MPHASIS
Mphasis Limited
Historical option data for MPHASIS
27 Dec 2024 04:12 PM IST
| MPHASIS 30JAN2025 3200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 1.98
Theta: -0.89
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 27 Dec | 2883.95 | 16.6 | -10.30 | 26.91 | 312 | 68 | 281 | |||
| 26 Dec | 2908.45 | 26.9 | -8.90 | 27.48 | 275 | -1 | 214 | |||
| 24 Dec | 2930.65 | 35.8 | -14.85 | 30.27 | 143 | 40 | 215 | |||
| 23 Dec | 2977.65 | 50.65 | -1.00 | 31.12 | 123 | 23 | 174 | |||
| 20 Dec | 2950.60 | 51.65 | -52.60 | 31.66 | 309 | 86 | 151 | |||
| 19 Dec | 3117.10 | 104.25 | -20.75 | 30.68 | 20 | 10 | 64 | |||
| 18 Dec | 3176.55 | 125 | -9.00 | 24.16 | 8 | 1 | 54 | |||
| 17 Dec | 3181.20 | 134 | -6.00 | 26.49 | 28 | 14 | 52 | |||
| 16 Dec | 3197.30 | 140 | -7.40 | 27.66 | 13 | 3 | 37 | |||
| 13 Dec | 3195.40 | 147.4 | -7.35 | 26.85 | 34 | 21 | 34 | |||
| 12 Dec | 3190.35 | 154.75 | 12.10 | 30.68 | 25 | 11 | 13 | |||
| 11 Dec | 3184.55 | 142.65 | 22.60 | 27.21 | 2 | 1 | 1 | |||
| 25 Nov | 2982.40 | 120.05 | 120.05 | 3.20 | 0 | 0 | 0 | |||
| 22 Nov | 2883.55 | 0 | 0.00 | 5.00 | 0 | 0 | 0 | |||
| 21 Nov | 2786.20 | 0 | 0.00 | 6.88 | 0 | 0 | 0 | |||
| 20 Nov | 2789.25 | 0 | 0.00 | 6.63 | 0 | 0 | 0 | |||
| 19 Nov | 2789.25 | 0 | 0.00 | 6.63 | 0 | 0 | 0 | |||
| 18 Nov | 2758.15 | 0 | 0.00 | 7.22 | 0 | 0 | 0 | |||
| 14 Nov | 2839.30 | 0 | 0.00 | 5.62 | 0 | 0 | 0 | |||
| 12 Nov | 2853.45 | 0 | 0.00 | 5.02 | 0 | 0 | 0 | |||
| 11 Nov | 2861.50 | 0 | 0.00 | 4.96 | 0 | 0 | 0 | |||
| 8 Nov | 2858.35 | 0 | 0.00 | 4.87 | 0 | 0 | 0 | |||
| 7 Nov | 2839.15 | 0 | 0.00 | 5.17 | 0 | 0 | 0 | |||
| 6 Nov | 2896.40 | 0 | 0.00 | 3.99 | 0 | 0 | 0 | |||
| 5 Nov | 2857.70 | 0 | 0.00 | 4.74 | 0 | 0 | 0 | |||
| 4 Nov | 2870.15 | 0 | 4.52 | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 3200 expiring on 30JAN2025
Delta for 3200 CE is 0.14
Historical price for 3200 CE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 16.6, which was -10.30 lower than the previous day. The implied volatity was 26.91, the open interest changed by 68 which increased total open position to 281
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 26.9, which was -8.90 lower than the previous day. The implied volatity was 27.48, the open interest changed by -1 which decreased total open position to 214
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 35.8, which was -14.85 lower than the previous day. The implied volatity was 30.27, the open interest changed by 40 which increased total open position to 215
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 50.65, which was -1.00 lower than the previous day. The implied volatity was 31.12, the open interest changed by 23 which increased total open position to 174
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 51.65, which was -52.60 lower than the previous day. The implied volatity was 31.66, the open interest changed by 86 which increased total open position to 151
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 104.25, which was -20.75 lower than the previous day. The implied volatity was 30.68, the open interest changed by 10 which increased total open position to 64
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 125, which was -9.00 lower than the previous day. The implied volatity was 24.16, the open interest changed by 1 which increased total open position to 54
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 134, which was -6.00 lower than the previous day. The implied volatity was 26.49, the open interest changed by 14 which increased total open position to 52
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 140, which was -7.40 lower than the previous day. The implied volatity was 27.66, the open interest changed by 3 which increased total open position to 37
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 147.4, which was -7.35 lower than the previous day. The implied volatity was 26.85, the open interest changed by 21 which increased total open position to 34
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 154.75, which was 12.10 higher than the previous day. The implied volatity was 30.68, the open interest changed by 11 which increased total open position to 13
