MPHASIS
Mphasis Limited
Historical option data for MPHASIS
27 Dec 2024 04:12 PM IST
MPHASIS 30JAN2025 2850 CE | ||||||||||
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Delta: 0.64
Vega: 3.31
Theta: -1.69
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
27 Dec | 2883.95 | 126.35 | -134.85 | 25.04 | 48 | 36 | 36 | |||
26 Dec | 2908.45 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
24 Dec | 2930.65 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
23 Dec | 2977.65 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
20 Dec | 2950.60 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
19 Dec | 3117.10 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 3181.20 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 3197.30 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 3195.40 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 3190.35 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 3184.55 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 3181.80 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 3104.60 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 3053.95 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 3051.30 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 3017.70 | 261.2 | 0.00 | - | 0 | 0 | 0 | |||
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3 Dec | 3018.95 | 261.2 | - | 0 | 0 | 0 |
For Mphasis Limited - strike price 2850 expiring on 30JAN2025
Delta for 2850 CE is 0.64
Historical price for 2850 CE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 126.35, which was -134.85 lower than the previous day. The implied volatity was 25.04, the open interest changed by 36 which increased total open position to 36
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 261.2, 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 261.2, 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 261.2, 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 261.2, 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 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 261.2, 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 261.2, 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 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 261.2, 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 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 261.2, 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 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 261.2, 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 261.2, 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 261.2, 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 261.2, 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 6 Dec MPHASIS was trading at 3053.95. The strike last trading price was 261.2, 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 261.2, 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 261.2, 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 261.2, 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 2850 PE | |||||||
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Delta: -0.38
Vega: 3.36
Theta: -1.18
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
27 Dec | 2883.95 | 74.7 | 5.00 | 30.44 | 82 | 29 | 118 |
26 Dec | 2908.45 | 69.7 | 1.50 | 33.23 | 109 | 38 | 87 |
24 Dec | 2930.65 | 68.2 | -8.80 | 31.46 | 10 | 5 | 48 |
23 Dec | 2977.65 | 77 | 0.00 | 0.00 | 0 | 6 | 0 |
20 Dec | 2950.60 | 77 | 46.90 | 35.14 | 25 | 7 | 44 |
19 Dec | 3117.10 | 30.1 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Dec | 3181.20 | 30.1 | 10.25 | 35.81 | 354 | 2 | 37 |
16 Dec | 3197.30 | 19.85 | -12.85 | 30.97 | 168 | 16 | 35 |
13 Dec | 3195.40 | 32.7 | -85.20 | 35.94 | 263 | 19 | 19 |
12 Dec | 3190.35 | 117.9 | 0.00 | 8.37 | 0 | 0 | 0 |
11 Dec | 3184.55 | 117.9 | 0.00 | 8.31 | 0 | 0 | 0 |
10 Dec | 3181.80 | 117.9 | 0.00 | 8.13 | 0 | 0 | 0 |
9 Dec | 3104.60 | 117.9 | 0.00 | 6.88 | 0 | 0 | 0 |
6 Dec | 3053.95 | 117.9 | 0.00 | 5.50 | 0 | 0 | 0 |
5 Dec | 3051.30 | 117.9 | 0.00 | 5.59 | 0 | 0 | 0 |
4 Dec | 3017.70 | 117.9 | 0.00 | 4.77 | 0 | 0 | 0 |
3 Dec | 3018.95 | 117.9 | 4.75 | 0 | 0 | 0 |
For Mphasis Limited - strike price 2850 expiring on 30JAN2025
Delta for 2850 PE is -0.38
Historical price for 2850 PE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 74.7, which was 5.00 higher than the previous day. The implied volatity was 30.44, the open interest changed by 29 which increased total open position to 118
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 69.7, which was 1.50 higher than the previous day. The implied volatity was 33.23, the open interest changed by 38 which increased total open position to 87
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 68.2, which was -8.80 lower than the previous day. The implied volatity was 31.46, the open interest changed by 5 which increased total open position to 48
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 77, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 77, which was 46.90 higher than the previous day. The implied volatity was 35.14, the open interest changed by 7 which increased total open position to 44
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 30.1, 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 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 30.1, which was 10.25 higher than the previous day. The implied volatity was 35.81, the open interest changed by 2 which increased total open position to 37
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 19.85, which was -12.85 lower than the previous day. The implied volatity was 30.97, the open interest changed by 16 which increased total open position to 35
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 32.7, which was -85.20 lower than the previous day. The implied volatity was 35.94, the open interest changed by 19 which increased total open position to 19
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 117.9, which was 0.00 lower than the previous day. The implied volatity was 8.37, 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 117.9, which was 0.00 lower than the previous day. The implied volatity was 8.31, 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 117.9, which was 0.00 lower than the previous day. The implied volatity was 8.13, 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 117.9, which was 0.00 lower than the previous day. The implied volatity was 6.88, 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 117.9, which was 0.00 lower than the previous day. The implied volatity was 5.50, 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 117.9, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 117.9, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 117.9, which was lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0