MRF
Mrf Ltd
Historical option data for MRF
21 Nov 2024 04:11 PM IST
| MRF 28NOV2024 127000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 45.56
Theta: -73.95
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 123509.90 | 354.05 | 69.05 | 20.83 | 95 | 19 | 112 | |||
| 20 Nov | 122950.60 | 285 | 0.00 | 18.94 | 73 | -15 | 93 | |||
| 19 Nov | 122950.60 | 285 | 80.00 | 18.94 | 73 | -15 | 93 | |||
| 18 Nov | 120861.10 | 205 | -100.50 | 21.62 | 32 | 9 | 108 | |||
| 14 Nov | 120551.75 | 305.5 | -64.50 | 20.97 | 94 | 4 | 99 | |||
| 13 Nov | 120483.70 | 370 | -20.40 | 21.10 | 69 | -17 | 97 | |||
| 12 Nov | 120924.15 | 390.4 | -460.10 | 19.99 | 172 | -11 | 121 | |||
| 11 Nov | 123045.60 | 850.5 | 399.70 | 20.82 | 376 | 76 | 132 | |||
| 8 Nov | 119354.30 | 450.8 | -848.20 | 22.84 | 233 | 37 | 57 | |||
| 7 Nov | 121025.95 | 1299 | -1.00 | 27.34 | 30 | 11 | 14 | |||
| 6 Nov | 121613.55 | 1300 | -11538.80 | 24.84 | 3 | 1 | 1 | |||
| 5 Nov | 119530.15 | 12838.8 | 0.00 | 4.51 | 0 | 0 | 0 | |||
| 4 Nov | 120876.75 | 12838.8 | 0.00 | 3.92 | 0 | 0 | 0 | |||
| 1 Nov | 123330.30 | 12838.8 | 0.00 | 1.79 | 0 | 0 | 0 | |||
| 31 Oct | 122524.45 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 121989.35 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 122507.85 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 123090.95 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 122751.80 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 124131.20 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 125493.95 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 128242.95 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 129444.65 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 130493.80 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 132214.45 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 132583.30 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 132140.20 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 133408.75 | 12838.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 136104.34 | 12838.8 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 127000 expiring on 28NOV2024
Delta for 127000 CE is 0.18
Historical price for 127000 CE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 354.05, which was 69.05 higher than the previous day. The implied volatity was 20.83, the open interest changed by 19 which increased total open position to 112
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 285, which was 0.00 lower than the previous day. The implied volatity was 18.94, the open interest changed by -15 which decreased total open position to 93
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 285, which was 80.00 higher than the previous day. The implied volatity was 18.94, the open interest changed by -15 which decreased total open position to 93
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 205, which was -100.50 lower than the previous day. The implied volatity was 21.62, the open interest changed by 9 which increased total open position to 108
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 305.5, which was -64.50 lower than the previous day. The implied volatity was 20.97, the open interest changed by 4 which increased total open position to 99
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 370, which was -20.40 lower than the previous day. The implied volatity was 21.10, the open interest changed by -17 which decreased total open position to 97
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 390.4, which was -460.10 lower than the previous day. The implied volatity was 19.99, the open interest changed by -11 which decreased total open position to 121
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 850.5, which was 399.70 higher than the previous day. The implied volatity was 20.82, the open interest changed by 76 which increased total open position to 132
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 450.8, which was -848.20 lower than the previous day. The implied volatity was 22.84, the open interest changed by 37 which increased total open position to 57
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 1299, which was -1.00 lower than the previous day. The implied volatity was 27.34, the open interest changed by 11 which increased total open position to 14
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 1300, which was -11538.80 lower than the previous day. The implied volatity was 24.84, the open interest changed by 1 which increased total open position to 1
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 12838.8, which was 0.00 lower than the previous day. The implied volatity was 4.51, 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 12838.8, which was 0.00 lower than the previous day. The implied volatity was 3.92, 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 12838.8, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 12838.8, 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 12838.8, 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 12838.8, 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 12838.8, 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 12838.8, 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 12838.8, 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 12838.8, 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 12838.8, 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 12838.8, 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 12838.8, 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 12838.8, 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 10 Oct MRF was trading at 132214.45. The strike last trading price was 12838.8, 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 9 Oct MRF was trading at 132583.30. The strike last trading price was 12838.8, 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 12838.8, 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 12838.8, 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 3 Oct MRF was trading at 136104.34. The strike last trading price was 12838.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MRF 28NOV2024 127000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 49.99
