MPHASIS
Mphasis Limited
Historical option data for MPHASIS
27 Dec 2024 04:12 PM IST
| MPHASIS 30JAN2025 2800 CE | ||||||||||
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Delta: 0.68
Vega: 3.16
Theta: -2.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2883.95 | 183 | -7.90 | 32.94 | 1 | 0 | 6 | |||
| 26 Dec | 2908.45 | 190.9 | -37.10 | 23.23 | 9 | 3 | 5 | |||
| 24 Dec | 2930.65 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 2977.65 | 228 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Dec | 2950.60 | 228 | -120.00 | 28.23 | 1 | 0 | 1 | |||
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| 19 Dec | 3117.10 | 348 | 63.75 | 20.84 | 1 | 0 | 0 | |||
| 17 Dec | 3181.20 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 3197.30 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 3195.40 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 3190.35 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 3184.55 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 3181.80 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 3104.60 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 3053.95 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 3051.30 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 3017.70 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 3018.95 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3050.00 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 3017.00 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2982.40 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2883.55 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2786.20 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2789.25 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2789.25 | 284.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2758.15 | 284.25 | 284.25 | - | 0 | 0 | 0 | |||
| 14 Nov | 2839.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2853.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2861.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2858.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2839.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2896.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2857.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2870.15 | 0 | - | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 2800 expiring on 30JAN2025
Delta for 2800 CE is 0.68
Historical price for 2800 CE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 183, which was -7.90 lower than the previous day. The implied volatity was 32.94, the open interest changed by 0 which decreased total open position to 6
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 190.9, which was -37.10 lower than the previous day. The implied volatity was 23.23, the open interest changed by 3 which increased total open position to 5
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 228, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 228, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 228, which was -120.00 lower than the previous day. The implied volatity was 28.23, the open interest changed by 0 which decreased total open position to 1
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 348, which was 63.75 higher than the previous day. The implied volatity was 20.84, 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 284.25, 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 Dec MPHASIS was trading at 3197.30. The strike last trading price was 284.25, 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 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 284.25, 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 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 284.25, 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 284.25, 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 284.25, 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 284.25, 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 Dec MPHASIS was trading at 3053.95. The strike last trading price was 284.25, 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 284.25, 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 284.25, 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 284.25, 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 284.25, 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 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 284.25, 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 25 Nov MPHASIS was trading at 2982.40. The strike last trading price was 284.25, 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 22 Nov MPHASIS was trading at 2883.55. The strike last trading price was 284.25, 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 21 Nov MPHASIS was trading at 2786.20. The strike last trading price was 284.25, 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 Nov MPHASIS was trading at 2789.25. The strike last trading price was 284.25, 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 19 Nov MPHASIS was trading at 2789.25. The strike last trading price was 284.25, 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 18 Nov MPHASIS was trading at 2758.15. The strike last trading price was 284.25, which was 284.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MPHASIS was trading at 2839.30. 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 12 Nov MPHASIS was trading at 2853.45. 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 11 Nov MPHASIS was trading at 2861.50. 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 8 Nov MPHASIS was trading at 2858.35. 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 7 Nov MPHASIS was trading at 2839.15. 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 Nov MPHASIS was trading at 2896.40. 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 5 Nov MPHASIS was trading at 2857.70. 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 4 Nov MPHASIS was trading at 2870.15. 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 30JAN2025 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 3.11
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2883.95 | 56.4 | 5.00 | 30.58 | 153 | 37 | 167 |
| 26 Dec | 2908.45 | 51.4 | 0.05 | 32.96 | 238 | 24 | 129 |
| 24 Dec | 2930.65 | 51.35 | 6.10 | 31.75 | 125 | 37 | 105 |
| 23 Dec | 2977.65 | 45.25 | -16.40 | 32.86 | 26 | 7 | 69 |
| 20 Dec | 2950.60 | 61.65 | 36.65 | 35.51 | 61 | 30 | 62 |
| 19 Dec | 3117.10 | 25 | 4.65 | 32.75 | 21 | 0 | 31 |
