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[--[65.84.65.76]--]
MPHASIS
Mphasis Limited

2205.15 -19.90 (-0.89%)

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Historical option data for MPHASIS

13 Mar 2025 04:12 PM IST
MPHASIS 27MAR2025 2200 CE
Delta: 0.57
Vega: 1.70
Theta: -2.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 2205.15 64.7 -10.7 31.99 1,617 70 407
12 Mar 2225.05 76.15 -38.8 32.23 1,326 206 336
11 Mar 2277.85 116.95 8.1 37.52 215 38 129
10 Mar 2265.00 108.05 -31.75 33.65 193 16 94
7 Mar 2302.25 138 -30.05 32.89 34 -5 78
6 Mar 2343.00 165.85 13.65 30.13 17 4 84
5 Mar 2307.85 151 43.9 34.98 279 -5 79
4 Mar 2246.60 104.95 -24.2 35.30 536 47 84
3 Mar 2265.40 129.15 12.25 36.70 45 5 38
28 Feb 2247.25 117 -103 33.04 67 35 36
27 Feb 2376.40 220 -95 41.53 1 0 1
26 Feb 2440.00 315 0 0.00 0 0 0
25 Feb 2452.90 315 0 0.00 0 1 0
24 Feb 2487.90 315 -444.35 35.05 1 0 0


For Mphasis Limited - strike price 2200 expiring on 27MAR2025

Delta for 2200 CE is 0.57

Historical price for 2200 CE is as follows

On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 64.7, which was -10.7 lower than the previous day. The implied volatity was 31.99, the open interest changed by 70 which increased total open position to 407


On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 76.15, which was -38.8 lower than the previous day. The implied volatity was 32.23, the open interest changed by 206 which increased total open position to 336


On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 116.95, which was 8.1 higher than the previous day. The implied volatity was 37.52, the open interest changed by 38 which increased total open position to 129


On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 108.05, which was -31.75 lower than the previous day. The implied volatity was 33.65, the open interest changed by 16 which increased total open position to 94


On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 138, which was -30.05 lower than the previous day. The implied volatity was 32.89, the open interest changed by -5 which decreased total open position to 78


On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 165.85, which was 13.65 higher than the previous day. The implied volatity was 30.13, the open interest changed by 4 which increased total open position to 84


On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 151, which was 43.9 higher than the previous day. The implied volatity was 34.98, the open interest changed by -5 which decreased total open position to 79


On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 104.95, which was -24.2 lower than the previous day. The implied volatity was 35.30, the open interest changed by 47 which increased total open position to 84


On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 129.15, which was 12.25 higher than the previous day. The implied volatity was 36.70, the open interest changed by 5 which increased total open position to 38


On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 117, which was -103 lower than the previous day. The implied volatity was 33.04, the open interest changed by 35 which increased total open position to 36


On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 220, which was -95 lower than the previous day. The implied volatity was 41.53, the open interest changed by 0 which decreased total open position to 1


On 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 315, 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 25 Feb MPHASIS was trading at 2452.90. The strike last trading price was 315, 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 24 Feb MPHASIS was trading at 2487.90. The strike last trading price was 315, which was -444.35 lower than the previous day. The implied volatity was 35.05, the open interest changed by 0 which decreased total open position to 0


MPHASIS 27MAR2025 2200 PE
Delta: -0.44
Vega: 1.71
Theta: -1.94
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 2205.15 53.9 5.05 36.46 2,057 -46 361
12 Mar 2225.05 48.65 14.25 35.98 1,987 57 408
11 Mar 2277.85 34.7 -5.05 36.10 1,050 60 350
10 Mar 2265.00 41.15 10.15 37.65 1,367 12 290
7 Mar 2302.25 31.3 6.7 35.27 1,228 30 278
6 Mar 2343.00 27.65 -4.45 37.74 437 -36 223
5 Mar 2307.85 32 -23.9 35.26 351 4 259
4 Mar 2246.60 56.8 8.7 35.62 1,378 53 255
3 Mar 2265.40 50.05 -10.8 36.85 487 22 203
28 Feb 2247.25 60.35 39.4 37.29 1,666 30 183
27 Feb 2376.40 23.15 7.1 33.86 246 70 153
26 Feb 2440.00 16.05 1.65 35.42 56 24 84
25 Feb 2452.90 16.05 1.65 35.42 56 25 84
24 Feb 2487.90 14.35 3.15 37.40 83 59 59


For Mphasis Limited - strike price 2200 expiring on 27MAR2025

Delta for 2200 PE is -0.44

Historical price for 2200 PE is as follows

On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 53.9, which was 5.05 higher than the previous day. The implied volatity was 36.46, the open interest changed by -46 which decreased total open position to 361


On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 48.65, which was 14.25 higher than the previous day. The implied volatity was 35.98, the open interest changed by 57 which increased total open position to 408


On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 34.7, which was -5.05 lower than the previous day. The implied volatity was 36.10, the open interest changed by 60 which increased total open position to 350


On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 41.15, which was 10.15 higher than the previous day. The implied volatity was 37.65, the open interest changed by 12 which increased total open position to 290


On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 31.3, which was 6.7 higher than the previous day. The implied volatity was 35.27, the open interest changed by 30 which increased total open position to 278


On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 27.65, which was -4.45 lower than the previous day. The implied volatity was 37.74, the open interest changed by -36 which decreased total open position to 223


On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 32, which was -23.9 lower than the previous day. The implied volatity was 35.26, the open interest changed by 4 which increased total open position to 259


On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 56.8, which was 8.7 higher than the previous day. The implied volatity was 35.62, the open interest changed by 53 which increased total open position to 255


On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 50.05, which was -10.8 lower than the previous day. The implied volatity was 36.85, the open interest changed by 22 which increased total open position to 203


On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 60.35, which was 39.4 higher than the previous day. The implied volatity was 37.29, the open interest changed by 30 which increased total open position to 183


On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 23.15, which was 7.1 higher than the previous day. The implied volatity was 33.86, the open interest changed by 70 which increased total open position to 153


On 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 16.05, which was 1.65 higher than the previous day. The implied volatity was 35.42, the open interest changed by 24 which increased total open position to 84


On 25 Feb MPHASIS was trading at 2452.90. The strike last trading price was 16.05, which was 1.65 higher than the previous day. The implied volatity was 35.42, the open interest changed by 25 which increased total open position to 84


On 24 Feb MPHASIS was trading at 2487.90. The strike last trading price was 14.35, which was 3.15 higher than the previous day. The implied volatity was 37.40, the open interest changed by 59 which increased total open position to 59