TECHM
Tech Mahindra Limited
Historical option data for TECHM
11 Apr 2025 04:12 PM IST
| TECHM 24APR2025 1380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.62
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1282.25 | 8 | -2 | 36.94 | 899 | 46 | 479 | |||
| 9 Apr | 1272.75 | 9.7 | -10.35 | 40.23 | 649 | 50 | 437 | |||
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| 8 Apr | 1314.40 | 20.05 | 2.2 | 38.62 | 972 | 14 | 379 | |||
| 7 Apr | 1288.00 | 17.5 | 1.1 | 41.21 | 751 | -16 | 367 | |||
| 4 Apr | 1320.95 | 16.55 | -19.25 | 28.90 | 1,294 | 38 | 380 | |||
| 3 Apr | 1369.35 | 35.75 | -32.75 | 28.04 | 1,322 | 289 | 343 | |||
| 2 Apr | 1423.05 | 69.75 | 17.45 | 27.47 | 170 | -10 | 51 | |||
| 1 Apr | 1395.15 | 53 | -16.05 | 28.24 | 160 | 44 | 62 | |||
| 28 Mar | 1418.25 | 69.05 | -5.65 | 28.29 | 2 | 0 | 18 | |||
| 27 Mar | 1423.90 | 74.7 | -25.3 | 25.27 | 4 | 2 | 20 | |||
| 26 Mar | 1416.30 | 100 | 0 | 0.00 | 0 | -4 | 0 | |||
| 25 Mar | 1455.50 | 100 | 7.1 | 30.35 | 5 | -1 | 21 | |||
| 24 Mar | 1458.65 | 92.9 | 21.35 | 13.79 | 4 | 2 | 21 | |||
| 21 Mar | 1409.25 | 71.55 | -9.45 | 27.88 | 19 | -4 | 19 | |||
| 20 Mar | 1410.55 | 81 | 10.9 | 33.54 | 6 | -1 | 23 | |||
| 19 Mar | 1396.15 | 70 | -72.2 | 30.65 | 26 | 20 | 24 | |||
| 18 Mar | 1430.65 | 142.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 1440.10 | 142.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 1440.65 | 142.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 1438.30 | 142.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 1479.20 | 142.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 1486.85 | 142.2 | -36.2 | 31.42 | 4 | 4 | 4 | |||
| 7 Mar | 1492.35 | 178.4 | 0 | 0.00 | 0 | 4 | 0 | |||
| 5 Mar | 1538.10 | 231.75 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 1493.05 | 231.75 | 0 | - | 0 | 0 | 0 | |||
For Tech Mahindra Limited - strike price 1380 expiring on 24APR2025
Delta for 1380 CE is 0.17
Historical price for 1380 CE is as follows
On 11 Apr TECHM was trading at 1282.25. The strike last trading price was 8, which was -2 lower than the previous day. The implied volatity was 36.94, the open interest changed by 46 which increased total open position to 479
On 9 Apr TECHM was trading at 1272.75. The strike last trading price was 9.7, which was -10.35 lower than the previous day. The implied volatity was 40.23, the open interest changed by 50 which increased total open position to 437
On 8 Apr TECHM was trading at 1314.40. The strike last trading price was 20.05, which was 2.2 higher than the previous day. The implied volatity was 38.62, the open interest changed by 14 which increased total open position to 379
On 7 Apr TECHM was trading at 1288.00. The strike last trading price was 17.5, which was 1.1 higher than the previous day. The implied volatity was 41.21, the open interest changed by -16 which decreased total open position to 367
On 4 Apr TECHM was trading at 1320.95. The strike last trading price was 16.55, which was -19.25 lower than the previous day. The implied volatity was 28.90, the open interest changed by 38 which increased total open position to 380
On 3 Apr TECHM was trading at 1369.35. The strike last trading price was 35.75, which was -32.75 lower than the previous day. The implied volatity was 28.04, the open interest changed by 289 which increased total open position to 343
On 2 Apr TECHM was trading at 1423.05. The strike last trading price was 69.75, which was 17.45 higher than the previous day. The implied volatity was 27.47, the open interest changed by -10 which decreased total open position to 51
On 1 Apr TECHM was trading at 1395.15. The strike last trading price was 53, which was -16.05 lower than the previous day. The implied volatity was 28.24, the open interest changed by 44 which increased total open position to 62
On 28 Mar TECHM was trading at 1418.25. The strike last trading price was 69.05, which was -5.65 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 18
On 27 Mar TECHM was trading at 1423.90. The strike last trading price was 74.7, which was -25.3 lower than the previous day. The implied volatity was 25.27, the open interest changed by 2 which increased total open position to 20
On 26 Mar TECHM was trading at 1416.30. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 25 Mar TECHM was trading at 1455.50. The strike last trading price was 100, which was 7.1 higher than the previous day. The implied volatity was 30.35, the open interest changed by -1 which decreased total open position to 21
