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[--[65.84.65.76]--]
MRF
Mrf Ltd

120551.75 68.05 (0.06%)

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Historical option data for MRF

14 Nov 2024 04:11 PM IST
MRF 28NOV2024 128000 CE
Delta: 0.10
Vega: 40.28
Theta: -34.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 120551.75 225.1 -49.20 21.47 259 70 192
13 Nov 120483.70 274.3 -32.50 21.51 170 -28 125
12 Nov 120924.15 306.8 -353.20 20.75 119 13 154
11 Nov 123045.60 660 335.00 21.19 553 -6 141
8 Nov 119354.30 325 -675.00 22.63 169 68 146
7 Nov 121025.95 1000 -37.25 26.60 2 0 78
6 Nov 121613.55 1037.25 -93.75 25.41 31 3 75
5 Nov 119530.15 1131 -4169.65 30.09 134 71 72
4 Nov 120876.75 5300.65 0.00 0.00 0 0 0
1 Nov 123330.30 5300.65 0.00 0.00 0 0 0
31 Oct 122524.45 5300.65 0.00 - 0 0 0
30 Oct 121989.35 5300.65 0.00 - 0 0 0
29 Oct 122507.85 5300.65 0.00 - 0 0 0
28 Oct 123090.95 5300.65 0.00 - 0 1 1
25 Oct 122751.80 5300.65 0.00 - 0 0 0
24 Oct 124131.20 5300.65 0.00 - 0 0 0
23 Oct 125493.95 5300.65 0.00 - 0 0 0
22 Oct 126407.25 5300.65 0.00 - 0 0 1
21 Oct 128242.95 5300.65 -6872.50 - 1 0 0
18 Oct 129444.65 12173.15 0.00 - 0 0 0
16 Oct 130493.80 12173.15 0.00 - 0 0 0
10 Oct 132214.45 12173.15 0.00 - 0 0 0
9 Oct 132583.30 12173.15 0.00 - 0 0 0
8 Oct 132140.20 12173.15 0.00 - 0 0 0
4 Oct 133408.75 12173.15 0.00 - 0 0 0
3 Oct 136104.34 12173.15 - 0 0 0


For Mrf Ltd - strike price 128000 expiring on 28NOV2024

Delta for 128000 CE is 0.10

Historical price for 128000 CE is as follows

On 14 Nov MRF was trading at 120551.75. The strike last trading price was 225.1, which was -49.20 lower than the previous day. The implied volatity was 21.47, the open interest changed by 70 which increased total open position to 192


On 13 Nov MRF was trading at 120483.70. The strike last trading price was 274.3, which was -32.50 lower than the previous day. The implied volatity was 21.51, the open interest changed by -28 which decreased total open position to 125


On 12 Nov MRF was trading at 120924.15. The strike last trading price was 306.8, which was -353.20 lower than the previous day. The implied volatity was 20.75, the open interest changed by 13 which increased total open position to 154


On 11 Nov MRF was trading at 123045.60. The strike last trading price was 660, which was 335.00 higher than the previous day. The implied volatity was 21.19, the open interest changed by -6 which decreased total open position to 141


On 8 Nov MRF was trading at 119354.30. The strike last trading price was 325, which was -675.00 lower than the previous day. The implied volatity was 22.63, the open interest changed by 68 which increased total open position to 146


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 1000, which was -37.25 lower than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 78


On 6 Nov MRF was trading at 121613.55. The strike last trading price was 1037.25, which was -93.75 lower than the previous day. The implied volatity was 25.41, the open interest changed by 3 which increased total open position to 75


On 5 Nov MRF was trading at 119530.15. The strike last trading price was 1131, which was -4169.65 lower than the previous day. The implied volatity was 30.09, the open interest changed by 71 which increased total open position to 72


On 4 Nov MRF was trading at 120876.75. The strike last trading price was 5300.65, 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 5300.65, 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 5300.65, 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 5300.65, 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 5300.65, 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 5300.65, 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 5300.65, 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 5300.65, 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 5300.65, 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 5300.65, 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 5300.65, which was -6872.50 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 12173.15, 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 12173.15, 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 12173.15, 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 12173.15, 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 12173.15, 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 12173.15, 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 12173.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


