MPHASIS
Mphasis Limited
Historical option data for MPHASIS
20 Dec 2024 04:12 PM IST
MPHASIS 26DEC2024 3150 CE | ||||||||||
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Delta: 0.11
Vega: 0.70
Theta: -2.28
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 2950.60 | 7.2 | -34.70 | 37.71 | 5,279 | 227 | 608 | |||
19 Dec | 3117.10 | 41.9 | -31.95 | 33.69 | 1,259 | 68 | 381 | |||
18 Dec | 3176.55 | 73.85 | -1.95 | 20.81 | 423 | -12 | 314 | |||
17 Dec | 3181.20 | 75.8 | -10.40 | 22.44 | 459 | -16 | 326 | |||
16 Dec | 3197.30 | 86.2 | -7.05 | 27.01 | 266 | 9 | 343 | |||
13 Dec | 3195.40 | 93.25 | -2.15 | 22.53 | 709 | 79 | 334 | |||
12 Dec | 3190.35 | 95.4 | 7.20 | 28.85 | 566 | -76 | 255 | |||
11 Dec | 3184.55 | 88.2 | -2.80 | 23.71 | 1,152 | 40 | 332 | |||
10 Dec | 3181.80 | 91 | 21.00 | 25.48 | 3,594 | -3 | 293 | |||
9 Dec | 3104.60 | 70 | 30.20 | 29.47 | 633 | 41 | 289 | |||
6 Dec | 3053.95 | 39.8 | -9.10 | 25.61 | 391 | 19 | 253 | |||
5 Dec | 3051.30 | 48.9 | 8.60 | 27.19 | 446 | 33 | 235 | |||
4 Dec | 3017.70 | 40.3 | -3.65 | 28.21 | 187 | 44 | 201 | |||
3 Dec | 3018.95 | 43.95 | -14.50 | 28.87 | 192 | 45 | 160 | |||
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2 Dec | 3050.00 | 58.45 | 21.05 | 29.38 | 237 | 67 | 115 | |||
29 Nov | 2974.55 | 37.4 | -3.90 | 28.89 | 49 | 20 | 48 | |||
28 Nov | 2957.60 | 41.3 | -22.50 | 30.60 | 22 | 5 | 28 | |||
27 Nov | 3017.00 | 63.8 | 3.80 | 30.79 | 15 | 2 | 24 | |||
26 Nov | 2999.10 | 60 | 5.00 | 32.32 | 23 | 7 | 23 | |||
25 Nov | 2982.40 | 55 | 15.05 | 30.67 | 6 | 16 | 16 | |||
22 Nov | 2883.55 | 39.95 | 33.88 | 261 | 16 | 16 |
For Mphasis Limited - strike price 3150 expiring on 26DEC2024
Delta for 3150 CE is 0.11
Historical price for 3150 CE is as follows
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 7.2, which was -34.70 lower than the previous day. The implied volatity was 37.71, the open interest changed by 227 which increased total open position to 608
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 41.9, which was -31.95 lower than the previous day. The implied volatity was 33.69, the open interest changed by 68 which increased total open position to 381
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 73.85, which was -1.95 lower than the previous day. The implied volatity was 20.81, the open interest changed by -12 which decreased total open position to 314
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 75.8, which was -10.40 lower than the previous day. The implied volatity was 22.44, the open interest changed by -16 which decreased total open position to 326
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 86.2, which was -7.05 lower than the previous day. The implied volatity was 27.01, the open interest changed by 9 which increased total open position to 343
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 93.25, which was -2.15 lower than the previous day. The implied volatity was 22.53, the open interest changed by 79 which increased total open position to 334
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 95.4, which was 7.20 higher than the previous day. The implied volatity was 28.85, the open interest changed by -76 which decreased total open position to 255
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 88.2, which was -2.80 lower than the previous day. The implied volatity was 23.71, the open interest changed by 40 which increased total open position to 332
On 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 91, which was 21.00 higher than the previous day. The implied volatity was 25.48, the open interest changed by -3 which decreased total open position to 293
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 70, which was 30.20 higher than the previous day. The implied volatity was 29.47, the open interest changed by 41 which increased total open position to 289
On 6 Dec MPHASIS was trading at 3053.95. The strike last trading price was 39.8, which was -9.10 lower than the previous day. The implied volatity was 25.61, the open interest changed by 19 which increased total open position to 253
On 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 48.9, which was 8.60 higher than the previous day. The implied volatity was 27.19, the open interest changed by 33 which increased total open position to 235
On 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 40.3, which was -3.65 lower than the previous day. The implied volatity was 28.21, the open interest changed by 44 which increased total open position to 201
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 43.95, which was -14.50 lower than the previous day. The implied volatity was 28.87, the open interest changed by 45 which increased total open position to 160
On 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 58.45, which was 21.05 higher than the previous day. The implied volatity was 29.38, the open interest changed by 67 which increased total open position to 115
On 29 Nov MPHASIS was trading at 2974.55. The strike last trading price was 37.4, which was -3.90 lower than the previous day. The implied volatity was 28.89, the open interest changed by 20 which increased total open position to 48
On 28 Nov MPHASIS was trading at 2957.60. The strike last trading price was 41.3, which was -22.50 lower than the previous day. The implied volatity was 30.60, the open interest changed by 5 which increased total open position to 28
On 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 63.8, which was 3.80 higher than the previous day. The implied volatity was 30.79, the open interest changed by 2 which increased total open position to 24
