MRF
Mrf Ltd
Historical option data for MRF
03 Dec 2024 04:11 PM IST
| MRF 26DEC2024 130000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 105.25
Theta: -50.83
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 125585.05 | 950 | -115.00 | 18.19 | 427 | 99 | 426 | |||
| 2 Dec | 125359.35 | 1065 | -85.00 | 19.51 | 535 | 73 | 331 | |||
| 29 Nov | 125251.30 | 1150 | -5.00 | 19.52 | 430 | 111 | 257 | |||
| 28 Nov | 123662.35 | 1155 | -105.00 | 22.60 | 92 | 19 | 146 | |||
| 27 Nov | 124534.20 | 1260 | -140.00 | 19.69 | 95 | 31 | 128 | |||
| 26 Nov | 124173.20 | 1400 | -350.00 | 22.31 | 59 | 31 | 95 | |||
| 25 Nov | 124492.35 | 1750 | -30.00 | 23.17 | 49 | 19 | 56 | |||
| 22 Nov | 124597.00 | 1780 | 519.85 | 22.94 | 19 | 7 | 44 | |||
| 21 Nov | 123509.90 | 1260.15 | -29.85 | 20.33 | 3 | 0 | 37 | |||
| 20 Nov | 122950.60 | 1290 | 0.00 | 21.59 | 23 | 18 | 37 | |||
| 19 Nov | 122950.60 | 1290 | 290.00 | 21.59 | 23 | 18 | 37 | |||
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| 18 Nov | 120861.10 | 1000 | 0.00 | 22.59 | 4 | 3 | 18 | |||
| 14 Nov | 120551.75 | 1000 | 0.00 | 21.60 | 13 | 12 | 14 | |||
| 13 Nov | 120483.70 | 1000 | 1000.00 | 21.32 | 2 | 0 | 1 | |||
| 23 Oct | 125493.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 126407.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 128242.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 129444.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 129811.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 130493.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 131027.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 131913.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 132197.59 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 132214.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 132583.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 132140.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 131237.84 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 133408.75 | 0 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 130000 expiring on 26DEC2024
Delta for 130000 CE is 0.28
Historical price for 130000 CE is as follows
On 3 Dec MRF was trading at 125585.05. The strike last trading price was 950, which was -115.00 lower than the previous day. The implied volatity was 18.19, the open interest changed by 99 which increased total open position to 426
On 2 Dec MRF was trading at 125359.35. The strike last trading price was 1065, which was -85.00 lower than the previous day. The implied volatity was 19.51, the open interest changed by 73 which increased total open position to 331
On 29 Nov MRF was trading at 125251.30. The strike last trading price was 1150, which was -5.00 lower than the previous day. The implied volatity was 19.52, the open interest changed by 111 which increased total open position to 257
On 28 Nov MRF was trading at 123662.35. The strike last trading price was 1155, which was -105.00 lower than the previous day. The implied volatity was 22.60, the open interest changed by 19 which increased total open position to 146
On 27 Nov MRF was trading at 124534.20. The strike last trading price was 1260, which was -140.00 lower than the previous day. The implied volatity was 19.69, the open interest changed by 31 which increased total open position to 128
On 26 Nov MRF was trading at 124173.20. The strike last trading price was 1400, which was -350.00 lower than the previous day. The implied volatity was 22.31, the open interest changed by 31 which increased total open position to 95
On 25 Nov MRF was trading at 124492.35. The strike last trading price was 1750, which was -30.00 lower than the previous day. The implied volatity was 23.17, the open interest changed by 19 which increased total open position to 56
On 22 Nov MRF was trading at 124597.00. The strike last trading price was 1780, which was 519.85 higher than the previous day. The implied volatity was 22.94, the open interest changed by 7 which increased total open position to 44
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 1260.15, which was -29.85 lower than the previous day. The implied volatity was 20.33, the open interest changed by 0 which decreased total open position to 37
On 20 Nov MRF was trading at 122950.60. The strike last trading price was 1290, which was 0.00 lower than the previous day. The implied volatity was 21.59, the open interest changed by 18 which increased total open position to 37
On 19 Nov MRF was trading at 122950.60. The strike last trading price was 1290, which was 290.00 higher than the previous day. The implied volatity was 21.59, the open interest changed by 18 which increased total open position to 37
On 18 Nov MRF was trading at 120861.10. The strike last trading price was 1000, which was 0.00 lower than the previous day. The implied volatity was 22.59, the open interest changed by 3 which increased total open position to 18
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 1000, which was 0.00 lower than the previous day. The implied volatity was 21.60, the open interest changed by 12 which increased total open position to 14
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 1000, which was 1000.00 higher than the previous day. The implied volatity was 21.32, the open interest changed by 0 which decreased total open position to 1
On 23 Oct MRF was trading at 125493.95. 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 22 Oct MRF was trading at 126407.25. 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 21 Oct MRF was trading at 128242.95. 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 18 Oct MRF was trading at 129444.65. 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 17 Oct MRF was trading at 129811.75. 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 16 Oct MRF was trading at 130493.80. 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 15 Oct MRF was trading at 131027.25. 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 14 Oct MRF was trading at 131913.30. 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 11 Oct MRF was trading at 132197.59. 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 10 Oct MRF was trading at 132214.45. 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 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 7 Oct MRF was trading at 131237.84. 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
