MPHASIS
Mphasis Limited
Historical option data for MPHASIS
30 Dec 2024 04:12 PM IST
| MPHASIS 30JAN2025 3600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.42
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 2935.25 | 2.05 | -0.40 | 33.46 | 79 | 19 | 112 | |||
| 27 Dec | 2883.95 | 2.45 | -1.15 | 33.48 | 127 | 24 | 91 | |||
| 26 Dec | 2908.45 | 3.6 | -3.40 | 32.75 | 21 | 7 | 65 | |||
| 24 Dec | 2930.65 | 7 | -1.25 | 36.13 | 8 | 6 | 57 | |||
| 23 Dec | 2977.65 | 8.25 | -3.15 | 34.59 | 11 | 0 | 52 | |||
| 20 Dec | 2950.60 | 11.4 | -12.50 | 36.60 | 19 | 1 | 52 | |||
| 19 Dec | 3117.10 | 23.9 | 2.95 | 34.56 | 23 | -4 | 51 | |||
| 18 Dec | 3176.55 | 20.95 | -1.20 | 27.54 | 67 | 5 | 56 | |||
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| 17 Dec | 3181.20 | 22.15 | -4.85 | 27.94 | 302 | 16 | 50 | |||
| 13 Dec | 3195.40 | 27 | -3.00 | 27.85 | 57 | 21 | 34 | |||
| 12 Dec | 3190.35 | 30 | 29.76 | 13 | 12 | 12 | ||||
For Mphasis Limited - strike price 3600 expiring on 30JAN2025
Delta for 3600 CE is 0.02
Historical price for 3600 CE is as follows
On 30 Dec MPHASIS was trading at 2935.25. The strike last trading price was 2.05, which was -0.40 lower than the previous day. The implied volatity was 33.46, the open interest changed by 19 which increased total open position to 112
On 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 2.45, which was -1.15 lower than the previous day. The implied volatity was 33.48, the open interest changed by 24 which increased total open position to 91
On 26 Dec MPHASIS was trading at 2908.45. The strike last trading price was 3.6, which was -3.40 lower than the previous day. The implied volatity was 32.75, the open interest changed by 7 which increased total open position to 65
On 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 7, which was -1.25 lower than the previous day. The implied volatity was 36.13, the open interest changed by 6 which increased total open position to 57
On 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 8.25, which was -3.15 lower than the previous day. The implied volatity was 34.59, the open interest changed by 0 which decreased total open position to 52
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 11.4, which was -12.50 lower than the previous day. The implied volatity was 36.60, the open interest changed by 1 which increased total open position to 52
On 19 Dec MPHASIS was trading at 3117.10. The strike last trading price was 23.9, which was 2.95 higher than the previous day. The implied volatity was 34.56, the open interest changed by -4 which decreased total open position to 51
On 18 Dec MPHASIS was trading at 3176.55. The strike last trading price was 20.95, which was -1.20 lower than the previous day. The implied volatity was 27.54, the open interest changed by 5 which increased total open position to 56
On 17 Dec MPHASIS was trading at 3181.20. The strike last trading price was 22.15, which was -4.85 lower than the previous day. The implied volatity was 27.94, the open interest changed by 16 which increased total open position to 50
On 13 Dec MPHASIS was trading at 3195.40. The strike last trading price was 27, which was -3.00 lower than the previous day. The implied volatity was 27.85, 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 30, which was lower than the previous day. The implied volatity was 29.76, the open interest changed by 12 which increased total open position to 12
| MPHASIS 30JAN2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 2935.25 | 565 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 2883.95 | 565 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 2908.45 | 565 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 2930.65 | 565 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 2977.65 | 565 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Dec | 2950.60 | 565 | -134.00 | - | 1 | 0 | 0 |
| 19 Dec | 3117.10 | 699 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 3176.55 | 699 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 3181.20 | 699 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 3195.40 | 699 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 3190.35 | 699 | - | 0 | 0 | 0 | |
For Mphasis Limited - strike price 3600 expiring on 30JAN2025
Delta for 3600 PE is 0.00
Historical price for 3600 PE is as follows
On 30 Dec MPHASIS was trading at 2935.25. The strike last trading price was 565, 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 27 Dec MPHASIS was trading at 2883.95. The strike last trading price was 565, 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 Dec MPHASIS was trading at 2908.45. The strike last trading price was 565, 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 24 Dec MPHASIS was trading at 2930.65. The strike last trading price was 565, 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 23 Dec MPHASIS was trading at 2977.65. The strike last trading price was 565, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Dec MPHASIS was trading at 2950.60. The strike last trading price was 565, which was -134.00 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 699, 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 699, 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 699, 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 699, 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 699, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
