MRF
Mrf Ltd
Historical option data for MRF
24 Jan 2025 04:11 PM IST
MRF 30JAN2025 135000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 111484.55 | 15 | -6 | - | 147 | -128 | 677 | |||
23 Jan | 111739.50 | 21 | -1.00 | - | 193 | -136 | 805 | |||
22 Jan | 111599.85 | 22 | 1.95 | - | 138 | -100 | 966 | |||
21 Jan | 112097.25 | 20.05 | -22.50 | 47.35 | 27 | -22 | 1,069 | |||
20 Jan | 113786.60 | 42.55 | 22.50 | 45.82 | 242 | 156 | 1,091 | |||
17 Jan | 113948.65 | 20.05 | -0.05 | 35.95 | 63 | -60 | 938 | |||
16 Jan | 114463.60 | 20.1 | -0.05 | 34.15 | 115 | -80 | 999 | |||
15 Jan | 114227.00 | 20.15 | -50.05 | 33.35 | 30 | -28 | 1,081 | |||
14 Jan | 114213.40 | 70.2 | -23.80 | 37.21 | 66 | 10 | 1,108 | |||
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13 Jan | 113003.80 | 94 | -1.00 | 40.72 | 159 | -27 | 1,098 | |||
10 Jan | 117104.55 | 95 | -45.05 | 30.18 | 384 | -31 | 1,125 | |||
9 Jan | 118885.65 | 140.05 | 25.05 | 28.91 | 418 | 134 | 1,159 | |||
8 Jan | 119869.30 | 115 | -68.75 | 25.58 | 409 | 42 | 1,021 | |||
7 Jan | 121222.15 | 183.75 | -125.25 | 25.04 | 1,406 | 334 | 972 | |||
6 Jan | 122869.95 | 309 | -369.00 | 24.47 | 1,039 | 76 | 613 | |||
3 Jan | 126362.50 | 678 | -369.15 | 22.20 | 603 | 208 | 531 | |||
2 Jan | 129211.80 | 1047.15 | -143.10 | 19.36 | 561 | 172 | 322 | |||
1 Jan | 129374.50 | 1190.25 | -274.50 | 19.90 | 171 | 39 | 149 | |||
31 Dec | 130634.85 | 1464.75 | 41.75 | 19.31 | 85 | 11 | 106 | |||
30 Dec | 131141.75 | 1423 | -263.15 | 16.69 | 187 | 27 | 96 | |||
27 Dec | 131553.80 | 1686.15 | -514.85 | 16.97 | 164 | 29 | 70 | |||
26 Dec | 131204.20 | 2201 | -199.00 | 19.46 | 46 | 28 | 40 | |||
24 Dec | 130343.20 | 2400 | -277.20 | 23.63 | 13 | 3 | 3 | |||
23 Dec | 130345.90 | 2677.2 | 0.00 | 1.75 | 0 | 0 | 0 | |||
20 Dec | 128057.90 | 2677.2 | 0.00 | 2.78 | 0 | 0 | 0 | |||
19 Dec | 129843.10 | 2677.2 | 0.00 | 2.06 | 0 | 0 | 0 | |||
17 Dec | 130976.60 | 2677.2 | 0.00 | 1.11 | 0 | 0 | 0 | |||
16 Dec | 132530.50 | 2677.2 | 0.00 | 0.52 | 0 | 0 | 0 | |||
13 Dec | 133235.25 | 2677.2 | 0.00 | 0.32 | 0 | 0 | 0 | |||
11 Dec | 132517.41 | 2677.2 | 0.00 | 0.48 | 0 | 0 | 0 | |||
5 Dec | 130761.50 | 2677.2 | 1.17 | 0 | 0 | 0 |
For Mrf Ltd - strike price 135000 expiring on 30JAN2025
Delta for 135000 CE is -
Historical price for 135000 CE is as follows
On 24 Jan MRF was trading at 111484.55. The strike last trading price was 15, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by -128 which decreased total open position to 677
On 23 Jan MRF was trading at 111739.50. The strike last trading price was 21, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -136 which decreased total open position to 805
On 22 Jan MRF was trading at 111599.85. The strike last trading price was 22, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -100 which decreased total open position to 966
On 21 Jan MRF was trading at 112097.25. The strike last trading price was 20.05, which was -22.50 lower than the previous day. The implied volatity was 47.35, the open interest changed by -22 which decreased total open position to 1069
On 20 Jan MRF was trading at 113786.60. The strike last trading price was 42.55, which was 22.50 higher than the previous day. The implied volatity was 45.82, the open interest changed by 156 which increased total open position to 1091
On 17 Jan MRF was trading at 113948.65. The strike last trading price was 20.05, which was -0.05 lower than the previous day. The implied volatity was 35.95, the open interest changed by -60 which decreased total open position to 938
On 16 Jan MRF was trading at 114463.60. The strike last trading price was 20.1, which was -0.05 lower than the previous day. The implied volatity was 34.15, the open interest changed by -80 which decreased total open position to 999
On 15 Jan MRF was trading at 114227.00. The strike last trading price was 20.15, which was -50.05 lower than the previous day. The implied volatity was 33.35, the open interest changed by -28 which decreased total open position to 1081
On 14 Jan MRF was trading at 114213.40. The strike last trading price was 70.2, which was -23.80 lower than the previous day. The implied volatity was 37.21, the open interest changed by 10 which increased total open position to 1108
On 13 Jan MRF was trading at 113003.80. The strike last trading price was 94, which was -1.00 lower than the previous day. The implied volatity was 40.72, the open interest changed by -27 which decreased total open position to 1098
On 10 Jan MRF was trading at 117104.55. The strike last trading price was 95, which was -45.05 lower than the previous day. The implied volatity was 30.18, the open interest changed by -31 which decreased total open position to 1125
On 9 Jan MRF was trading at 118885.65. The strike last trading price was 140.05, which was 25.05 higher than the previous day. The implied volatity was 28.91, the open interest changed by 134 which increased total open position to 1159
On 8 Jan MRF was trading at 119869.30. The strike last trading price was 115, which was -68.75 lower than the previous day. The implied volatity was 25.58, the open interest changed by 42 which increased total open position to 1021
