TECHM
Tech Mahindra Limited
Historical option data for TECHM
20 Dec 2024 04:12 PM IST
| TECHM 26DEC2024 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1686.05 | 186.6 | -41.40 | - | 15 | -12 | 22 | |||
| 19 Dec | 1754.35 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1778.90 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 17 Dec | 1770.75 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1775.55 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1796.40 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1789.60 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1762.80 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1763.55 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1777.85 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1782.80 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1786.95 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1759.60 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1749.50 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1745.95 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1712.30 | 228 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 28 Nov | 1713.35 | 228 | -34.00 | 27.64 | 4 | 3 | 33 | |||
| 27 Nov | 1756.80 | 262 | 0.00 | - | 14 | 13 | 29 | |||
| 26 Nov | 1745.40 | 262 | 9.00 | 37.53 | 1 | 0 | 15 | |||
| 25 Nov | 1732.60 | 253 | 18.00 | 37.01 | 3 | 8 | 14 | |||
| 22 Nov | 1747.45 | 235 | 30.00 | - | 6 | 5 | 11 | |||
| 21 Nov | 1702.25 | 205 | -3.00 | - | 3 | 2 | 5 | |||
| 20 Nov | 1699.65 | 208 | 0.00 | 20.30 | 3 | 3 | 1 | |||
| 19 Nov | 1699.65 | 208 | 55.35 | 20.30 | 3 | 1 | 1 | |||
| 18 Nov | 1660.80 | 152.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1687.50 | 152.65 | - | 0 | 0 | 0 | ||||
For Tech Mahindra Limited - strike price 1500 expiring on 26DEC2024
Delta for 1500 CE is -
Historical price for 1500 CE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 186.6, which was -41.40 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 22
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 228, 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 18 Dec TECHM was trading at 1778.90. The strike last trading price was 228, 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 17 Dec TECHM was trading at 1770.75. The strike last trading price was 228, 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 16 Dec TECHM was trading at 1775.55. The strike last trading price was 228, 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 13 Dec TECHM was trading at 1796.40. The strike last trading price was 228, 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 12 Dec TECHM was trading at 1789.60. The strike last trading price was 228, 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 11 Dec TECHM was trading at 1762.80. The strike last trading price was 228, 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 10 Dec TECHM was trading at 1763.55. The strike last trading price was 228, 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 9 Dec TECHM was trading at 1777.85. The strike last trading price was 228, 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 6 Dec TECHM was trading at 1782.80. The strike last trading price was 228, 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 5 Dec TECHM was trading at 1786.95. The strike last trading price was 228, 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 4 Dec TECHM was trading at 1759.60. The strike last trading price was 228, 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 3 Dec TECHM was trading at 1749.50. The strike last trading price was 228, 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 2 Dec TECHM was trading at 1745.95. The strike last trading price was 228, 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 29 Nov TECHM was trading at 1712.30. The strike last trading price was 228, which was 0.00 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 28 Nov TECHM was trading at 1713.35. The strike last trading price was 228, which was -34.00 lower than the previous day. The implied volatity was 27.64, the open interest changed by 3 which increased total open position to 33
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 262, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 29
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 262, which was 9.00 higher than the previous day. The implied volatity was 37.53, the open interest changed by 0 which decreased total open position to 15
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 253, which was 18.00 higher than the previous day. The implied volatity was 37.01, the open interest changed by 8 which increased total open position to 14
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 235, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 11
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 205, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 208, which was 0.00 lower than the previous day. The implied volatity was 20.30, the open interest changed by 3 which increased total open position to 1
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 208, which was 55.35 higher than the previous day. The implied volatity was 20.30, the open interest changed by 1 which increased total open position to 1
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 152.65, 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 14 Nov TECHM was trading at 1687.50. The strike last trading price was 152.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TECHM 26DEC2024 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.10
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1686.05 | 0.7 | 0.20 | 45.26 | 18 | 1 | 273 |
