MRF
Mrf Ltd
Historical option data for MRF
21 Nov 2024 04:11 PM IST
| MRF 28NOV2024 126000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 56.15
Theta: -92.48
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 123509.90 | 570 | 149.85 | 20.85 | 116 | 25 | 124 | |||
| 20 Nov | 122950.60 | 420.15 | 0.00 | 18.19 | 158 | 0 | 96 | |||
| 19 Nov | 122950.60 | 420.15 | 120.15 | 18.19 | 158 | -3 | 96 | |||
| 18 Nov | 120861.10 | 300 | -96.00 | 21.17 | 71 | 20 | 99 | |||
| 14 Nov | 120551.75 | 396 | -66.90 | 20.17 | 55 | -22 | 79 | |||
| 13 Nov | 120483.70 | 462.9 | -94.15 | 20.15 | 68 | 7 | 101 | |||
| 12 Nov | 120924.15 | 557.05 | -674.00 | 20.03 | 122 | -17 | 93 | |||
| 11 Nov | 123045.60 | 1231.05 | 631.10 | 21.93 | 561 | 50 | 110 | |||
| 8 Nov | 119354.30 | 599.95 | -900.05 | 22.88 | 116 | 32 | 60 | |||
| 7 Nov | 121025.95 | 1500 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 121613.55 | 1500 | -64.40 | 23.87 | 8 | -2 | 27 | |||
| 5 Nov | 119530.15 | 1564.4 | -1135.60 | 29.63 | 24 | 10 | 26 | |||
| 4 Nov | 120876.75 | 2700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 123330.30 | 2700 | -701.00 | 25.91 | 1 | 0 | 16 | |||
| 31 Oct | 122524.45 | 3401 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 121989.35 | 3401 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 122507.85 | 3401 | 0.00 | - | 0 | 4 | 0 | |||
|
|
||||||||||
| 28 Oct | 123090.95 | 3401 | 201.00 | - | 4 | 2 | 15 | |||
| 25 Oct | 122751.80 | 3200 | -805.05 | - | 2 | 1 | 13 | |||
| 24 Oct | 124131.20 | 4005.05 | -524.50 | - | 4 | 1 | 11 | |||
| 23 Oct | 125493.95 | 4529.55 | -188.80 | - | 9 | 5 | 10 | |||
| 22 Oct | 126407.25 | 4718.35 | -8812.40 | - | 6 | 2 | 2 | |||
| 21 Oct | 128242.95 | 13530.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 129444.65 | 13530.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 130493.80 | 13530.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 132140.20 | 13530.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 133408.75 | 13530.75 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 126000 expiring on 28NOV2024
Delta for 126000 CE is 0.27
Historical price for 126000 CE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 570, which was 149.85 higher than the previous day. The implied volatity was 20.85, the open interest changed by 25 which increased total open position to 124
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 420.15, which was 0.00 lower than the previous day. The implied volatity was 18.19, the open interest changed by 0 which decreased total open position to 96
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 420.15, which was 120.15 higher than the previous day. The implied volatity was 18.19, the open interest changed by -3 which decreased total open position to 96
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 300, which was -96.00 lower than the previous day. The implied volatity was 21.17, the open interest changed by 20 which increased total open position to 99
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 396, which was -66.90 lower than the previous day. The implied volatity was 20.17, the open interest changed by -22 which decreased total open position to 79
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 462.9, which was -94.15 lower than the previous day. The implied volatity was 20.15, the open interest changed by 7 which increased total open position to 101
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 557.05, which was -674.00 lower than the previous day. The implied volatity was 20.03, the open interest changed by -17 which decreased total open position to 93
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1231.05, which was 631.10 higher than the previous day. The implied volatity was 21.93, the open interest changed by 50 which increased total open position to 110
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 599.95, which was -900.05 lower than the previous day. The implied volatity was 22.88, the open interest changed by 32 which increased total open position to 60
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 1500, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 1500, which was -64.40 lower than the previous day. The implied volatity was 23.87, the open interest changed by -2 which decreased total open position to 27
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 1564.4, which was -1135.60 lower than the previous day. The implied volatity was 29.63, the open interest changed by 10 which increased total open position to 26
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 2700, 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 2700, which was -701.00 lower than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 16
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 3401, 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 3401, 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 3401, 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 3401, which was 201.00 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 3200, which was -805.05 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 4005.05, which was -524.50 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 4529.55, which was -188.80 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 4718.35, which was -8812.40 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 13530.75, 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 13530.75, 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 13530.75, 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 13530.75, 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 13530.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 126000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 58.61
