MPHASIS
Mphasis Limited
Historical option data for MPHASIS
13 Mar 2025 04:12 PM IST
| MPHASIS 27MAR2025 2400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.91
Theta: -1.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 2205.15 | 9.3 | -3.65 | 34.42 | 2,665 | -119 | 788 | |||
| 12 Mar | 2225.05 | 14.3 | -7.95 | 35.80 | 2,032 | 321 | 898 | |||
| 11 Mar | 2277.85 | 22.95 | 1.6 | 34.02 | 772 | 21 | 574 | |||
| 10 Mar | 2265.00 | 19.8 | -16.75 | 31.86 | 1,125 | 111 | 539 | |||
| 7 Mar | 2302.25 | 35.8 | -14.55 | 32.63 | 1,063 | 34 | 428 | |||
| 6 Mar | 2343.00 | 46.95 | 2.8 | 30.38 | 1,582 | 125 | 390 | |||
| 5 Mar | 2307.85 | 44.55 | 18.6 | 33.90 | 1,263 | -18 | 269 | |||
| 4 Mar | 2246.60 | 25.3 | -8.1 | 33.97 | 482 | 51 | 290 | |||
| 3 Mar | 2265.40 | 33.45 | 2.45 | 33.33 | 463 | -40 | 241 | |||
| 28 Feb | 2247.25 | 31.05 | -52.15 | 32.03 | 981 | 184 | 282 | |||
| 27 Feb | 2376.40 | 81.25 | -43.75 | 33.94 | 295 | 97 | 98 | |||
| 26 Feb | 2440.00 | 125 | -458.8 | 33.43 | 1 | 1 | 0 | |||
| 25 Feb | 2452.90 | 125 | -458.8 | 33.43 | 1 | 0 | 0 | |||
| 24 Feb | 2487.90 | 583.8 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 2567.55 | 583.8 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 2637.25 | 583.8 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 2611.25 | 583.8 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 2578.95 | 583.8 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 2591.35 | 583.8 | 0 | - | 0 | 0 | 0 | |||
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| 14 Feb | 2554.25 | 583.8 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 2601.95 | 583.8 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 2666.60 | 583.8 | 0 | - | 0 | 0 | 0 | |||
| 30 Jan | 2867.60 | 0 | 0 | - | 0 | 0 | 0 | |||
| 22 Jan | 2808.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 2821.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 2779.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 2897.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 2869.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 2898.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Jan | 2854.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 2847.20 | 0 | - | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 2400 expiring on 27MAR2025
Delta for 2400 CE is 0.13
Historical price for 2400 CE is as follows
On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 9.3, which was -3.65 lower than the previous day. The implied volatity was 34.42, the open interest changed by -119 which decreased total open position to 788
On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 14.3, which was -7.95 lower than the previous day. The implied volatity was 35.80, the open interest changed by 321 which increased total open position to 898
On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 22.95, which was 1.6 higher than the previous day. The implied volatity was 34.02, the open interest changed by 21 which increased total open position to 574
On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 19.8, which was -16.75 lower than the previous day. The implied volatity was 31.86, the open interest changed by 111 which increased total open position to 539
On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 35.8, which was -14.55 lower than the previous day. The implied volatity was 32.63, the open interest changed by 34 which increased total open position to 428
On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 46.95, which was 2.8 higher than the previous day. The implied volatity was 30.38, the open interest changed by 125 which increased total open position to 390
On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 44.55, which was 18.6 higher than the previous day. The implied volatity was 33.90, the open interest changed by -18 which decreased total open position to 269
On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 25.3, which was -8.1 lower than the previous day. The implied volatity was 33.97, the open interest changed by 51 which increased total open position to 290
On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 33.45, which was 2.45 higher than the previous day. The implied volatity was 33.33, the open interest changed by -40 which decreased total open position to 241
On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 31.05, which was -52.15 lower than the previous day. The implied volatity was 32.03, the open interest changed by 184 which increased total open position to 282
On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 81.25, which was -43.75 lower than the previous day. The implied volatity was 33.94, the open interest changed by 97 which increased total open position to 98
On 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 125, which was -458.8 lower than the previous day. The implied volatity was 33.43, the open interest changed by 1 which increased total open position to 0