Theta: -56.82
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 123509.90 | 3782.85 | -1619.05 | 23.64 | 5 | 1 | 48 |
| 20 Nov | 122950.60 | 5401.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 122950.60 | 5401.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 120861.10 | 5401.9 | 0.00 | 0.00 | 0 | -7 | 0 |
| 14 Nov | 120551.75 | 5401.9 | 2.00 | - | 19 | -6 | 48 |
| 13 Nov | 120483.70 | 5399.9 | 0.00 | 0.00 | 0 | 9 | 0 |
| 12 Nov | 120924.15 | 5399.9 | 994.00 | - | 15 | 7 | 52 |
| 11 Nov | 123045.60 | 4405.9 | -4737.05 | 18.98 | 32 | 24 | 44 |
| 8 Nov | 119354.30 | 9142.95 | 2442.95 | 40.91 | 2 | 0 | 20 |
| 7 Nov | 121025.95 | 6700 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Nov | 121613.55 | 6700 | 434.20 | 34.05 | 2 | -1 | 20 |
| 5 Nov | 119530.15 | 6265.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 120876.75 | 6265.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 123330.30 | 6265.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 122524.45 | 6265.8 | -256.50 | - | 3 | 0 | 21 |
| 30 Oct | 121989.35 | 6522.3 | 0.00 | - | 0 | 19 | 0 |
| 29 Oct | 122507.85 | 6522.3 | 5522.30 | - | 21 | 19 | 21 |
| 28 Oct | 123090.95 | 1000 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 122751.80 | 1000 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 124131.20 | 1000 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 125493.95 | 1000 | 0.00 | - | 0 | 0 | 2 |
| 22 Oct | 126407.25 | 1000 | 0.00 | - | 0 | 0 | 2 |
| 21 Oct | 128242.95 | 1000 | 0.00 | - | 0 | 0 | 2 |
| 18 Oct | 129444.65 | 1000 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 130493.80 | 1000 | 0.00 | - | 0 | 0 | 2 |
| 10 Oct | 132214.45 | 1000 | 0.00 | - | 0 | 0 | 2 |
| 9 Oct | 132583.30 | 1000 | 0.00 | - | 0 | 0 | 2 |
| 8 Oct | 132140.20 | 1000 | 0.00 | - | 0 | 0 | 2 |
| 4 Oct | 133408.75 | 1000 | 0.00 | - | 0 | 1 | 0 |
| 3 Oct | 136104.34 | 1000 | - | 1 | 0 | 1 | |
For Mrf Ltd - strike price 127000 expiring on 28NOV2024
Delta for 127000 PE is -0.78
Historical price for 127000 PE is as follows
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 3782.85, which was -1619.05 lower than the previous day. The implied volatity was 23.64, the open interest changed by 1 which increased total open position to 48
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 5401.9, 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 5401.9, 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 5401.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 5401.9, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 48
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 5399.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 5399.9, which was 994.00 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 52
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 4405.9, which was -4737.05 lower than the previous day. The implied volatity was 18.98, the open interest changed by 24 which increased total open position to 44
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 9142.95, which was 2442.95 higher than the previous day. The implied volatity was 40.91, the open interest changed by 0 which decreased total open position to 20
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 6700, 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 6700, which was 434.20 higher than the previous day. The implied volatity was 34.05, the open interest changed by -1 which decreased total open position to 20
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 6265.8, 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 4 Nov MRF was trading at 120876.75. The strike last trading price was 6265.8, 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 1 Nov MRF was trading at 123330.30. The strike last trading price was 6265.8, 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 31 Oct MRF was trading at 122524.45. The strike last trading price was 6265.8, which was -256.50 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 6522.3, 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 6522.3, which was 5522.30 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 1000, 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 1000, 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 1000, 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 1000, 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 1000, 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 1000, 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 1000, 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 1000, 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 10 Oct MRF was trading at 132214.45. The strike last trading price was 1000, 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 9 Oct MRF was trading at 132583.30. The strike last trading price was 1000, 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 1000, 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 1000, 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 3 Oct MRF was trading at 136104.34. The strike last trading price was 1000, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
