MFSL
Max Financial Serv Ltd
Historical option data for MFSL
21 Sep 2025 04:13 PM IST
| MFSL 30SEP2025 1600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.92
Theta: -1.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1561.70 | 10 | 0.05 | 21.23 | 474 | 7 | 348 | |||||||||
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| 14 Sept | 1586.70 | 26.95 | -11.95 | 21.01 | 521 | -8 | 297 | |||||||||
| 17 Aug | 1598.30 | 57.95 | 4 | 23.17 | 19 | 16 | 30 | |||||||||
For Max Financial Serv Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.28
Historical price for 1600 CE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 10, which was 0.05 higher than the previous day. The implied volatity was 21.23, the open interest changed by 7 which increased total open position to 348
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 26.95, which was -11.95 lower than the previous day. The implied volatity was 21.01, the open interest changed by -8 which decreased total open position to 297
On 17 Aug MFSL was trading at 1598.30. The strike last trading price was 57.95, which was 4 higher than the previous day. The implied volatity was 23.17, the open interest changed by 16 which increased total open position to 30
| MFSL 30SEP2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 0.93
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1561.70 | 45.1 | -5.05 | 22.21 | 5 | -2 | 175 |
| 14 Sept | 1586.70 | 36.8 | 7.2 | 24.16 | 150 | -21 | 184 |
| 17 Aug | 1598.30 | 57.5 | -24.15 | 29.00 | 1 | 1 | 0 |
For Max Financial Serv Ltd - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -0.71
Historical price for 1600 PE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 45.1, which was -5.05 lower than the previous day. The implied volatity was 22.21, the open interest changed by -2 which decreased total open position to 175
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 36.8, which was 7.2 higher than the previous day. The implied volatity was 24.16, the open interest changed by -21 which decreased total open position to 184
On 17 Aug MFSL was trading at 1598.30. The strike last trading price was 57.5, which was -24.15 lower than the previous day. The implied volatity was 29.00, the open interest changed by 1 which increased total open position to 0
