MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 125000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 69.39
Theta: -57.47
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 120551.75 | 585.05 | -65.90 | 20.36 | 1,196 | -81 | 1,041 | |||
| 13 Nov | 120483.70 | 650.95 | -49.50 | 20.11 | 1,056 | 48 | 1,126 | |||
| 12 Nov | 120924.15 | 700.45 | -754.55 | 19.15 | 1,671 | 105 | 1,170 | |||
| 11 Nov | 123045.60 | 1455 | 757.15 | 20.77 | 7,720 | -54 | 1,067 | |||
| 8 Nov | 119354.30 | 697.85 | -1185.60 | 21.84 | 3,195 | 470 | 1,122 | |||
| 7 Nov | 121025.95 | 1883.45 | -16.55 | 27.34 | 443 | 54 | 649 | |||
| 6 Nov | 121613.55 | 1900 | 100.00 | 24.48 | 869 | -83 | 594 | |||
| 5 Nov | 119530.15 | 1800 | -725.00 | 29.20 | 712 | 219 | 679 | |||
| 4 Nov | 120876.75 | 2525 | -675.00 | 32.66 | 381 | 144 | 456 | |||
| 1 Nov | 123330.30 | 3200 | 187.70 | 26.45 | 25 | 17 | 313 | |||
| 31 Oct | 122524.45 | 3012.3 | -74.80 | - | 240 | 97 | 293 | |||
| 30 Oct | 121989.35 | 3087.1 | 87.10 | - | 146 | 63 | 196 | |||
| 29 Oct | 122507.85 | 3000 | -300.00 | - | 122 | 36 | 133 | |||
| 28 Oct | 123090.95 | 3300 | -201.05 | - | 74 | 52 | 97 | |||
| 25 Oct | 122751.80 | 3501.05 | -1087.90 | - | 40 | 18 | 45 | |||
| 24 Oct | 124131.20 | 4588.95 | -9648.95 | - | 31 | 27 | 27 | |||
| 23 Oct | 125493.95 | 14237.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 14237.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 128242.95 | 14237.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 129444.65 | 14237.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 130493.80 | 14237.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 132140.20 | 14237.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 133408.75 | 14237.9 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 125000 expiring on 28NOV2024
Delta for 125000 CE is 0.22
Historical price for 125000 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 585.05, which was -65.90 lower than the previous day. The implied volatity was 20.36, the open interest changed by -81 which decreased total open position to 1041
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 650.95, which was -49.50 lower than the previous day. The implied volatity was 20.11, the open interest changed by 48 which increased total open position to 1126
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 700.45, which was -754.55 lower than the previous day. The implied volatity was 19.15, the open interest changed by 105 which increased total open position to 1170
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1455, which was 757.15 higher than the previous day. The implied volatity was 20.77, the open interest changed by -54 which decreased total open position to 1067
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 697.85, which was -1185.60 lower than the previous day. The implied volatity was 21.84, the open interest changed by 470 which increased total open position to 1122
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 1883.45, which was -16.55 lower than the previous day. The implied volatity was 27.34, the open interest changed by 54 which increased total open position to 649
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 1900, which was 100.00 higher than the previous day. The implied volatity was 24.48, the open interest changed by -83 which decreased total open position to 594
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 1800, which was -725.00 lower than the previous day. The implied volatity was 29.20, the open interest changed by 219 which increased total open position to 679
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 2525, which was -675.00 lower than the previous day. The implied volatity was 32.66, the open interest changed by 144 which increased total open position to 456
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 3200, which was 187.70 higher than the previous day. The implied volatity was 26.45, the open interest changed by 17 which increased total open position to 313
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 3012.3, which was -74.80 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 3087.1, which was 87.10 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 3000, which was -300.00 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 3300, which was -201.05 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 3501.05, which was -1087.90 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 4588.95, which was -9648.95 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 14237.9, 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 14237.9, 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 21 Oct MRF was trading at 128242.95. The strike last trading price was 14237.9, 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 18 Oct MRF was trading at 129444.65. The strike last trading price was 14237.9, 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 16 Oct MRF was trading at 130493.80. The strike last trading price was 14237.9, 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 8 Oct MRF was trading at 132140.20. The strike last trading price was 14237.9, 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 4 Oct MRF was trading at 133408.75. The strike last trading price was 14237.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 125000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 71.57
