MRF
Mrf Ltd
Historical option data for MRF
14 Nov 2024 04:11 PM IST
| MRF 28NOV2024 130000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 29.37
Theta: -26.66
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 120551.75 | 150 | -16.85 | 23.46 | 688 | 26 | 1,117 | |||
| 13 Nov | 120483.70 | 166.85 | -30.45 | 22.88 | 845 | 1 | 1,092 | |||
| 12 Nov | 120924.15 | 197.3 | -186.75 | 22.37 | 1,631 | 103 | 1,103 | |||
| 11 Nov | 123045.60 | 384.05 | 146.95 | 21.81 | 5,152 | -95 | 1,005 | |||
| 8 Nov | 119354.30 | 237.1 | -522.90 | 24.35 | 3,940 | 368 | 1,121 | |||
| 7 Nov | 121025.95 | 760 | -19.15 | 28.15 | 382 | 6 | 756 | |||
| 6 Nov | 121613.55 | 779.15 | -29.50 | 26.07 | 620 | 88 | 741 | |||
| 5 Nov | 119530.15 | 808.65 | -386.30 | 30.30 | 788 | 217 | 659 | |||
| 4 Nov | 120876.75 | 1194.95 | -355.05 | 32.54 | 267 | 78 | 440 | |||
| 1 Nov | 123330.30 | 1550 | 15.00 | 27.22 | 45 | -2 | 363 | |||
| 31 Oct | 122524.45 | 1535 | -10.00 | - | 149 | 19 | 363 | |||
| 30 Oct | 121989.35 | 1545 | 120.00 | - | 183 | 21 | 344 | |||
| 29 Oct | 122507.85 | 1425 | -310.00 | - | 188 | 108 | 323 | |||
| 28 Oct | 123090.95 | 1735 | -265.00 | - | 102 | 34 | 214 | |||
| 25 Oct | 122751.80 | 2000 | -525.00 | - | 100 | 62 | 180 | |||
| 24 Oct | 124131.20 | 2525 | -255.00 | - | 122 | 56 | 113 | |||
| 23 Oct | 125493.95 | 2780 | -419.95 | - | 52 | 31 | 51 | |||
| 22 Oct | 126407.25 | 3199.95 | -500.05 | - | 19 | 11 | 18 | |||
| 21 Oct | 128242.95 | 3700 | -629.00 | - | 1 | 0 | 6 | |||
| 18 Oct | 129444.65 | 4329 | 0.00 | - | 1 | 0 | 5 | |||
| 16 Oct | 130493.80 | 4329 | -1999.10 | - | 4 | 3 | 5 | |||
| 15 Oct | 131027.25 | 6328.1 | 0.00 | - | 0 | 1 | 0 | |||
| 14 Oct | 131913.30 | 6328.1 | -4171.90 | - | 1 | 0 | 1 | |||
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| 11 Oct | 132197.59 | 10500 | 0.00 | - | 0 | 0 | 1 | |||
| 10 Oct | 132214.45 | 10500 | 0.00 | - | 0 | 0 | 1 | |||
| 9 Oct | 132583.30 | 10500 | 0.00 | - | 0 | 0 | 1 | |||
| 8 Oct | 132140.20 | 10500 | 0.00 | - | 0 | 0 | 1 | |||
| 7 Oct | 131237.84 | 10500 | 0.00 | - | 0 | 0 | 1 | |||
| 4 Oct | 133408.75 | 10500 | 0.00 | - | 0 | 0 | 1 | |||
| 3 Oct | 136104.34 | 10500 | -404.40 | - | 1 | 0 | 0 | |||
| 18 Sept | 134242.70 | 10904.4 | 10904.40 | - | 0 | 0 | 0 | |||
| 9 Sept | 133979.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 134260.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 134419.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 134195.25 | 0 | - | 0 | 0 | 0 | ||||
For Mrf Ltd - strike price 130000 expiring on 28NOV2024
Delta for 130000 CE is 0.06
Historical price for 130000 CE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 150, which was -16.85 lower than the previous day. The implied volatity was 23.46, the open interest changed by 26 which increased total open position to 1117
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 166.85, which was -30.45 lower than the previous day. The implied volatity was 22.88, the open interest changed by 1 which increased total open position to 1092
On 12 Nov MRF was trading at 120924.15. The strike last trading price was 197.3, which was -186.75 lower than the previous day. The implied volatity was 22.37, the open interest changed by 103 which increased total open position to 1103
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 384.05, which was 146.95 higher than the previous day. The implied volatity was 21.81, the open interest changed by -95 which decreased total open position to 1005
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 237.1, which was -522.90 lower than the previous day. The implied volatity was 24.35, the open interest changed by 368 which increased total open position to 1121
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 760, which was -19.15 lower than the previous day. The implied volatity was 28.15, the open interest changed by 6 which increased total open position to 756
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 779.15, which was -29.50 lower than the previous day. The implied volatity was 26.07, the open interest changed by 88 which increased total open position to 741
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 808.65, which was -386.30 lower than the previous day. The implied volatity was 30.30, the open interest changed by 217 which increased total open position to 659
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 1194.95, which was -355.05 lower than the previous day. The implied volatity was 32.54, the open interest changed by 78 which increased total open position to 440
