MPHASIS
Mphasis Limited
Historical option data for MPHASIS
27 Dec 2024 04:12 PM IST
| MPHASIS 30JAN2025 2650 CE | ||||||||||
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Delta: 0.93
Vega: 1.24
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2883.95 | 274.65 | -120.55 | 22.59 | 1 | 0 | 0 | |||
| 26 Dec | 2908.45 | 395.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 2930.65 | 395.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 2977.65 | 395.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 2950.60 | 395.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 3181.20 | 395.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Dec | 3184.55 | 395.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 3181.80 | 395.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 3104.60 | 395.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 3051.30 | 395.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 3017.70 | 395.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 3018.95 | 395.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3050.00 | 395.2 | - | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 2650 expiring on 30JAN2025
Delta for 2650 CE is 0.93
Historical price for 2650 CE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 274.65, which was -120.55 lower than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 0
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 395.2, 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 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 395.2, 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 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 395.2, 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 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 395.2, 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 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 395.2, 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 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 395.2, 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 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 395.2, 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 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 395.2, 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 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 395.2, 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 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 395.2, 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 Dec MPHASIS was trading at 3018.95. The strike last trading price was 395.2, 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 Dec MPHASIS was trading at 3050.00. The strike last trading price was 395.2, 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 30JAN2025 2650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 2.03
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2883.95 | 22.3 | -32.10 | 31.83 | 99 | 76 | 76 |
| 26 Dec | 2908.45 | 54.4 | 0.00 | 8.85 | 0 | 0 | 0 |
| 24 Dec | 2930.65 | 54.4 | 0.00 | 8.54 | 0 | 0 | 0 |
| 23 Dec | 2977.65 | 54.4 | 0.00 | 10.03 | 0 | 0 | 0 |
| 20 Dec | 2950.60 | 54.4 | 0.00 | 8.82 | 0 | 0 | 0 |
| 17 Dec | 3181.20 | 54.4 | 0.00 | 13.44 | 0 | 0 | 0 |
| 11 Dec | 3184.55 | 54.4 | 0.00 | 12.89 | 0 | 0 | 0 |
| 10 Dec | 3181.80 | 54.4 | 0.00 | 12.63 | 0 | 0 | 0 |
| 9 Dec | 3104.60 | 54.4 | 0.00 | 11.58 | 0 | 0 | 0 |
| 5 Dec | 3051.30 | 54.4 | 0.00 | 9.72 | 0 | 0 | 0 |
| 4 Dec | 3017.70 | 54.4 | 0.00 | 8.98 | 0 | 0 | 0 |
| 3 Dec | 3018.95 | 54.4 | 0.00 | 8.92 | 0 | 0 | 0 |
| 2 Dec | 3050.00 | 54.4 | 9.40 | 0 | 0 | 0 | |
For Mphasis Limited - strike price 2650 expiring on 30JAN2025
Delta for 2650 PE is -0.15
Historical price for 2650 PE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 22.3, which was -32.10 lower than the previous day. The implied volatity was 31.83, the open interest changed by 76 which increased total open position to 76
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 8.85, the open interest changed by 0 which decreased total open position to 0
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 8.54, the open interest changed by 0 which decreased total open position to 0
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 10.03, the open interest changed by 0 which decreased total open position to 0
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 8.82, the open interest changed by 0 which decreased total open position to 0
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 13.44, the open interest changed by 0 which decreased total open position to 0
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 12.89, the open interest changed by 0 which decreased total open position to 0
On 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 12.63, the open interest changed by 0 which decreased total open position to 0
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 11.58, the open interest changed by 0 which decreased total open position to 0
On 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 9.72, the open interest changed by 0 which decreased total open position to 0
On 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 8.98, the open interest changed by 0 which decreased total open position to 0
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 54.4, which was 0.00 lower than the previous day. The implied volatity was 8.92, the open interest changed by 0 which decreased total open position to 0
On 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 54.4, which was lower than the previous day. The implied volatity was 9.40, the open interest changed by 0 which decreased total open position to 0
