MFSL
Max Financial Serv Ltd
Historical option data for MFSL
21 Sep 2025 04:13 PM IST
| MFSL 30SEP2025 1640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.55
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1561.70 | 3.6 | -0.3 | 22.51 | 132 | 2 | 145 | |||||||||
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| 14 Sept | 1586.70 | 14.2 | -6.75 | 22.33 | 78 | -10 | 177 | |||||||||
For Max Financial Serv Ltd - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.12
Historical price for 1640 CE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 3.6, which was -0.3 lower than the previous day. The implied volatity was 22.51, the open interest changed by 2 which increased total open position to 145
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 14.2, which was -6.75 lower than the previous day. The implied volatity was 22.33, the open interest changed by -10 which decreased total open position to 177
| MFSL 30SEP2025 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.70
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1561.70 | 80.95 | -16.55 | 27.75 | 2 | 0 | 40 |
| 14 Sept | 1586.70 | 59.85 | 8.5 | 22.68 | 15 | -6 | 47 |
For Max Financial Serv Ltd - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is -0.83
Historical price for 1640 PE is as follows
On 21 Sept MFSL was trading at 1561.70. The strike last trading price was 80.95, which was -16.55 lower than the previous day. The implied volatity was 27.75, the open interest changed by 0 which decreased total open position to 40
On 14 Sept MFSL was trading at 1586.70. The strike last trading price was 59.85, which was 8.5 higher than the previous day. The implied volatity was 22.68, the open interest changed by -6 which decreased total open position to 47
