TECHM
Tech Mahindra Limited
Historical option data for TECHM
11 Apr 2025 04:12 PM IST
| TECHM 24APR2025 1200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.54
Theta: -1.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1282.25 | 95 | 0.65 | 36.32 | 26 | 10 | 43 | |||
| 9 Apr | 1272.75 | 92.25 | -51.85 | 44.53 | 21 | 4 | 33 | |||
| 8 Apr | 1314.40 | 144.1 | 30.45 | 64.78 | 15 | 0 | 28 | |||
| 7 Apr | 1288.00 | 114.55 | -17.2 | 47.48 | 63 | 24 | 28 | |||
| 4 Apr | 1320.95 | 130.15 | -72.8 | 26.44 | 7 | 1 | 3 | |||
| 3 Apr | 1369.35 | 202.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 1423.05 | 202.95 | 0 | 0.00 | 0 | 2 | 0 | |||
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| 1 Apr | 1395.15 | 202.95 | -287.85 | - | 3 | 2 | 2 | |||
| 28 Mar | 1418.25 | 490.8 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1423.90 | 490.8 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1416.30 | 490.8 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1455.50 | 490.8 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1458.65 | 490.8 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1409.25 | 490.8 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1410.55 | 490.8 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1396.15 | 490.8 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1440.10 | 490.8 | 0 | - | 0 | 0 | 0 | |||
For Tech Mahindra Limited - strike price 1200 expiring on 24APR2025
Delta for 1200 CE is 0.86
Historical price for 1200 CE is as follows
On 11 Apr TECHM was trading at 1282.25. The strike last trading price was 95, which was 0.65 higher than the previous day. The implied volatity was 36.32, the open interest changed by 10 which increased total open position to 43
On 9 Apr TECHM was trading at 1272.75. The strike last trading price was 92.25, which was -51.85 lower than the previous day. The implied volatity was 44.53, the open interest changed by 4 which increased total open position to 33
On 8 Apr TECHM was trading at 1314.40. The strike last trading price was 144.1, which was 30.45 higher than the previous day. The implied volatity was 64.78, the open interest changed by 0 which decreased total open position to 28
On 7 Apr TECHM was trading at 1288.00. The strike last trading price was 114.55, which was -17.2 lower than the previous day. The implied volatity was 47.48, the open interest changed by 24 which increased total open position to 28
On 4 Apr TECHM was trading at 1320.95. The strike last trading price was 130.15, which was -72.8 lower than the previous day. The implied volatity was 26.44, the open interest changed by 1 which increased total open position to 3
On 3 Apr TECHM was trading at 1369.35. The strike last trading price was 202.95, which was 0 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 2 Apr TECHM was trading at 1423.05. The strike last trading price was 202.95, which was 0 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 1 Apr TECHM was trading at 1395.15. The strike last trading price was 202.95, which was -287.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 28 Mar TECHM was trading at 1418.25. The strike last trading price was 490.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar TECHM was trading at 1423.90. The strike last trading price was 490.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar TECHM was trading at 1416.30. The strike last trading price was 490.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar TECHM was trading at 1455.50. The strike last trading price was 490.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar TECHM was trading at 1458.65. The strike last trading price was 490.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar TECHM was trading at 1409.25. The strike last trading price was 490.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar TECHM was trading at 1410.55. The strike last trading price was 490.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar TECHM was trading at 1396.15. The strike last trading price was 490.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar TECHM was trading at 1440.10. The strike last trading price was 490.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TECHM 24APR2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.61
Theta: -0.91
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1282.25 | 9.35 | -8.55 | 41.19 | 981 | -1 | 866 |
| 9 Apr | 1272.75 | 18.65 | 7.6 | 47.37 | 1,352 | -2 | 867 |
| 8 Apr | 1314.40 | 11.05 | -8.85 | 47.38 | 1,001 | 6 | 883 |
| 7 Apr | 1288.00 | 18.95 | 15.05 | 51.10 | 2,812 | 121 | 880 |
