MRF
Mrf Ltd
Historical option data for MRF
21 Nov 2024 03:51 PM IST
| MRF 28NOV2024 126500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.22
Vega: 50.69
Theta: -81.92
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 123509.90 | 439.65 | 44.30 | 20.60 | 35 | 3 | 45 | |||
| 20 Nov | 122950.60 | 395.35 | 0.00 | 19.52 | 38 | -6 | 41 | |||
| 19 Nov | 122950.60 | 395.35 | 136.70 | 19.52 | 38 | -7 | 41 | |||
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| 18 Nov | 120861.10 | 258.65 | -180.15 | 21.65 | 10 | 1 | 47 | |||
| 14 Nov | 120551.75 | 438.8 | 38.55 | 19.67 | 2 | 0 | 45 | |||
| 13 Nov | 120483.70 | 400.25 | -299.75 | 20.40 | 5 | 1 | 45 | |||
| 12 Nov | 120924.15 | 700 | -350.00 | 23.34 | 48 | 10 | 49 | |||
| 11 Nov | 123045.60 | 1050 | 500.35 | 21.58 | 58 | 11 | 39 | |||
| 8 Nov | 119354.30 | 549.65 | -963.10 | 23.28 | 13 | 8 | 28 | |||
| 7 Nov | 121025.95 | 1512.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 121613.55 | 1512.75 | 112.75 | 25.39 | 6 | 1 | 20 | |||
| 5 Nov | 119530.15 | 1400 | -699.80 | 29.38 | 22 | 1 | 18 | |||
| 4 Nov | 120876.75 | 2099.8 | -13083.65 | 33.12 | 29 | 17 | 17 | |||
| 1 Nov | 123330.30 | 15183.45 | 0.00 | 1.46 | 0 | 0 | 0 | |||
| 31 Oct | 122524.45 | 15183.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 121989.35 | 15183.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 122507.85 | 15183.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 123090.95 | 15183.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 122751.80 | 15183.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 124131.20 | 15183.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 125493.95 | 15183.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 15183.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 128242.95 | 15183.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 129444.65 | 15183.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 130493.80 | 15183.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 132140.20 | 15183.45 | 15168.70 | - | 0 | 0 | 0 | |||
| 4 Oct | 133408.75 | 14.75 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 126500 expiring on 28NOV2024
Delta for 126500 CE is 0.22
Historical price for 126500 CE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 439.65, which was 44.30 higher than the previous day. The implied volatity was 20.60, the open interest changed by 3 which increased total open position to 45
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 395.35, which was 0.00 lower than the previous day. The implied volatity was 19.52, the open interest changed by -6 which decreased total open position to 41
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 395.35, which was 136.70 higher than the previous day. The implied volatity was 19.52, the open interest changed by -7 which decreased total open position to 41
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 258.65, which was -180.15 lower than the previous day. The implied volatity was 21.65, the open interest changed by 1 which increased total open position to 47
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 438.8, which was 38.55 higher than the previous day. The implied volatity was 19.67, the open interest changed by 0 which decreased total open position to 45
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 400.25, which was -299.75 lower than the previous day. The implied volatity was 20.40, the open interest changed by 1 which increased total open position to 45
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 700, which was -350.00 lower than the previous day. The implied volatity was 23.34, the open interest changed by 10 which increased total open position to 49
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 1050, which was 500.35 higher than the previous day. The implied volatity was 21.58, the open interest changed by 11 which increased total open position to 39
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 549.65, which was -963.10 lower than the previous day. The implied volatity was 23.28, the open interest changed by 8 which increased total open position to 28
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 1512.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 1512.75, which was 112.75 higher than the previous day. The implied volatity was 25.39, the open interest changed by 1 which increased total open position to 20
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 1400, which was -699.80 lower than the previous day. The implied volatity was 29.38, the open interest changed by 1 which increased total open position to 18
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 2099.8, which was -13083.65 lower than the previous day. The implied volatity was 33.12, the open interest changed by 17 which increased total open position to 17
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 15183.45, which was 0.00 lower than the previous day. The implied volatity was 1.46, 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 15183.45, 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 15183.45, 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 15183.45, 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 15183.45, 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 15183.45, 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 15183.45, 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 15183.45, 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 15183.45, 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 15183.45, 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 15183.45, 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 15183.45, 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 15183.45, which was 15168.70 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 14.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 126500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 52.57
Theta: -55.62
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 123509.90 | 3304.6 | -1369.20 | 21.94 | 3 | 1 | 5 |
| 20 Nov | 122950.60 | 4673.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 122950.60 | 4673.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 120861.10 | 4673.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 120551.75 | 4673.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 120483.70 | 4673.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 120924.15 | 4673.8 | 0.00 | 0.00 | 0 | 3 | 0 |
| 11 Nov | 123045.60 | 4673.8 | -2037.95 | 25.95 | 3 | 2 | 3 |
| 8 Nov | 119354.30 | 6711.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 121025.95 | 6711.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 121613.55 | 6711.75 | 5464.35 | 37.09 | 1 | 0 | 0 |
| 5 Nov | 119530.15 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 120876.75 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 123330.30 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 122524.45 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 121989.35 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 122507.85 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 123090.95 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 124131.20 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 125493.95 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 126407.25 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 128242.95 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 129444.65 | 1247.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 130493.80 | 1247.4 | 1244.35 | - | 0 | 0 | 0 |
| 8 Oct | 132140.20 | 3.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 133408.75 | 3.05 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 126500 expiring on 28NOV2024
Delta for 126500 PE is -0.76
Historical price for 126500 PE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 3304.6, which was -1369.20 lower than the previous day. The implied volatity was 21.94, the open interest changed by 1 which increased total open position to 5
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 4673.8, 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 19 Nov MRF was trading at 122950.60. The strike last trading price was 4673.8, 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 18 Nov MRF was trading at 120861.10. The strike last trading price was 4673.8, 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 4673.8, 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 13 Nov MRF was trading at 120483.70. The strike last trading price was 4673.8, 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 12 Nov MRF was trading at 120924.15. The strike last trading price was 4673.8, 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 11 Nov MRF was trading at 123045.60. The strike last trading price was 4673.8, which was -2037.95 lower than the previous day. The implied volatity was 25.95, the open interest changed by 2 which increased total open position to 3
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 6711.75, 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 6711.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 6711.75, which was 5464.35 higher than the previous day. The implied volatity was 37.09, 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 1247.4, 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 1247.4, 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 1247.4, 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 1247.4, 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 1247.4, 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 1247.4, 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 1247.4, 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 1247.4, 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 1247.4, 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 1247.4, 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 1247.4, 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 1247.4, 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 1247.4, 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 1247.4, which was 1244.35 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 3.05, 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 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
