MRF
Mrf Ltd
Historical option data for MRF
21 Nov 2024 04:11 PM IST
| MRF 28NOV2024 124000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 67.97
Theta: -103.96
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 123509.90 | 1100.05 | 173.40 | 18.22 | 541 | 35 | 167 | |||
| 20 Nov | 122950.60 | 926.65 | 0.00 | 17.07 | 685 | -45 | 131 | |||
| 19 Nov | 122950.60 | 926.65 | 388.95 | 17.07 | 685 | -46 | 131 | |||
| 18 Nov | 120861.10 | 537.7 | -247.30 | 18.96 | 80 | 0 | 178 | |||
| 14 Nov | 120551.75 | 785 | -134.95 | 19.92 | 193 | 17 | 177 | |||
| 13 Nov | 120483.70 | 919.95 | -20.90 | 20.34 | 224 | -20 | 160 | |||
| 12 Nov | 120924.15 | 940.85 | -937.35 | 18.86 | 686 | 38 | 186 | |||
| 11 Nov | 123045.60 | 1878.2 | 899.90 | 20.97 | 1,658 | 112 | 147 | |||
| 8 Nov | 119354.30 | 978.3 | -1091.70 | 22.56 | 65 | 30 | 34 | |||
| 7 Nov | 121025.95 | 2070 | 0.00 | 25.83 | 2 | 1 | 3 | |||
|
|
||||||||||
| 6 Nov | 121613.55 | 2070 | -12889.35 | 22.98 | 5 | 2 | 2 | |||
| 5 Nov | 119530.15 | 14959.35 | 0.00 | 2.52 | 0 | 0 | 0 | |||
| 4 Nov | 120876.75 | 14959.35 | 0.00 | 1.47 | 0 | 0 | 0 | |||
| 1 Nov | 123330.30 | 14959.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 122524.45 | 14959.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 121989.35 | 14959.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 122507.85 | 14959.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 123090.95 | 14959.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 122751.80 | 14959.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 124131.20 | 14959.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 125493.95 | 14959.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 14959.35 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 124000 expiring on 28NOV2024
Delta for 124000 CE is 0.47
Historical price for 124000 CE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 1100.05, which was 173.40 higher than the previous day. The implied volatity was 18.22, the open interest changed by 35 which increased total open position to 167
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 926.65, which was 0.00 lower than the previous day. The implied volatity was 17.07, the open interest changed by -45 which decreased total open position to 131
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 926.65, which was 388.95 higher than the previous day. The implied volatity was 17.07, the open interest changed by -46 which decreased total open position to 131
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 537.7, which was -247.30 lower than the previous day. The implied volatity was 18.96, the open interest changed by 0 which decreased total open position to 178
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 785, which was -134.95 lower than the previous day. The implied volatity was 19.92, the open interest changed by 17 which increased total open position to 177
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 919.95, which was -20.90 lower than the previous day. The implied volatity was 20.34, the open interest changed by -20 which decreased total open position to 160
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 940.85, which was -937.35 lower than the previous day. The implied volatity was 18.86, the open interest changed by 38 which increased total open position to 186
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1878.2, which was 899.90 higher than the previous day. The implied volatity was 20.97, the open interest changed by 112 which increased total open position to 147
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 978.3, which was -1091.70 lower than the previous day. The implied volatity was 22.56, the open interest changed by 30 which increased total open position to 34
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 2070, which was 0.00 lower than the previous day. The implied volatity was 25.83, the open interest changed by 1 which increased total open position to 3
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 2070, which was -12889.35 lower than the previous day. The implied volatity was 22.98, the open interest changed by 2 which increased total open position to 2
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 14959.35, which was 0.00 lower than the previous day. The implied volatity was 2.52, 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 14959.35, which was 0.00 lower than the previous day. The implied volatity was 1.47, 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 14959.35, 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 14959.35, 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 14959.35, 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 14959.35, 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 14959.35, 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 14959.35, 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 14959.35, 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 14959.35, 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 14959.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 124000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 68.09
Theta: -94.78
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 123509.90 | 1741 | -339.00 | 23.23 | 75 | 14 | 55 |
| 20 Nov | 122950.60 | 2080 | 0.00 | 20.79 | 162 | -33 | 42 |
| 19 Nov | 122950.60 | 2080 | -1348.60 | 20.79 | 162 | -32 | 42 |
| 18 Nov | 120861.10 | 3428.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 120551.75 | 3428.6 | 0.00 | 0.00 | 0 | 16 | 0 |
| 13 Nov | 120483.70 | 3428.6 | -20.65 | 17.16 | 24 | 18 | 76 |
| 12 Nov | 120924.15 | 3449.25 | 679.25 | 19.42 | 211 | 0 | 61 |
| 11 Nov | 123045.60 | 2770 | -3993.00 | 22.57 | 328 | 40 | 61 |
| 8 Nov | 119354.30 | 6763 | 1162.90 | 38.25 | 3 | 0 | 20 |
| 7 Nov | 121025.95 | 5600.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 121613.55 | 5600.1 | 0.00 | 0.00 | 0 | 9 | 0 |
| 5 Nov | 119530.15 | 5600.1 | 295.30 | 30.14 | 20 | 9 | 20 |
| 4 Nov | 120876.75 | 5304.8 | 1304.80 | 30.83 | 12 | 0 | 3 |
| 1 Nov | 123330.30 | 4000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 122524.45 | 4000 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 121989.35 | 4000 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 122507.85 | 4000 | 0.00 | - | 0 | 1 | 0 |
| 28 Oct | 123090.95 | 4000 | 1692.10 | - | 1 | 2 | 2 |
| 25 Oct | 122751.80 | 2307.9 | 0.00 | - | 2 | 0 | 0 |
| 24 Oct | 124131.20 | 2307.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 125493.95 | 2307.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 126407.25 | 2307.9 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 124000 expiring on 28NOV2024
Delta for 124000 PE is -0.52
Historical price for 124000 PE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 1741, which was -339.00 lower than the previous day. The implied volatity was 23.23, the open interest changed by 14 which increased total open position to 55
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 2080, which was 0.00 lower than the previous day. The implied volatity was 20.79, the open interest changed by -33 which decreased total open position to 42
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 2080, which was -1348.60 lower than the previous day. The implied volatity was 20.79, the open interest changed by -32 which decreased total open position to 42
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 3428.6, 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 3428.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 3428.6, which was -20.65 lower than the previous day. The implied volatity was 17.16, the open interest changed by 18 which increased total open position to 76
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 3449.25, which was 679.25 higher than the previous day. The implied volatity was 19.42, the open interest changed by 0 which decreased total open position to 61
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 2770, which was -3993.00 lower than the previous day. The implied volatity was 22.57, the open interest changed by 40 which increased total open position to 61
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 6763, which was 1162.90 higher than the previous day. The implied volatity was 38.25, the open interest changed by 0 which decreased total open position to 20
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 5600.1, 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 5600.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 5600.1, which was 295.30 higher than the previous day. The implied volatity was 30.14, the open interest changed by 9 which increased total open position to 20
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 5304.8, which was 1304.80 higher than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 3
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 4000, 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 31 Oct MRF was trading at 122524.45. The strike last trading price was 4000, 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 4000, 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 4000, 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 4000, which was 1692.10 higher 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 2307.9, 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 2307.9, 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 2307.9, 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 2307.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
