MPHASIS
Mphasis Limited
Historical option data for MPHASIS
21 Nov 2024 04:12 PM IST
MPHASIS 28NOV2024 2750 CE | ||||||||||
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Delta: 0.59
Vega: 1.49
Theta: -4.04
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 2786.20 | 66.6 | -16.75 | 33.89 | 183 | -6 | 110 | |||
20 Nov | 2789.25 | 83.35 | 0.00 | 35.12 | 332 | -42 | 116 | |||
19 Nov | 2789.25 | 83.35 | 19.35 | 35.12 | 332 | -42 | 116 | |||
18 Nov | 2758.15 | 64 | -54.65 | 30.47 | 724 | 148 | 159 | |||
14 Nov | 2839.30 | 118.65 | -2.35 | 18.63 | 15 | 2 | 12 | |||
13 Nov | 2845.35 | 121 | -26.40 | 17.33 | 2 | 0 | 8 | |||
12 Nov | 2853.45 | 147.4 | -10.45 | 33.90 | 1 | 0 | 8 | |||
11 Nov | 2861.50 | 157.85 | 6.05 | 31.08 | 1 | 0 | 8 | |||
8 Nov | 2858.35 | 151.8 | 5.00 | 32.90 | 2 | 0 | 9 | |||
7 Nov | 2839.15 | 146.8 | -51.85 | 30.54 | 12 | 2 | 10 | |||
6 Nov | 2896.40 | 198.65 | 6.90 | 34.27 | 11 | 3 | 7 | |||
5 Nov | 2857.70 | 191.75 | 0.00 | 0.00 | 0 | 4 | 0 | |||
4 Nov | 2870.15 | 191.75 | -205.30 | 37.18 | 15 | 3 | 3 | |||
1 Nov | 2894.15 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
31 Oct | 2879.55 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
30 Oct | 3007.00 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
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29 Oct | 3022.50 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
28 Oct | 3012.85 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
25 Oct | 3041.05 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 3098.75 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
23 Oct | 3119.85 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 2977.65 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 2985.50 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 3095.75 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 3080.20 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 2911.35 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 2929.80 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 2876.35 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 2899.15 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 2874.45 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 2846.60 | 397.05 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 3082.60 | 397.05 | - | 0 | 0 | 0 |
For Mphasis Limited - strike price 2750 expiring on 28NOV2024
Delta for 2750 CE is 0.59
Historical price for 2750 CE is as follows
On 21 Nov MPHASIS was trading at 2786.20. The strike last trading price was 66.6, which was -16.75 lower than the previous day. The implied volatity was 33.89, the open interest changed by -6 which decreased total open position to 110
On 20 Nov MPHASIS was trading at 2789.25. The strike last trading price was 83.35, which was 0.00 lower than the previous day. The implied volatity was 35.12, the open interest changed by -42 which decreased total open position to 116
On 19 Nov MPHASIS was trading at 2789.25. The strike last trading price was 83.35, which was 19.35 higher than the previous day. The implied volatity was 35.12, the open interest changed by -42 which decreased total open position to 116
On 18 Nov MPHASIS was trading at 2758.15. The strike last trading price was 64, which was -54.65 lower than the previous day. The implied volatity was 30.47, the open interest changed by 148 which increased total open position to 159
On 14 Nov MPHASIS was trading at 2839.30. The strike last trading price was 118.65, which was -2.35 lower than the previous day. The implied volatity was 18.63, the open interest changed by 2 which increased total open position to 12
On 13 Nov MPHASIS was trading at 2845.35. The strike last trading price was 121, which was -26.40 lower than the previous day. The implied volatity was 17.33, the open interest changed by 0 which decreased total open position to 8
On 12 Nov MPHASIS was trading at 2853.45. The strike last trading price was 147.4, which was -10.45 lower than the previous day. The implied volatity was 33.90, the open interest changed by 0 which decreased total open position to 8
On 11 Nov MPHASIS was trading at 2861.50. The strike last trading price was 157.85, which was 6.05 higher than the previous day. The implied volatity was 31.08, the open interest changed by 0 which decreased total open position to 8
On 8 Nov MPHASIS was trading at 2858.35. The strike last trading price was 151.8, which was 5.00 higher than the previous day. The implied volatity was 32.90, the open interest changed by 0 which decreased total open position to 9
On 7 Nov MPHASIS was trading at 2839.15. The strike last trading price was 146.8, which was -51.85 lower than the previous day. The implied volatity was 30.54, the open interest changed by 2 which increased total open position to 10
On 6 Nov MPHASIS was trading at 2896.40. The strike last trading price was 198.65, which was 6.90 higher than the previous day. The implied volatity was 34.27, the open interest changed by 3 which increased total open position to 7