| 4 Apr | 1320.95 | 3.95 | 2.2 | 32.50 | 702 | -13 | 758 |
| 3 Apr | 1369.35 | 1.75 | 0.5 | 33.37 | 549 | 206 | 769 |
| 2 Apr | 1423.05 | 1.25 | -0.55 | 37.59 | 170 | 46 | 563 |
| 1 Apr | 1395.15 | 1.7 | -0.2 | 35.28 | 432 | 271 | 524 |
| 28 Mar | 1418.25 | 1.9 | -0.55 | 35.63 | 252 | 206 | 253 |
| 27 Mar | 1423.90 | 2.5 | -0.3 | 38.38 | 18 | 0 | 43 |
| 26 Mar | 1416.30 | 2.7 | -0.55 | 36.34 | 51 | -6 | 42 |
| 25 Mar | 1455.50 | 3.25 | 1.25 | 41.90 | 1 | 0 | 48 |
| 24 Mar | 1458.65 | 2 | -1 | 38.54 | 25 | 14 | 48 |
| 21 Mar | 1409.25 | 3 | -0.9 | 34.46 | 19 | 5 | 34 |
| 20 Mar | 1410.55 | 3.9 | -0.3 | 36.06 | 17 | 8 | 28 |
| 19 Mar | 1396.15 | 4.5 | 0 | 35.22 | 17 | 11 | 19 |
| 17 Mar | 1440.10 | 4.5 | 0.35 | 38.90 | 1 | 0 | 7 |
For Tech Mahindra Limited - strike price 1200 expiring on 24APR2025
Delta for 1200 PE is -0.17
Historical price for 1200 PE is as follows
On 11 Apr TECHM was trading at 1282.25. The strike last trading price was 9.35, which was -8.55 lower than the previous day. The implied volatity was 41.19, the open interest changed by -1 which decreased total open position to 866
On 9 Apr TECHM was trading at 1272.75. The strike last trading price was 18.65, which was 7.6 higher than the previous day. The implied volatity was 47.37, the open interest changed by -2 which decreased total open position to 867
On 8 Apr TECHM was trading at 1314.40. The strike last trading price was 11.05, which was -8.85 lower than the previous day. The implied volatity was 47.38, the open interest changed by 6 which increased total open position to 883
On 7 Apr TECHM was trading at 1288.00. The strike last trading price was 18.95, which was 15.05 higher than the previous day. The implied volatity was 51.10, the open interest changed by 121 which increased total open position to 880
On 4 Apr TECHM was trading at 1320.95. The strike last trading price was 3.95, which was 2.2 higher than the previous day. The implied volatity was 32.50, the open interest changed by -13 which decreased total open position to 758
On 3 Apr TECHM was trading at 1369.35. The strike last trading price was 1.75, which was 0.5 higher than the previous day. The implied volatity was 33.37, the open interest changed by 206 which increased total open position to 769
On 2 Apr TECHM was trading at 1423.05. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 37.59, the open interest changed by 46 which increased total open position to 563
On 1 Apr TECHM was trading at 1395.15. The strike last trading price was 1.7, which was -0.2 lower than the previous day. The implied volatity was 35.28, the open interest changed by 271 which increased total open position to 524
On 28 Mar TECHM was trading at 1418.25. The strike last trading price was 1.9, which was -0.55 lower than the previous day. The implied volatity was 35.63, the open interest changed by 206 which increased total open position to 253
On 27 Mar TECHM was trading at 1423.90. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 38.38, the open interest changed by 0 which decreased total open position to 43
On 26 Mar TECHM was trading at 1416.30. The strike last trading price was 2.7, which was -0.55 lower than the previous day. The implied volatity was 36.34, the open interest changed by -6 which decreased total open position to 42
On 25 Mar TECHM was trading at 1455.50. The strike last trading price was 3.25, which was 1.25 higher than the previous day. The implied volatity was 41.90, the open interest changed by 0 which decreased total open position to 48
On 24 Mar TECHM was trading at 1458.65. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 38.54, the open interest changed by 14 which increased total open position to 48
On 21 Mar TECHM was trading at 1409.25. The strike last trading price was 3, which was -0.9 lower than the previous day. The implied volatity was 34.46, the open interest changed by 5 which increased total open position to 34
On 20 Mar TECHM was trading at 1410.55. The strike last trading price was 3.9, which was -0.3 lower than the previous day. The implied volatity was 36.06, the open interest changed by 8 which increased total open position to 28
On 19 Mar TECHM was trading at 1396.15. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 35.22, the open interest changed by 11 which increased total open position to 19
On 17 Mar TECHM was trading at 1440.10. The strike last trading price was 4.5, which was 0.35 higher than the previous day. The implied volatity was 38.90, the open interest changed by 0 which decreased total open position to 7
