MPHASIS
Mphasis Limited
Historical option data for MPHASIS
20 Dec 2024 04:12 PM IST
| MPHASIS 26DEC2024 3200 CE | ||||||||||
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Delta: 0.07
Vega: 0.53
Theta: -1.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2950.60 | 4.95 | -21.95 | 40.66 | 7,374 | 291 | 1,240 | |||
| 19 Dec | 3117.10 | 26.9 | -22.35 | 34.71 | 1,917 | 16 | 947 | |||
| 18 Dec | 3176.55 | 49.25 | -3.75 | 24.19 | 1,350 | 12 | 939 | |||
| 17 Dec | 3181.20 | 53 | -6.00 | 25.77 | 2,984 | 49 | 928 | |||
| 16 Dec | 3197.30 | 59 | -6.00 | 27.50 | 1,898 | 17 | 886 | |||
| 13 Dec | 3195.40 | 65 | -4.00 | 23.83 | 3,161 | 62 | 868 | |||
| 12 Dec | 3190.35 | 69 | 4.75 | 28.87 | 5,806 | 49 | 809 | |||
| 11 Dec | 3184.55 | 64.25 | -2.85 | 25.10 | 3,085 | -6 | 764 | |||
| 10 Dec | 3181.80 | 67.1 | 15.75 | 26.46 | 9,415 | 284 | 765 | |||
| 9 Dec | 3104.60 | 51.35 | 24.35 | 29.97 | 1,815 | 150 | 482 | |||
| 6 Dec | 3053.95 | 27 | -7.40 | 25.93 | 727 | 4 | 332 | |||
| 5 Dec | 3051.30 | 34.4 | 6.40 | 27.40 | 930 | 26 | 330 | |||
| 4 Dec | 3017.70 | 28 | -3.70 | 28.26 | 478 | 9 | 305 | |||
| 3 Dec | 3018.95 | 31.7 | -11.80 | 29.13 | 440 | 70 | 296 | |||
| 2 Dec | 3050.00 | 43.5 | 16.60 | 29.62 | 613 | 60 | 223 | |||
| 29 Nov | 2974.55 | 26.9 | -4.30 | 28.98 | 208 | 41 | 164 | |||
| 28 Nov | 2957.60 | 31.2 | -16.70 | 30.98 | 369 | -45 | 122 | |||
| 27 Nov | 3017.00 | 47.9 | 4.40 | 30.54 | 207 | 23 | 167 | |||
| 26 Nov | 2999.10 | 43.5 | 1.50 | 31.39 | 219 | 64 | 143 | |||
| 25 Nov | 2982.40 | 42 | 20.00 | 30.56 | 451 | 62 | 62 | |||
| 22 Nov | 2883.55 | 22 | -168.15 | 30.12 | 12 | 8 | 8 | |||
| 30 Oct | 3007.00 | 190.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3022.50 | 190.15 | 190.15 | - | 0 | 0 | 0 | |||
| 14 Oct | 2962.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 2876.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2899.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2901.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2874.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2846.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Oct | 2921.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3015.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3010.40 | 0 | - | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 3200 expiring on 26DEC2024
Delta for 3200 CE is 0.07
Historical price for 3200 CE is as follows
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 4.95, which was -21.95 lower than the previous day. The implied volatity was 40.66, the open interest changed by 291 which increased total open position to 1240
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 26.9, which was -22.35 lower than the previous day. The implied volatity was 34.71, the open interest changed by 16 which increased total open position to 947
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 49.25, which was -3.75 lower than the previous day. The implied volatity was 24.19, the open interest changed by 12 which increased total open position to 939
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 53, which was -6.00 lower than the previous day. The implied volatity was 25.77, the open interest changed by 49 which increased total open position to 928
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 59, which was -6.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by 17 which increased total open position to 886
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 65, which was -4.00 lower than the previous day. The implied volatity was 23.83, the open interest changed by 62 which increased total open position to 868
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 69, which was 4.75 higher than the previous day. The implied volatity was 28.87, the open interest changed by 49 which increased total open position to 809
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 64.25, which was -2.85 lower than the previous day. The implied volatity was 25.10, the open interest changed by -6 which decreased total open position to 764
On 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 67.1, which was 15.75 higher than the previous day. The implied volatity was 26.46, the open interest changed by 284 which increased total open position to 765
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 51.35, which was 24.35 higher than the previous day. The implied volatity was 29.97, the open interest changed by 150 which increased total open position to 482
On 6 Dec MPHASIS was trading at 3053.95. The strike last trading price was 27, which was -7.40 lower than the previous day. The implied volatity was 25.93, the open interest changed by 4 which increased total open position to 332
On 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 34.4, which was 6.40 higher than the previous day. The implied volatity was 27.40, the open interest changed by 26 which increased total open position to 330
On 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 28, which was -3.70 lower than the previous day. The implied volatity was 28.26, the open interest changed by 9 which increased total open position to 305
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 31.7, which was -11.80 lower than the previous day. The implied volatity was 29.13, the open interest changed by 70 which increased total open position to 296
