TECHM
Tech Mahindra Limited
Historical option data for TECHM
11 Apr 2025 04:12 PM IST
TECHM 24APR2025 1260 CE | ||||||||||
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Delta: 0.64
Vega: 0.91
Theta: -1.56
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 1282.25 | 52.9 | 0.2 | 38.50 | 278 | 28 | 173 | |||
9 Apr | 1272.75 | 51.35 | -32.55 | 41.93 | 594 | 0 | 145 | |||
8 Apr | 1314.40 | 83.9 | 13.5 | 44.55 | 100 | -13 | 146 | |||
7 Apr | 1288.00 | 71.5 | -7.4 | 45.35 | 823 | 134 | 159 | |||
4 Apr | 1320.95 | 78.3 | -51.7 | 27.50 | 41 | 19 | 26 | |||
3 Apr | 1369.35 | 130 | -80 | 41.08 | 7 | 3 | 4 | |||
2 Apr | 1423.05 | 210 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Apr | 1395.15 | 210 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Mar | 1418.25 | 210 | 0 | 0.00 | 0 | 0 | 0 | |||
27 Mar | 1423.90 | 210 | 0 | 0.00 | 0 | 0 | 0 | |||
26 Mar | 1416.30 | 210 | 0 | 0.00 | 0 | 1 | 0 | |||
25 Mar | 1455.50 | 210 | -133.3 | 42.46 | 1 | 0 | 0 | |||
24 Mar | 1458.65 | 343.3 | 0 | - | 0 | 0 | 0 | |||
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21 Mar | 1409.25 | 343.3 | 0 | - | 0 | 0 | 0 | |||
20 Mar | 1410.55 | 343.3 | 0 | - | 0 | 0 | 0 | |||
19 Mar | 1396.15 | 343.3 | 0 | - | 0 | 0 | 0 | |||
17 Mar | 1440.10 | 343.3 | 0 | - | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1260 expiring on 24APR2025
Delta for 1260 CE is 0.64
Historical price for 1260 CE is as follows
On 11 Apr TECHM was trading at 1282.25. The strike last trading price was 52.9, which was 0.2 higher than the previous day. The implied volatity was 38.50, the open interest changed by 28 which increased total open position to 173
On 9 Apr TECHM was trading at 1272.75. The strike last trading price was 51.35, which was -32.55 lower than the previous day. The implied volatity was 41.93, the open interest changed by 0 which decreased total open position to 145
On 8 Apr TECHM was trading at 1314.40. The strike last trading price was 83.9, which was 13.5 higher than the previous day. The implied volatity was 44.55, the open interest changed by -13 which decreased total open position to 146
On 7 Apr TECHM was trading at 1288.00. The strike last trading price was 71.5, which was -7.4 lower than the previous day. The implied volatity was 45.35, the open interest changed by 134 which increased total open position to 159
On 4 Apr TECHM was trading at 1320.95. The strike last trading price was 78.3, which was -51.7 lower than the previous day. The implied volatity was 27.50, the open interest changed by 19 which increased total open position to 26
On 3 Apr TECHM was trading at 1369.35. The strike last trading price was 130, which was -80 lower than the previous day. The implied volatity was 41.08, the open interest changed by 3 which increased total open position to 4
On 2 Apr TECHM was trading at 1423.05. The strike last trading price was 210, 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 1 Apr TECHM was trading at 1395.15. The strike last trading price was 210, 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 28 Mar TECHM was trading at 1418.25. The strike last trading price was 210, 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 27 Mar TECHM was trading at 1423.90. The strike last trading price was 210, 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 26 Mar TECHM was trading at 1416.30. The strike last trading price was 210, which was 0 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 25 Mar TECHM was trading at 1455.50. The strike last trading price was 210, which was -133.3 lower than the previous day. The implied volatity was 42.46, 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 343.3, 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 343.3, 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 343.3, 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 343.3, 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 343.3, 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 1260 PE | |||||||
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Delta: -0.36
Vega: 0.91
