MPHASIS
Mphasis Limited
Historical option data for MPHASIS
11 Apr 2025 04:12 PM IST
| MPHASIS 24APR2025 2220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 1.60
Theta: -3.15
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 2160.55 | 57 | 1.7 | 47.28 | 228 | 30 | 71 | |||
| 9 Apr | 2117.60 | 52.2 | -24.7 | 54.21 | 153 | 0 | 40 | |||
| 8 Apr | 2168.90 | 75.6 | 19.35 | 52.02 | 217 | 2 | 40 | |||
| 7 Apr | 2102.20 | 57 | -33.95 | 53.28 | 42 | 8 | 39 | |||
|
|
||||||||||
| 4 Apr | 2229.20 | 93.75 | -101.85 | 38.59 | 80 | 23 | 29 | |||
| 3 Apr | 2374.05 | 195.6 | -137.35 | 39.25 | 8 | 0 | 0 | |||
| 1 Apr | 2446.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 2500.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Mphasis Limited - strike price 2220 expiring on 24APR2025
Delta for 2220 CE is 0.42
Historical price for 2220 CE is as follows
On 11 Apr MPHASIS was trading at 2160.55. The strike last trading price was 57, which was 1.7 higher than the previous day. The implied volatity was 47.28, the open interest changed by 30 which increased total open position to 71
On 9 Apr MPHASIS was trading at 2117.60. The strike last trading price was 52.2, which was -24.7 lower than the previous day. The implied volatity was 54.21, the open interest changed by 0 which decreased total open position to 40
On 8 Apr MPHASIS was trading at 2168.90. The strike last trading price was 75.6, which was 19.35 higher than the previous day. The implied volatity was 52.02, the open interest changed by 2 which increased total open position to 40
On 7 Apr MPHASIS was trading at 2102.20. The strike last trading price was 57, which was -33.95 lower than the previous day. The implied volatity was 53.28, the open interest changed by 8 which increased total open position to 39
On 4 Apr MPHASIS was trading at 2229.20. The strike last trading price was 93.75, which was -101.85 lower than the previous day. The implied volatity was 38.59, the open interest changed by 23 which increased total open position to 29
On 3 Apr MPHASIS was trading at 2374.05. The strike last trading price was 195.6, which was -137.35 lower than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 0
On 1 Apr MPHASIS was trading at 2446.75. The strike last trading price was 0, 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 28 Mar MPHASIS was trading at 2500.20. The strike last trading price was 0, 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
| MPHASIS 24APR2025 2220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 1.60
Theta: -2.65
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 2160.55 | 105.85 | -35.75 | 48.99 | 18 | -3 | 49 |
| 9 Apr | 2117.60 | 141.6 | 20.55 | 46.06 | 3 | 0 | 53 |
| 8 Apr | 2168.90 | 121.05 | -50.95 | 54.00 | 25 | -2 | 55 |
| 7 Apr | 2102.20 | 173.8 | 100.2 | 63.09 | 271 | -1 | 61 |
| 4 Apr | 2229.20 | 73.75 | 61.15 | 41.57 | 125 | 57 | 57 |
| 3 Apr | 2374.05 | 12.6 | 0 | 8.11 | 0 | 0 | 0 |
| 1 Apr | 2446.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 2500.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Mphasis Limited - strike price 2220 expiring on 24APR2025
Delta for 2220 PE is -0.57
Historical price for 2220 PE is as follows
On 11 Apr MPHASIS was trading at 2160.55. The strike last trading price was 105.85, which was -35.75 lower than the previous day. The implied volatity was 48.99, the open interest changed by -3 which decreased total open position to 49
On 9 Apr MPHASIS was trading at 2117.60. The strike last trading price was 141.6, which was 20.55 higher than the previous day. The implied volatity was 46.06, the open interest changed by 0 which decreased total open position to 53
On 8 Apr MPHASIS was trading at 2168.90. The strike last trading price was 121.05, which was -50.95 lower than the previous day. The implied volatity was 54.00, the open interest changed by -2 which decreased total open position to 55
On 7 Apr MPHASIS was trading at 2102.20. The strike last trading price was 173.8, which was 100.2 higher than the previous day. The implied volatity was 63.09, the open interest changed by -1 which decreased total open position to 61
On 4 Apr MPHASIS was trading at 2229.20. The strike last trading price was 73.75, which was 61.15 higher than the previous day. The implied volatity was 41.57, the open interest changed by 57 which increased total open position to 57
On 3 Apr MPHASIS was trading at 2374.05. The strike last trading price was 12.6, which was 0 lower than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 0
On 1 Apr MPHASIS was trading at 2446.75. The strike last trading price was 0, 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 28 Mar MPHASIS was trading at 2500.20. The strike last trading price was 0, 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
