`
[--[65.84.65.76]--]
MPHASIS
Mphasis Limited

2935.25 51.30 (1.78%)

Back to Option Chain


Historical option data for MPHASIS

30 Dec 2024 04:12 PM IST
MPHASIS 30JAN2025 3300 CE
Delta: 0.08
Vega: 1.31
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
30 Dec 2935.25 9 0.15 28.42 210 72 266
27 Dec 2883.95 8.85 -7.00 27.88 304 93 195
26 Dec 2908.45 15.85 -5.05 28.78 117 26 102
24 Dec 2930.65 20.9 -9.60 30.69 49 11 74
23 Dec 2977.65 30.5 0.45 31.25 33 7 61
20 Dec 2950.60 30.05 -37.95 31.09 99 43 54
19 Dec 3117.10 68 -21.20 30.41 5 2 10
18 Dec 3176.55 89.2 3.20 26.53 10 3 7
17 Dec 3181.20 86 -8.40 25.91 4 2 2
16 Dec 3197.30 94.4 0.00 1.56 0 0 0
13 Dec 3195.40 94.4 0.00 1.31 0 0 0
12 Dec 3190.35 94.4 0.00 1.67 0 0 0
11 Dec 3184.55 94.4 94.40 1.54 0 0 0
25 Nov 2982.40 0 0.00 0.00 0 0 0
22 Nov 2883.55 0 0.00 0.00 0 0 0
14 Nov 2839.30 0 0.00 0.00 0 0 0
12 Nov 2853.45 0 0.00 0.00 0 0 0
11 Nov 2861.50 0 0.00 0.00 0 0 0
8 Nov 2858.35 0 0.00 0.00 0 0 0
7 Nov 2839.15 0 0.00 0.00 0 0 0
6 Nov 2896.40 0 0.00 0.00 0 0 0
5 Nov 2857.70 0 0.00 0.00 0 0 0
4 Nov 2870.15 0 0.00 0 0 0


For Mphasis Limited - strike price 3300 expiring on 30JAN2025

Delta for 3300 CE is 0.08

Historical price for 3300 CE is as follows

On 30 Dec MPHASIS was trading at 2935.25. The strike last trading price was 9, which was 0.15 higher than the previous day. The implied volatity was 28.42, the open interest changed by 72 which increased total open position to 266


On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 8.85, which was -7.00 lower than the previous day. The implied volatity was 27.88, the open interest changed by 93 which increased total open position to 195


On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 15.85, which was -5.05 lower than the previous day. The implied volatity was 28.78, the open interest changed by 26 which increased total open position to 102


On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 20.9, which was -9.60 lower than the previous day. The implied volatity was 30.69, the open interest changed by 11 which increased total open position to 74


On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 30.5, which was 0.45 higher than the previous day. The implied volatity was 31.25, the open interest changed by 7 which increased total open position to 61


On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 30.05, which was -37.95 lower than the previous day. The implied volatity was 31.09, the open interest changed by 43 which increased total open position to 54


On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 68, which was -21.20 lower than the previous day. The implied volatity was 30.41, the open interest changed by 2 which increased total open position to 10


On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 89.2, which was 3.20 higher than the previous day. The implied volatity was 26.53, the open interest changed by 3 which increased total open position to 7


On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 86, which was -8.40 lower than the previous day. The implied volatity was 25.91, the open interest changed by 2 which increased total open position to 2


On 16 Dec MPHASIS was trading at 3197.30. The strike last trading price was 94.4, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 94.4, which was 0.00 lower than the previous day. The implied volatity was 1.31, 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 94.4, which was 0.00 lower than the previous day. The implied volatity was 1.67, 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 94.4, which was 94.40 higher than the previous day. The implied volatity was 1.54, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0


MPHASIS 30JAN2025 3300 PE
Delta: -0.77
Vega: 2.54
Theta: -1.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
30 Dec 2935.25 412.85 -42.65 48.78 1 0 0
27 Dec 2883.95 455.5 0.00 - 0 0 0
26 Dec 2908.45 455.5 0.00 - 0 0 0
24 Dec 2930.65 455.5 0.00 - 0 0 0
23 Dec 2977.65 455.5 0.00 - 0 0 0
20 Dec 2950.60 455.5 0.00 - 0 0 0
19 Dec 3117.10 455.5 0.00 - 0 0 0
18 Dec 3176.55 455.5 0.00 - 0 0 0
17 Dec 3181.20 455.5 0.00 - 0 0 0
16 Dec 3197.30 455.5 0.00 - 0 0 0
13 Dec 3195.40 455.5 0.00 - 0 0 0
12 Dec 3190.35 455.5 0.00 - 0 0 0
11 Dec 3184.55 455.5 455.50 - 0 0 0
25 Nov 2982.40 0 0.00 0.00 0 0 0
22 Nov 2883.55 0 0.00 0.00 0 0 0
14 Nov 2839.30 0 0.00 0.00 0 0 0
12 Nov 2853.45 0 0.00 0.00 0 0 0
11 Nov 2861.50 0 0.00 0.00 0 0 0
8 Nov 2858.35 0 0.00 0.00 0 0 0
7 Nov 2839.15 0 0.00 0.00 0 0 0
6 Nov 2896.40 0 0.00 0.00 0 0 0
5 Nov 2857.70 0 0.00 0.00 0 0 0
4 Nov 2870.15 0 0.00 0 0 0


For Mphasis Limited - strike price 3300 expiring on 30JAN2025

Delta for 3300 PE is -0.77

Historical price for 3300 PE is as follows

On 30 Dec MPHASIS was trading at 2935.25. The strike last trading price was 412.85, which was -42.65 lower than the previous day. The implied volatity was 48.78, the open interest changed by 0 which decreased total open position to 0


On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 455.5, 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 Dec MPHASIS was trading at 2908.45. The strike last trading price was 455.5, 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 455.5, 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 455.5, 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 455.5, 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 455.5, 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 455.5, 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 455.5, 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 455.5, 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 455.5, 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 455.5, 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 455.5, which was 455.50 higher 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 0, 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 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0