MRF
Mrf Ltd
Historical option data for MRF
13 Mar 2025 04:11 PM IST
| MRF 27MAR2025 99000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 105041.60 | 19830.6 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 107264.25 | 19830.6 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 106534.30 | 19830.6 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 106650.60 | 19830.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 107202.95 | 19830.6 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 107795.30 | 19830.6 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 105805.50 | 19830.6 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 102659.40 | 19830.6 | 0 | - | 0 | 0 | 0 | |||
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| 3 Mar | 105170.25 | 19830.6 | 0 | - | 0 | 0 | 0 | |||
For Mrf Ltd - strike price 99000 expiring on 27MAR2025
Delta for 99000 CE is -
Historical price for 99000 CE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 19830.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 19830.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 19830.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 19830.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 19830.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 19830.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 19830.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 19830.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 19830.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MRF 27MAR2025 99000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 27.97
Theta: -20.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 105041.60 | 150.55 | -17.45 | 22.80 | 191 | 28 | 140 |
| 12 Mar | 107264.25 | 168 | 18 | 27.32 | 46 | 39 | 111 |
| 11 Mar | 106534.30 | 150 | -3.05 | 25.15 | 44 | -14 | 70 |
| 10 Mar | 106650.60 | 153.05 | -2.75 | 23.71 | 10 | -4 | 84 |
| 7 Mar | 107202.95 | 146.25 | -43.5 | 23.90 | 38 | -11 | 88 |
| 6 Mar | 107795.30 | 188.45 | -114.9 | 24.85 | 89 | -9 | 99 |
| 5 Mar | 105805.50 | 305 | -635.9 | 23.68 | 116 | 37 | 107 |
| 4 Mar | 102659.40 | 985 | 404.25 | 25.85 | 136 | 44 | 70 |
| 3 Mar | 105170.25 | 580 | 314.3 | 26.76 | 73 | 24 | 24 |
For Mrf Ltd - strike price 99000 expiring on 27MAR2025
Delta for 99000 PE is -0.07
Historical price for 99000 PE is as follows
On 13 Mar MRF was trading at 105041.60. The strike last trading price was 150.55, which was -17.45 lower than the previous day. The implied volatity was 22.80, the open interest changed by 28 which increased total open position to 140
On 12 Mar MRF was trading at 107264.25. The strike last trading price was 168, which was 18 higher than the previous day. The implied volatity was 27.32, the open interest changed by 39 which increased total open position to 111
On 11 Mar MRF was trading at 106534.30. The strike last trading price was 150, which was -3.05 lower than the previous day. The implied volatity was 25.15, the open interest changed by -14 which decreased total open position to 70
On 10 Mar MRF was trading at 106650.60. The strike last trading price was 153.05, which was -2.75 lower than the previous day. The implied volatity was 23.71, the open interest changed by -4 which decreased total open position to 84
On 7 Mar MRF was trading at 107202.95. The strike last trading price was 146.25, which was -43.5 lower than the previous day. The implied volatity was 23.90, the open interest changed by -11 which decreased total open position to 88
On 6 Mar MRF was trading at 107795.30. The strike last trading price was 188.45, which was -114.9 lower than the previous day. The implied volatity was 24.85, the open interest changed by -9 which decreased total open position to 99
On 5 Mar MRF was trading at 105805.50. The strike last trading price was 305, which was -635.9 lower than the previous day. The implied volatity was 23.68, the open interest changed by 37 which increased total open position to 107
On 4 Mar MRF was trading at 102659.40. The strike last trading price was 985, which was 404.25 higher than the previous day. The implied volatity was 25.85, the open interest changed by 44 which increased total open position to 70
On 3 Mar MRF was trading at 105170.25. The strike last trading price was 580, which was 314.3 higher than the previous day. The implied volatity was 26.76, the open interest changed by 24 which increased total open position to 24
