MRF
Mrf Ltd
Historical option data for MRF
26 Dec 2024 04:11 PM IST
| MRF 30JAN2025 130000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 149.14
Theta: -60.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 131204.20 | 4400 | 176.15 | 17.57 | 27 | 6 | 50 | |||
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| 24 Dec | 130343.20 | 4223.85 | 123.85 | 21.49 | 35 | 6 | 43 | |||
| 23 Dec | 130345.90 | 4100 | 500.00 | 19.07 | 50 | 28 | 36 | |||
| 20 Dec | 128057.90 | 3600 | -1601.65 | 22.95 | 6 | 2 | 8 | |||
| 19 Dec | 129843.10 | 5201.65 | 67.70 | 26.24 | 3 | 2 | 5 | |||
| 18 Dec | 130411.30 | 5133.95 | 1002.25 | 23.41 | 3 | 2 | 2 | |||
| 17 Dec | 130976.60 | 4131.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 132458.25 | 4131.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 130761.50 | 4131.7 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 130000 expiring on 30JAN2025
Delta for 130000 CE is 0.66
Historical price for 130000 CE is as follows
On 26 Dec MRF was trading at 131204.20. The strike last trading price was 4400, which was 176.15 higher than the previous day. The implied volatity was 17.57, the open interest changed by 6 which increased total open position to 50
On 24 Dec MRF was trading at 130343.20. The strike last trading price was 4223.85, which was 123.85 higher than the previous day. The implied volatity was 21.49, the open interest changed by 6 which increased total open position to 43
On 23 Dec MRF was trading at 130345.90. The strike last trading price was 4100, which was 500.00 higher than the previous day. The implied volatity was 19.07, the open interest changed by 28 which increased total open position to 36
On 20 Dec MRF was trading at 128057.90. The strike last trading price was 3600, which was -1601.65 lower than the previous day. The implied volatity was 22.95, the open interest changed by 2 which increased total open position to 8
On 19 Dec MRF was trading at 129843.10. The strike last trading price was 5201.65, which was 67.70 higher than the previous day. The implied volatity was 26.24, the open interest changed by 2 which increased total open position to 5
On 18 Dec MRF was trading at 130411.30. The strike last trading price was 5133.95, which was 1002.25 higher than the previous day. The implied volatity was 23.41, the open interest changed by 2 which increased total open position to 2
On 17 Dec MRF was trading at 130976.60. The strike last trading price was 4131.7, 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 10 Dec MRF was trading at 132458.25. The strike last trading price was 4131.7, 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 5 Dec MRF was trading at 130761.50. The strike last trading price was 4131.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MRF 30JAN2025 130000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 152.76
Theta: -32.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 131204.20 | 2240 | -609.00 | 21.38 | 56 | 22 | 52 |
| 24 Dec | 130343.20 | 2849 | -151.00 | 21.10 | 25 | 5 | 29 |
| 23 Dec | 130345.90 | 3000 | -1519.85 | 22.41 | 23 | 15 | 22 |
| 20 Dec | 128057.90 | 4519.85 | -4749.15 | 24.33 | 7 | 0 | 0 |
| 19 Dec | 129843.10 | 9269 | 0.00 | 0.65 | 0 | 0 | 0 |
| 18 Dec | 130411.30 | 9269 | 0.00 | 1.06 | 0 | 0 | 0 |
| 17 Dec | 130976.60 | 9269 | 0.00 | 1.36 | 0 | 0 | 0 |
| 10 Dec | 132458.25 | 9269 | 0.00 | 2.02 | 0 | 0 | 0 |
| 5 Dec | 130761.50 | 9269 | 1.27 | 0 | 0 | 0 | |
For Mrf Ltd - strike price 130000 expiring on 30JAN2025
Delta for 130000 PE is -0.36
Historical price for 130000 PE is as follows
On 26 Dec MRF was trading at 131204.20. The strike last trading price was 2240, which was -609.00 lower than the previous day. The implied volatity was 21.38, the open interest changed by 22 which increased total open position to 52
On 24 Dec MRF was trading at 130343.20. The strike last trading price was 2849, which was -151.00 lower than the previous day. The implied volatity was 21.10, the open interest changed by 5 which increased total open position to 29
On 23 Dec MRF was trading at 130345.90. The strike last trading price was 3000, which was -1519.85 lower than the previous day. The implied volatity was 22.41, the open interest changed by 15 which increased total open position to 22
On 20 Dec MRF was trading at 128057.90. The strike last trading price was 4519.85, which was -4749.15 lower than the previous day. The implied volatity was 24.33, the open interest changed by 0 which decreased total open position to 0
On 19 Dec MRF was trading at 129843.10. The strike last trading price was 9269, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 18 Dec MRF was trading at 130411.30. The strike last trading price was 9269, which was 0.00 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
On 17 Dec MRF was trading at 130976.60. The strike last trading price was 9269, which was 0.00 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 10 Dec MRF was trading at 132458.25. The strike last trading price was 9269, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 5 Dec MRF was trading at 130761.50. The strike last trading price was 9269, which was lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
