MPHASIS
Mphasis Limited
Historical option data for MPHASIS
13 Mar 2025 04:12 PM IST
| MPHASIS 27MAR2025 2350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 1.20
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 2205.15 | 15.05 | -5 | 33.04 | 1,250 | 158 | 588 | |||
| 12 Mar | 2225.05 | 21.4 | -15.2 | 34.13 | 757 | 103 | 428 | |||
| 11 Mar | 2277.85 | 37.15 | 2.25 | 34.38 | 592 | 63 | 325 | |||
| 10 Mar | 2265.00 | 32.25 | -21.4 | 31.75 | 644 | 25 | 262 | |||
| 7 Mar | 2302.25 | 53.5 | -17.75 | 32.83 | 700 | 101 | 237 | |||
| 6 Mar | 2343.00 | 71.45 | 8.55 | 31.77 | 972 | -49 | 137 | |||
| 5 Mar | 2307.85 | 63 | 24 | 33.83 | 1,134 | 61 | 196 | |||
| 4 Mar | 2246.60 | 38.2 | -10.55 | 34.24 | 165 | 11 | 137 | |||
| 3 Mar | 2265.40 | 48.2 | 2.9 | 33.22 | 186 | 26 | 125 | |||
| 28 Feb | 2247.25 | 44.95 | -57.05 | 31.99 | 317 | 95 | 101 | |||
| 27 Feb | 2376.40 | 102 | -455.75 | 32.40 | 10 | 6 | 6 | |||
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| 26 Feb | 2440.00 | 557.75 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 2452.90 | 557.75 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 2487.90 | 557.75 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 2567.55 | 557.75 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 2637.25 | 557.75 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 2611.25 | 557.75 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 2578.95 | 557.75 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 2591.35 | 557.75 | 0 | - | 0 | 0 | 0 | |||
For Mphasis Limited - strike price 2350 expiring on 27MAR2025
Delta for 2350 CE is 0.20
Historical price for 2350 CE is as follows
On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 15.05, which was -5 lower than the previous day. The implied volatity was 33.04, the open interest changed by 158 which increased total open position to 588
On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 21.4, which was -15.2 lower than the previous day. The implied volatity was 34.13, the open interest changed by 103 which increased total open position to 428
On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 37.15, which was 2.25 higher than the previous day. The implied volatity was 34.38, the open interest changed by 63 which increased total open position to 325
On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 32.25, which was -21.4 lower than the previous day. The implied volatity was 31.75, the open interest changed by 25 which increased total open position to 262
On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 53.5, which was -17.75 lower than the previous day. The implied volatity was 32.83, the open interest changed by 101 which increased total open position to 237
On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 71.45, which was 8.55 higher than the previous day. The implied volatity was 31.77, the open interest changed by -49 which decreased total open position to 137
On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 63, which was 24 higher than the previous day. The implied volatity was 33.83, the open interest changed by 61 which increased total open position to 196
On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 38.2, which was -10.55 lower than the previous day. The implied volatity was 34.24, the open interest changed by 11 which increased total open position to 137
On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 48.2, which was 2.9 higher than the previous day. The implied volatity was 33.22, the open interest changed by 26 which increased total open position to 125
On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 44.95, which was -57.05 lower than the previous day. The implied volatity was 31.99, the open interest changed by 95 which increased total open position to 101
On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 102, which was -455.75 lower than the previous day. The implied volatity was 32.40, the open interest changed by 6 which increased total open position to 6
On 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 557.75, 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 557.75, 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 557.75, 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 21 Feb MPHASIS was trading at 2567.55. The strike last trading price was 557.75, 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 20 Feb MPHASIS was trading at 2637.25. The strike last trading price was 557.75, 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 557.75, 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 18 Feb MPHASIS was trading at 2578.95. The strike last trading price was 557.75, 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 557.75, 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 2350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 1.36
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 2205.15 | 155 | 11 | 40.02 | 374 | 108 | 216 |
| 12 Mar | 2225.05 | 144 | 38.8 | 39.08 | 53 | -19 | 109 |
| 11 Mar | 2277.85 | 103.25 | -11.55 | 32.45 | 30 | -6 | 129 |
| 10 Mar | 2265.00 | 118.9 | 26.5 | 37.99 | 244 | -11 | 130 |