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 142.65, which was 22.60 higher than the previous day. The implied volatity was 27.21, 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 120.05, which was 120.05 higher than the previous day. The implied volatity was 3.20, 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 5.00, 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 6.88, 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 6.63, 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 6.63, 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 7.22, 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 5.62, 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 5.02, 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 4.96, 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 4.87, 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 5.17, 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 3.99, 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 4.74, 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 4.52, the open interest changed by 0 which decreased total open position to 0
| MPHASIS 30JAN2025 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 2.41
Theta: -0.43
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2883.95 | 306.05 | 2.00 | 32.51 | 4 | -1 | 28 |
| 26 Dec | 2908.45 | 304.05 | 56.05 | 43.64 | 7 | 4 | 29 |
| 24 Dec | 2930.65 | 248 | 9.75 | 20.49 | 16 | 12 | 24 |
| 23 Dec | 2977.65 | 238.25 | -23.45 | 30.42 | 2 | 0 | 11 |
| 20 Dec | 2950.60 | 261.7 | 109.00 | 32.79 | 2 | 0 | 10 |
| 19 Dec | 3117.10 | 152.7 | 30.45 | 28.98 | 4 | 1 | 9 |
| 18 Dec | 3176.55 | 122.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 3181.20 | 122.25 | 0.00 | 0.00 | 0 | 5 | 0 |
| 16 Dec | 3197.30 | 122.25 | -2.75 | 31.00 | 13 | 7 | 10 |
| 13 Dec | 3195.40 | 125 | 0.00 | 0.00 | 0 | 3 | 0 |
| 12 Dec | 3190.35 | 125 | -257.90 | 29.58 | 3 | 2 | 2 |
| 11 Dec | 3184.55 | 382.9 | 382.90 | 0.72 | 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 3200 expiring on 30JAN2025
Delta for 3200 PE is -0.81
Historical price for 3200 PE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 306.05, which was 2.00 higher than the previous day. The implied volatity was 32.51, the open interest changed by -1 which decreased total open position to 28
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 304.05, which was 56.05 higher than the previous day. The implied volatity was 43.64, the open interest changed by 4 which increased total open position to 29
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 248, which was 9.75 higher than the previous day. The implied volatity was 20.49, the open interest changed by 12 which increased total open position to 24
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 238.25, which was -23.45 lower than the previous day. The implied volatity was 30.42, the open interest changed by 0 which decreased total open position to 11
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 261.7, which was 109.00 higher than the previous day. The implied volatity was 32.79, the open interest changed by 0 which decreased total open position to 10
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 152.7, which was 30.45 higher than the previous day. The implied volatity was 28.98, the open interest changed by 1 which increased total open position to 9
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 122.25, 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 122.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 122.25, which was -2.75 lower than the previous day. The implied volatity was 31.00, the open interest changed by 7 which increased total open position to 10
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Dec MPHASIS was trading at 3190.35. The strike last trading price was 125, which was -257.90 lower than the previous day. The implied volatity was 29.58, the open interest changed by 2 which increased total open position to 2
On 11 Dec MPHASIS was trading at 3184.55. The strike last trading price was 382.9, which was 382.90 higher than the previous day. The implied volatity was 0.72, 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
