TECHM
Tech Mahindra Limited
Historical option data for TECHM
11 Apr 2025 04:12 PM IST
| TECHM 24APR2025 1240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.83
Theta: -1.47
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1282.25 | 66.3 | 1.95 | 39.05 | 66 | -1 | 69 | |||
| 9 Apr | 1272.75 | 63.55 | -45.8 | 42.61 | 316 | 3 | 69 | |||
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| 8 Apr | 1314.40 | 109.35 | 26.25 | 57.34 | 41 | 8 | 67 | |||
| 7 Apr | 1288.00 | 83.85 | -12.25 | 45.07 | 635 | 57 | 59 | |||
| 4 Apr | 1320.95 | 94.05 | -358.05 | 26.59 | 2 | 1 | 1 | |||
| 3 Apr | 1369.35 | 452.1 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 1423.05 | 452.1 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 1395.15 | 452.1 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 1418.25 | 452.1 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1423.90 | 452.1 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 1416.30 | 452.1 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1455.50 | 452.1 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1458.65 | 452.1 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1409.25 | 452.1 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1410.55 | 452.1 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 1396.15 | 452.1 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 1440.10 | 452.1 | 0 | - | 0 | 0 | 0 | |||
For Tech Mahindra Limited - strike price 1240 expiring on 24APR2025
Delta for 1240 CE is 0.71
Historical price for 1240 CE is as follows
On 11 Apr TECHM was trading at 1282.25. The strike last trading price was 66.3, which was 1.95 higher than the previous day. The implied volatity was 39.05, the open interest changed by -1 which decreased total open position to 69
On 9 Apr TECHM was trading at 1272.75. The strike last trading price was 63.55, which was -45.8 lower than the previous day. The implied volatity was 42.61, the open interest changed by 3 which increased total open position to 69
On 8 Apr TECHM was trading at 1314.40. The strike last trading price was 109.35, which was 26.25 higher than the previous day. The implied volatity was 57.34, the open interest changed by 8 which increased total open position to 67
On 7 Apr TECHM was trading at 1288.00. The strike last trading price was 83.85, which was -12.25 lower than the previous day. The implied volatity was 45.07, the open interest changed by 57 which increased total open position to 59
On 4 Apr TECHM was trading at 1320.95. The strike last trading price was 94.05, which was -358.05 lower than the previous day. The implied volatity was 26.59, the open interest changed by 1 which increased total open position to 1
On 3 Apr TECHM was trading at 1369.35. The strike last trading price was 452.1, 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 2 Apr TECHM was trading at 1423.05. The strike last trading price was 452.1, 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 1 Apr TECHM was trading at 1395.15. The strike last trading price was 452.1, 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 28 Mar TECHM was trading at 1418.25. The strike last trading price was 452.1, 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 452.1, 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 452.1, 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 452.1, 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 452.1, 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 452.1, 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 452.1, 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 452.1, 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 452.1, 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 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.83
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1282.25 | 17.55 | -11.05 | 38.88 | 687 | 9 | 350 |
| 9 Apr | 1272.75 | 29.65 | 11.75 | 44.83 | 860 | -6 | 346 |
| 8 Apr | 1314.40 | 17.75 | -12.6 | 44.62 | 759 | -71 | 354 |
| 7 Apr | 1288.00 | 29.15 | 20.4 | 49.17 | 2,470 | -144 | 431 |
| 4 Apr | 1320.95 | 8.7 | 4.4 | 31.46 | 662 | 78 | 579 |
| 3 Apr | 1369.35 | 4.4 | 1.9 | 33.06 | 365 | 78 | 498 |
| 2 Apr | 1423.05 | 2.45 | -0.9 | 35.89 | 519 | 202 | 431 |
| 1 Apr | 1395.15 | 3.35 | 0.1 | 33.57 | 445 | 114 | 231 |
| 28 Mar | 1418.25 | 3.4 | -0.55 | 33.75 | 233 | 62 | 117 |
