MFSL
Max Financial Serv Ltd
Historical option data for MFSL
21 Sep 2025 04:13 PM IST
| MFSL 30SEP2025 1500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.39
Theta: -0.69
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1561.70 | 67.2 | 2.05 | 17.57 | 9 | 0 | 26 | |||||||||
| 14 Sept | 1586.70 | 100.05 | 14.65 | 25.16 | 3 | 2 | 12 | |||||||||
| 17 Aug | 1598.30 | 86.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Max Financial Serv Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.92
Historical price for 1500 CE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 67.2, which was 2.05 higher than the previous day. The implied volatity was 17.57, the open interest changed by 0 which decreased total open position to 26
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 100.05, which was 14.65 higher than the previous day. The implied volatity was 25.16, the open interest changed by 2 which increased total open position to 12
On 17 Aug MFSL was trading at 1598.30. The strike last trading price was 86.2, 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
| MFSL 30SEP2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.63
Theta: -0.63
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1561.70 | 5.2 | -0.95 | 24.29 | 257 | 23 | 313 |
| 14 Sept | 1586.70 | 4.95 | -0.1 | 23.75 | 100 | 4 | 136 |
| 17 Aug | 1598.30 | 19.5 | -5.55 | 27.60 | 3 | 3 | 9 |
For Max Financial Serv Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.15
Historical price for 1500 PE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 5.2, which was -0.95 lower than the previous day. The implied volatity was 24.29, the open interest changed by 23 which increased total open position to 313
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 4.95, which was -0.1 lower than the previous day. The implied volatity was 23.75, the open interest changed by 4 which increased total open position to 136
On 17 Aug MFSL was trading at 1598.30. The strike last trading price was 19.5, which was -5.55 lower than the previous day. The implied volatity was 27.60, the open interest changed by 3 which increased total open position to 9
