MPHASIS
Mphasis Limited
Historical option data for MPHASIS
27 Dec 2024 04:12 PM IST
| MPHASIS 30JAN2025 3250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 1.63
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2883.95 | 12 | -8.75 | 27.31 | 86 | 8 | 46 | |||
| 26 Dec | 2908.45 | 20.75 | -20.40 | 28.39 | 63 | 35 | 38 | |||
| 24 Dec | 2930.65 | 41.15 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 23 Dec | 2977.65 | 41.15 | -44.60 | 31.73 | 4 | -2 | 3 | |||
| 20 Dec | 2950.60 | 85.75 | -6.80 | 45.24 | 8 | 5 | 5 | |||
| 19 Dec | 3117.10 | 92.55 | 0.00 | 2.58 | 0 | 0 | 0 | |||
| 18 Dec | 3176.55 | 92.55 | 0.00 | 0.93 | 0 | 0 | 0 | |||
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| 17 Dec | 3181.20 | 92.55 | 0.00 | 0.45 | 0 | 0 | 0 | |||
| 16 Dec | 3197.30 | 92.55 | 0.00 | 0.34 | 0 | 0 | 0 | |||
| 13 Dec | 3195.40 | 92.55 | 0.00 | 0.05 | 0 | 0 | 0 | |||
| 12 Dec | 3190.35 | 92.55 | 0.00 | 0.61 | 0 | 0 | 0 | |||
| 11 Dec | 3184.55 | 92.55 | 0.48 | 0 | 0 | 0 | ||||
For Mphasis Limited - strike price 3250 expiring on 30JAN2025
Delta for 3250 CE is 0.11
Historical price for 3250 CE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 12, which was -8.75 lower than the previous day. The implied volatity was 27.31, the open interest changed by 8 which increased total open position to 46
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 20.75, which was -20.40 lower than the previous day. The implied volatity was 28.39, the open interest changed by 35 which increased total open position to 38
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 41.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 41.15, which was -44.60 lower than the previous day. The implied volatity was 31.73, the open interest changed by -2 which decreased total open position to 3
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 85.75, which was -6.80 lower than the previous day. The implied volatity was 45.24, the open interest changed by 5 which increased total open position to 5
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 92.55, which was 0.00 lower than the previous day. The implied volatity was 2.58, 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 92.55, which was 0.00 lower than the previous day. The implied volatity was 0.93, 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 92.55, which was 0.00 lower than the previous day. The implied volatity was 0.45, 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 92.55, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 92.55, which was 0.00 lower than the previous day. The implied volatity was 0.05, 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 92.55, which was 0.00 lower than the previous day. The implied volatity was 0.61, 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 92.55, which was lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
| MPHASIS 30JAN2025 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 1.84
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2883.95 | 342.45 | -1.80 | 29.52 | 1 | 0 | 0 |
| 26 Dec | 2908.45 | 344.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 2930.65 | 344.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 2977.65 | 344.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 2950.60 | 344.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 3117.10 | 344.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 3176.55 | 344.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 3181.20 | 344.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 3197.30 | 344.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 3195.40 | 344.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 3190.35 | 344.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 3184.55 | 344.25 | - | 0 | 0 | 0 | |
For Mphasis Limited - strike price 3250 expiring on 30JAN2025
Delta for 3250 PE is -0.87
Historical price for 3250 PE is as follows
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 342.45, which was -1.80 lower than the previous day. The implied volatity was 29.52, 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 344.25, 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 344.25, 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 344.25, 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 344.25, 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 344.25, 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 344.25, 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 344.25, 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 344.25, 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 344.25, 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 344.25, 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 344.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