On 26 Nov MPHASIS was trading at 2999.10. The strike last trading price was 60, which was 5.00 higher than the previous day. The implied volatity was 32.32, the open interest changed by 7 which increased total open position to 23
On 25 Nov MPHASIS was trading at 2982.40. The strike last trading price was 55, which was 15.05 higher than the previous day. The implied volatity was 30.67, the open interest changed by 16 which increased total open position to 16
On 22 Nov MPHASIS was trading at 2883.55. The strike last trading price was 39.95, which was lower than the previous day. The implied volatity was 33.88, the open interest changed by 16 which increased total open position to 16
MPHASIS 26DEC2024 3150 PE | |||||||
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Delta: -0.88
Vega: 0.77
Theta: -1.80
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 2950.60 | 195.8 | 126.05 | 40.13 | 856 | -58 | 219 |
19 Dec | 3117.10 | 69.75 | 28.10 | 28.73 | 858 | -34 | 260 |
18 Dec | 3176.55 | 41.65 | 1.90 | 35.37 | 814 | 3 | 295 |
17 Dec | 3181.20 | 39.75 | 0.45 | 31.55 | 703 | 11 | 301 |
16 Dec | 3197.30 | 39.3 | -3.55 | 29.56 | 461 | 37 | 289 |
13 Dec | 3195.40 | 42.85 | -4.75 | 29.78 | 1,032 | 83 | 252 |
12 Dec | 3190.35 | 47.6 | -7.25 | 27.28 | 458 | -66 | 162 |
11 Dec | 3184.55 | 54.85 | -8.05 | 30.06 | 881 | 65 | 228 |
10 Dec | 3181.80 | 62.9 | -31.75 | 31.37 | 973 | 109 | 162 |
9 Dec | 3104.60 | 94.65 | -36.15 | 31.45 | 122 | 47 | 54 |
6 Dec | 3053.95 | 130.8 | -10.15 | 28.74 | 11 | 5 | 7 |
5 Dec | 3051.30 | 140.95 | -179.00 | 33.66 | 4 | 3 | 3 |
4 Dec | 3017.70 | 319.95 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 3018.95 | 319.95 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 3050.00 | 319.95 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 2974.55 | 319.95 | 0.00 | - | 0 | 0 | 0 |
28 Nov | 2957.60 | 319.95 | 0.00 | - | 0 | 0 | 0 |
27 Nov | 3017.00 | 319.95 | 0.00 | - | 0 | 0 | 0 |
26 Nov | 2999.10 | 319.95 | 0.00 | - | 0 | 0 | 0 |
25 Nov | 2982.40 | 319.95 | 0.00 | - | 0 | 0 | 0 |
22 Nov | 2883.55 | 319.95 | - | 0 | 0 | 0 |
For Mphasis Limited - strike price 3150 expiring on 26DEC2024
Delta for 3150 PE is -0.88
Historical price for 3150 PE is as follows
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 195.8, which was 126.05 higher than the previous day. The implied volatity was 40.13, the open interest changed by -58 which decreased total open position to 219
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 69.75, which was 28.10 higher than the previous day. The implied volatity was 28.73, the open interest changed by -34 which decreased total open position to 260
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 41.65, which was 1.90 higher than the previous day. The implied volatity was 35.37, the open interest changed by 3 which increased total open position to 295
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 39.75, which was 0.45 higher than the previous day. The implied volatity was 31.55, the open interest changed by 11 which increased total open position to 301
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 39.3, which was -3.55 lower than the previous day. The implied volatity was 29.56, the open interest changed by 37 which increased total open position to 289
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 42.85, which was -4.75 lower than the previous day. The implied volatity was 29.78, the open interest changed by 83 which increased total open position to 252
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 47.6, which was -7.25 lower than the previous day. The implied volatity was 27.28, the open interest changed by -66 which decreased total open position to 162
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 54.85, which was -8.05 lower than the previous day. The implied volatity was 30.06, the open interest changed by 65 which increased total open position to 228
On 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 62.9, which was -31.75 lower than the previous day. The implied volatity was 31.37, the open interest changed by 109 which increased total open position to 162
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 94.65, which was -36.15 lower than the previous day. The implied volatity was 31.45, the open interest changed by 47 which increased total open position to 54
On 6 Dec MPHASIS was trading at 3053.95. The strike last trading price was 130.8, which was -10.15 lower than the previous day. The implied volatity was 28.74, the open interest changed by 5 which increased total open position to 7
On 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 140.95, which was -179.00 lower than the previous day. The implied volatity was 33.66, the open interest changed by 3 which increased total open position to 3
On 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 319.95, 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 319.95, 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 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 319.95, 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 29 Nov MPHASIS was trading at 2974.55. The strike last trading price was 319.95, 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 28 Nov MPHASIS was trading at 2957.60. The strike last trading price was 319.95, 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 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 319.95, 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 26 Nov MPHASIS was trading at 2999.10. The strike last trading price was 319.95, 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 319.95, 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 319.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0