MFSL
Max Financial Serv Ltd
Historical option data for MFSL
21 Sep 2025 04:13 PM IST
| MFSL 30SEP2025 1560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 1.07
Theta: -1.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1561.70 | 26.85 | 2.9 | 22.14 | 439 | 31 | 246 | |||||||||
| 14 Sept | 1586.70 | 47.35 | -20.7 | 19.22 | 16 | -5 | 81 | |||||||||
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| 17 Aug | 1598.30 | 164.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Max Financial Serv Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 CE is 0.55
Historical price for 1560 CE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 26.85, which was 2.9 higher than the previous day. The implied volatity was 22.14, the open interest changed by 31 which increased total open position to 246
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 47.35, which was -20.7 lower than the previous day. The implied volatity was 19.22, the open interest changed by -5 which decreased total open position to 81
On 17 Aug MFSL was trading at 1598.30. The strike last trading price was 164.5, 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 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 1.07
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1561.70 | 22.25 | -2.5 | 23.16 | 113 | -1 | 232 |
| 14 Sept | 1586.70 | 18 | 3.05 | 23.25 | 75 | -3 | 243 |
| 17 Aug | 1598.30 | 42.15 | 0.9 | 29.78 | 1 | 0 | 1 |
For Max Financial Serv Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 PE is -0.46
Historical price for 1560 PE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 22.25, which was -2.5 lower than the previous day. The implied volatity was 23.16, the open interest changed by -1 which decreased total open position to 232
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 18, which was 3.05 higher than the previous day. The implied volatity was 23.25, the open interest changed by -3 which decreased total open position to 243
On 17 Aug MFSL was trading at 1598.30. The strike last trading price was 42.15, which was 0.9 higher than the previous day. The implied volatity was 29.78, the open interest changed by 0 which decreased total open position to 1