| 7 Mar | 2302.25 | 93.25 | 20.05 | 33.48 | 210 | 35 | 141 |
| 6 Mar | 2343.00 | 75.1 | -17.05 | 33.78 | 270 | 30 | 106 |
| 5 Mar | 2307.85 | 91.25 | -45.9 | 33.24 | 268 | -6 | 77 |
| 4 Mar | 2246.60 | 136.55 | 18.8 | 33.30 | 23 | -3 | 84 |
| 3 Mar | 2265.40 | 117.75 | -20.2 | 33.19 | 39 | -2 | 76 |
| 28 Feb | 2247.25 | 138.55 | 75.1 | 36.79 | 152 | 1 | 78 |
| 27 Feb | 2376.40 | 66.65 | 20 | 31.76 | 111 | 8 | 77 |
| 26 Feb | 2440.00 | 48 | 7.15 | 33.94 | 54 | -10 | 69 |
| 25 Feb | 2452.90 | 48 | 7.15 | 33.94 | 54 | -10 | 69 |
| 24 Feb | 2487.90 | 40.7 | 14.9 | 35.60 | 25 | -16 | 79 |
| 21 Feb | 2567.55 | 25.8 | 1.35 | 34.96 | 15 | 2 | 95 |
| 20 Feb | 2637.25 | 24.45 | 0.45 | 40.00 | 6 | 0 | 94 |
| 19 Feb | 2611.25 | 25.6 | -2.95 | 36.65 | 779 | 68 | 94 |
| 18 Feb | 2578.95 | 28.55 | 14.55 | 35.85 | 300 | 26 | 26 |
| 17 Feb | 2591.35 | 14 | 0 | 8.26 | 0 | 0 | 0 |
For Mphasis Limited - strike price 2350 expiring on 27MAR2025
Delta for 2350 PE is -0.76
Historical price for 2350 PE is as follows
On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 155, which was 11 higher than the previous day. The implied volatity was 40.02, the open interest changed by 108 which increased total open position to 216
On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 144, which was 38.8 higher than the previous day. The implied volatity was 39.08, the open interest changed by -19 which decreased total open position to 109
On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 103.25, which was -11.55 lower than the previous day. The implied volatity was 32.45, the open interest changed by -6 which decreased total open position to 129
On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 118.9, which was 26.5 higher than the previous day. The implied volatity was 37.99, the open interest changed by -11 which decreased total open position to 130
On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 93.25, which was 20.05 higher than the previous day. The implied volatity was 33.48, the open interest changed by 35 which increased total open position to 141
On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 75.1, which was -17.05 lower than the previous day. The implied volatity was 33.78, the open interest changed by 30 which increased total open position to 106
On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 91.25, which was -45.9 lower than the previous day. The implied volatity was 33.24, the open interest changed by -6 which decreased total open position to 77
On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 136.55, which was 18.8 higher than the previous day. The implied volatity was 33.30, the open interest changed by -3 which decreased total open position to 84
On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 117.75, which was -20.2 lower than the previous day. The implied volatity was 33.19, the open interest changed by -2 which decreased total open position to 76
On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 138.55, which was 75.1 higher than the previous day. The implied volatity was 36.79, the open interest changed by 1 which increased total open position to 78
On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 66.65, which was 20 higher than the previous day. The implied volatity was 31.76, the open interest changed by 8 which increased total open position to 77
On 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 48, which was 7.15 higher than the previous day. The implied volatity was 33.94, the open interest changed by -10 which decreased total open position to 69
On 25 Feb MPHASIS was trading at 2452.90. The strike last trading price was 48, which was 7.15 higher than the previous day. The implied volatity was 33.94, the open interest changed by -10 which decreased total open position to 69
On 24 Feb MPHASIS was trading at 2487.90. The strike last trading price was 40.7, which was 14.9 higher than the previous day. The implied volatity was 35.60, the open interest changed by -16 which decreased total open position to 79
On 21 Feb MPHASIS was trading at 2567.55. The strike last trading price was 25.8, which was 1.35 higher than the previous day. The implied volatity was 34.96, the open interest changed by 2 which increased total open position to 95
On 20 Feb MPHASIS was trading at 2637.25. The strike last trading price was 24.45, which was 0.45 higher than the previous day. The implied volatity was 40.00, the open interest changed by 0 which decreased total open position to 94
On 19 Feb MPHASIS was trading at 2611.25. The strike last trading price was 25.6, which was -2.95 lower than the previous day. The implied volatity was 36.65, the open interest changed by 68 which increased total open position to 94
On 18 Feb MPHASIS was trading at 2578.95. The strike last trading price was 28.55, which was 14.55 higher than the previous day. The implied volatity was 35.85, the open interest changed by 26 which increased total open position to 26
On 17 Feb MPHASIS was trading at 2591.35. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 8.26, the open interest changed by 0 which decreased total open position to 0