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 1550, which was 15.00 higher than the previous day. The implied volatity was 27.22, the open interest changed by -2 which decreased total open position to 363
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 1535, which was -10.00 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 1545, which was 120.00 higher 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 1425, which was -310.00 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 1735, which was -265.00 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 2000, which was -525.00 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 2525, which was -255.00 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 2780, which was -419.95 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 3199.95, which was -500.05 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 3700, which was -629.00 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 4329, 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 4329, which was -1999.10 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 6328.1, 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 6328.1, which was -4171.90 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 10500, 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 10500, 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 10500, 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 10500, 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 10500, 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 10500, 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 10500, which was -404.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept MRF was trading at 134242.70. The strike last trading price was 10904.4, which was 10904.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept MRF was trading at 133979.30. 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 6 Sept MRF was trading at 134260.75. 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 Sept MRF was trading at 134419.00. 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 2 Sept MRF was trading at 134195.25. 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 28NOV2024 130000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 120551.75 | 8583.95 | 1661.40 | - | 1 | 0 | 127 |
| 13 Nov | 120483.70 | 6922.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 120924.15 | 6922.55 | -57.45 | - | 1 | 0 | 126 |
| 11 Nov | 123045.60 | 6980 | -3690.60 | 19.96 | 33 | -11 | 125 |
| 8 Nov | 119354.30 | 10670.6 | 1424.30 | 29.31 | 2 | -1 | 136 |
| 7 Nov | 121025.95 | 9246.3 | -753.75 | 32.87 | 9 | 2 | 137 |
| 6 Nov | 121613.55 | 10000.05 | -2000.20 | 45.16 | 2 | 0 | 135 |
| 5 Nov | 119530.15 | 12000.25 | 2298.85 | 50.20 | 24 | 5 | 134 |
| 4 Nov | 120876.75 | 9701.4 | 1501.40 | 31.52 | 13 | 5 | 128 |
| 1 Nov | 123330.30 | 8200 | -500.00 | 35.52 | 4 | 1 | 120 |
| 31 Oct | 122524.45 | 8700 | 250.00 | - | 12 | 10 | 118 |
| 30 Oct | 121989.35 | 8450 | 450.00 | - | 48 | 42 | 105 |
| 29 Oct | 122507.85 | 8000 | 250.00 | - | 17 | 13 | 62 |
| 28 Oct | 123090.95 | 7750 | 1304.65 | - | 12 | 8 | 48 |
| 25 Oct | 122751.80 | 6445.35 | -756.60 | - | 2 | 0 | 40 |
| 24 Oct | 124131.20 | 7201.95 | 952.00 | - | 16 | 8 | 40 |
| 23 Oct | 125493.95 | 6249.95 | 2949.95 | - | 30 | 16 | 32 |
| 22 Oct | 126407.25 | 3300 | 0.00 | - | 0 | -1 | 0 |
| 21 Oct | 128242.95 | 3300 | 100.00 | - | 1 | 0 | 17 |
| 18 Oct | 129444.65 | 3200 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 130493.80 | 3200 | 200.00 | - | 9 | 7 | 16 |
| 15 Oct | 131027.25 | 3000 | 200.00 | - | 6 | 2 | 6 |
| 14 Oct | 131913.30 | 2800 | 0.00 | - | 0 | 1 | 0 |
| 11 Oct | 132197.59 | 2800 | 200.00 | - | 1 | 0 | 3 |
| 10 Oct | 132214.45 | 2600 | 499.95 | - | 2 | 0 | 2 |
| 9 Oct | 132583.30 | 2100.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 132140.20 | 2100.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 131237.84 | 2100.05 | 0.00 | - | 0 | 1 | 0 |
| 4 Oct | 133408.75 | 2100.05 | 900.05 | - | 2 | 0 | 1 |
| 3 Oct | 136104.34 | 1200 | -2945.05 | - | 0 | 1 | 0 |
| 18 Sept | 134242.70 | 4145.05 | 4145.05 | - | 0 | 0 | 0 |
| 9 Sept | 133979.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 134260.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 134419.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 134195.25 | 0 | - | 0 | 0 | 0 | |
