MPHASIS
Mphasis Limited
Historical option data for MPHASIS
03 Dec 2024 04:12 PM IST
| MPHASIS 26DEC2024 3050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 3.02
Theta: -2.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 3018.95 | 80.9 | -22.85 | 28.70 | 963 | 222 | 554 | |||
| 2 Dec | 3050.00 | 103.75 | 34.25 | 30.06 | 740 | 273 | 324 | |||
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| 29 Nov | 2974.55 | 69.5 | -2.45 | 29.11 | 78 | 13 | 52 | |||
| 28 Nov | 2957.60 | 71.95 | -30.05 | 30.41 | 43 | 6 | 38 | |||
| 27 Nov | 3017.00 | 102 | 20.20 | 30.12 | 73 | 31 | 32 | |||
| 26 Nov | 2999.10 | 81.8 | -33.40 | 27.91 | 1 | 0 | 0 | |||
| 25 Nov | 2982.40 | 115.2 | 0.00 | 0.98 | 0 | 0 | 0 | |||
| 22 Nov | 2883.55 | 115.2 | 0.00 | 4.09 | 0 | 0 | 0 | |||
| 21 Nov | 2786.20 | 115.2 | 0.00 | 6.69 | 0 | 0 | 0 | |||
| 20 Nov | 2789.25 | 115.2 | 0.00 | 6.31 | 0 | 0 | 0 | |||
| 19 Nov | 2789.25 | 115.2 | 115.20 | 6.31 | 0 | 0 | 0 | |||
| 1 Nov | 2894.15 | 0 | 2.13 | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 3050 expiring on 26DEC2024
Delta for 3050 CE is 0.49
Historical price for 3050 CE is as follows
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 80.9, which was -22.85 lower than the previous day. The implied volatity was 28.70, the open interest changed by 222 which increased total open position to 554
On 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 103.75, which was 34.25 higher than the previous day. The implied volatity was 30.06, the open interest changed by 273 which increased total open position to 324
On 29 Nov MPHASIS was trading at 2974.55. The strike last trading price was 69.5, which was -2.45 lower than the previous day. The implied volatity was 29.11, the open interest changed by 13 which increased total open position to 52
On 28 Nov MPHASIS was trading at 2957.60. The strike last trading price was 71.95, which was -30.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 6 which increased total open position to 38
On 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 102, which was 20.20 higher than the previous day. The implied volatity was 30.12, the open interest changed by 31 which increased total open position to 32
On 26 Nov MPHASIS was trading at 2999.10. The strike last trading price was 81.8, which was -33.40 lower than the previous day. The implied volatity was 27.91, 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 115.2, which was 0.00 lower than the previous day. The implied volatity was 0.98, 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 115.2, which was 0.00 lower than the previous day. The implied volatity was 4.09, 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 115.2, which was 0.00 lower than the previous day. The implied volatity was 6.69, 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 115.2, which was 0.00 lower than the previous day. The implied volatity was 6.31, 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 115.2, which was 115.20 higher than the previous day. The implied volatity was 6.31, 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 2.13, the open interest changed by 0 which decreased total open position to 0
| MPHASIS 26DEC2024 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 3.02
Theta: -1.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 3018.95 | 99.95 | 9.65 | 30.93 | 248 | 80 | 175 |
| 2 Dec | 3050.00 | 90.3 | -32.65 | 32.14 | 136 | 62 | 95 |
| 29 Nov | 2974.55 | 122.95 | -25.60 | 28.42 | 45 | 23 | 32 |
| 28 Nov | 2957.60 | 148.55 | 35.55 | 34.43 | 6 | 0 | 8 |
| 27 Nov | 3017.00 | 113 | -12.00 | 33.10 | 12 | 6 | 8 |
| 26 Nov | 2999.10 | 125 | -126.80 | 31.77 | 4 | 1 | 1 |
| 25 Nov | 2982.40 | 251.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 2883.55 | 251.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2786.20 | 251.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2789.25 | 251.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2789.25 | 251.8 | 251.80 | - | 0 | 0 | 0 |
| 1 Nov | 2894.15 | 0 | - | 0 | 0 | 0 | |
For Mphasis Limited - strike price 3050 expiring on 26DEC2024
Delta for 3050 PE is -0.51
Historical price for 3050 PE is as follows
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 99.95, which was 9.65 higher than the previous day. The implied volatity was 30.93, the open interest changed by 80 which increased total open position to 175
On 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 90.3, which was -32.65 lower than the previous day. The implied volatity was 32.14, the open interest changed by 62 which increased total open position to 95
On 29 Nov MPHASIS was trading at 2974.55. The strike last trading price was 122.95, which was -25.60 lower than the previous day. The implied volatity was 28.42, the open interest changed by 23 which increased total open position to 32
On 28 Nov MPHASIS was trading at 2957.60. The strike last trading price was 148.55, which was 35.55 higher than the previous day. The implied volatity was 34.43, the open interest changed by 0 which decreased total open position to 8
On 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 113, which was -12.00 lower than the previous day. The implied volatity was 33.10, the open interest changed by 6 which increased total open position to 8
On 26 Nov MPHASIS was trading at 2999.10. The strike last trading price was 125, which was -126.80 lower than the previous day. The implied volatity was 31.77, 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 251.8, 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 251.8, 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 21 Nov MPHASIS was trading at 2786.20. The strike last trading price was 251.8, 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 20 Nov MPHASIS was trading at 2789.25. The strike last trading price was 251.8, 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 19 Nov MPHASIS was trading at 2789.25. The strike last trading price was 251.8, which was 251.80 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 -, the open interest changed by 0 which decreased total open position to 0
