MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 124500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 73.82
Theta: -60.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 120551.75 | 659.95 | -135.05 | 19.89 | 24 | -13 | 75 | |||
| 13 Nov | 120483.70 | 795 | -34.80 | 20.45 | 34 | 6 | 87 | |||
| 12 Nov | 120924.15 | 829.8 | -852.40 | 19.20 | 129 | -4 | 85 | |||
| 11 Nov | 123045.60 | 1682.2 | 853.75 | 21.10 | 524 | 59 | 89 | |||
| 8 Nov | 119354.30 | 828.45 | -1021.55 | 22.17 | 124 | 16 | 31 | |||
| 7 Nov | 121025.95 | 1850 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 121613.55 | 1850 | -1215.85 | 23.10 | 10 | 5 | 20 | |||
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| 5 Nov | 119530.15 | 3065.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 120876.75 | 3065.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 123330.30 | 3065.85 | 0.00 | 0.00 | 0 | 0 | 15 | |||
| 31 Oct | 122524.45 | 3065.85 | -13776.10 | - | 15 | 0 | 0 | |||
| 30 Oct | 121989.35 | 16841.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 122507.85 | 16841.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 123090.95 | 16841.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 122751.80 | 16841.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 124131.20 | 16841.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 125493.95 | 16841.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 16841.95 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 124500 expiring on 28NOV2024
Delta for 124500 CE is 0.24
Historical price for 124500 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 659.95, which was -135.05 lower than the previous day. The implied volatity was 19.89, the open interest changed by -13 which decreased total open position to 75
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 795, which was -34.80 lower than the previous day. The implied volatity was 20.45, the open interest changed by 6 which increased total open position to 87
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 829.8, which was -852.40 lower than the previous day. The implied volatity was 19.20, the open interest changed by -4 which decreased total open position to 85
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1682.2, which was 853.75 higher than the previous day. The implied volatity was 21.10, the open interest changed by 59 which increased total open position to 89
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 828.45, which was -1021.55 lower than the previous day. The implied volatity was 22.17, the open interest changed by 16 which increased total open position to 31
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 1850, 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 1850, which was -1215.85 lower than the previous day. The implied volatity was 23.10, the open interest changed by 5 which increased total open position to 20
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 3065.85, 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 3065.85, 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 3065.85, 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 15
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 3065.85, which was -13776.10 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 16841.95, 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 16841.95, 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 16841.95, 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 16841.95, 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 16841.95, 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 16841.95, 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 16841.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 124500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 75.46
Theta: -30.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 4150 | 150.00 | 20.80 | 2 | 1 | 38 |
| 13 Nov | 120483.70 | 4000 | 688.05 | 19.65 | 1 | 0 | 37 |
| 12 Nov | 120924.15 | 3311.95 | 299.70 | 13.19 | 20 | 5 | 38 |
| 11 Nov | 123045.60 | 3012.25 | -2032.45 | 22.15 | 180 | 34 | 36 |
| 8 Nov | 119354.30 | 5044.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 121025.95 | 5044.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 121613.55 | 5044.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 119530.15 | 5044.7 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Nov | 120876.75 | 5044.7 | 4113.80 | 31.15 | 2 | 0 | 0 |
| 1 Nov | 123330.30 | 930.9 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 122524.45 | 930.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 121989.35 | 930.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 122507.85 | 930.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 123090.95 | 930.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 930.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 124131.20 | 930.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 125493.95 | 930.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 126407.25 | 930.9 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 124500 expiring on 28NOV2024
Delta for 124500 PE is -0.75
Historical price for 124500 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 4150, which was 150.00 higher than the previous day. The implied volatity was 20.80, the open interest changed by 1 which increased total open position to 38
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 4000, which was 688.05 higher than the previous day. The implied volatity was 19.65, the open interest changed by 0 which decreased total open position to 37
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 3311.95, which was 299.70 higher than the previous day. The implied volatity was 13.19, the open interest changed by 5 which increased total open position to 38
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 3012.25, which was -2032.45 lower than the previous day. The implied volatity was 22.15, the open interest changed by 34 which increased total open position to 36
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 5044.7, 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 7 Nov MRF was trading at 121025.95. The strike last trading price was 5044.7, 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 5044.7, 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 5 Nov MRF was trading at 119530.15. The strike last trading price was 5044.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 5044.7, which was 4113.80 higher than the previous day. The implied volatity was 31.15, 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 930.9, 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 31 Oct MRF was trading at 122524.45. The strike last trading price was 930.9, 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 30 Oct MRF was trading at 121989.35. The strike last trading price was 930.9, 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 29 Oct MRF was trading at 122507.85. The strike last trading price was 930.9, 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 28 Oct MRF was trading at 123090.95. The strike last trading price was 930.9, 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 25 Oct MRF was trading at 122751.80. The strike last trading price was 930.9, 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 930.9, 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 930.9, 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 930.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