On 24 Mar TECHM was trading at 1458.65. The strike last trading price was 92.9, which was 21.35 higher than the previous day. The implied volatity was 13.79, the open interest changed by 2 which increased total open position to 21
On 21 Mar TECHM was trading at 1409.25. The strike last trading price was 71.55, which was -9.45 lower than the previous day. The implied volatity was 27.88, the open interest changed by -4 which decreased total open position to 19
On 20 Mar TECHM was trading at 1410.55. The strike last trading price was 81, which was 10.9 higher than the previous day. The implied volatity was 33.54, the open interest changed by -1 which decreased total open position to 23
On 19 Mar TECHM was trading at 1396.15. The strike last trading price was 70, which was -72.2 lower than the previous day. The implied volatity was 30.65, the open interest changed by 20 which increased total open position to 24
On 18 Mar TECHM was trading at 1430.65. The strike last trading price was 142.2, 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 17 Mar TECHM was trading at 1440.10. The strike last trading price was 142.2, 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 13 Mar TECHM was trading at 1440.65. The strike last trading price was 142.2, 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 12 Mar TECHM was trading at 1438.30. The strike last trading price was 142.2, 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 11 Mar TECHM was trading at 1479.20. The strike last trading price was 142.2, 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 10 Mar TECHM was trading at 1486.85. The strike last trading price was 142.2, which was -36.2 lower than the previous day. The implied volatity was 31.42, the open interest changed by 4 which increased total open position to 4
On 7 Mar TECHM was trading at 1492.35. The strike last trading price was 178.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Mar TECHM was trading at 1538.10. The strike last trading price was 231.75, 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 3 Mar TECHM was trading at 1493.05. The strike last trading price was 231.75, 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 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.74
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1282.25 | 105.35 | 0.85 | 46.40 | 26 | 10 | 276 |
| 9 Apr | 1272.75 | 104.5 | 23.3 | 22.69 | 46 | -24 | 268 |
| 8 Apr | 1314.40 | 80.55 | -28.5 | 40.04 | 22 | -9 | 289 |
| 7 Apr | 1288.00 | 109.05 | 39.75 | 52.62 | 98 | -17 | 299 |
| 4 Apr | 1320.95 | 69.45 | 26.6 | 31.13 | 471 | -140 | 319 |
| 3 Apr | 1369.35 | 42.7 | 20.7 | 31.75 | 2,315 | 200 | 466 |
| 2 Apr | 1423.05 | 22.2 | -8.2 | 31.86 | 719 | -45 | 268 |
| 1 Apr | 1395.15 | 29.85 | 3.55 | 29.75 | 923 | 102 | 305 |
| 28 Mar | 1418.25 | 27 | -0.25 | 30.53 | 631 | 71 | 203 |
| 27 Mar | 1423.90 | 25.85 | -3.6 | 32.08 | 208 | 46 | 133 |
| 26 Mar | 1416.30 | 29.95 | 10.4 | 30.62 | 159 | 33 | 85 |
| 25 Mar | 1455.50 | 19.85 | 0.6 | 31.52 | 46 | 6 | 51 |
| 24 Mar | 1458.65 | 18.85 | -22.05 | 31.90 | 97 | 44 | 47 |
| 21 Mar | 1409.25 | 40 | -0.9 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 1410.55 | 40 | -0.9 | 0.00 | 0 | 3 | 0 |
| 19 Mar | 1396.15 | 40 | 17.85 | 31.27 | 4 | 2 | 2 |
| 18 Mar | 1430.65 | 22.15 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 1440.10 | 22.15 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 1440.65 | 22.15 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 1438.30 | 22.15 | 0 | 0.00 | 0 | -1 | 0 |
| 11 Mar | 1479.20 | 22.15 | 5.7 | 33.50 | 1 | 0 | 1 |
| 10 Mar | 1486.85 | 16.45 | 8.05 | 29.31 | 1 | 0 | 0 |
| 7 Mar | 1492.35 | 8.4 | 0 | 6.76 | 0 | 0 | 0 |
| 5 Mar | 1538.10 | 8.4 | 0 | 8.67 | 0 | 0 | 0 |
| 3 Mar | 1493.05 | 8.4 | 0 | 6.57 | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1380 expiring on 24APR2025
Delta for 1380 PE is -0.77
Historical price for 1380 PE is as follows
On 11 Apr TECHM was trading at 1282.25. The strike last trading price was 105.35, which was 0.85 higher than the previous day. The implied volatity was 46.40, the open interest changed by 10 which increased total open position to 276
On 9 Apr TECHM was trading at 1272.75. The strike last trading price was 104.5, which was 23.3 higher than the previous day. The implied volatity was 22.69, the open interest changed by -24 which decreased total open position to 268