On 7 Jan MRF was trading at 121222.15. The strike last trading price was 183.75, which was -125.25 lower than the previous day. The implied volatity was 25.04, the open interest changed by 334 which increased total open position to 972
On 6 Jan MRF was trading at 122869.95. The strike last trading price was 309, which was -369.00 lower than the previous day. The implied volatity was 24.47, the open interest changed by 76 which increased total open position to 613
On 3 Jan MRF was trading at 126362.50. The strike last trading price was 678, which was -369.15 lower than the previous day. The implied volatity was 22.20, the open interest changed by 208 which increased total open position to 531
On 2 Jan MRF was trading at 129211.80. The strike last trading price was 1047.15, which was -143.10 lower than the previous day. The implied volatity was 19.36, the open interest changed by 172 which increased total open position to 322
On 1 Jan MRF was trading at 129374.50. The strike last trading price was 1190.25, which was -274.50 lower than the previous day. The implied volatity was 19.90, the open interest changed by 39 which increased total open position to 149
On 31 Dec MRF was trading at 130634.85. The strike last trading price was 1464.75, which was 41.75 higher than the previous day. The implied volatity was 19.31, the open interest changed by 11 which increased total open position to 106
On 30 Dec MRF was trading at 131141.75. The strike last trading price was 1423, which was -263.15 lower than the previous day. The implied volatity was 16.69, the open interest changed by 27 which increased total open position to 96
On 27 Dec MRF was trading at 131553.80. The strike last trading price was 1686.15, which was -514.85 lower than the previous day. The implied volatity was 16.97, the open interest changed by 29 which increased total open position to 70
On 26 Dec MRF was trading at 131204.20. The strike last trading price was 2201, which was -199.00 lower than the previous day. The implied volatity was 19.46, the open interest changed by 28 which increased total open position to 40
On 24 Dec MRF was trading at 130343.20. The strike last trading price was 2400, which was -277.20 lower than the previous day. The implied volatity was 23.63, the open interest changed by 3 which increased total open position to 3
On 23 Dec MRF was trading at 130345.90. The strike last trading price was 2677.2, which was 0.00 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 20 Dec MRF was trading at 128057.90. The strike last trading price was 2677.2, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 2677.2, which was 0.00 lower than the previous day. The implied volatity was 2.06, 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 2677.2, which was 0.00 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 16 Dec MRF was trading at 132530.50. The strike last trading price was 2677.2, which was 0.00 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
On 13 Dec MRF was trading at 133235.25. The strike last trading price was 2677.2, which was 0.00 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 11 Dec MRF was trading at 132517.41. The strike last trading price was 2677.2, which was 0.00 lower than the previous day. The implied volatity was 0.48, 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 2677.2, which was lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
MRF 30JAN2025 135000 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 111484.55 | 23500 | 6500 | - | 2 | 0 | 16 |
23 Jan | 111739.50 | 17000 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Jan | 111599.85 | 17000 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Jan | 112097.25 | 17000 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Jan | 113786.60 | 17000 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Jan | 113948.65 | 17000 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Jan | 114463.60 | 17000 | 0.00 | 0.00 | 0 | 0 | 0 |
15 Jan | 114227.00 | 17000 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Jan | 114213.40 | 17000 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Jan | 113003.80 | 17000 | 0.00 | 0.00 | 0 | -1 | 0 |
10 Jan | 117104.55 | 17000 | 8700.00 | 26.23 | 1 | 0 | 17 |
9 Jan | 118885.65 | 8300 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Jan | 119869.30 | 8300 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Jan | 121222.15 | 8300 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Jan | 122869.95 | 8300 | 0.00 | 0.00 | 0 | 1 | 0 |
3 Jan | 126362.50 | 8300 | 2195.75 | 21.21 | 1 | 0 | 16 |
2 Jan | 129211.80 | 6104.25 | 1212.65 | 21.71 | 1 | 0 | 15 |
1 Jan | 129374.50 | 4891.6 | -479.15 | 10.99 | 1 | 0 | 0 |
31 Dec | 130634.85 | 5370.75 | 770.75 | 21.60 | 2 | 0 | 17 |
30 Dec | 131141.75 | 4600 | 131.40 | 19.63 | 14 | 3 | 16 |
27 Dec | 131553.80 | 4468.6 | -731.40 | 19.17 | 11 | 5 | 13 |
26 Dec | 131204.20 | 5200 | -7524.60 | 24.39 | 8 | 2 | 2 |
24 Dec | 130343.20 | 12724.6 | 0.00 | - | 0 | 0 | 0 |
23 Dec | 130345.90 | 12724.6 | 0.00 | - | 0 | 0 | 0 |
20 Dec | 128057.90 | 12724.6 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 129843.10 | 12724.6 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 130976.60 | 12724.6 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 132530.50 | 12724.6 | 0.00 | - | 0 | 0 | 0 |