| MRF 26DEC2024 130000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 109.00
Theta: -22.16
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 125585.05 | 4760.15 | -1539.85 | 20.12 | 6 | -2 | 78 |
| 2 Dec | 125359.35 | 6300 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 125251.30 | 6300 | 0.00 | 0.00 | 0 | 37 | 0 |
| 28 Nov | 123662.35 | 6300 | 800.60 | 19.97 | 37 | 32 | 75 |
| 27 Nov | 124534.20 | 5499.4 | -805.85 | 21.85 | 7 | 4 | 42 |
| 26 Nov | 124173.20 | 6305.25 | 1205.25 | 23.74 | 27 | 25 | 37 |
| 25 Nov | 124492.35 | 5100 | -1050.00 | 17.23 | 2 | 10 | 10 |
| 22 Nov | 124597.00 | 6150 | 3430.60 | 23.85 | 10 | 0 | 0 |
| 21 Nov | 123509.90 | 2719.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 122950.60 | 2719.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 122950.60 | 2719.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 120861.10 | 2719.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 120551.75 | 2719.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 120483.70 | 2719.4 | 2719.40 | - | 0 | 0 | 0 |
| 23 Oct | 125493.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 126407.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 128242.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 129444.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 129811.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 130493.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 131027.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 131913.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 132197.59 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 132214.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 132583.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 132140.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 131237.84 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 133408.75 | 0 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 130000 expiring on 26DEC2024
Delta for 130000 PE is -0.70
Historical price for 130000 PE is as follows
On 3 Dec MRF was trading at 125585.05. The strike last trading price was 4760.15, which was -1539.85 lower than the previous day. The implied volatity was 20.12, the open interest changed by -2 which decreased total open position to 78
On 2 Dec MRF was trading at 125359.35. The strike last trading price was 6300, 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 29 Nov MRF was trading at 125251.30. The strike last trading price was 6300, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 37 which increased total open position to 0
On 28 Nov MRF was trading at 123662.35. The strike last trading price was 6300, which was 800.60 higher than the previous day. The implied volatity was 19.97, the open interest changed by 32 which increased total open position to 75
On 27 Nov MRF was trading at 124534.20. The strike last trading price was 5499.4, which was -805.85 lower than the previous day. The implied volatity was 21.85, the open interest changed by 4 which increased total open position to 42
On 26 Nov MRF was trading at 124173.20. The strike last trading price was 6305.25, which was 1205.25 higher than the previous day. The implied volatity was 23.74, the open interest changed by 25 which increased total open position to 37
On 25 Nov MRF was trading at 124492.35. The strike last trading price was 5100, which was -1050.00 lower than the previous day. The implied volatity was 17.23, the open interest changed by 10 which increased total open position to 10
On 22 Nov MRF was trading at 124597.00. The strike last trading price was 6150, which was 3430.60 higher than the previous day. The implied volatity was 23.85, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MRF was trading at 123509.90. The strike last trading price was 2719.4, 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 20 Nov MRF was trading at 122950.60. The strike last trading price was 2719.4, 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 19 Nov MRF was trading at 122950.60. The strike last trading price was 2719.4, 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 18 Nov MRF was trading at 120861.10. The strike last trading price was 2719.4, 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 14 Nov MRF was trading at 120551.75. The strike last trading price was 2719.4, 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 13 Nov MRF was trading at 120483.70. The strike last trading price was 2719.4, which was 2719.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Oct MRF was trading at 125493.95. 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 22 Oct MRF was trading at 126407.25. 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 21 Oct MRF was trading at 128242.95. 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 18 Oct MRF was trading at 129444.65. 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 17 Oct MRF was trading at 129811.75. 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 16 Oct MRF was trading at 130493.80. 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 15 Oct MRF was trading at 131027.25. 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 14 Oct MRF was trading at 131913.30. 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 11 Oct MRF was trading at 132197.59. 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 10 Oct MRF was trading at 132214.45. 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 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 7 Oct MRF was trading at 131237.84. 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