On 25 Feb MPHASIS was trading at 2452.90. The strike last trading price was 125, which was -458.8 lower than the previous day. The implied volatity was 33.43, 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 583.8, 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 583.8, 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 583.8, 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 583.8, 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 583.8, 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 583.8, 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 14 Feb MPHASIS was trading at 2554.25. The strike last trading price was 583.8, 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 13 Feb MPHASIS was trading at 2601.95. The strike last trading price was 583.8, 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 12 Feb MPHASIS was trading at 2666.60. The strike last trading price was 583.8, 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 30 Jan MPHASIS was trading at 2867.60. The strike last trading price was 0, 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 22 Jan MPHASIS was trading at 2808.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan MPHASIS was trading at 2821.40. The strike last trading price was 0, which was 0.00 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan MPHASIS was trading at 2897.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan MPHASIS was trading at 2869.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan MPHASIS was trading at 2898.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan MPHASIS was trading at 2854.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec MPHASIS was trading at 2847.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MPHASIS 27MAR2025 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.82
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 2205.15 | 188 | 1.35 | 31.97 | 69 | -9 | 256 |
| 12 Mar | 2225.05 | 182.6 | 41.9 | 38.45 | 43 | 3 | 267 |
| 11 Mar | 2277.85 | 140.35 | -11.6 | 32.77 | 57 | -17 | 265 |
| 10 Mar | 2265.00 | 152.35 | 25.35 | 36.66 | 311 | 99 | 283 |
| 7 Mar | 2302.25 | 127.8 | 26.95 | 34.64 | 99 | -3 | 184 |
| 6 Mar | 2343.00 | 102.6 | -19.35 | 33.49 | 120 | 1 | 188 |
| 5 Mar | 2307.85 | 122.1 | -54.05 | 33.08 | 160 | -3 | 185 |
| 4 Mar | 2246.60 | 175.3 | 18.7 | 34.01 | 27 | -7 | 188 |
| 3 Mar | 2265.40 | 158.55 | -14.75 | 36.22 | 76 | -15 | 198 |
| 28 Feb | 2247.25 | 172.4 | 85.25 | 36.45 | 383 | -61 | 212 |
| 27 Feb | 2376.40 | 92.65 | 29.25 | 32.21 | 708 | 103 | 273 |
| 26 Feb | 2440.00 | 65.55 | 9.65 | 33.51 | 360 | 59 | 169 |
| 25 Feb | 2452.90 | 65.55 | 9.65 | 33.51 | 360 | 58 | 169 |
| 24 Feb | 2487.90 | 57 | 22.6 | 35.75 | 237 | 35 | 110 |
| 21 Feb | 2567.55 | 34.4 | 8.15 | 33.85 | 260 | -18 | 77 |
| 20 Feb | 2637.25 | 26.45 | -6.55 | 36.41 | 16 | 2 | 94 |
| 19 Feb | 2611.25 | 32 | -4.15 | 34.88 | 721 | 42 | 92 |
| 18 Feb | 2578.95 | 38 | -2.7 | 35.06 | 441 | 39 | 50 |
| 17 Feb | 2591.35 | 40.7 | -8.5 | 37.24 | 1 | 0 | 11 |
| 14 Feb | 2554.25 | 49.2 | 4.7 | 35.72 | 7 | 1 | 9 |
| 13 Feb | 2601.95 | 44.5 | 18.5 | 37.60 | 4 | 2 | 8 |
| 12 Feb | 2666.60 | 26 | 7.8 | 35.90 | 1 | 0 | 5 |
| 30 Jan | 2867.60 | 0 | 0 | 12.06 | 0 | 0 | 0 |
| 22 Jan | 2808.95 | 0 | 0.00 | 10.53 | 0 | 0 | 0 |
| 16 Jan | 2821.40 | 0 | 0.00 | 9.93 | 0 | 0 | 0 |
| 15 Jan | 2779.75 | 0 | 0.00 | 9.15 | 0 | 0 | 0 |
| 6 Jan | 2897.65 | 0 | 0.00 | 11.16 | 0 | 0 | 0 |
| 3 Jan | 2869.25 | 0 | 0.00 | 9.99 | 0 | 0 | 0 |
| 2 Jan | 2898.70 | 0 | 0.00 | 10.54 | 0 | 0 | 0 |
| 1 Jan | 2854.90 | 0 | 0.00 | 9.80 | 0 | 0 | 0 |
| 31 Dec | 2847.20 | 0 | 9.48 | 0 | 0 | 0 | |
For Mphasis Limited - strike price 2400 expiring on 27MAR2025
Delta for 2400 PE is -0.89
Historical price for 2400 PE is as follows
On 13 Mar MPHASIS was trading at 2205.15. The strike last trading price was 188, which was 1.35 higher than the previous day. The implied volatity was 31.97, the open interest changed by -9 which decreased total open position to 256
On 12 Mar MPHASIS was trading at 2225.05. The strike last trading price was 182.6, which was 41.9 higher than the previous day. The implied volatity was 38.45, the open interest changed by 3 which increased total open position to 267
On 11 Mar MPHASIS was trading at 2277.85. The strike last trading price was 140.35, which was -11.6 lower than the previous day. The implied volatity was 32.77, the open interest changed by -17 which decreased total open position to 265
On 10 Mar MPHASIS was trading at 2265.00. The strike last trading price was 152.35, which was 25.35 higher than the previous day. The implied volatity was 36.66, the open interest changed by 99 which increased total open position to 283
On 7 Mar MPHASIS was trading at 2302.25. The strike last trading price was 127.8, which was 26.95 higher than the previous day. The implied volatity was 34.64, the open interest changed by -3 which decreased total open position to 184
On 6 Mar MPHASIS was trading at 2343.00. The strike last trading price was 102.6, which was -19.35 lower than the previous day. The implied volatity was 33.49, the open interest changed by 1 which increased total open position to 188
