MPHASIS
Mphasis Limited
Historical option data for MPHASIS
20 Dec 2024 04:12 PM IST
| MPHASIS 26DEC2024 2950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 1.50
Theta: -3.77
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2950.60 | 47 | -77.10 | 26.66 | 219 | 31 | 54 | |||
| 19 Dec | 3117.10 | 124.1 | -113.65 | - | 1 | 0 | 24 | |||
| 18 Dec | 3176.55 | 237.75 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 17 Dec | 3181.20 | 237.75 | -15.35 | - | 5 | -2 | 23 | |||
| 16 Dec | 3197.30 | 253.1 | 18.10 | 26.83 | 3 | 1 | 25 | |||
| 13 Dec | 3195.40 | 235 | -33.20 | - | 3 | 1 | 24 | |||
| 12 Dec | 3190.35 | 268.2 | 34.25 | 43.55 | 4 | 0 | 24 | |||
| 11 Dec | 3184.55 | 233.95 | -12.85 | - | 8 | -4 | 23 | |||
| 10 Dec | 3181.80 | 246.8 | 51.40 | 24.90 | 2 | 1 | 27 | |||
| 9 Dec | 3104.60 | 195.4 | 47.00 | 27.98 | 17 | 3 | 32 | |||
| 6 Dec | 3053.95 | 148.4 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 5 Dec | 3051.30 | 148.4 | 16.55 | 23.93 | 11 | -1 | 30 | |||
| 4 Dec | 3017.70 | 131.85 | -4.25 | 27.97 | 32 | -4 | 31 | |||
| 3 Dec | 3018.95 | 136.1 | -25.75 | 28.74 | 14 | 3 | 34 | |||
|
|
||||||||||
| 2 Dec | 3050.00 | 161.85 | 44.25 | 29.41 | 84 | -7 | 29 | |||
| 29 Nov | 2974.55 | 117.6 | -0.70 | 29.43 | 65 | 15 | 37 | |||
| 28 Nov | 2957.60 | 118.3 | -56.00 | 30.59 | 79 | 19 | 22 | |||
| 27 Nov | 3017.00 | 174.3 | 29.55 | 35.49 | 4 | 0 | 2 | |||
| 26 Nov | 2999.10 | 144.75 | 3.75 | 31.50 | 14 | 2 | 3 | |||
| 25 Nov | 2982.40 | 141 | -13.00 | 30.65 | 1 | 0 | 0 | |||
| 22 Nov | 2883.55 | 154 | 0.00 | 1.22 | 0 | 0 | 0 | |||
| 21 Nov | 2786.20 | 154 | 0.00 | 4.39 | 0 | 0 | 0 | |||
| 20 Nov | 2789.25 | 154 | 0.00 | 3.80 | 0 | 0 | 0 | |||
| 19 Nov | 2789.25 | 154 | 0.00 | 3.80 | 0 | 0 | 0 | |||
| 18 Nov | 2758.15 | 154 | 0.00 | 4.67 | 0 | 0 | 0 | |||
| 14 Nov | 2839.30 | 154 | 0.00 | 1.77 | 0 | 0 | 0 | |||
| 13 Nov | 2845.35 | 154 | 0.00 | 1.71 | 0 | 0 | 0 | |||
| 12 Nov | 2853.45 | 154 | 0.00 | 1.72 | 0 | 0 | 0 | |||
| 11 Nov | 2861.50 | 154 | 0.00 | 1.29 | 0 | 0 | 0 | |||
| 8 Nov | 2858.35 | 154 | 0.00 | 1.57 | 0 | 0 | 0 | |||
| 7 Nov | 2839.15 | 154 | 154.00 | 1.76 | 0 | 0 | 0 | |||
| 1 Nov | 2894.15 | 0 | - | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 2950 expiring on 26DEC2024
Delta for 2950 CE is 0.56
Historical price for 2950 CE is as follows
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 47, which was -77.10 lower than the previous day. The implied volatity was 26.66, the open interest changed by 31 which increased total open position to 54
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 124.1, which was -113.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 237.75, 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 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 237.75, which was -15.35 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 23
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 253.1, which was 18.10 higher than the previous day. The implied volatity was 26.83, the open interest changed by 1 which increased total open position to 25
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 235, which was -33.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 24
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 268.2, which was 34.25 higher than the previous day. The implied volatity was 43.55, the open interest changed by 0 which decreased total open position to 24
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 233.95, which was -12.85 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 23
On 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 246.8, which was 51.40 higher than the previous day. The implied volatity was 24.90, the open interest changed by 1 which increased total open position to 27
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 195.4, which was 47.00 higher than the previous day. The implied volatity was 27.98, the open interest changed by 3 which increased total open position to 32
On 6 Dec MPHASIS was trading at 3053.95. The strike last trading price was 148.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 148.4, which was 16.55 higher than the previous day. The implied volatity was 23.93, the open interest changed by -1 which decreased total open position to 30
On 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 131.85, which was -4.25 lower than the previous day. The implied volatity was 27.97, the open interest changed by -4 which decreased total open position to 31
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 136.1, which was -25.75 lower than the previous day. The implied volatity was 28.74, the open interest changed by 3 which increased total open position to 34
On 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 161.85, which was 44.25 higher than the previous day. The implied volatity was 29.41, the open interest changed by -7 which decreased total open position to 29
