MPHASIS
Mphasis Limited
Historical option data for MPHASIS
27 Dec 2024 04:12 PM IST
| MPHASIS 30JAN2025 3000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 3.36
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2883.95 | 57.7 | -22.80 | 25.72 | 236 | 58 | 275 | |||
| 26 Dec | 2908.45 | 80.5 | -17.50 | 26.13 | 268 | 57 | 208 | |||
| 24 Dec | 2930.65 | 98 | -25.00 | 30.57 | 245 | 57 | 150 | |||
| 23 Dec | 2977.65 | 123 | 3.45 | 31.09 | 104 | 39 | 93 | |||
| 20 Dec | 2950.60 | 119.55 | -80.45 | 31.26 | 40 | 24 | 52 | |||
| 19 Dec | 3117.10 | 200 | -40.00 | 28.05 | 8 | 0 | 31 | |||
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| 18 Dec | 3176.55 | 240 | -35.00 | 15.02 | 4 | 1 | 29 | |||
| 17 Dec | 3181.20 | 275 | -10.00 | 29.95 | 4 | 0 | 26 | |||
| 16 Dec | 3197.30 | 285 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 3195.40 | 285 | 0.00 | 0.00 | 0 | 22 | 0 | |||
| 12 Dec | 3190.35 | 285 | 31.60 | 33.07 | 22 | 0 | 4 | |||
| 11 Dec | 3184.55 | 253.4 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 10 Dec | 3181.80 | 253.4 | 64.60 | 23.84 | 4 | 3 | 3 | |||
| 9 Dec | 3104.60 | 188.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 3053.95 | 188.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 3051.30 | 188.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 3017.70 | 188.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 3018.95 | 188.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2982.40 | 188.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 2883.55 | 188.8 | 0.00 | 1.23 | 0 | 0 | 0 | |||
| 21 Nov | 2786.20 | 188.8 | 188.80 | 3.30 | 0 | 0 | 0 | |||
| 20 Nov | 2789.25 | 0 | 0.00 | 3.09 | 0 | 0 | 0 | |||
| 19 Nov | 2789.25 | 0 | 0.00 | 3.09 | 0 | 0 | 0 | |||
| 18 Nov | 2758.15 | 0 | 0.00 | 3.77 | 0 | 0 | 0 | |||
| 14 Nov | 2839.30 | 0 | 0.00 | 2.12 | 0 | 0 | 0 | |||
| 12 Nov | 2853.45 | 0 | 0.00 | 1.50 | 0 | 0 | 0 | |||
| 11 Nov | 2861.50 | 0 | 0.00 | 1.47 | 0 | 0 | 0 | |||
| 8 Nov | 2858.35 | 0 | 0.00 | 1.44 | 0 | 0 | 0 | |||
| 7 Nov | 2839.15 | 0 | 0.00 | 1.78 | 0 | 0 | 0 | |||
| 6 Nov | 2896.40 | 0 | 0.00 | 0.57 | 0 | 0 | 0 | |||
| 5 Nov | 2857.70 | 0 | 0.00 | 1.36 | 0 | 0 | 0 | |||
| 4 Nov | 2870.15 | 0 | 1.15 | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 3000 expiring on 30JAN2025
Delta for 3000 CE is 0.38
Historical price for 3000 CE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 57.7, which was -22.80 lower than the previous day. The implied volatity was 25.72, the open interest changed by 58 which increased total open position to 275
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 80.5, which was -17.50 lower than the previous day. The implied volatity was 26.13, the open interest changed by 57 which increased total open position to 208
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 98, which was -25.00 lower than the previous day. The implied volatity was 30.57, the open interest changed by 57 which increased total open position to 150
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 123, which was 3.45 higher than the previous day. The implied volatity was 31.09, the open interest changed by 39 which increased total open position to 93
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 119.55, which was -80.45 lower than the previous day. The implied volatity was 31.26, the open interest changed by 24 which increased total open position to 52
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 200, which was -40.00 lower than the previous day. The implied volatity was 28.05, the open interest changed by 0 which decreased total open position to 31
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 240, which was -35.00 lower than the previous day. The implied volatity was 15.02, the open interest changed by 1 which increased total open position to 29
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 275, which was -10.00 lower than the previous day. The implied volatity was 29.95, the open interest changed by 0 which decreased total open position to 26
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 285, 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 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 285, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 285, which was 31.60 higher than the previous day. The implied volatity was 33.07, the open interest changed by 0 which decreased total open position to 4
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 253.4, 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 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 253.4, which was 64.60 higher than the previous day. The implied volatity was 23.84, the open interest changed by 3 which increased total open position to 3
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 188.8, 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 188.8, 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 188.8, 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 188.8, 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 188.8, 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 188.8, 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 188.8, which was 0.00 lower than the previous day. The implied volatity was 1.23, 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 188.8, which was 188.80 higher than the previous day. The implied volatity was 3.30, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.09, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.77, 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 2.12, 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 1.50, 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 1.47, 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 1.44, 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 1.78, 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 0.57, 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 1.36, 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 1.15, the open interest changed by 0 which decreased total open position to 0
| MPHASIS 30JAN2025 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 3.42
