MPHASIS
Mphasis Limited
Historical option data for MPHASIS
11 Apr 2025 04:12 PM IST
| MPHASIS 24APR2025 2360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 1.11
Theta: -2.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 2160.55 | 19.35 | -3.25 | 47.21 | 98 | -7 | 130 | |||
| 9 Apr | 2117.60 | 22.6 | -6.95 | 55.75 | 195 | 24 | 137 | |||
| 8 Apr | 2168.90 | 31.1 | 7.75 | 50.73 | 118 | -16 | 112 | |||
| 7 Apr | 2102.20 | 25.55 | -10.45 | 54.41 | 215 | 34 | 128 | |||
| 4 Apr | 2229.20 | 37.8 | -63 | 38.49 | 339 | 68 | 95 | |||
| 3 Apr | 2374.05 | 102.8 | -53.5 | 38.57 | 194 | 25 | 29 | |||
| 1 Apr | 2446.75 | 156.3 | -62.85 | 41.07 | 10 | 5 | 5 | |||
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| 28 Mar | 2500.20 | 219.15 | 0 | - | 0 | 0 | 0 | |||
For Mphasis Limited - strike price 2360 expiring on 24APR2025
Delta for 2360 CE is 0.19
Historical price for 2360 CE is as follows
On 11 Apr MPHASIS was trading at 2160.55. The strike last trading price was 19.35, which was -3.25 lower than the previous day. The implied volatity was 47.21, the open interest changed by -7 which decreased total open position to 130
On 9 Apr MPHASIS was trading at 2117.60. The strike last trading price was 22.6, which was -6.95 lower than the previous day. The implied volatity was 55.75, the open interest changed by 24 which increased total open position to 137
On 8 Apr MPHASIS was trading at 2168.90. The strike last trading price was 31.1, which was 7.75 higher than the previous day. The implied volatity was 50.73, the open interest changed by -16 which decreased total open position to 112
On 7 Apr MPHASIS was trading at 2102.20. The strike last trading price was 25.55, which was -10.45 lower than the previous day. The implied volatity was 54.41, the open interest changed by 34 which increased total open position to 128
On 4 Apr MPHASIS was trading at 2229.20. The strike last trading price was 37.8, which was -63 lower than the previous day. The implied volatity was 38.49, the open interest changed by 68 which increased total open position to 95
On 3 Apr MPHASIS was trading at 2374.05. The strike last trading price was 102.8, which was -53.5 lower than the previous day. The implied volatity was 38.57, the open interest changed by 25 which increased total open position to 29
On 1 Apr MPHASIS was trading at 2446.75. The strike last trading price was 156.3, which was -62.85 lower than the previous day. The implied volatity was 41.07, the open interest changed by 5 which increased total open position to 5
On 28 Mar MPHASIS was trading at 2500.20. The strike last trading price was 219.15, 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 24APR2025 2360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 2160.55 | 244.6 | 0 | 0.00 | 0 | -9 | 0 |
| 9 Apr | 2117.60 | 244.6 | 59.15 | 32.45 | 21 | -8 | 93 |
| 8 Apr | 2168.90 | 185.45 | -93.55 | 26.56 | 1 | 0 | 101 |
| 7 Apr | 2102.20 | 276.2 | 115.05 | 63.05 | 11 | 0 | 102 |
| 4 Apr | 2229.20 | 161.35 | 78.65 | 44.06 | 178 | 22 | 102 |
| 3 Apr | 2374.05 | 84.05 | 39.1 | 43.48 | 452 | 56 | 80 |
| 1 Apr | 2446.75 | 50.7 | 9.35 | 38.43 | 27 | 5 | 13 |
| 28 Mar | 2500.20 | 41.35 | 3.3 | 37.89 | 13 | 8 | 8 |
For Mphasis Limited - strike price 2360 expiring on 24APR2025
Delta for 2360 PE is 0.00
Historical price for 2360 PE is as follows
On 11 Apr MPHASIS was trading at 2160.55. The strike last trading price was 244.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 9 Apr MPHASIS was trading at 2117.60. The strike last trading price was 244.6, which was 59.15 higher than the previous day. The implied volatity was 32.45, the open interest changed by -8 which decreased total open position to 93
On 8 Apr MPHASIS was trading at 2168.90. The strike last trading price was 185.45, which was -93.55 lower than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 101
On 7 Apr MPHASIS was trading at 2102.20. The strike last trading price was 276.2, which was 115.05 higher than the previous day. The implied volatity was 63.05, the open interest changed by 0 which decreased total open position to 102
On 4 Apr MPHASIS was trading at 2229.20. The strike last trading price was 161.35, which was 78.65 higher than the previous day. The implied volatity was 44.06, the open interest changed by 22 which increased total open position to 102
On 3 Apr MPHASIS was trading at 2374.05. The strike last trading price was 84.05, which was 39.1 higher than the previous day. The implied volatity was 43.48, the open interest changed by 56 which increased total open position to 80
On 1 Apr MPHASIS was trading at 2446.75. The strike last trading price was 50.7, which was 9.35 higher than the previous day. The implied volatity was 38.43, the open interest changed by 5 which increased total open position to 13
On 28 Mar MPHASIS was trading at 2500.20. The strike last trading price was 41.35, which was 3.3 higher than the previous day. The implied volatity was 37.89, the open interest changed by 8 which increased total open position to 8