On 29 Nov MPHASIS was trading at 2974.55. The strike last trading price was 117.6, which was -0.70 lower than the previous day. The implied volatity was 29.43, the open interest changed by 15 which increased total open position to 37
On 28 Nov MPHASIS was trading at 2957.60. The strike last trading price was 118.3, which was -56.00 lower than the previous day. The implied volatity was 30.59, the open interest changed by 19 which increased total open position to 22
On 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 174.3, which was 29.55 higher than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 2
On 26 Nov MPHASIS was trading at 2999.10. The strike last trading price was 144.75, which was 3.75 higher than the previous day. The implied volatity was 31.50, the open interest changed by 2 which increased total open position to 3
On 25 Nov MPHASIS was trading at 2982.40. The strike last trading price was 141, which was -13.00 lower than the previous day. The implied volatity was 30.65, 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, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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, which was 0.00 lower than the previous day. The implied volatity was 4.39, 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, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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, which was 0.00 lower than the previous day. The implied volatity was 4.67, 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, which was 0.00 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
On 13 Nov MPHASIS was trading at 2845.35. The strike last trading price was 154, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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, which was 0.00 lower than the previous day. The implied volatity was 1.72, 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, which was 0.00 lower than the previous day. The implied volatity was 1.29, 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, which was 0.00 lower than the previous day. The implied volatity was 1.57, 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, which was 154.00 higher than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MPHASIS was trading at 2894.15. 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 26DEC2024 2950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 1.50
Theta: -3.60
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2950.60 | 41.85 | 32.50 | 31.80 | 2,842 | 38 | 212 |
| 19 Dec | 3117.10 | 9.35 | 3.05 | 34.53 | 688 | 5 | 177 |
| 18 Dec | 3176.55 | 6.3 | 0.50 | 39.69 | 442 | 20 | 172 |
| 17 Dec | 3181.20 | 5.8 | 0.15 | 36.26 | 599 | -21 | 156 |
| 16 Dec | 3197.30 | 5.65 | -0.60 | 34.11 | 610 | -40 | 178 |
| 13 Dec | 3195.40 | 6.25 | -1.90 | 31.90 | 846 | -33 | 224 |
| 12 Dec | 3190.35 | 8.15 | -0.55 | 30.88 | 476 | 44 | 262 |
| 11 Dec | 3184.55 | 8.7 | -4.15 | 30.78 | 340 | -16 | 219 |
| 10 Dec | 3181.80 | 12.85 | -8.80 | 32.76 | 409 | 76 | 235 |
| 9 Dec | 3104.60 | 21.65 | -11.80 | 31.50 | 142 | 23 | 161 |
| 6 Dec | 3053.95 | 33.45 | -2.55 | 27.99 | 106 | 14 | 137 |
| 5 Dec | 3051.30 | 36 | -12.90 | 29.35 | 131 | 11 | 123 |
| 4 Dec | 3017.70 | 48.9 | -5.90 | 29.25 | 39 | 16 | 112 |
| 3 Dec | 3018.95 | 54.8 | 4.80 | 30.84 | 116 | -12 | 95 |
| 2 Dec | 3050.00 | 50 | -23.65 | 32.16 | 112 | 19 | 107 |
| 29 Nov | 2974.55 | 73.65 | -16.75 | 29.33 | 60 | 16 | 88 |
| 28 Nov | 2957.60 | 90.4 | 18.70 | 32.96 | 148 | 67 | 72 |
| 27 Nov | 3017.00 | 71.7 | -120.00 | 34.14 | 8 | 5 | 5 |
| 26 Nov | 2999.10 | 191.7 | 0.00 | 2.16 | 0 | 0 | 0 |
| 25 Nov | 2982.40 | 191.7 | 0.00 | 2.00 | 0 | 0 | 0 |
| 22 Nov | 2883.55 | 191.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2786.20 | 191.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2789.25 | 191.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2789.25 | 191.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2758.15 | 191.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2839.30 | 191.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2845.35 | 191.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2853.45 | 191.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2861.50 | 191.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2858.35 | 191.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2839.15 | 191.7 | 191.70 | - | 0 | 0 | 0 |
| 1 Nov | 2894.15 | 0 | 0.18 | 0 | 0 | 0 | |
For Mphasis Limited - strike price 2950 expiring on 26DEC2024
Delta for 2950 PE is -0.45
Historical price for 2950 PE is as follows
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 41.85, which was 32.50 higher than the previous day. The implied volatity was 31.80, the open interest changed by 38 which increased total open position to 212
