MPHASIS
Mphasis Limited
Historical option data for MPHASIS
27 Dec 2024 04:12 PM IST
| MPHASIS 30JAN2025 3100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 2.74
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2883.95 | 31.2 | -17.10 | 26.12 | 191 | 51 | 156 | |||
| 26 Dec | 2908.45 | 48.3 | -12.70 | 27.03 | 181 | 32 | 104 | |||
| 24 Dec | 2930.65 | 61 | -15.95 | 30.77 | 118 | -1 | 72 | |||
| 23 Dec | 2977.65 | 76.95 | -1.05 | 30.04 | 77 | 47 | 73 | |||
| 20 Dec | 2950.60 | 78 | -69.40 | 30.91 | 60 | 20 | 25 | |||
| 19 Dec | 3117.10 | 147.4 | -52.60 | 29.83 | 2 | 1 | 6 | |||
| 18 Dec | 3176.55 | 200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 3181.20 | 200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 3197.30 | 200 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 3195.40 | 200 | 10.00 | 25.16 | 1 | 0 | 4 | |||
| 12 Dec | 3190.35 | 190 | 38.65 | 25.94 | 4 | 0 | 0 | |||
| 11 Dec | 3184.55 | 151.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 2982.40 | 151.35 | 151.35 | 1.32 | 0 | 0 | 0 | |||
| 22 Nov | 2883.55 | 0 | 0.00 | 3.19 | 0 | 0 | 0 | |||
| 21 Nov | 2786.20 | 0 | 0.00 | 5.18 | 0 | 0 | 0 | |||
| 20 Nov | 2789.25 | 0 | 0.00 | 4.93 | 0 | 0 | 0 | |||
| 19 Nov | 2789.25 | 0 | 0.00 | 4.93 | 0 | 0 | 0 | |||
| 18 Nov | 2758.15 | 0 | 0.00 | 5.57 | 0 | 0 | 0 | |||
| 14 Nov | 2839.30 | 0 | 0.00 | 3.93 | 0 | 0 | 0 | |||
| 12 Nov | 2853.45 | 0 | 0.00 | 3.32 | 0 | 0 | 0 | |||
| 11 Nov | 2861.50 | 0 | 0.00 | 3.28 | 0 | 0 | 0 | |||
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| 8 Nov | 2858.35 | 0 | 0.00 | 3.22 | 0 | 0 | 0 | |||
| 7 Nov | 2839.15 | 0 | 0.00 | 3.53 | 0 | 0 | 0 | |||
| 6 Nov | 2896.40 | 0 | 0.00 | 2.32 | 0 | 0 | 0 | |||
| 5 Nov | 2857.70 | 0 | 0.00 | 3.11 | 0 | 0 | 0 | |||
| 4 Nov | 2870.15 | 0 | 2.89 | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 3100 expiring on 30JAN2025
Delta for 3100 CE is 0.24
Historical price for 3100 CE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 31.2, which was -17.10 lower than the previous day. The implied volatity was 26.12, the open interest changed by 51 which increased total open position to 156
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 48.3, which was -12.70 lower than the previous day. The implied volatity was 27.03, the open interest changed by 32 which increased total open position to 104
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 61, which was -15.95 lower than the previous day. The implied volatity was 30.77, the open interest changed by -1 which decreased total open position to 72
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 76.95, which was -1.05 lower than the previous day. The implied volatity was 30.04, the open interest changed by 47 which increased total open position to 73
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 78, which was -69.40 lower than the previous day. The implied volatity was 30.91, the open interest changed by 20 which increased total open position to 25
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 147.4, which was -52.60 lower than the previous day. The implied volatity was 29.83, the open interest changed by 1 which increased total open position to 6
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 200, 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 200, 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 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 200, which was 10.00 higher than the previous day. The implied volatity was 25.16, the open interest changed by 0 which decreased total open position to 4
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 190, which was 38.65 higher than the previous day. The implied volatity was 25.94, 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 151.35, 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 151.35, which was 151.35 higher than the previous day. The implied volatity was 1.32, 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 3.19, 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 5.18, 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 4.93, 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 4.93, 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 5.57, 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 3.93, 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 3.32, 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 3.28, 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 3.22, 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 3.53, 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 2.32, 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 3.11, 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 2.89, the open interest changed by 0 which decreased total open position to 0
| MPHASIS 30JAN2025 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 2.96
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2883.95 | 222.6 | 17.20 | 30.80 | 5 | 1 | 37 |
| 26 Dec | 2908.45 | 205.4 | 19.40 | 35.01 | 11 | 3 | 36 |
| 24 Dec | 2930.65 | 186 | 8.00 | 27.01 | 7 | 4 | 32 |
| 23 Dec | 2977.65 | 178 | -16.45 | 32.77 | 7 | 6 | 27 |
| 20 Dec | 2950.60 | 194.45 | 88.80 | 33.29 | 32 | 10 | 19 |
| 19 Dec | 3117.10 | 105.65 | -210.35 | 30.21 | 11 | 8 | 8 |
| 18 Dec | 3176.55 | 316 | 0.00 | 3.32 | 0 | 0 | 0 |
| 17 Dec | 3181.20 | 316 | 0.00 | 3.19 | 0 | 0 | 0 |
| 16 Dec | 3197.30 | 316 | 0.00 | 3.14 | 0 | 0 | 0 |
| 13 Dec | 3195.40 | 316 | 0.00 | 3.35 | 0 | 0 | 0 |
| 12 Dec | 3190.35 | 316 | 0.00 | 2.84 | 0 | 0 | 0 |
| 11 Dec | 3184.55 | 316 | 316.00 | 2.92 | 0 | 0 | 0 |
| 25 Nov | 2982.40 | 0 | 0.00 | - | 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 3100 expiring on 30JAN2025
Delta for 3100 PE is -0.72
Historical price for 3100 PE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 222.6, which was 17.20 higher than the previous day. The implied volatity was 30.80, the open interest changed by 1 which increased total open position to 37
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 205.4, which was 19.40 higher than the previous day. The implied volatity was 35.01, the open interest changed by 3 which increased total open position to 36
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 186, which was 8.00 higher than the previous day. The implied volatity was 27.01, the open interest changed by 4 which increased total open position to 32
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 178, which was -16.45 lower than the previous day. The implied volatity was 32.77, the open interest changed by 6 which increased total open position to 27
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 194.45, which was 88.80 higher than the previous day. The implied volatity was 33.29, the open interest changed by 10 which increased total open position to 19
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 105.65, which was -210.35 lower than the previous day. The implied volatity was 30.21, the open interest changed by 8 which increased total open position to 8
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 316, which was 0.00 lower than the previous day. The implied volatity was 3.32, 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 316, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 316, which was 0.00 lower than the previous day. The implied volatity was 3.14, 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 316, which was 0.00 lower than the previous day. The implied volatity was 3.35, 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 316, which was 0.00 lower than the previous day. The implied volatity was 2.84, 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 316, which was 316.00 higher than the previous day. The implied volatity was 2.92, 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 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 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