Theta: -1.19
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 1282.25 | 23.65 | -12.65 | 37.87 | 934 | -107 | 361 |
9 Apr | 1272.75 | 37.45 | 14.85 | 44.12 | 1,596 | -35 | 469 |
8 Apr | 1314.40 | 22.4 | -14.3 | 43.34 | 693 | 85 | 506 |
7 Apr | 1288.00 | 35.6 | 22.75 | 48.13 | 1,541 | 204 | 421 |
4 Apr | 1320.95 | 12.8 | 6.35 | 31.31 | 762 | 122 | 232 |
3 Apr | 1369.35 | 6.35 | 2.85 | 32.47 | 396 | 67 | 111 |
2 Apr | 1423.05 | 3.5 | 2.2 | 35.29 | 53 | 44 | 44 |
1 Apr | 1395.15 | 1.3 | 0 | 0.00 | 0 | 0 | 0 |
28 Mar | 1418.25 | 1.3 | 0 | 12.02 | 0 | 0 | 0 |
27 Mar | 1423.90 | 1.3 | 0 | 12.53 | 0 | 0 | 0 |
26 Mar | 1416.30 | 1.3 | 0 | 11.51 | 0 | 0 | 0 |
25 Mar | 1455.50 | 1.3 | 0 | 13.44 | 0 | 0 | 0 |
24 Mar | 1458.65 | 1.3 | 0 | 13.64 | 0 | 0 | 0 |
21 Mar | 1409.25 | 1.3 | 0 | 10.17 | 0 | 0 | 0 |
20 Mar | 1410.55 | 1.3 | 0 | 10.10 | 0 | 0 | 0 |
19 Mar | 1396.15 | 1.3 | 0 | 9.33 | 0 | 0 | 0 |
17 Mar | 1440.10 | 1.3 | 0 | 11.17 | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1260 expiring on 24APR2025
Delta for 1260 PE is -0.36
Historical price for 1260 PE is as follows
On 11 Apr TECHM was trading at 1282.25. The strike last trading price was 23.65, which was -12.65 lower than the previous day. The implied volatity was 37.87, the open interest changed by -107 which decreased total open position to 361
On 9 Apr TECHM was trading at 1272.75. The strike last trading price was 37.45, which was 14.85 higher than the previous day. The implied volatity was 44.12, the open interest changed by -35 which decreased total open position to 469
On 8 Apr TECHM was trading at 1314.40. The strike last trading price was 22.4, which was -14.3 lower than the previous day. The implied volatity was 43.34, the open interest changed by 85 which increased total open position to 506
On 7 Apr TECHM was trading at 1288.00. The strike last trading price was 35.6, which was 22.75 higher than the previous day. The implied volatity was 48.13, the open interest changed by 204 which increased total open position to 421
On 4 Apr TECHM was trading at 1320.95. The strike last trading price was 12.8, which was 6.35 higher than the previous day. The implied volatity was 31.31, the open interest changed by 122 which increased total open position to 232
On 3 Apr TECHM was trading at 1369.35. The strike last trading price was 6.35, which was 2.85 higher than the previous day. The implied volatity was 32.47, the open interest changed by 67 which increased total open position to 111
On 2 Apr TECHM was trading at 1423.05. The strike last trading price was 3.5, which was 2.2 higher than the previous day. The implied volatity was 35.29, the open interest changed by 44 which increased total open position to 44
On 1 Apr TECHM was trading at 1395.15. The strike last trading price was 1.3, 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 28 Mar TECHM was trading at 1418.25. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 12.02, 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 1.3, which was 0 lower than the previous day. The implied volatity was 12.53, 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 1.3, which was 0 lower than the previous day. The implied volatity was 11.51, 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 1.3, which was 0 lower than the previous day. The implied volatity was 13.44, 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 1.3, which was 0 lower than the previous day. The implied volatity was 13.64, 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 1.3, which was 0 lower than the previous day. The implied volatity was 10.17, 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 1.3, which was 0 lower than the previous day. The implied volatity was 10.10, 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 1.3, which was 0 lower than the previous day. The implied volatity was 9.33, 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 1.3, which was 0 lower than the previous day. The implied volatity was 11.17, the open interest changed by 0 which decreased total open position to 0