MPHASIS
Mphasis Limited
Historical option data for MPHASIS
27 Dec 2024 04:12 PM IST
| MPHASIS 30JAN2025 3050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 3.09
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2883.95 | 42.6 | -11.20 | 25.86 | 40 | 6 | 23 | |||
| 26 Dec | 2908.45 | 53.8 | -23.20 | 24.33 | 25 | 3 | 16 | |||
| 24 Dec | 2930.65 | 77 | -25.90 | 30.65 | 8 | 2 | 14 | |||
| 23 Dec | 2977.65 | 102.9 | -19.60 | 31.76 | 10 | 7 | 12 | |||
| 20 Dec | 2950.60 | 122.5 | -38.40 | 37.51 | 13 | 4 | 4 | |||
| 19 Dec | 3117.10 | 160.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 3176.55 | 160.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 3181.20 | 160.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 3197.30 | 160.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 3195.40 | 160.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Dec | 3190.35 | 160.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 3184.55 | 160.9 | - | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 3050 expiring on 30JAN2025
Delta for 3050 CE is 0.30
Historical price for 3050 CE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 42.6, which was -11.20 lower than the previous day. The implied volatity was 25.86, the open interest changed by 6 which increased total open position to 23
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 53.8, which was -23.20 lower than the previous day. The implied volatity was 24.33, the open interest changed by 3 which increased total open position to 16
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 77, which was -25.90 lower than the previous day. The implied volatity was 30.65, the open interest changed by 2 which increased total open position to 14
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 102.9, which was -19.60 lower than the previous day. The implied volatity was 31.76, the open interest changed by 7 which increased total open position to 12
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 122.5, which was -38.40 lower than the previous day. The implied volatity was 37.51, the open interest changed by 4 which increased total open position to 4
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 160.9, 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 Dec MPHASIS was trading at 3176.55. The strike last trading price was 160.9, 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 160.9, 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 160.9, 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 160.9, 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 160.9, 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 160.9, 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 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 3.12
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2883.95 | 174.05 | -18.95 | 26.81 | 2 | 0 | 30 |
| 26 Dec | 2908.45 | 193 | 29.30 | 40.07 | 6 | 1 | 30 |
| 24 Dec | 2930.65 | 163.7 | 12.10 | 30.25 | 1 | 0 | 29 |
| 23 Dec | 2977.65 | 151.6 | 85.50 | 33.67 | 8 | 2 | 29 |
| 20 Dec | 2950.60 | 66.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 3117.10 | 66.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 3176.55 | 66.1 | 0.00 | 0.00 | 0 | 27 | 0 |
| 17 Dec | 3181.20 | 66.1 | -149.00 | 32.20 | 29 | 23 | 23 |
| 16 Dec | 3197.30 | 215.1 | 0.00 | 4.30 | 0 | 0 | 0 |
| 13 Dec | 3195.40 | 215.1 | 0.00 | 4.47 | 0 | 0 | 0 |
| 12 Dec | 3190.35 | 215.1 | 0.00 | 3.96 | 0 | 0 | 0 |
| 11 Dec | 3184.55 | 215.1 | 4.03 | 0 | 0 | 0 | |
For Mphasis Limited - strike price 3050 expiring on 30JAN2025
Delta for 3050 PE is -0.69
Historical price for 3050 PE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 174.05, which was -18.95 lower than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 30
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 193, which was 29.30 higher than the previous day. The implied volatity was 40.07, the open interest changed by 1 which increased total open position to 30
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 163.7, which was 12.10 higher than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 29
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 151.6, which was 85.50 higher than the previous day. The implied volatity was 33.67, the open interest changed by 2 which increased total open position to 29
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 66.1, 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 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 66.1, 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 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 66.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 66.1, which was -149.00 lower than the previous day. The implied volatity was 32.20, the open interest changed by 23 which increased total open position to 23
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 215.1, which was 0.00 lower than the previous day. The implied volatity was 4.30, 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 215.1, which was 0.00 lower than the previous day. The implied volatity was 4.47, 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 215.1, which was 0.00 lower than the previous day. The implied volatity was 3.96, 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 215.1, which was lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
