MFSL
Max Financial Serv Ltd
Historical option data for MFSL
21 Sep 2025 04:13 PM IST
| MFSL 30SEP2025 1620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.74
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1561.70 | 6.15 | 0.25 | 21.97 | 124 | 11 | 183 | |||||||||
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| 14 Sept | 1586.70 | 19.65 | -9.3 | 21.64 | 64 | -5 | 130 | |||||||||
For Max Financial Serv Ltd - strike price 1620 expiring on 30SEP2025
Delta for 1620 CE is 0.19
Historical price for 1620 CE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 6.15, which was 0.25 higher than the previous day. The implied volatity was 21.97, the open interest changed by 11 which increased total open position to 183
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 19.65, which was -9.3 lower than the previous day. The implied volatity was 21.64, the open interest changed by -5 which decreased total open position to 130
| MFSL 30SEP2025 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.62
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1561.70 | 57.85 | -20.55 | 18.42 | 9 | 0 | 30 |
| 14 Sept | 1586.70 | 46.2 | 8.35 | 22.55 | 33 | -6 | 35 |
For Max Financial Serv Ltd - strike price 1620 expiring on 30SEP2025
Delta for 1620 PE is -0.85
Historical price for 1620 PE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 57.85, which was -20.55 lower than the previous day. The implied volatity was 18.42, the open interest changed by 0 which decreased total open position to 30
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 46.2, which was 8.35 higher than the previous day. The implied volatity was 22.55, the open interest changed by -6 which decreased total open position to 35
