MPHASIS
Mphasis Limited
Historical option data for MPHASIS
13 Mar 2025 04:12 PM IST
| MPHASIS 27MAR2025 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 1.20
Theta: -1.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 2205.15 | 134.8 | -12.25 | 34.24 | 16 | 3 | 57 | |||
| 12 Mar | 2225.05 | 148.6 | -36.35 | 34.02 | 20 | 5 | 53 | |||
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| 11 Mar | 2277.85 | 184.95 | -34.05 | 29.24 | 14 | 3 | 47 | |||
| 10 Mar | 2265.00 | 219 | -15.55 | 59.56 | 31 | 43 | 43 | |||
| 7 Mar | 2302.25 | 234.55 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 2343.00 | 234.55 | 0 | 0.00 | 0 | -3 | 0 | |||
| 5 Mar | 2307.85 | 234.55 | 45.8 | 38.58 | 18 | -3 | 15 | |||
| 4 Mar | 2246.60 | 188.75 | -10.15 | 44.96 | 3 | 0 | 15 | |||
| 3 Mar | 2265.40 | 199.5 | 14.85 | 36.17 | 15 | 4 | 16 | |||
| 28 Feb | 2247.25 | 184.65 | -187.35 | 31.59 | 13 | 11 | 11 | |||
| 27 Feb | 2376.40 | 372 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Feb | 2440.00 | 372 | -23 | 44.50 | 1 | 1 | 2 | |||
| 25 Feb | 2452.90 | 372 | -23 | 44.50 | 1 | 0 | 2 | |||
| 24 Feb | 2487.90 | 395 | -457.35 | - | 2 | 0 | 0 | |||
For Mphasis Limited - strike price 2100 expiring on 27MAR2025
Delta for 2100 CE is 0.80
Historical price for 2100 CE is as follows
On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 134.8, which was -12.25 lower than the previous day. The implied volatity was 34.24, the open interest changed by 3 which increased total open position to 57
On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 148.6, which was -36.35 lower than the previous day. The implied volatity was 34.02, the open interest changed by 5 which increased total open position to 53
On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 184.95, which was -34.05 lower than the previous day. The implied volatity was 29.24, the open interest changed by 3 which increased total open position to 47
On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 219, which was -15.55 lower than the previous day. The implied volatity was 59.56, the open interest changed by 43 which increased total open position to 43
On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 234.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 234.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 234.55, which was 45.8 higher than the previous day. The implied volatity was 38.58, the open interest changed by -3 which decreased total open position to 15
On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 188.75, which was -10.15 lower than the previous day. The implied volatity was 44.96, the open interest changed by 0 which decreased total open position to 15
On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 199.5, which was 14.85 higher than the previous day. The implied volatity was 36.17, the open interest changed by 4 which increased total open position to 16
On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 184.65, which was -187.35 lower than the previous day. The implied volatity was 31.59, the open interest changed by 11 which increased total open position to 11
On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 372, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 372, which was -23 lower than the previous day. The implied volatity was 44.50, the open interest changed by 1 which increased total open position to 2
On 25 Feb MPHASIS was trading at 2452.90. The strike last trading price was 372, which was -23 lower than the previous day. The implied volatity was 44.50, the open interest changed by 0 which decreased total open position to 2
On 24 Feb MPHASIS was trading at 2487.90. The strike last trading price was 395, which was -457.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MPHASIS 27MAR2025 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 1.26
Theta: -1.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 2205.15 | 20.1 | -0.15 | 36.95 | 780 | -24 | 292 |
| 12 Mar | 2225.05 | 18.95 | 4.65 | 37.30 | 752 | 45 | 316 |
| 11 Mar | 2277.85 | 14.2 | -2.25 | 38.65 | 503 | 27 | 271 |
| 10 Mar | 2265.00 | 16.55 | 3.55 | 38.75 | 335 | 44 | 244 |
| 7 Mar | 2302.25 | 13.3 | 3.3 | 37.43 | 269 | 1 | 200 |
| 6 Mar | 2343.00 | 10.9 | -3.65 | 38.47 | 253 | -34 | 199 |
| 5 Mar | 2307.85 | 14.9 | -12.6 | 37.99 | 488 | 29 | 234 |
| 4 Mar | 2246.60 | 27.85 | 4.7 | 37.63 | 898 | 69 | 205 |
| 3 Mar | 2265.40 | 24.55 | -6.7 | 38.64 | 270 | -16 | 137 |
| 28 Feb | 2247.25 | 32 | 22.8 | 39.19 | 655 | 89 | 152 |
| 27 Feb | 2376.40 | 9.5 | 2.5 | 34.89 | 65 | 38 | 63 |
| 26 Feb | 2440.00 | 7 | 2.45 | 36.85 | 38 | 7 | 24 |
| 25 Feb | 2452.90 | 7 | 2.45 | 36.85 | 38 | 6 | 24 |
| 24 Feb | 2487.90 | 4.55 | -1.4 | 36.05 | 25 | 19 | 19 |
For Mphasis Limited - strike price 2100 expiring on 27MAR2025
Delta for 2100 PE is -0.21
Historical price for 2100 PE is as follows
On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 20.1, which was -0.15 lower than the previous day. The implied volatity was 36.95, the open interest changed by -24 which decreased total open position to 292
On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 18.95, which was 4.65 higher than the previous day. The implied volatity was 37.30, the open interest changed by 45 which increased total open position to 316
On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 14.2, which was -2.25 lower than the previous day. The implied volatity was 38.65, the open interest changed by 27 which increased total open position to 271
On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 16.55, which was 3.55 higher than the previous day. The implied volatity was 38.75, the open interest changed by 44 which increased total open position to 244
On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 13.3, which was 3.3 higher than the previous day. The implied volatity was 37.43, the open interest changed by 1 which increased total open position to 200
On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 10.9, which was -3.65 lower than the previous day. The implied volatity was 38.47, the open interest changed by -34 which decreased total open position to 199
On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 14.9, which was -12.6 lower than the previous day. The implied volatity was 37.99, the open interest changed by 29 which increased total open position to 234
On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 27.85, which was 4.7 higher than the previous day. The implied volatity was 37.63, the open interest changed by 69 which increased total open position to 205
On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 24.55, which was -6.7 lower than the previous day. The implied volatity was 38.64, the open interest changed by -16 which decreased total open position to 137
On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 32, which was 22.8 higher than the previous day. The implied volatity was 39.19, the open interest changed by 89 which increased total open position to 152
On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 9.5, which was 2.5 higher than the previous day. The implied volatity was 34.89, the open interest changed by 38 which increased total open position to 63
On 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 7, which was 2.45 higher than the previous day. The implied volatity was 36.85, the open interest changed by 7 which increased total open position to 24
On 25 Feb MPHASIS was trading at 2452.90. The strike last trading price was 7, which was 2.45 higher than the previous day. The implied volatity was 36.85, the open interest changed by 6 which increased total open position to 24
On 24 Feb MPHASIS was trading at 2487.90. The strike last trading price was 4.55, which was -1.4 lower than the previous day. The implied volatity was 36.05, the open interest changed by 19 which increased total open position to 19