On 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 43.5, which was 16.60 higher than the previous day. The implied volatity was 29.62, the open interest changed by 60 which increased total open position to 223
On 29 Nov MPHASIS was trading at 2974.55. The strike last trading price was 26.9, which was -4.30 lower than the previous day. The implied volatity was 28.98, the open interest changed by 41 which increased total open position to 164
On 28 Nov MPHASIS was trading at 2957.60. The strike last trading price was 31.2, which was -16.70 lower than the previous day. The implied volatity was 30.98, the open interest changed by -45 which decreased total open position to 122
On 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 47.9, which was 4.40 higher than the previous day. The implied volatity was 30.54, the open interest changed by 23 which increased total open position to 167
On 26 Nov MPHASIS was trading at 2999.10. The strike last trading price was 43.5, which was 1.50 higher than the previous day. The implied volatity was 31.39, the open interest changed by 64 which increased total open position to 143
On 25 Nov MPHASIS was trading at 2982.40. The strike last trading price was 42, which was 20.00 higher than the previous day. The implied volatity was 30.56, the open interest changed by 62 which increased total open position to 62
On 22 Nov MPHASIS was trading at 2883.55. The strike last trading price was 22, which was -168.15 lower than the previous day. The implied volatity was 30.12, the open interest changed by 8 which increased total open position to 8
On 30 Oct MPHASIS was trading at 3007.00. The strike last trading price was 190.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MPHASIS was trading at 3022.50. The strike last trading price was 190.15, which was 190.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct MPHASIS was trading at 2962.60. 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 which decreased total open position to
On 11 Oct MPHASIS was trading at 2876.35. 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 which decreased total open position to
On 9 Oct MPHASIS was trading at 2899.15. 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 which decreased total open position to
On 8 Oct MPHASIS was trading at 2901.10. 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 which decreased total open position to
On 7 Oct MPHASIS was trading at 2874.45. 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 which decreased total open position to
On 4 Oct MPHASIS was trading at 2846.60. 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 which decreased total open position to
On 3 Oct MPHASIS was trading at 2921.00. 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 which decreased total open position to
On 1 Oct MPHASIS was trading at 3015.60. 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 which decreased total open position to
On 30 Sept MPHASIS was trading at 3010.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MPHASIS 26DEC2024 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.62
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2950.60 | 243.65 | 138.85 | 44.06 | 369 | -23 | 475 |
| 19 Dec | 3117.10 | 104.8 | 39.75 | 29.06 | 340 | -53 | 503 |
| 18 Dec | 3176.55 | 65.05 | -0.05 | 36.29 | 399 | -2 | 561 |
| 17 Dec | 3181.20 | 65.1 | 3.55 | 33.26 | 1,282 | 33 | 569 |
| 16 Dec | 3197.30 | 61.55 | 0.35 | 29.69 | 717 | 38 | 536 |
| 13 Dec | 3195.40 | 61.2 | -9.80 | 28.70 | 867 | 33 | 498 |
| 12 Dec | 3190.35 | 71 | -7.80 | 27.36 | 1,684 | 212 | 465 |
| 11 Dec | 3184.55 | 78.8 | -9.60 | 30.41 | 520 | -5 | 260 |
| 10 Dec | 3181.80 | 88.4 | -33.15 | 32.01 | 654 | 250 | 266 |
| 9 Dec | 3104.60 | 121.55 | -38.45 | 30.39 | 17 | 4 | 15 |
| 6 Dec | 3053.95 | 160 | -15.05 | 26.17 | 9 | -4 | 9 |
| 5 Dec | 3051.30 | 175.05 | -21.40 | 34.00 | 7 | 3 | 14 |
| 4 Dec | 3017.70 | 196.45 | 14.50 | 30.97 | 4 | 3 | 11 |
| 3 Dec | 3018.95 | 181.95 | 0.00 | 0.00 | 0 | 4 | 0 |
| 2 Dec | 3050.00 | 181.95 | -68.85 | 32.97 | 6 | 4 | 8 |
| 29 Nov | 2974.55 | 250.8 | 0.00 | 0.00 | 0 | 2 | 0 |
| 28 Nov | 2957.60 | 250.8 | -26.85 | 33.49 | 2 | 1 | 3 |
| 27 Nov | 3017.00 | 277.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 2999.10 | 277.65 | 0.00 | 0.00 | 0 | 2 | 0 |
| 25 Nov | 2982.40 | 277.65 | -1.10 | 47.73 | 2 | 1 | 1 |
| 22 Nov | 2883.55 | 278.75 | 278.75 | - | 0 | 0 | 0 |
| 30 Oct | 3007.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3022.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 2962.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 2876.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2899.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2901.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2874.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2846.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2921.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3015.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3010.40 | 0 | - | 0 | 0 | 0 | |
For Mphasis Limited - strike price 3200 expiring on 26DEC2024
Delta for 3200 PE is -0.91
Historical price for 3200 PE is as follows
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 243.65, which was 138.85 higher than the previous day. The implied volatity was 44.06, the open interest changed by -23 which decreased total open position to 475
