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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 2300 CE
Delta: 0.30
Vega: 1.50
Theta: -1.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 2205.15 25.5 -6.65 32.51 3,027 61 700
12 Mar 2225.05 33.15 -23.2 33.06 1,458 156 643
11 Mar 2277.85 57 3.4 34.86 1,408 -12 487
10 Mar 2265.00 49.05 -28.15 31.14 1,758 176 495
7 Mar 2302.25 76.05 -23.85 33.75 1,112 88 319
6 Mar 2343.00 95.55 7.65 30.42 725 -56 232
5 Mar 2307.85 89 32 34.93 1,925 -61 286
4 Mar 2246.60 55.1 -13.7 34.37 833 12 348
3 Mar 2265.40 68.85 4.05 33.70 1,034 16 339
28 Feb 2247.25 64 -163 32.28 930 318 318
27 Feb 2376.40 227 0 0.00 0 0 0
26 Feb 2440.00 227 0 0.00 0 0 0
25 Feb 2452.90 227 0 0.00 0 1 0
24 Feb 2487.90 227 -442.5 32.60 1 0 0
21 Feb 2567.55 669.5 0 - 0 0 0
19 Feb 2611.25 669.5 0 - 0 0 0
17 Feb 2591.35 669.5 0 - 0 0 0
15 Jan 2779.75 0 0.00 0 0 0


For Mphasis Limited - strike price 2300 expiring on 27MAR2025

Delta for 2300 CE is 0.30

Historical price for 2300 CE is as follows

On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 25.5, which was -6.65 lower than the previous day. The implied volatity was 32.51, the open interest changed by 61 which increased total open position to 700


On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 33.15, which was -23.2 lower than the previous day. The implied volatity was 33.06, the open interest changed by 156 which increased total open position to 643


On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 57, which was 3.4 higher than the previous day. The implied volatity was 34.86, the open interest changed by -12 which decreased total open position to 487


On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 49.05, which was -28.15 lower than the previous day. The implied volatity was 31.14, the open interest changed by 176 which increased total open position to 495


On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 76.05, which was -23.85 lower than the previous day. The implied volatity was 33.75, the open interest changed by 88 which increased total open position to 319


On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 95.55, which was 7.65 higher than the previous day. The implied volatity was 30.42, the open interest changed by -56 which decreased total open position to 232


On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 89, which was 32 higher than the previous day. The implied volatity was 34.93, the open interest changed by -61 which decreased total open position to 286


On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 55.1, which was -13.7 lower than the previous day. The implied volatity was 34.37, the open interest changed by 12 which increased total open position to 348


On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 68.85, which was 4.05 higher than the previous day. The implied volatity was 33.70, the open interest changed by 16 which increased total open position to 339


On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 64, which was -163 lower than the previous day. The implied volatity was 32.28, the open interest changed by 318 which increased total open position to 318


On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 227, 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 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 227, 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 227, 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 227, which was -442.5 lower than the previous day. The implied volatity was 32.60, the open interest changed by 0 which decreased total open position to 0


On 21 Feb MPHASIS was trading at 2567.55. The strike last trading price was 669.5, 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 19 Feb MPHASIS was trading at 2611.25. The strike last trading price was 669.5, 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 669.5, 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 15 Jan MPHASIS was trading at 2779.75. The strike last trading price was 0, which was 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 27MAR2025 2300 PE
Delta: -0.67
Vega: 1.56
Theta: -1.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 2205.15 115.1 8.75 38.00 614 70 297
12 Mar 2225.05 106.05 31.55 37.43 408 -56 224
11 Mar 2277.85 74.35 -9.1 33.62 330 -104 281
10 Mar 2265.00 87 19.4 37.49 1,118 -8 326
7 Mar 2302.25 69.6 17.25 35.10 1,472 3 334
6 Mar 2343.00 55.05 -11.15 35.14 684 90 344
5 Mar 2307.85 66.55 -36.25 33.89 778 31 254
4 Mar 2246.60 106.05 15.7 34.55 217 -18 223
3 Mar 2265.40 92.8 -14.45 35.44 352 -4 246
28 Feb 2247.25 106.7 58.75 36.32 1,600 72 252
27 Feb 2376.40 51.15 18.6 33.70 425 76 180
26 Feb 2440.00 34 5 34.30 142 49 103
25 Feb 2452.90 34 5 34.30 142 48 103
24 Feb 2487.90 29.3 11.8 36.13 137 35 57
21 Feb 2567.55 20 -0.55 36.58 2 0 22
19 Feb 2611.25 20.55 -21.85 38.44 43 -8 12
17 Feb 2591.35 42.4 13.55 48.10 212 20 20
15 Jan 2779.75 0 0.00 0 0 0


For Mphasis Limited - strike price 2300 expiring on 27MAR2025

Delta for 2300 PE is -0.67

Historical price for 2300 PE is as follows

On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 115.1, which was 8.75 higher than the previous day. The implied volatity was 38.00, the open interest changed by 70 which increased total open position to 297


On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 106.05, which was 31.55 higher than the previous day. The implied volatity was 37.43, the open interest changed by -56 which decreased total open position to 224


On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 74.35, which was -9.1 lower than the previous day. The implied volatity was 33.62, the open interest changed by -104 which decreased total open position to 281


On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 87, which was 19.4 higher than the previous day. The implied volatity was 37.49, the open interest changed by -8 which decreased total open position to 326


On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 69.6, which was 17.25 higher than the previous day. The implied volatity was 35.10, the open interest changed by 3 which increased total open position to 334


On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 55.05, which was -11.15 lower than the previous day. The implied volatity was 35.14, the open interest changed by 90 which increased total open position to 344


On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 66.55, which was -36.25 lower than the previous day. The implied volatity was 33.89, the open interest changed by 31 which increased total open position to 254


On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 106.05, which was 15.7 higher than the previous day. The implied volatity was 34.55, the open interest changed by -18 which decreased total open position to 223


On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 92.8, which was -14.45 lower than the previous day. The implied volatity was 35.44, the open interest changed by -4 which decreased total open position to 246


On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 106.7, which was 58.75 higher than the previous day. The implied volatity was 36.32, the open interest changed by 72 which increased total open position to 252


On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 51.15, which was 18.6 higher than the previous day. The implied volatity was 33.70, the open interest changed by 76 which increased total open position to 180


On 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 34, which was 5 higher than the previous day. The implied volatity was 34.30, the open interest changed by 49 which increased total open position to 103


On 25 Feb MPHASIS was trading at 2452.90. The strike last trading price was 34, which was 5 higher than the previous day. The implied volatity was 34.30, the open interest changed by 48 which increased total open position to 103


On 24 Feb MPHASIS was trading at 2487.90. The strike last trading price was 29.3, which was 11.8 higher than the previous day. The implied volatity was 36.13, the open interest changed by 35 which increased total open position to 57


On 21 Feb MPHASIS was trading at 2567.55. The strike last trading price was 20, which was -0.55 lower than the previous day. The implied volatity was 36.58, the open interest changed by 0 which decreased total open position to 22


On 19 Feb MPHASIS was trading at 2611.25. The strike last trading price was 20.55, which was -21.85 lower than the previous day. The implied volatity was 38.44, the open interest changed by -8 which decreased total open position to 12


On 17 Feb MPHASIS was trading at 2591.35. The strike last trading price was 42.4, which was 13.55 higher than the previous day. The implied volatity was 48.10, the open interest changed by 20 which increased total open position to 20


On 15 Jan MPHASIS was trading at 2779.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0