13 Dec | 133235.25 | 12724.6 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 132517.41 | 12724.6 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 130761.50 | 12724.6 | - | 0 | 0 | 0 |
For Mrf Ltd - strike price 135000 expiring on 30JAN2025
Delta for 135000 PE is -
Historical price for 135000 PE is as follows
On 24 Jan MRF was trading at 111484.55. The strike last trading price was 23500, which was 6500 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 23 Jan MRF was trading at 111739.50. The strike last trading price was 17000, 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 22 Jan MRF was trading at 111599.85. The strike last trading price was 17000, 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 21 Jan MRF was trading at 112097.25. The strike last trading price was 17000, 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 20 Jan MRF was trading at 113786.60. The strike last trading price was 17000, 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 17 Jan MRF was trading at 113948.65. The strike last trading price was 17000, 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 16 Jan MRF was trading at 114463.60. The strike last trading price was 17000, 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 15 Jan MRF was trading at 114227.00. The strike last trading price was 17000, 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 14 Jan MRF was trading at 114213.40. The strike last trading price was 17000, 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 13 Jan MRF was trading at 113003.80. The strike last trading price was 17000, 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 10 Jan MRF was trading at 117104.55. The strike last trading price was 17000, which was 8700.00 higher than the previous day. The implied volatity was 26.23, the open interest changed by 0 which decreased total open position to 17
On 9 Jan MRF was trading at 118885.65. The strike last trading price was 8300, 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 8 Jan MRF was trading at 119869.30. The strike last trading price was 8300, 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 7 Jan MRF was trading at 121222.15. The strike last trading price was 8300, 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 Jan MRF was trading at 122869.95. The strike last trading price was 8300, 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 3 Jan MRF was trading at 126362.50. The strike last trading price was 8300, which was 2195.75 higher than the previous day. The implied volatity was 21.21, the open interest changed by 0 which decreased total open position to 16
On 2 Jan MRF was trading at 129211.80. The strike last trading price was 6104.25, which was 1212.65 higher than the previous day. The implied volatity was 21.71, the open interest changed by 0 which decreased total open position to 15
On 1 Jan MRF was trading at 129374.50. The strike last trading price was 4891.6, which was -479.15 lower than the previous day. The implied volatity was 10.99, the open interest changed by 0 which decreased total open position to 0
On 31 Dec MRF was trading at 130634.85. The strike last trading price was 5370.75, which was 770.75 higher than the previous day. The implied volatity was 21.60, the open interest changed by 0 which decreased total open position to 17
On 30 Dec MRF was trading at 131141.75. The strike last trading price was 4600, which was 131.40 higher than the previous day. The implied volatity was 19.63, the open interest changed by 3 which increased total open position to 16
On 27 Dec MRF was trading at 131553.80. The strike last trading price was 4468.6, which was -731.40 lower than the previous day. The implied volatity was 19.17, the open interest changed by 5 which increased total open position to 13
On 26 Dec MRF was trading at 131204.20. The strike last trading price was 5200, which was -7524.60 lower than the previous day. The implied volatity was 24.39, the open interest changed by 2 which increased total open position to 2
On 24 Dec MRF was trading at 130343.20. The strike last trading price was 12724.6, 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 23 Dec MRF was trading at 130345.90. The strike last trading price was 12724.6, 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 Dec MRF was trading at 128057.90. The strike last trading price was 12724.6, 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 Dec MRF was trading at 129843.10. The strike last trading price was 12724.6, 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 17 Dec MRF was trading at 130976.60. The strike last trading price was 12724.6, 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 16 Dec MRF was trading at 132530.50. The strike last trading price was 12724.6, 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 Dec MRF was trading at 133235.25. The strike last trading price was 12724.6, 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 11 Dec MRF was trading at 132517.41. The strike last trading price was 12724.6, 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 12724.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0