MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 125500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 70.63
Theta: -66.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 120551.75 | 699.45 | 129.45 | 23.46 | 8 | -1 | 42 | |||
| 13 Nov | 120483.70 | 570 | -449.70 | 20.41 | 19 | 3 | 42 | |||
| 12 Nov | 120924.15 | 1019.7 | -313.65 | 24.51 | 6 | 1 | 38 | |||
| 11 Nov | 123045.60 | 1333.35 | 758.35 | 21.31 | 204 | 21 | 36 | |||
| 8 Nov | 119354.30 | 575 | -1050.00 | 21.53 | 12 | 3 | 14 | |||
| 7 Nov | 121025.95 | 1625 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 6 Nov | 121613.55 | 1625 | -915.00 | 23.56 | 20 | 10 | 11 | |||
| 5 Nov | 119530.15 | 2540 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 120876.75 | 2540 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 1 Nov | 123330.30 | 2540 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 122524.45 | 2540 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 121989.35 | 2540 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 122507.85 | 2540 | -13463.90 | - | 1 | 0 | 0 | |||
| 28 Oct | 123090.95 | 16003.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 122751.80 | 16003.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 124131.20 | 16003.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 125493.95 | 16003.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 16003.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 128242.95 | 16003.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 129444.65 | 16003.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 130493.80 | 16003.9 | 15974.30 | - | 0 | 0 | 0 | |||
| 8 Oct | 132140.20 | 29.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 133408.75 | 29.6 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 125500 expiring on 28NOV2024
Delta for 125500 CE is 0.22
Historical price for 125500 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 699.45, which was 129.45 higher than the previous day. The implied volatity was 23.46, the open interest changed by -1 which decreased total open position to 42
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 570, which was -449.70 lower than the previous day. The implied volatity was 20.41, the open interest changed by 3 which increased total open position to 42
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 1019.7, which was -313.65 lower than the previous day. The implied volatity was 24.51, the open interest changed by 1 which increased total open position to 38
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1333.35, which was 758.35 higher than the previous day. The implied volatity was 21.31, the open interest changed by 21 which increased total open position to 36
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 575, which was -1050.00 lower than the previous day. The implied volatity was 21.53, the open interest changed by 3 which increased total open position to 14
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 1625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 1625, which was -915.00 lower than the previous day. The implied volatity was 23.56, the open interest changed by 10 which increased total open position to 11
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 2540, 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 2540, 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 2540, 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 2540, 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 2540, 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 2540, which was -13463.90 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 16003.9, 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 16003.9, 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 16003.9, 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 16003.9, 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 16003.9, 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 16003.9, 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 16003.9, 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 16003.9, which was 15974.30 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 29.6, 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 29.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 125500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 70.13
Theta: -31.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 5100 | 1486.10 | 23.22 | 1 | 0 | 13 |
| 13 Nov | 120483.70 | 3613.9 | 0.00 | 0.00 | 0 | -2 | 0 |
| 12 Nov | 120924.15 | 3613.9 | 79.95 | - | 9 | -4 | 13 |
| 11 Nov | 123045.60 | 3533.95 | -4406.90 | 21.15 | 24 | 7 | 13 |
| 8 Nov | 119354.30 | 7940.85 | 1466.75 | 39.31 | 3 | 0 | 3 |
| 7 Nov | 121025.95 | 6474.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 121613.55 | 6474.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 119530.15 | 6474.1 | 0.00 | 0.00 | 0 | 3 | 0 |
| 4 Nov | 120876.75 | 6474.1 | 5393.75 | 32.56 | 3 | 0 | 0 |
| 1 Nov | 123330.30 | 1080.35 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 122524.45 | 1080.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 121989.35 | 1080.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 122507.85 | 1080.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 123090.95 | 1080.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 1080.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 124131.20 | 1080.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 125493.95 | 1080.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 126407.25 | 1080.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 128242.95 | 1080.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 129444.65 | 1080.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 130493.80 | 1080.35 | 1080.35 | - | 0 | 0 | 0 |
| 8 Oct | 132140.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 133408.75 | 0 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 125500 expiring on 28NOV2024
Delta for 125500 PE is -0.78
Historical price for 125500 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 5100, which was 1486.10 higher than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 13
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 3613.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 3613.9, which was 79.95 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 13
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 3533.95, which was -4406.90 lower than the previous day. The implied volatity was 21.15, the open interest changed by 7 which increased total open position to 13
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 7940.85, which was 1466.75 higher than the previous day. The implied volatity was 39.31, the open interest changed by 0 which decreased total open position to 3
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 6474.1, 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 6474.1, 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 5 Nov MRF was trading at 119530.15. The strike last trading price was 6474.1, 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 4 Nov MRF was trading at 120876.75. The strike last trading price was 6474.1, which was 5393.75 higher than the previous day. The implied volatity was 32.56, 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 1080.35, 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 1080.35, 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 1080.35, 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 1080.35, 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 1080.35, 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 1080.35, 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 1080.35, 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 1080.35, 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 1080.35, 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 21 Oct MRF was trading at 128242.95. The strike last trading price was 1080.35, 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 18 Oct MRF was trading at 129444.65. The strike last trading price was 1080.35, 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 16 Oct MRF was trading at 130493.80. The strike last trading price was 1080.35, which was 1080.35 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 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 4 Oct MRF was trading at 133408.75. 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
