MFSL
Max Financial Serv Ltd
Historical option data for MFSL
21 Sep 2025 04:13 PM IST
| MFSL 30SEP2025 1580 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 1.05
Theta: -1.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1561.70 | 15.5 | -0.2 | 20.16 | 1,035 | 156 | 257 | |||||||||
| 14 Sept | 1586.70 | 37.5 | -14.5 | 21.23 | 21 | 4 | 62 | |||||||||
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| 17 Aug | 1598.30 | 52.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Max Financial Serv Ltd - strike price 1580 expiring on 30SEP2025
Delta for 1580 CE is 0.40
Historical price for 1580 CE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 15.5, which was -0.2 lower than the previous day. The implied volatity was 20.16, the open interest changed by 156 which increased total open position to 257
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 37.5, which was -14.5 lower than the previous day. The implied volatity was 21.23, the open interest changed by 4 which increased total open position to 62
On 17 Aug MFSL was trading at 1598.30. The strike last trading price was 52.25, 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 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 1.06
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1561.70 | 32.2 | -3.25 | 22.49 | 56 | -11 | 68 |
| 14 Sept | 1586.70 | 26 | 4.9 | 23.39 | 132 | -12 | 63 |
| 17 Aug | 1598.30 | 114.85 | 0 | 1.88 | 0 | 0 | 0 |
For Max Financial Serv Ltd - strike price 1580 expiring on 30SEP2025
Delta for 1580 PE is -0.58
Historical price for 1580 PE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 32.2, which was -3.25 lower than the previous day. The implied volatity was 22.49, the open interest changed by -11 which decreased total open position to 68
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 26, which was 4.9 higher than the previous day. The implied volatity was 23.39, the open interest changed by -12 which decreased total open position to 63
On 17 Aug MFSL was trading at 1598.30. The strike last trading price was 114.85, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