| 17 Dec | 3181.20 | 20.35 | 2.50 | 34.22 | 5 | 1 | 31 |
| 16 Dec | 3197.30 | 17.85 | -1.00 | 33.06 | 12 | -2 | 30 |
| 13 Dec | 3195.40 | 18.85 | 7.85 | 33.13 | 3 | 0 | 32 |
| 12 Dec | 3190.35 | 11 | -14.00 | 27.57 | 27 | 15 | 25 |
| 11 Dec | 3184.55 | 25 | -2.10 | 34.33 | 2 | 0 | 10 |
| 10 Dec | 3181.80 | 27.1 | -6.00 | 34.74 | 16 | -3 | 10 |
| 9 Dec | 3104.60 | 33.1 | -9.90 | 33.40 | 2 | 0 | 15 |
| 6 Dec | 3053.95 | 43 | -2.00 | 32.45 | 1 | 0 | 15 |
| 5 Dec | 3051.30 | 45 | 0.00 | 0.00 | 0 | -1 | 0 |
| 4 Dec | 3017.70 | 45 | -10.00 | 30.42 | 2 | -1 | 15 |
| 3 Dec | 3018.95 | 55 | 0.00 | 0.00 | 0 | 2 | 0 |
| 2 Dec | 3050.00 | 55 | 1.00 | 34.71 | 3 | 1 | 15 |
| 27 Nov | 3017.00 | 54 | -100.30 | 31.88 | 14 | 13 | 13 |
| 25 Nov | 2982.40 | 154.3 | 0.00 | 5.06 | 0 | 0 | 0 |
| 22 Nov | 2883.55 | 154.3 | 0.00 | 2.96 | 0 | 0 | 0 |
| 21 Nov | 2786.20 | 154.3 | 0.00 | 0.88 | 0 | 0 | 0 |
| 20 Nov | 2789.25 | 154.3 | 0.00 | 1.08 | 0 | 0 | 0 |
| 19 Nov | 2789.25 | 154.3 | 0.00 | 1.08 | 0 | 0 | 0 |
| 18 Nov | 2758.15 | 154.3 | 0.00 | 0.34 | 0 | 0 | 0 |
| 14 Nov | 2839.30 | 154.3 | 0.00 | 1.87 | 0 | 0 | 0 |
| 12 Nov | 2853.45 | 154.3 | 0.00 | 2.43 | 0 | 0 | 0 |
| 11 Nov | 2861.50 | 154.3 | 0.00 | 2.45 | 0 | 0 | 0 |
| 8 Nov | 2858.35 | 154.3 | 0.00 | 2.40 | 0 | 0 | 0 |
| 7 Nov | 2839.15 | 154.3 | 0.00 | 2.19 | 0 | 0 | 0 |
| 6 Nov | 2896.40 | 154.3 | 0.00 | 3.23 | 0 | 0 | 0 |
| 5 Nov | 2857.70 | 154.3 | 154.30 | 2.18 | 0 | 0 | 0 |
| 4 Nov | 2870.15 | 0 | 2.60 | 0 | 0 | 0 | |
For Mphasis Limited - strike price 2800 expiring on 30JAN2025
Delta for 2800 PE is -0.31
Historical price for 2800 PE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 56.4, which was 5.00 higher than the previous day. The implied volatity was 30.58, the open interest changed by 37 which increased total open position to 167
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 51.4, which was 0.05 higher than the previous day. The implied volatity was 32.96, the open interest changed by 24 which increased total open position to 129
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 51.35, which was 6.10 higher than the previous day. The implied volatity was 31.75, the open interest changed by 37 which increased total open position to 105
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 45.25, which was -16.40 lower than the previous day. The implied volatity was 32.86, the open interest changed by 7 which increased total open position to 69
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 61.65, which was 36.65 higher than the previous day. The implied volatity was 35.51, the open interest changed by 30 which increased total open position to 62
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 25, which was 4.65 higher than the previous day. The implied volatity was 32.75, the open interest changed by 0 which decreased total open position to 31
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 20.35, which was 2.50 higher than the previous day. The implied volatity was 34.22, the open interest changed by 1 which increased total open position to 31
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 17.85, which was -1.00 lower than the previous day. The implied volatity was 33.06, the open interest changed by -2 which decreased total open position to 30
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 18.85, which was 7.85 higher than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 32
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 11, which was -14.00 lower than the previous day. The implied volatity was 27.57, the open interest changed by 15 which increased total open position to 25
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 25, which was -2.10 lower than the previous day. The implied volatity was 34.33, the open interest changed by 0 which decreased total open position to 10
On 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 27.1, which was -6.00 lower than the previous day. The implied volatity was 34.74, the open interest changed by -3 which decreased total open position to 10
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 33.1, which was -9.90 lower than the previous day. The implied volatity was 33.40, the open interest changed by 0 which decreased total open position to 15
On 6 Dec MPHASIS was trading at 3053.95. The strike last trading price was 43, which was -2.00 lower than the previous day. The implied volatity was 32.45, the open interest changed by 0 which decreased total open position to 15
On 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 45, which was -10.00 lower than the previous day. The implied volatity was 30.42, the open interest changed by -1 which decreased total open position to 15
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 55, which was 1.00 higher than the previous day. The implied volatity was 34.71, the open interest changed by 1 which increased total open position to 15
On 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 54, which was -100.30 lower than the previous day. The implied volatity was 31.88, the open interest changed by 13 which increased total open position to 13
On 25 Nov MPHASIS was trading at 2982.40. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0
On 22 Nov MPHASIS was trading at 2883.55. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MPHASIS was trading at 2786.20. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 20 Nov MPHASIS was trading at 2789.25. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MPHASIS was trading at 2789.25. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 1.08, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MPHASIS was trading at 2758.15. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MPHASIS was trading at 2839.30. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MPHASIS was trading at 2853.45. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 11 Nov MPHASIS was trading at 2861.50. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 8 Nov MPHASIS was trading at 2858.35. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
On 7 Nov MPHASIS was trading at 2839.15. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MPHASIS was trading at 2896.40. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
On 5 Nov MPHASIS was trading at 2857.70. The strike last trading price was 154.3, which was 154.30 higher than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 4 Nov MPHASIS was trading at 2870.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0