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 9.35, which was 3.05 higher than the previous day. The implied volatity was 34.53, the open interest changed by 5 which increased total open position to 177
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 6.3, which was 0.50 higher than the previous day. The implied volatity was 39.69, the open interest changed by 20 which increased total open position to 172
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 5.8, which was 0.15 higher than the previous day. The implied volatity was 36.26, the open interest changed by -21 which decreased total open position to 156
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 5.65, which was -0.60 lower than the previous day. The implied volatity was 34.11, the open interest changed by -40 which decreased total open position to 178
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 6.25, which was -1.90 lower than the previous day. The implied volatity was 31.90, the open interest changed by -33 which decreased total open position to 224
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 8.15, which was -0.55 lower than the previous day. The implied volatity was 30.88, the open interest changed by 44 which increased total open position to 262
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 8.7, which was -4.15 lower than the previous day. The implied volatity was 30.78, the open interest changed by -16 which decreased total open position to 219
On 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 12.85, which was -8.80 lower than the previous day. The implied volatity was 32.76, the open interest changed by 76 which increased total open position to 235
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 21.65, which was -11.80 lower than the previous day. The implied volatity was 31.50, the open interest changed by 23 which increased total open position to 161
On 6 Dec MPHASIS was trading at 3053.95. The strike last trading price was 33.45, which was -2.55 lower than the previous day. The implied volatity was 27.99, the open interest changed by 14 which increased total open position to 137
On 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 36, which was -12.90 lower than the previous day. The implied volatity was 29.35, the open interest changed by 11 which increased total open position to 123
On 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 48.9, which was -5.90 lower than the previous day. The implied volatity was 29.25, the open interest changed by 16 which increased total open position to 112
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 54.8, which was 4.80 higher than the previous day. The implied volatity was 30.84, the open interest changed by -12 which decreased total open position to 95
On 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 50, which was -23.65 lower than the previous day. The implied volatity was 32.16, the open interest changed by 19 which increased total open position to 107
On 29 Nov MPHASIS was trading at 2974.55. The strike last trading price was 73.65, which was -16.75 lower than the previous day. The implied volatity was 29.33, the open interest changed by 16 which increased total open position to 88
On 28 Nov MPHASIS was trading at 2957.60. The strike last trading price was 90.4, which was 18.70 higher than the previous day. The implied volatity was 32.96, the open interest changed by 67 which increased total open position to 72
On 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 71.7, which was -120.00 lower than the previous day. The implied volatity was 34.14, the open interest changed by 5 which increased total open position to 5
On 26 Nov MPHASIS was trading at 2999.10. The strike last trading price was 191.7, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 191.7, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 191.7, 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 191.7, 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 191.7, 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 191.7, 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 191.7, 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 14 Nov MPHASIS was trading at 2839.30. The strike last trading price was 191.7, 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 Nov MPHASIS was trading at 2845.35. The strike last trading price was 191.7, 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 191.7, 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 191.7, 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 191.7, 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 191.7, which was 191.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MPHASIS was trading at 2894.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