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2883.95 | 152.75 | 14.20 | 30.47 | 44 | 3 | 125 |
| 26 Dec | 2908.45 | 138.55 | 1.95 | 33.49 | 43 | 1 | 122 |
| 24 Dec | 2930.65 | 136.6 | 17.85 | 31.04 | 50 | 24 | 122 |
| 23 Dec | 2977.65 | 118.75 | -25.25 | 32.09 | 40 | 12 | 97 |
| 20 Dec | 2950.60 | 144 | 78.30 | 35.30 | 189 | 35 | 85 |
| 19 Dec | 3117.10 | 65.7 | 15.75 | 30.20 | 25 | 10 | 50 |
| 18 Dec | 3176.55 | 49.95 | 1.80 | 32.37 | 8 | 3 | 44 |
| 17 Dec | 3181.20 | 48.15 | 3.85 | 31.19 | 32 | 12 | 41 |
| 16 Dec | 3197.30 | 44.3 | -1.95 | 29.64 | 2 | 1 | 28 |
| 13 Dec | 3195.40 | 46.25 | -3.55 | 30.09 | 19 | 3 | 27 |
| 12 Dec | 3190.35 | 49.8 | -5.50 | 29.48 | 13 | 6 | 24 |
| 11 Dec | 3184.55 | 55.3 | -4.10 | 31.01 | 4 | 1 | 17 |
| 10 Dec | 3181.80 | 59.4 | -38.00 | 31.43 | 10 | 4 | 15 |
| 9 Dec | 3104.60 | 97.4 | -5.00 | 36.04 | 5 | 0 | 7 |
| 6 Dec | 3053.95 | 102.4 | -1.90 | 31.19 | 2 | 1 | 6 |
| 5 Dec | 3051.30 | 104.3 | -16.45 | 32.06 | 2 | 0 | 4 |
| 4 Dec | 3017.70 | 120.75 | 0.75 | 32.12 | 4 | 1 | 3 |
| 3 Dec | 3018.95 | 120 | -135.30 | 31.75 | 2 | 1 | 1 |
| 25 Nov | 2982.40 | 255.3 | 255.30 | 0.70 | 0 | 0 | 0 |
| 22 Nov | 2883.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2786.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2789.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2789.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2758.15 | 0 | 0.00 | - | 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 3000 expiring on 30JAN2025
Delta for 3000 PE is -0.60
Historical price for 3000 PE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 152.75, which was 14.20 higher than the previous day. The implied volatity was 30.47, the open interest changed by 3 which increased total open position to 125
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 138.55, which was 1.95 higher than the previous day. The implied volatity was 33.49, the open interest changed by 1 which increased total open position to 122
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 136.6, which was 17.85 higher than the previous day. The implied volatity was 31.04, the open interest changed by 24 which increased total open position to 122
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 118.75, which was -25.25 lower than the previous day. The implied volatity was 32.09, the open interest changed by 12 which increased total open position to 97
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 144, which was 78.30 higher than the previous day. The implied volatity was 35.30, the open interest changed by 35 which increased total open position to 85
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 65.7, which was 15.75 higher than the previous day. The implied volatity was 30.20, the open interest changed by 10 which increased total open position to 50
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 49.95, which was 1.80 higher than the previous day. The implied volatity was 32.37, the open interest changed by 3 which increased total open position to 44
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 48.15, which was 3.85 higher than the previous day. The implied volatity was 31.19, the open interest changed by 12 which increased total open position to 41
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 44.3, which was -1.95 lower than the previous day. The implied volatity was 29.64, the open interest changed by 1 which increased total open position to 28
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 46.25, which was -3.55 lower than the previous day. The implied volatity was 30.09, the open interest changed by 3 which increased total open position to 27
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 49.8, which was -5.50 lower than the previous day. The implied volatity was 29.48, the open interest changed by 6 which increased total open position to 24
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 55.3, which was -4.10 lower than the previous day. The implied volatity was 31.01, the open interest changed by 1 which increased total open position to 17
On 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 59.4, which was -38.00 lower than the previous day. The implied volatity was 31.43, the open interest changed by 4 which increased total open position to 15
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 97.4, which was -5.00 lower than the previous day. The implied volatity was 36.04, the open interest changed by 0 which decreased total open position to 7
On 6 Dec MPHASIS was trading at 3053.95. The strike last trading price was 102.4, which was -1.90 lower than the previous day. The implied volatity was 31.19, the open interest changed by 1 which increased total open position to 6
On 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 104.3, which was -16.45 lower than the previous day. The implied volatity was 32.06, the open interest changed by 0 which decreased total open position to 4
On 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 120.75, which was 0.75 higher than the previous day. The implied volatity was 32.12, the open interest changed by 1 which increased total open position to 3
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 120, which was -135.30 lower than the previous day. The implied volatity was 31.75, the open interest changed by 1 which increased total open position to 1
On 25 Nov MPHASIS was trading at 2982.40. The strike last trading price was 255.3, which was 255.30 higher than the previous day. The implied volatity was 0.70, 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 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 21 Nov MPHASIS was trading at 2786.20. 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 20 Nov MPHASIS was trading at 2789.25. 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 19 Nov MPHASIS was trading at 2789.25. 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 18 Nov MPHASIS was trading at 2758.15. 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 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