For Mrf Ltd - strike price 130000 expiring on 28NOV2024
Delta for 130000 PE is -
Historical price for 130000 PE is as follows
On 14 Nov MRF was trading at 120551.75. The strike last trading price was 8583.95, which was 1661.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 127
On 13 Nov MRF was trading at 120483.70. The strike last trading price was 6922.55, 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 12 Nov MRF was trading at 120924.15. The strike last trading price was 6922.55, which was -57.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126
On 11 Nov MRF was trading at 123045.60. The strike last trading price was 6980, which was -3690.60 lower than the previous day. The implied volatity was 19.96, the open interest changed by -11 which decreased total open position to 125
On 8 Nov MRF was trading at 119354.30. The strike last trading price was 10670.6, which was 1424.30 higher than the previous day. The implied volatity was 29.31, the open interest changed by -1 which decreased total open position to 136
On 7 Nov MRF was trading at 121025.95. The strike last trading price was 9246.3, which was -753.75 lower than the previous day. The implied volatity was 32.87, the open interest changed by 2 which increased total open position to 137
On 6 Nov MRF was trading at 121613.55. The strike last trading price was 10000.05, which was -2000.20 lower than the previous day. The implied volatity was 45.16, the open interest changed by 0 which decreased total open position to 135
On 5 Nov MRF was trading at 119530.15. The strike last trading price was 12000.25, which was 2298.85 higher than the previous day. The implied volatity was 50.20, the open interest changed by 5 which increased total open position to 134
On 4 Nov MRF was trading at 120876.75. The strike last trading price was 9701.4, which was 1501.40 higher than the previous day. The implied volatity was 31.52, the open interest changed by 5 which increased total open position to 128
On 1 Nov MRF was trading at 123330.30. The strike last trading price was 8200, which was -500.00 lower than the previous day. The implied volatity was 35.52, the open interest changed by 1 which increased total open position to 120
On 31 Oct MRF was trading at 122524.45. The strike last trading price was 8700, which was 250.00 higher 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 8450, which was 450.00 higher 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 8000, which was 250.00 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 7750, which was 1304.65 higher 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 6445.35, which was -756.60 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 7201.95, which was 952.00 higher 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 6249.95, which was 2949.95 higher 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 3300, 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 3300, which was 100.00 higher 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 3200, 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 3200, which was 200.00 higher 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 3000, which was 200.00 higher 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 2800, 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 2800, which was 200.00 higher 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 2600, which was 499.95 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 2100.05, 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 8 Oct MRF was trading at 132140.20. The strike last trading price was 2100.05, 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 7 Oct MRF was trading at 131237.84. The strike last trading price was 2100.05, 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 2100.05, which was 900.05 higher 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 1200, which was -2945.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept MRF was trading at 134242.70. The strike last trading price was 4145.05, which was 4145.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept MRF was trading at 133979.30. 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 6 Sept MRF was trading at 134260.75. 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 Sept MRF was trading at 134419.00. 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 2 Sept MRF was trading at 134195.25. 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