MRF 28NOV2024 128000 PE
Delta: -0.96
Vega: 19.29
Theta: 22.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 120551.75 6964.35 -3095.70 15.83 3 0 30
13 Nov 120483.70 10060.05 0.00 0.00 0 0 0
12 Nov 120924.15 10060.05 0.00 0.00 0 0 0
11 Nov 123045.60 10060.05 0.00 0.00 0 1 0
8 Nov 119354.30 10060.05 2160.05 42.69 3 0 29
7 Nov 121025.95 7900 0.00 0.00 0 0 0
6 Nov 121613.55 7900 0.00 0.00 0 0 0
5 Nov 119530.15 7900 0.00 0.00 0 18 0
4 Nov 120876.75 7900 1258.45 34.11 20 19 30
1 Nov 123330.30 6641.55 0.00 0.00 0 5 0
31 Oct 122524.45 6641.55 -160.60 - 5 1 7
30 Oct 121989.35 6802.15 -647.85 - 4 2 4
29 Oct 122507.85 7450 4000.25 - 2 0 0
28 Oct 123090.95 3449.75 0.00 - 0 0 0
25 Oct 122751.80 3449.75 0.00 - 0 0 0
24 Oct 124131.20 3449.75 0.00 - 0 0 0
23 Oct 125493.95 3449.75 0.00 - 0 0 0
22 Oct 126407.25 3449.75 0.00 - 0 0 0
21 Oct 128242.95 3449.75 0.00 - 0 0 0
18 Oct 129444.65 3449.75 0.00 - 0 0 0
16 Oct 130493.80 3449.75 0.00 - 0 0 0
10 Oct 132214.45 3449.75 3449.75 - 0 0 0
9 Oct 132583.30 0 0.00 - 0 0 0
8 Oct 132140.20 0 0.00 - 0 0 0
4 Oct 133408.75 0 0.00 - 0 0 0
3 Oct 136104.34 0 - 0 0 0


For Mrf Ltd - strike price 128000 expiring on 28NOV2024

Delta for 128000 PE is -0.96

Historical price for 128000 PE is as follows

On 14 Nov MRF was trading at 120551.75. The strike last trading price was 6964.35, which was -3095.70 lower than the previous day. The implied volatity was 15.83, the open interest changed by 0 which decreased total open position to 30


On 13 Nov MRF was trading at 120483.70. The strike last trading price was 10060.05, 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 10060.05, 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 11 Nov MRF was trading at 123045.60. The strike last trading price was 10060.05, 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 8 Nov MRF was trading at 119354.30. The strike last trading price was 10060.05, which was 2160.05 higher than the previous day. The implied volatity was 42.69, the open interest changed by 0 which decreased total open position to 29


On 7 Nov MRF was trading at 121025.95. The strike last trading price was 7900, 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 7900, 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 7900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0


On 4 Nov MRF was trading at 120876.75. The strike last trading price was 7900, which was 1258.45 higher than the previous day. The implied volatity was 34.11, the open interest changed by 19 which increased total open position to 30


On 1 Nov MRF was trading at 123330.30. The strike last trading price was 6641.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 31 Oct MRF was trading at 122524.45. The strike last trading price was 6641.55, which was -160.60 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 6802.15, which was -647.85 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 7450, which was 4000.25 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 3449.75, 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 25 Oct MRF was trading at 122751.80. The strike last trading price was 3449.75, 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 24 Oct MRF was trading at 124131.20. The strike last trading price was 3449.75, 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 23 Oct MRF was trading at 125493.95. The strike last trading price was 3449.75, 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 22 Oct MRF was trading at 126407.25. The strike last trading price was 3449.75, 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 21 Oct MRF was trading at 128242.95. The strike last trading price was 3449.75, 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 3449.75, 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 3449.75, 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 10 Oct MRF was trading at 132214.45. The strike last trading price was 3449.75, which was 3449.75 higher 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 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 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 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to