On 8 Apr TECHM was trading at 1314.40. The strike last trading price was 80.55, which was -28.5 lower than the previous day. The implied volatity was 40.04, the open interest changed by -9 which decreased total open position to 289
On 7 Apr TECHM was trading at 1288.00. The strike last trading price was 109.05, which was 39.75 higher than the previous day. The implied volatity was 52.62, the open interest changed by -17 which decreased total open position to 299
On 4 Apr TECHM was trading at 1320.95. The strike last trading price was 69.45, which was 26.6 higher than the previous day. The implied volatity was 31.13, the open interest changed by -140 which decreased total open position to 319
On 3 Apr TECHM was trading at 1369.35. The strike last trading price was 42.7, which was 20.7 higher than the previous day. The implied volatity was 31.75, the open interest changed by 200 which increased total open position to 466
On 2 Apr TECHM was trading at 1423.05. The strike last trading price was 22.2, which was -8.2 lower than the previous day. The implied volatity was 31.86, the open interest changed by -45 which decreased total open position to 268
On 1 Apr TECHM was trading at 1395.15. The strike last trading price was 29.85, which was 3.55 higher than the previous day. The implied volatity was 29.75, the open interest changed by 102 which increased total open position to 305
On 28 Mar TECHM was trading at 1418.25. The strike last trading price was 27, which was -0.25 lower than the previous day. The implied volatity was 30.53, the open interest changed by 71 which increased total open position to 203
On 27 Mar TECHM was trading at 1423.90. The strike last trading price was 25.85, which was -3.6 lower than the previous day. The implied volatity was 32.08, the open interest changed by 46 which increased total open position to 133
On 26 Mar TECHM was trading at 1416.30. The strike last trading price was 29.95, which was 10.4 higher than the previous day. The implied volatity was 30.62, the open interest changed by 33 which increased total open position to 85
On 25 Mar TECHM was trading at 1455.50. The strike last trading price was 19.85, which was 0.6 higher than the previous day. The implied volatity was 31.52, the open interest changed by 6 which increased total open position to 51
On 24 Mar TECHM was trading at 1458.65. The strike last trading price was 18.85, which was -22.05 lower than the previous day. The implied volatity was 31.90, the open interest changed by 44 which increased total open position to 47
On 21 Mar TECHM was trading at 1409.25. The strike last trading price was 40, which was -0.9 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 20 Mar TECHM was trading at 1410.55. The strike last trading price was 40, which was -0.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 19 Mar TECHM was trading at 1396.15. The strike last trading price was 40, which was 17.85 higher than the previous day. The implied volatity was 31.27, the open interest changed by 2 which increased total open position to 2
On 18 Mar TECHM was trading at 1430.65. The strike last trading price was 22.15, 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 17 Mar TECHM was trading at 1440.10. The strike last trading price was 22.15, 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 13 Mar TECHM was trading at 1440.65. The strike last trading price was 22.15, 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 12 Mar TECHM was trading at 1438.30. The strike last trading price was 22.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Mar TECHM was trading at 1479.20. The strike last trading price was 22.15, which was 5.7 higher than the previous day. The implied volatity was 33.50, the open interest changed by 0 which decreased total open position to 1
On 10 Mar TECHM was trading at 1486.85. The strike last trading price was 16.45, which was 8.05 higher than the previous day. The implied volatity was 29.31, the open interest changed by 0 which decreased total open position to 0
On 7 Mar TECHM was trading at 1492.35. The strike last trading price was 8.4, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
On 5 Mar TECHM was trading at 1538.10. The strike last trading price was 8.4, which was 0 lower than the previous day. The implied volatity was 8.67, the open interest changed by 0 which decreased total open position to 0
On 3 Mar TECHM was trading at 1493.05. The strike last trading price was 8.4, which was 0 lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0
