MFSL
Max Financial Serv Ltd
Historical option data for MFSL
21 Sep 2025 04:13 PM IST
| MFSL 30SEP2025 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.98
Theta: -1.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1561.70 | 38.5 | 4.25 | 21.91 | 84 | -8 | 66 | |||||||||
| 14 Sept | 1586.70 | 64.75 | -14.7 | 21.83 | 5 | 2 | 6 | |||||||||
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| 17 Aug | 1598.30 | 67.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Max Financial Serv Ltd - strike price 1540 expiring on 30SEP2025
Delta for 1540 CE is 0.68
Historical price for 1540 CE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 38.5, which was 4.25 higher than the previous day. The implied volatity was 21.91, the open interest changed by -8 which decreased total open position to 66
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 64.75, which was -14.7 lower than the previous day. The implied volatity was 21.83, the open interest changed by 2 which increased total open position to 6
On 17 Aug MFSL was trading at 1598.30. The strike last trading price was 67.7, 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 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.98
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1561.70 | 14.1 | -1.5 | 23.17 | 96 | -1 | 90 |
| 14 Sept | 1586.70 | 11.75 | 0.8 | 23.01 | 24 | 2 | 67 |
| 17 Aug | 1598.30 | 39.3 | 0 | 0.00 | 0 | 0 | 0 |
For Max Financial Serv Ltd - strike price 1540 expiring on 30SEP2025
Delta for 1540 PE is -0.33
Historical price for 1540 PE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 14.1, which was -1.5 lower than the previous day. The implied volatity was 23.17, the open interest changed by -1 which decreased total open position to 90
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 11.75, which was 0.8 higher than the previous day. The implied volatity was 23.01, the open interest changed by 2 which increased total open position to 67
On 17 Aug MFSL was trading at 1598.30. The strike last trading price was 39.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
