity was 29.03, the open interest changed by 0 which decreased total open position to 3
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 3119.8, which was 1890.40 higher than the previous day. The implied volatity was 24.97, the open interest changed by 2 which increased total open position to 2
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 1229.4, which was 0.00 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 1229.4, which was 0.00 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 1229.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1229.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1229.4, which was 1229.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov MRF was trading at 120876.75. 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 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