On 5 Nov MPHASIS was trading at 2857.70. The strike last trading price was 191.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Nov MPHASIS was trading at 2870.15. The strike last trading price was 191.75, which was -205.30 lower than the previous day. The implied volatity was 37.18, the open interest changed by 3 which increased total open position to 3
On 1 Nov MPHASIS was trading at 2894.15. The strike last trading price was 397.05, 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 Oct MPHASIS was trading at 2879.55. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MPHASIS was trading at 3007.00. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MPHASIS was trading at 3022.50. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MPHASIS was trading at 3012.85. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MPHASIS was trading at 3041.05. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MPHASIS was trading at 3098.75. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct MPHASIS was trading at 3119.85. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct MPHASIS was trading at 2977.65. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct MPHASIS was trading at 2985.50. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct MPHASIS was trading at 3095.75. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct MPHASIS was trading at 3080.20. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct MPHASIS was trading at 2911.35. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct MPHASIS was trading at 2929.80. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct MPHASIS was trading at 2876.35. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct MPHASIS was trading at 2899.15. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct MPHASIS was trading at 2874.45. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct MPHASIS was trading at 2846.60. The strike last trading price was 397.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept MPHASIS was trading at 3082.60. The strike last trading price was 397.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
MPHASIS 28NOV2024 2750 PE | |||||||
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Delta: -0.40
Vega: 1.48
Theta: -3.05
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 2786.20 | 35.85 | -4.15 | 31.75 | 497 | -11 | 174 |
20 Nov | 2789.25 | 40 | 0.00 | 33.58 | 562 | -36 | 185 |
19 Nov | 2789.25 | 40 | -17.40 | 33.58 | 562 | -36 | 185 |
18 Nov | 2758.15 | 57.4 | 30.55 | 35.97 | 1,525 | 149 | 215 |
14 Nov | 2839.30 | 26.85 | -2.85 | 31.47 | 86 | -2 | 66 |
13 Nov | 2845.35 | 29.7 | -1.65 | 32.44 | 36 | -2 | 69 |
12 Nov | 2853.45 | 31.35 | -1.45 | 31.85 | 77 | -18 | 75 |
11 Nov | 2861.50 | 32.8 | -5.65 | 34.07 | 66 | 0 | 103 |
8 Nov | 2858.35 | 38.45 | -8.85 | 31.50 | 127 | 13 | 103 |
7 Nov | 2839.15 | 47.3 | 9.75 | 34.28 | 175 | 7 | 91 |
6 Nov | 2896.40 | 37.55 | -17.80 | 35.84 | 139 | 5 | 85 |
5 Nov | 2857.70 | 55.35 | -6.65 | 35.84 | 110 | 31 | 80 |
4 Nov | 2870.15 | 62 | -9.75 | 41.74 | 55 | 20 | 39 |
1 Nov | 2894.15 | 71.75 | 3.40 | 47.01 | 1 | 0 | 18 |
31 Oct | 2879.55 | 68.35 | 40.75 | - | 12 | 0 | 18 |
30 Oct | 3007.00 | 27.6 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 3022.50 | 27.6 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 3012.85 | 27.6 | -1.85 | - | 92 | -1 | 18 |
25 Oct | 3041.05 | 29.45 | -1.25 | - | 225 | -1 | 19 |
24 Oct | 3098.75 | 30.7 | 9.10 | - | 278 | 1 | 20 |
23 Oct | 3119.85 | 21.6 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 2977.65 | 21.6 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 2985.50 | 21.6 | 0.00 | - | 0 | 8 | 0 |
18 Oct | 3095.75 | 21.6 | 0.60 | - | 181 | 8 | 19 |
17 Oct | 3080.20 | 21 | -37.90 | - | 11 | 0 | 0 |
16 Oct | 2911.35 | 58.9 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 2929.80 | 58.9 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 2876.35 | 58.9 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 2899.15 | 58.9 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 2874.45 | 58.9 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 2846.60 | 58.9 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 3082.60 | 58.9 | - | 0 | 0 | 0 |
For Mphasis Limited - strike price 2750 expiring on 28NOV2024
Delta for 2750 PE is -0.40
Historical price for 2750 PE is as follows
On 21 Nov MPHASIS was trading at 2786.20. The strike last trading price was 35.85, which was -4.15 lower than the previous day. The implied volatity was 31.75, the open interest changed by -11 which decreased total open position to 174
On 20 Nov MPHASIS was trading at 2789.25. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 33.58, the open interest changed by -36 which decreased total open position to 185
On 19 Nov MPHASIS was trading at 2789.25. The strike last trading price was 40, which was -17.40 lower than the previous day. The implied volatity was 33.58, the open interest changed by -36 which decreased total open position to 185
