MRF
Mrf Ltd
Historical option data for MRF
21 Nov 2024 04:11 PM IST
| MRF 28NOV2024 123500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 68.03
Theta: -112.57
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 123509.90 | 1435 | 428.70 | 19.56 | 334 | 44 | 129 | |||
|
|
||||||||||
| 20 Nov | 122950.60 | 1006.3 | 0.00 | 15.38 | 367 | -17 | 89 | |||
| 19 Nov | 122950.60 | 1006.3 | 266.85 | 15.38 | 367 | -13 | 89 | |||
| 18 Nov | 120861.10 | 739.45 | -260.55 | 20.06 | 32 | -3 | 99 | |||
| 14 Nov | 120551.75 | 1000 | -36.70 | 20.82 | 110 | -14 | 99 | |||
| 13 Nov | 120483.70 | 1036.7 | -3.35 | 19.97 | 136 | -13 | 109 | |||
| 12 Nov | 120924.15 | 1040.05 | -1066.50 | 18.24 | 341 | 31 | 122 | |||
| 11 Nov | 123045.60 | 2106.55 | 1119.60 | 20.98 | 1,177 | 44 | 91 | |||
| 8 Nov | 119354.30 | 986.95 | -1404.40 | 21.29 | 37 | 13 | 46 | |||
| 7 Nov | 121025.95 | 2391.35 | -80.95 | 26.95 | 12 | 2 | 31 | |||
| 6 Nov | 121613.55 | 2472.3 | -1228.00 | 24.28 | 10 | 1 | 29 | |||
| 5 Nov | 119530.15 | 3700.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 120876.75 | 3700.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 123330.30 | 3700.3 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 31 Oct | 122524.45 | 3700.3 | 50.30 | - | 5 | 2 | 27 | |||
| 30 Oct | 121989.35 | 3650 | 119.80 | - | 24 | 11 | 25 | |||
| 29 Oct | 122507.85 | 3530.2 | -820.15 | - | 15 | 10 | 15 | |||
| 28 Oct | 123090.95 | 4350.35 | -1151.25 | - | 4 | 4 | 4 | |||
| 25 Oct | 122751.80 | 5501.6 | -12194.85 | - | 1 | 0 | 0 | |||
| 24 Oct | 124131.20 | 17696.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 125493.95 | 17696.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 17696.45 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 123500 expiring on 28NOV2024
Delta for 123500 CE is 0.53
Historical price for 123500 CE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 1435, which was 428.70 higher than the previous day. The implied volatity was 19.56, the open interest changed by 44 which increased total open position to 129
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 1006.3, which was 0.00 lower than the previous day. The implied volatity was 15.38, the open interest changed by -17 which decreased total open position to 89
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 1006.3, which was 266.85 higher than the previous day. The implied volatity was 15.38, the open interest changed by -13 which decreased total open position to 89
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 739.45, which was -260.55 lower than the previous day. The implied volatity was 20.06, the open interest changed by -3 which decreased total open position to 99
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1000, which was -36.70 lower than the previous day. The implied volatity was 20.82, the open interest changed by -14 which decreased total open position to 99
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1036.7, which was -3.35 lower than the previous day. The implied volatity was 19.97, the open interest changed by -13 which decreased total open position to 109
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 1040.05, which was -1066.50 lower than the previous day. The implied volatity was 18.24, the open interest changed by 31 which increased total open position to 122
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 2106.55, which was 1119.60 higher than the previous day. The implied volatity was 20.98, the open interest changed by 44 which increased total open position to 91
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 986.95, which was -1404.40 lower than the previous day. The implied volatity was 21.29, the open interest changed by 13 which increased total open position to 46
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 2391.35, which was -80.95 lower than the previous day. The implied volatity was 26.95, the open interest changed by 2 which increased total open position to 31
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 2472.3, which was -1228.00 lower than the previous day. The implied volatity was 24.28, the open interest changed by 1 which increased total open position to 29
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 3700.3, 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 4 Nov MRF was trading at 120876.75. The strike last trading price was 3700.3, 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 1 Nov MRF was trading at 123330.30. The strike last trading price was 3700.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 3700.3, which was 50.30 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 3650, which was 119.80 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 3530.2, which was -820.15 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 4350.35, which was -1151.25 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 5501.6, which was -12194.85 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 17696.45, 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 17696.45, 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 17696.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 123500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 68.05
Theta: -91.31
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 123509.90 | 1412.75 | -329.75 | 22.16 | 197 | 53 | 97 |
| 20 Nov | 122950.60 | 1742.5 | 0.00 | 20.08 | 246 | -2 | 45 |
| 19 Nov | 122950.60 | 1742.5 | -1757.40 | 20.08 | 246 | -1 | 45 |
| 18 Nov | 120861.10 | 3499.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 120551.75 | 3499.9 | 0.00 | 0.00 | 0 | -4 | 0 |
| 13 Nov | 120483.70 | 3499.9 | 449.80 | 22.09 | 12 | -3 | 47 |
| 12 Nov | 120924.15 | 3050.1 | 530.10 | 18.77 | 299 | 15 | 54 |
| 11 Nov | 123045.60 | 2520 | -3716.70 | 22.75 | 245 | 30 | 39 |
| 8 Nov | 119354.30 | 6236.7 | 5438.75 | 36.38 | 21 | 9 | 9 |
| 7 Nov | 121025.95 | 797.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 121613.55 | 797.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 119530.15 | 797.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 120876.75 | 797.95 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 123330.30 | 797.95 | 0.00 | 0.51 | 0 | 0 | 0 |
| 31 Oct | 122524.45 | 797.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 121989.35 | 797.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 122507.85 | 797.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 123090.95 | 797.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 797.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 124131.20 | 797.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 125493.95 | 797.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 126407.25 | 797.95 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 123500 expiring on 28NOV2024
Delta for 123500 PE is -0.47
Historical price for 123500 PE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 1412.75, which was -329.75 lower than the previous day. The implied volatity was 22.16, the open interest changed by 53 which increased total open position to 97
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 1742.5, which was 0.00 lower than the previous day. The implied volatity was 20.08, the open interest changed by -2 which decreased total open position to 45
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 1742.5, which was -1757.40 lower than the previous day. The implied volatity was 20.08, the open interest changed by -1 which decreased total open position to 45
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 3499.9, 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 14 Nov MRF was trading at 120551.75. The strike last trading price was 3499.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 3499.9, which was 449.80 higher than the previous day. The implied volatity was 22.09, the open interest changed by -3 which decreased total open position to 47
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 3050.1, which was 530.10 higher than the previous day. The implied volatity was 18.77, the open interest changed by 15 which increased total open position to 54
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 2520, which was -3716.70 lower than the previous day. The implied volatity was 22.75, the open interest changed by 30 which increased total open position to 39
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 6236.7, which was 5438.75 higher than the previous day. The implied volatity was 36.38, the open interest changed by 9 which increased total open position to 9
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 797.95, 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 6 Nov MRF was trading at 121613.55. The strike last trading price was 797.95, 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 5 Nov MRF was trading at 119530.15. The strike last trading price was 797.95, 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 4 Nov MRF was trading at 120876.75. The strike last trading price was 797.95, 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 1 Nov MRF was trading at 123330.30. The strike last trading price was 797.95, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 797.95, 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 797.95, 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 797.95, 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 797.95, 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 797.95, 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 797.95, 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 797.95, 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 797.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
