MPHASIS
Mphasis Limited
Historical option data for MPHASIS
13 Mar 2025 04:12 PM IST
| MPHASIS 27MAR2025 2250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 1.70
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 2205.15 | 41.6 | -8.1 | 32.15 | 2,270 | 140 | 412 | |||
| 12 Mar | 2225.05 | 50.75 | -32.15 | 32.29 | 806 | 56 | 271 | |||
| 11 Mar | 2277.85 | 83.95 | 5.8 | 36.03 | 596 | 10 | 220 | |||
| 10 Mar | 2265.00 | 72.7 | -31.55 | 30.89 | 524 | 106 | 211 | |||
| 7 Mar | 2302.25 | 104.15 | -29.95 | 32.76 | 57 | 1 | 105 | |||
| 6 Mar | 2343.00 | 130.45 | 12.15 | 31.56 | 21 | -3 | 105 | |||
| 5 Mar | 2307.85 | 119 | 41.05 | 35.63 | 289 | -22 | 107 | |||
| 4 Mar | 2246.60 | 77.85 | -17.05 | 34.98 | 561 | -9 | 117 | |||
| 3 Mar | 2265.40 | 93.85 | 5.4 | 33.93 | 517 | 0 | 127 | |||
| 28 Feb | 2247.25 | 88.45 | -561.15 | 32.82 | 325 | 129 | 129 | |||
| 27 Feb | 2376.40 | 649.6 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 2440.00 | 649.6 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 2452.90 | 649.6 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 2487.90 | 649.6 | 0 | - | 0 | 0 | 0 | |||
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| 17 Feb | 2591.35 | 649.6 | 0 | - | 0 | 0 | 0 | |||
For Mphasis Limited - strike price 2250 expiring on 27MAR2025
Delta for 2250 CE is 0.42
Historical price for 2250 CE is as follows
On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 41.6, which was -8.1 lower than the previous day. The implied volatity was 32.15, the open interest changed by 140 which increased total open position to 412
On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 50.75, which was -32.15 lower than the previous day. The implied volatity was 32.29, the open interest changed by 56 which increased total open position to 271
On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 83.95, which was 5.8 higher than the previous day. The implied volatity was 36.03, the open interest changed by 10 which increased total open position to 220
On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 72.7, which was -31.55 lower than the previous day. The implied volatity was 30.89, the open interest changed by 106 which increased total open position to 211
On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 104.15, which was -29.95 lower than the previous day. The implied volatity was 32.76, the open interest changed by 1 which increased total open position to 105
On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 130.45, which was 12.15 higher than the previous day. The implied volatity was 31.56, the open interest changed by -3 which decreased total open position to 105
On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 119, which was 41.05 higher than the previous day. The implied volatity was 35.63, the open interest changed by -22 which decreased total open position to 107
On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 77.85, which was -17.05 lower than the previous day. The implied volatity was 34.98, the open interest changed by -9 which decreased total open position to 117
On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 93.85, which was 5.4 higher than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 127
On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 88.45, which was -561.15 lower than the previous day. The implied volatity was 32.82, the open interest changed by 129 which increased total open position to 129
On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 649.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 649.6, which was 0 lower than the previous day. The implied volatity was -, 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 649.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb MPHASIS was trading at 2487.90. The strike last trading price was 649.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb MPHASIS was trading at 2591.35. The strike last trading price was 649.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MPHASIS 27MAR2025 2250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 1.70
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 2205.15 | 81 | 7.15 | 36.86 | 1,127 | 48 | 315 |
| 12 Mar | 2225.05 | 73.25 | 21.1 | 36.04 | 724 | -65 | 268 |
| 11 Mar | 2277.85 | 51.6 | -6.95 | 34.81 | 781 | 48 | 333 |
| 10 Mar | 2265.00 | 61.9 | 15.1 | 37.83 | 1,126 | 119 | 287 |
| 7 Mar | 2302.25 | 46.9 | 12.6 | 34.68 | 571 | -24 | 168 |
| 6 Mar | 2343.00 | 38 | -8.8 | 35.70 | 342 | -44 | 194 |
| 5 Mar | 2307.85 | 47.05 | -31.2 | 34.61 | 457 | 12 | 240 |
| 4 Mar | 2246.60 | 78.45 | 11.2 | 34.86 | 680 | 80 | 229 |
| 3 Mar | 2265.40 | 69.3 | -12.55 | 36.21 | 441 | -23 | 151 |
| 28 Feb | 2247.25 | 81.1 | 46.1 | 36.69 | 715 | 164 | 175 |
| 27 Feb | 2376.40 | 35 | 12.65 | 33.69 | 13 | 1 | 11 |
| 26 Feb | 2440.00 | 22.35 | 0.3 | 34.11 | 8 | 4 | 10 |
| 25 Feb | 2452.90 | 22.35 | 0.3 | 34.11 | 8 | 4 | 10 |
| 24 Feb | 2487.90 | 22.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 2591.35 | 22.05 | 15.05 | 42.37 | 70 | 7 | 7 |
For Mphasis Limited - strike price 2250 expiring on 27MAR2025
Delta for 2250 PE is -0.56
Historical price for 2250 PE is as follows
On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 81, which was 7.15 higher than the previous day. The implied volatity was 36.86, the open interest changed by 48 which increased total open position to 315
On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 73.25, which was 21.1 higher than the previous day. The implied volatity was 36.04, the open interest changed by -65 which decreased total open position to 268
On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 51.6, which was -6.95 lower than the previous day. The implied volatity was 34.81, the open interest changed by 48 which increased total open position to 333
On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 61.9, which was 15.1 higher than the previous day. The implied volatity was 37.83, the open interest changed by 119 which increased total open position to 287
On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 46.9, which was 12.6 higher than the previous day. The implied volatity was 34.68, the open interest changed by -24 which decreased total open position to 168
On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 38, which was -8.8 lower than the previous day. The implied volatity was 35.70, the open interest changed by -44 which decreased total open position to 194
On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 47.05, which was -31.2 lower than the previous day. The implied volatity was 34.61, the open interest changed by 12 which increased total open position to 240
On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 78.45, which was 11.2 higher than the previous day. The implied volatity was 34.86, the open interest changed by 80 which increased total open position to 229
On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 69.3, which was -12.55 lower than the previous day. The implied volatity was 36.21, the open interest changed by -23 which decreased total open position to 151
On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 81.1, which was 46.1 higher than the previous day. The implied volatity was 36.69, the open interest changed by 164 which increased total open position to 175
On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 35, which was 12.65 higher than the previous day. The implied volatity was 33.69, the open interest changed by 1 which increased total open position to 11
On 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 22.35, which was 0.3 higher than the previous day. The implied volatity was 34.11, the open interest changed by 4 which increased total open position to 10
On 25 Feb MPHASIS was trading at 2452.90. The strike last trading price was 22.35, which was 0.3 higher than the previous day. The implied volatity was 34.11, the open interest changed by 4 which increased total open position to 10
On 24 Feb MPHASIS was trading at 2487.90. The strike last trading price was 22.05, 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 17 Feb MPHASIS was trading at 2591.35. The strike last trading price was 22.05, which was 15.05 higher than the previous day. The implied volatity was 42.37, the open interest changed by 7 which increased total open position to 7