Theta: -73.45
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 123509.90 | 3017.1 | -1182.90 | 23.47 | 6 | -2 | 13 |
| 20 Nov | 122950.60 | 4200 | 0.00 | 32.23 | 1 | -1 | 16 |
| 19 Nov | 122950.60 | 4200 | -1200.00 | 32.23 | 1 | 0 | 16 |
| 18 Nov | 120861.10 | 5400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 120551.75 | 5400 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Nov | 120483.70 | 5400 | 500.00 | 22.76 | 2 | -1 | 17 |
| 12 Nov | 120924.15 | 4900 | 1086.25 | 18.49 | 9 | 3 | 18 |
| 11 Nov | 123045.60 | 3813.75 | -4706.85 | 20.55 | 32 | 13 | 16 |
| 8 Nov | 119354.30 | 8520.6 | 2634.10 | 41.98 | 3 | 0 | 1 |
| 7 Nov | 121025.95 | 5886.5 | -466.90 | 29.15 | 1 | 0 | 2 |
| 6 Nov | 121613.55 | 6353.4 | 3510.05 | 36.76 | 2 | 0 | 0 |
| 5 Nov | 119530.15 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 120876.75 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 123330.30 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 122524.45 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 121989.35 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 122507.85 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 123090.95 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 124131.20 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 125493.95 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 126407.25 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 128242.95 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 129444.65 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 130493.80 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 132140.20 | 2843.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 133408.75 | 2843.35 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 126000 expiring on 28NOV2024
Delta for 126000 PE is -0.71
Historical price for 126000 PE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 3017.1, which was -1182.90 lower than the previous day. The implied volatity was 23.47, the open interest changed by -2 which decreased total open position to 13
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 4200, which was 0.00 lower than the previous day. The implied volatity was 32.23, the open interest changed by -1 which decreased total open position to 16
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 4200, which was -1200.00 lower than the previous day. The implied volatity was 32.23, the open interest changed by 0 which decreased total open position to 16
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 5400, 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 5400, 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 13 Nov MRF was trading at 120483.70. The strike last trading price was 5400, which was 500.00 higher than the previous day. The implied volatity was 22.76, the open interest changed by -1 which decreased total open position to 17
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 4900, which was 1086.25 higher than the previous day. The implied volatity was 18.49, the open interest changed by 3 which increased total open position to 18
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 3813.75, which was -4706.85 lower than the previous day. The implied volatity was 20.55, the open interest changed by 13 which increased total open position to 16
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 8520.6, which was 2634.10 higher than the previous day. The implied volatity was 41.98, the open interest changed by 0 which decreased total open position to 1
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 5886.5, which was -466.90 lower than the previous day. The implied volatity was 29.15, the open interest changed by 0 which decreased total open position to 2
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 6353.4, which was 3510.05 higher than the previous day. The implied volatity was 36.76, 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 2843.35, 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 4 Nov MRF was trading at 120876.75. The strike last trading price was 2843.35, 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 1 Nov MRF was trading at 123330.30. The strike last trading price was 2843.35, 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 2843.35, 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 2843.35, 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 2843.35, 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 2843.35, 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 2843.35, 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 2843.35, 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 2843.35, 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 2843.35, 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 2843.35, 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 2843.35, 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 2843.35, 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 8 Oct MRF was trading at 132140.20. The strike last trading price was 2843.35, 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 4 Oct MRF was trading at 133408.75. The strike last trading price was 2843.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
