MPHASIS
Mphasis Limited
Historical option data for MPHASIS
27 Dec 2024 04:12 PM IST
| MPHASIS 30JAN2025 3150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 2.35
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2883.95 | 22.45 | -12.45 | 26.34 | 26 | 13 | 33 | |||
| 26 Dec | 2908.45 | 34.9 | -11.60 | 27.03 | 20 | 9 | 21 | |||
| 24 Dec | 2930.65 | 46.5 | -14.90 | 30.48 | 16 | 4 | 12 | |||
| 23 Dec | 2977.65 | 61.4 | 4.45 | 30.26 | 6 | -2 | 8 | |||
| 20 Dec | 2950.60 | 56.95 | -72.05 | 29.41 | 23 | 6 | 11 | |||
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| 19 Dec | 3117.10 | 129 | 5.95 | 31.38 | 5 | 2 | 2 | |||
| 18 Dec | 3176.55 | 123.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 3181.20 | 123.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 3197.30 | 123.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 3195.40 | 123.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 3190.35 | 123.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 3184.55 | 123.05 | - | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 3150 expiring on 30JAN2025
Delta for 3150 CE is 0.18
Historical price for 3150 CE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 22.45, which was -12.45 lower than the previous day. The implied volatity was 26.34, the open interest changed by 13 which increased total open position to 33
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 34.9, which was -11.60 lower than the previous day. The implied volatity was 27.03, the open interest changed by 9 which increased total open position to 21
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 46.5, which was -14.90 lower than the previous day. The implied volatity was 30.48, the open interest changed by 4 which increased total open position to 12
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 61.4, which was 4.45 higher than the previous day. The implied volatity was 30.26, the open interest changed by -2 which decreased total open position to 8
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 56.95, which was -72.05 lower than the previous day. The implied volatity was 29.41, the open interest changed by 6 which increased total open position to 11
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 129, which was 5.95 higher than the previous day. The implied volatity was 31.38, the open interest changed by 2 which increased total open position to 2
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 123.05, 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 123.05, 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 123.05, 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 123.05, 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 123.05, 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 123.05, 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 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 2.57
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2883.95 | 257.9 | -18.15 | 29.55 | 1 | 0 | 0 |
| 26 Dec | 2908.45 | 276.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 2930.65 | 276.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 2977.65 | 276.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 2950.60 | 276.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 3117.10 | 276.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 3176.55 | 276.05 | 0.00 | 2.13 | 0 | 0 | 0 |
| 17 Dec | 3181.20 | 276.05 | 0.00 | 2.01 | 0 | 0 | 0 |
| 16 Dec | 3197.30 | 276.05 | 0.00 | 1.96 | 0 | 0 | 0 |
| 13 Dec | 3195.40 | 276.05 | 0.00 | 2.22 | 0 | 0 | 0 |
| 12 Dec | 3190.35 | 276.05 | 0.00 | 1.71 | 0 | 0 | 0 |
| 11 Dec | 3184.55 | 276.05 | 1.80 | 0 | 0 | 0 | |
For Mphasis Limited - strike price 3150 expiring on 30JAN2025
Delta for 3150 PE is -0.79
Historical price for 3150 PE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 257.9, which was -18.15 lower than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 0
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 276.05, 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 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 276.05, 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 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 276.05, 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 Dec MPHASIS was trading at 2950.60. The strike last trading price was 276.05, 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 Dec MPHASIS was trading at 3117.10. The strike last trading price was 276.05, 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 276.05, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 276.05, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 276.05, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 276.05, which was 0.00 lower than the previous day. The implied volatity was 2.22, 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 276.05, which was 0.00 lower than the previous day. The implied volatity was 1.71, 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 276.05, which was lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0