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 104.8, which was 39.75 higher than the previous day. The implied volatity was 29.06, the open interest changed by -53 which decreased total open position to 503
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 65.05, which was -0.05 lower than the previous day. The implied volatity was 36.29, the open interest changed by -2 which decreased total open position to 561
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 65.1, which was 3.55 higher than the previous day. The implied volatity was 33.26, the open interest changed by 33 which increased total open position to 569
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 61.55, which was 0.35 higher than the previous day. The implied volatity was 29.69, the open interest changed by 38 which increased total open position to 536
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 61.2, which was -9.80 lower than the previous day. The implied volatity was 28.70, the open interest changed by 33 which increased total open position to 498
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 71, which was -7.80 lower than the previous day. The implied volatity was 27.36, the open interest changed by 212 which increased total open position to 465
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 78.8, which was -9.60 lower than the previous day. The implied volatity was 30.41, the open interest changed by -5 which decreased total open position to 260
On 10 Dec MPHASIS was trading at 3181.80. The strike last trading price was 88.4, which was -33.15 lower than the previous day. The implied volatity was 32.01, the open interest changed by 250 which increased total open position to 266
On 9 Dec MPHASIS was trading at 3104.60. The strike last trading price was 121.55, which was -38.45 lower than the previous day. The implied volatity was 30.39, the open interest changed by 4 which increased total open position to 15
On 6 Dec MPHASIS was trading at 3053.95. The strike last trading price was 160, which was -15.05 lower than the previous day. The implied volatity was 26.17, the open interest changed by -4 which decreased total open position to 9
On 5 Dec MPHASIS was trading at 3051.30. The strike last trading price was 175.05, which was -21.40 lower than the previous day. The implied volatity was 34.00, the open interest changed by 3 which increased total open position to 14
On 4 Dec MPHASIS was trading at 3017.70. The strike last trading price was 196.45, which was 14.50 higher than the previous day. The implied volatity was 30.97, the open interest changed by 3 which increased total open position to 11
On 3 Dec MPHASIS was trading at 3018.95. The strike last trading price was 181.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 2 Dec MPHASIS was trading at 3050.00. The strike last trading price was 181.95, which was -68.85 lower than the previous day. The implied volatity was 32.97, the open interest changed by 4 which increased total open position to 8
On 29 Nov MPHASIS was trading at 2974.55. The strike last trading price was 250.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov MPHASIS was trading at 2957.60. The strike last trading price was 250.8, which was -26.85 lower than the previous day. The implied volatity was 33.49, the open interest changed by 1 which increased total open position to 3
On 27 Nov MPHASIS was trading at 3017.00. The strike last trading price was 277.65, 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 26 Nov MPHASIS was trading at 2999.10. The strike last trading price was 277.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Nov MPHASIS was trading at 2982.40. The strike last trading price was 277.65, which was -1.10 lower than the previous day. The implied volatity was 47.73, the open interest changed by 1 which increased total open position to 1
On 22 Nov MPHASIS was trading at 2883.55. The strike last trading price was 278.75, which was 278.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct MPHASIS was trading at 3007.00. 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 which decreased total open position to
On 29 Oct MPHASIS was trading at 3022.50. 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 which decreased total open position to
On 14 Oct MPHASIS was trading at 2962.60. 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 which decreased total open position to
On 11 Oct MPHASIS was trading at 2876.35. 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 which decreased total open position to
On 9 Oct MPHASIS was trading at 2899.15. 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 which decreased total open position to
On 8 Oct MPHASIS was trading at 2901.10. 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 which decreased total open position to
On 7 Oct MPHASIS was trading at 2874.45. 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 which decreased total open position to
On 4 Oct MPHASIS was trading at 2846.60. 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 which decreased total open position to
On 3 Oct MPHASIS was trading at 2921.00. 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 which decreased total open position to
On 1 Oct MPHASIS was trading at 3015.60. 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 which decreased total open position to
On 30 Sept MPHASIS was trading at 3010.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