On 18 Nov MPHASIS was trading at 2758.15. The strike last trading price was 57.4, which was 30.55 higher than the previous day. The implied volatity was 35.97, the open interest changed by 149 which increased total open position to 215
On 14 Nov MPHASIS was trading at 2839.30. The strike last trading price was 26.85, which was -2.85 lower than the previous day. The implied volatity was 31.47, the open interest changed by -2 which decreased total open position to 66
On 13 Nov MPHASIS was trading at 2845.35. The strike last trading price was 29.7, which was -1.65 lower than the previous day. The implied volatity was 32.44, the open interest changed by -2 which decreased total open position to 69
On 12 Nov MPHASIS was trading at 2853.45. The strike last trading price was 31.35, which was -1.45 lower than the previous day. The implied volatity was 31.85, the open interest changed by -18 which decreased total open position to 75
On 11 Nov MPHASIS was trading at 2861.50. The strike last trading price was 32.8, which was -5.65 lower than the previous day. The implied volatity was 34.07, the open interest changed by 0 which decreased total open position to 103
On 8 Nov MPHASIS was trading at 2858.35. The strike last trading price was 38.45, which was -8.85 lower than the previous day. The implied volatity was 31.50, the open interest changed by 13 which increased total open position to 103
On 7 Nov MPHASIS was trading at 2839.15. The strike last trading price was 47.3, which was 9.75 higher than the previous day. The implied volatity was 34.28, the open interest changed by 7 which increased total open position to 91
On 6 Nov MPHASIS was trading at 2896.40. The strike last trading price was 37.55, which was -17.80 lower than the previous day. The implied volatity was 35.84, the open interest changed by 5 which increased total open position to 85
On 5 Nov MPHASIS was trading at 2857.70. The strike last trading price was 55.35, which was -6.65 lower than the previous day. The implied volatity was 35.84, the open interest changed by 31 which increased total open position to 80
On 4 Nov MPHASIS was trading at 2870.15. The strike last trading price was 62, which was -9.75 lower than the previous day. The implied volatity was 41.74, the open interest changed by 20 which increased total open position to 39
On 1 Nov MPHASIS was trading at 2894.15. The strike last trading price was 71.75, which was 3.40 higher than the previous day. The implied volatity was 47.01, the open interest changed by 0 which decreased total open position to 18
On 31 Oct MPHASIS was trading at 2879.55. The strike last trading price was 68.35, which was 40.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MPHASIS was trading at 3007.00. The strike last trading price was 27.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MPHASIS was trading at 3022.50. The strike last trading price was 27.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MPHASIS was trading at 3012.85. The strike last trading price was 27.6, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MPHASIS was trading at 3041.05. The strike last trading price was 29.45, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct MPHASIS was trading at 3098.75. The strike last trading price was 30.7, which was 9.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct MPHASIS was trading at 3119.85. The strike last trading price was 21.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct MPHASIS was trading at 2977.65. The strike last trading price was 21.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct MPHASIS was trading at 2985.50. The strike last trading price was 21.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct MPHASIS was trading at 3095.75. The strike last trading price was 21.6, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct MPHASIS was trading at 3080.20. The strike last trading price was 21, which was -37.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct MPHASIS was trading at 2911.35. The strike last trading price was 58.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct MPHASIS was trading at 2929.80. The strike last trading price was 58.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct MPHASIS was trading at 2876.35. The strike last trading price was 58.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct MPHASIS was trading at 2899.15. The strike last trading price was 58.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct MPHASIS was trading at 2874.45. The strike last trading price was 58.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct MPHASIS was trading at 2846.60. The strike last trading price was 58.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept MPHASIS was trading at 3082.60. The strike last trading price was 58.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to