On 5 Mar MPHASIS was trading at 2307.85. The strike last trading price was 122.1, which was -54.05 lower than the previous day. The implied volatity was 33.08, the open interest changed by -3 which decreased total open position to 185
On 4 Mar MPHASIS was trading at 2246.60. The strike last trading price was 175.3, which was 18.7 higher than the previous day. The implied volatity was 34.01, the open interest changed by -7 which decreased total open position to 188
On 3 Mar MPHASIS was trading at 2265.40. The strike last trading price was 158.55, which was -14.75 lower than the previous day. The implied volatity was 36.22, the open interest changed by -15 which decreased total open position to 198
On 28 Feb MPHASIS was trading at 2247.25. The strike last trading price was 172.4, which was 85.25 higher than the previous day. The implied volatity was 36.45, the open interest changed by -61 which decreased total open position to 212
On 27 Feb MPHASIS was trading at 2376.40. The strike last trading price was 92.65, which was 29.25 higher than the previous day. The implied volatity was 32.21, the open interest changed by 103 which increased total open position to 273
On 26 Feb MPHASIS was trading at 2440.00. The strike last trading price was 65.55, which was 9.65 higher than the previous day. The implied volatity was 33.51, the open interest changed by 59 which increased total open position to 169
On 25 Feb MPHASIS was trading at 2452.90. The strike last trading price was 65.55, which was 9.65 higher than the previous day. The implied volatity was 33.51, the open interest changed by 58 which increased total open position to 169
On 24 Feb MPHASIS was trading at 2487.90. The strike last trading price was 57, which was 22.6 higher than the previous day. The implied volatity was 35.75, the open interest changed by 35 which increased total open position to 110
On 21 Feb MPHASIS was trading at 2567.55. The strike last trading price was 34.4, which was 8.15 higher than the previous day. The implied volatity was 33.85, the open interest changed by -18 which decreased total open position to 77
On 20 Feb MPHASIS was trading at 2637.25. The strike last trading price was 26.45, which was -6.55 lower than the previous day. The implied volatity was 36.41, the open interest changed by 2 which increased total open position to 94
On 19 Feb MPHASIS was trading at 2611.25. The strike last trading price was 32, which was -4.15 lower than the previous day. The implied volatity was 34.88, the open interest changed by 42 which increased total open position to 92
On 18 Feb MPHASIS was trading at 2578.95. The strike last trading price was 38, which was -2.7 lower than the previous day. The implied volatity was 35.06, the open interest changed by 39 which increased total open position to 50
On 17 Feb MPHASIS was trading at 2591.35. The strike last trading price was 40.7, which was -8.5 lower than the previous day. The implied volatity was 37.24, the open interest changed by 0 which decreased total open position to 11
On 14 Feb MPHASIS was trading at 2554.25. The strike last trading price was 49.2, which was 4.7 higher than the previous day. The implied volatity was 35.72, the open interest changed by 1 which increased total open position to 9
On 13 Feb MPHASIS was trading at 2601.95. The strike last trading price was 44.5, which was 18.5 higher than the previous day. The implied volatity was 37.60, the open interest changed by 2 which increased total open position to 8
On 12 Feb MPHASIS was trading at 2666.60. The strike last trading price was 26, which was 7.8 higher than the previous day. The implied volatity was 35.90, the open interest changed by 0 which decreased total open position to 5
On 30 Jan MPHASIS was trading at 2867.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 12.06, the open interest changed by 0 which decreased total open position to 0
On 22 Jan MPHASIS was trading at 2808.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 10.53, the open interest changed by 0 which decreased total open position to 0
On 16 Jan MPHASIS was trading at 2821.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.93, 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 0.00 lower than the previous day. The implied volatity was 9.15, the open interest changed by 0 which decreased total open position to 0
On 6 Jan MPHASIS was trading at 2897.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 11.16, the open interest changed by 0 which decreased total open position to 0
On 3 Jan MPHASIS was trading at 2869.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.99, the open interest changed by 0 which decreased total open position to 0
On 2 Jan MPHASIS was trading at 2898.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 10.54, the open interest changed by 0 which decreased total open position to 0
On 1 Jan MPHASIS was trading at 2854.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.80, the open interest changed by 0 which decreased total open position to 0
On 31 Dec MPHASIS was trading at 2847.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 0