| 27 Mar | 1423.90 | 3.9 | -0.65 | 35.86 | 27 | 13 | 54 |
| 26 Mar | 1416.30 | 4.65 | 1.6 | 34.54 | 57 | 31 | 42 |
| 25 Mar | 1455.50 | 3.05 | -1.6 | 35.70 | 7 | 0 | 11 |
| 24 Mar | 1458.65 | 4.65 | -1.05 | 39.51 | 5 | 0 | 9 |
| 21 Mar | 1409.25 | 5.7 | -1.55 | 33.77 | 3 | -1 | 8 |
| 20 Mar | 1410.55 | 7.25 | 0 | 0.00 | 0 | 2 | 0 |
| 19 Mar | 1396.15 | 7.25 | 0.45 | 33.54 | 2 | 1 | 8 |
| 17 Mar | 1440.10 | 6.8 | 0 | 0.00 | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1240 expiring on 24APR2025
Delta for 1240 PE is -0.29
Historical price for 1240 PE is as follows
On 11 Apr TECHM was trading at 1282.25. The strike last trading price was 17.55, which was -11.05 lower than the previous day. The implied volatity was 38.88, the open interest changed by 9 which increased total open position to 350
On 9 Apr TECHM was trading at 1272.75. The strike last trading price was 29.65, which was 11.75 higher than the previous day. The implied volatity was 44.83, the open interest changed by -6 which decreased total open position to 346
On 8 Apr TECHM was trading at 1314.40. The strike last trading price was 17.75, which was -12.6 lower than the previous day. The implied volatity was 44.62, the open interest changed by -71 which decreased total open position to 354
On 7 Apr TECHM was trading at 1288.00. The strike last trading price was 29.15, which was 20.4 higher than the previous day. The implied volatity was 49.17, the open interest changed by -144 which decreased total open position to 431
On 4 Apr TECHM was trading at 1320.95. The strike last trading price was 8.7, which was 4.4 higher than the previous day. The implied volatity was 31.46, the open interest changed by 78 which increased total open position to 579
On 3 Apr TECHM was trading at 1369.35. The strike last trading price was 4.4, which was 1.9 higher than the previous day. The implied volatity was 33.06, the open interest changed by 78 which increased total open position to 498
On 2 Apr TECHM was trading at 1423.05. The strike last trading price was 2.45, which was -0.9 lower than the previous day. The implied volatity was 35.89, the open interest changed by 202 which increased total open position to 431
On 1 Apr TECHM was trading at 1395.15. The strike last trading price was 3.35, which was 0.1 higher than the previous day. The implied volatity was 33.57, the open interest changed by 114 which increased total open position to 231
On 28 Mar TECHM was trading at 1418.25. The strike last trading price was 3.4, which was -0.55 lower than the previous day. The implied volatity was 33.75, the open interest changed by 62 which increased total open position to 117
On 27 Mar TECHM was trading at 1423.90. The strike last trading price was 3.9, which was -0.65 lower than the previous day. The implied volatity was 35.86, the open interest changed by 13 which increased total open position to 54
On 26 Mar TECHM was trading at 1416.30. The strike last trading price was 4.65, which was 1.6 higher than the previous day. The implied volatity was 34.54, the open interest changed by 31 which increased total open position to 42
On 25 Mar TECHM was trading at 1455.50. The strike last trading price was 3.05, which was -1.6 lower than the previous day. The implied volatity was 35.70, the open interest changed by 0 which decreased total open position to 11
On 24 Mar TECHM was trading at 1458.65. The strike last trading price was 4.65, which was -1.05 lower than the previous day. The implied volatity was 39.51, the open interest changed by 0 which decreased total open position to 9
On 21 Mar TECHM was trading at 1409.25. The strike last trading price was 5.7, which was -1.55 lower than the previous day. The implied volatity was 33.77, the open interest changed by -1 which decreased total open position to 8
On 20 Mar TECHM was trading at 1410.55. The strike last trading price was 7.25, 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 19 Mar TECHM was trading at 1396.15. The strike last trading price was 7.25, which was 0.45 higher than the previous day. The implied volatity was 33.54, the open interest changed by 1 which increased total open position to 8
On 17 Mar TECHM was trading at 1440.10. The strike last trading price was 6.8, 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