Theta: -28.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 4580 | -170.00 | 21.42 | 16 | -13 | 261 |
| 13 Nov | 120483.70 | 4750 | 550.10 | 24.34 | 13 | -4 | 275 |
| 12 Nov | 120924.15 | 4199.9 | 809.90 | 19.72 | 334 | 46 | 286 |
| 11 Nov | 123045.60 | 3390 | -2710.00 | 22.89 | 750 | 11 | 247 |
| 8 Nov | 119354.30 | 6100 | 748.25 | 24.08 | 138 | -27 | 236 |
| 7 Nov | 121025.95 | 5351.75 | 501.80 | 30.40 | 55 | 3 | 262 |
| 6 Nov | 121613.55 | 4849.95 | -1749.95 | 29.17 | 104 | 30 | 261 |
| 5 Nov | 119530.15 | 6599.9 | 399.90 | 33.11 | 52 | -6 | 231 |
| 4 Nov | 120876.75 | 6200 | 1388.60 | 33.03 | 78 | 46 | 233 |
| 1 Nov | 123330.30 | 4811.4 | 293.35 | 33.25 | 22 | 21 | 187 |
| 31 Oct | 122524.45 | 4518.05 | -481.95 | - | 56 | 35 | 164 |
| 30 Oct | 121989.35 | 5000 | 77.05 | - | 62 | 12 | 129 |
| 29 Oct | 122507.85 | 4922.95 | 291.45 | - | 94 | 21 | 127 |
| 28 Oct | 123090.95 | 4631.5 | 181.50 | - | 23 | 39 | 106 |
| 25 Oct | 122751.80 | 4450 | 450.00 | - | 44 | 5 | 67 |
| 24 Oct | 124131.20 | 4000 | 530.15 | - | 34 | 24 | 60 |
| 23 Oct | 125493.95 | 3469.85 | 469.85 | - | 22 | 6 | 36 |
| 22 Oct | 126407.25 | 3000 | 1100.00 | - | 9 | 5 | 28 |
| 21 Oct | 128242.95 | 1900 | 101.00 | - | 15 | 8 | 22 |
| 18 Oct | 129444.65 | 1799 | 0.00 | - | 1 | 0 | 13 |
| 16 Oct | 130493.80 | 1799 | 99.00 | - | 11 | 7 | 10 |
| 8 Oct | 132140.20 | 1700 | 100.00 | - | 1 | 0 | 2 |
| 4 Oct | 133408.75 | 1600 | - | 2 | 1 | 1 | |
For Mrf Ltd - strike price 125000 expiring on 28NOV2024
Delta for 125000 PE is -0.77
Historical price for 125000 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 4580, which was -170.00 lower than the previous day. The implied volatity was 21.42, the open interest changed by -13 which decreased total open position to 261
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 4750, which was 550.10 higher than the previous day. The implied volatity was 24.34, the open interest changed by -4 which decreased total open position to 275
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 4199.9, which was 809.90 higher than the previous day. The implied volatity was 19.72, the open interest changed by 46 which increased total open position to 286
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 3390, which was -2710.00 lower than the previous day. The implied volatity was 22.89, the open interest changed by 11 which increased total open position to 247
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 6100, which was 748.25 higher than the previous day. The implied volatity was 24.08, the open interest changed by -27 which decreased total open position to 236
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 5351.75, which was 501.80 higher than the previous day. The implied volatity was 30.40, the open interest changed by 3 which increased total open position to 262
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 4849.95, which was -1749.95 lower than the previous day. The implied volatity was 29.17, the open interest changed by 30 which increased total open position to 261
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 6599.9, which was 399.90 higher than the previous day. The implied volatity was 33.11, the open interest changed by -6 which decreased total open position to 231
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 6200, which was 1388.60 higher than the previous day. The implied volatity was 33.03, the open interest changed by 46 which increased total open position to 233
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 4811.4, which was 293.35 higher than the previous day. The implied volatity was 33.25, the open interest changed by 21 which increased total open position to 187
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 4518.05, which was -481.95 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 5000, which was 77.05 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 4922.95, which was 291.45 higher 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 4631.5, which was 181.50 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 4450, which was 450.00 higher 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 4000, which was 530.15 higher 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 3469.85, which was 469.85 higher 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 3000, which was 1100.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct MRF was trading at 128242.95. The strike last trading price was 1900, which was 101.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct MRF was trading at 129444.65. The strike last trading price was 1799, 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 16 Oct MRF was trading at 130493.80. The strike last trading price was 1799, which was 99.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct MRF was trading at 132140.20. The strike last trading price was 1700, which was 100.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct MRF was trading at 133408.75. The strike last trading price was 1600, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