| 19 Dec | 1754.35 | 0.5 | 0.15 | 50.86 | 15 | -10 | 273 |
| 18 Dec | 1778.90 | 0.35 | -0.05 | 48.62 | 32 | -12 | 284 |
| 17 Dec | 1770.75 | 0.4 | -0.10 | 45.54 | 11 | -4 | 300 |
| 16 Dec | 1775.55 | 0.5 | 0.15 | 45.54 | 12 | 1 | 304 |
| 13 Dec | 1796.40 | 0.35 | -0.05 | 41.01 | 17 | -6 | 303 |
| 12 Dec | 1789.60 | 0.4 | -0.40 | 38.66 | 53 | -7 | 309 |
| 11 Dec | 1762.80 | 0.8 | -0.10 | 37.85 | 16 | -11 | 317 |
| 10 Dec | 1763.55 | 0.9 | 0.05 | 38.11 | 7 | -2 | 331 |
| 9 Dec | 1777.85 | 0.85 | -0.15 | 38.30 | 34 | -4 | 333 |
| 6 Dec | 1782.80 | 1 | -0.10 | 37.07 | 52 | -20 | 337 |
| 5 Dec | 1786.95 | 1.1 | -0.10 | 36.75 | 124 | -12 | 360 |
| 4 Dec | 1759.60 | 1.2 | -0.35 | 33.72 | 33 | -13 | 372 |
| 3 Dec | 1749.50 | 1.55 | -0.35 | 33.69 | 130 | 6 | 383 |
| 2 Dec | 1745.95 | 1.9 | -1.20 | 33.54 | 446 | -93 | 377 |
| 29 Nov | 1712.30 | 3.1 | -0.85 | 31.90 | 689 | 225 | 466 |
| 28 Nov | 1713.35 | 3.95 | 0.95 | 33.25 | 186 | 103 | 226 |
| 27 Nov | 1756.80 | 3 | -0.95 | 34.64 | 30 | 24 | 123 |
| 26 Nov | 1745.40 | 3.95 | 0.15 | 35.34 | 18 | 1 | 94 |
| 25 Nov | 1732.60 | 3.8 | 0.10 | 33.43 | 17 | 2 | 92 |
| 22 Nov | 1747.45 | 3.7 | -2.30 | 32.71 | 20 | 0 | 90 |
| 21 Nov | 1702.25 | 6 | -0.25 | 31.72 | 4 | 1 | 89 |
| 20 Nov | 1699.65 | 6.25 | 0.00 | 30.37 | 31 | 18 | 87 |
| 19 Nov | 1699.65 | 6.25 | -3.15 | 30.37 | 31 | 17 | 87 |
| 18 Nov | 1660.80 | 9.4 | 2.40 | 30.72 | 74 | 63 | 66 |
| 14 Nov | 1687.50 | 7 | 29.39 | 1 | 0 | 2 | |
For Tech Mahindra Limited - strike price 1500 expiring on 26DEC2024
Delta for 1500 PE is -0.02
Historical price for 1500 PE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 0.7, which was 0.20 higher than the previous day. The implied volatity was 45.26, the open interest changed by 1 which increased total open position to 273
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 50.86, the open interest changed by -10 which decreased total open position to 273
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 48.62, the open interest changed by -12 which decreased total open position to 284
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 45.54, the open interest changed by -4 which decreased total open position to 300
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 45.54, the open interest changed by 1 which increased total open position to 304
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 41.01, the open interest changed by -6 which decreased total open position to 303
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 38.66, the open interest changed by -7 which decreased total open position to 309
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 37.85, the open interest changed by -11 which decreased total open position to 317
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 38.11, the open interest changed by -2 which decreased total open position to 331
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 38.30, the open interest changed by -4 which decreased total open position to 333
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 37.07, the open interest changed by -20 which decreased total open position to 337
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 36.75, the open interest changed by -12 which decreased total open position to 360
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 33.72, the open interest changed by -13 which decreased total open position to 372
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 33.69, the open interest changed by 6 which increased total open position to 383
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 1.9, which was -1.20 lower than the previous day. The implied volatity was 33.54, the open interest changed by -93 which decreased total open position to 377
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 3.1, which was -0.85 lower than the previous day. The implied volatity was 31.90, the open interest changed by 225 which increased total open position to 466
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 3.95, which was 0.95 higher than the previous day. The implied volatity was 33.25, the open interest changed by 103 which increased total open position to 226
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 3, which was -0.95 lower than the previous day. The implied volatity was 34.64, the open interest changed by 24 which increased total open position to 123
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 3.95, which was 0.15 higher than the previous day. The implied volatity was 35.34, the open interest changed by 1 which increased total open position to 94
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 3.8, which was 0.10 higher than the previous day. The implied volatity was 33.43, the open interest changed by 2 which increased total open position to 92
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 3.7, which was -2.30 lower than the previous day. The implied volatity was 32.71, the open interest changed by 0 which decreased total open position to 90
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 6, which was -0.25 lower than the previous day. The implied volatity was 31.72, the open interest changed by 1 which increased total open position to 89
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 6.25, which was 0.00 lower than the previous day. The implied volatity was 30.37, the open interest changed by 18 which increased total open position to 87
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 6.25, which was -3.15 lower than the previous day. The implied volatity was 30.37, the open interest changed by 17 which increased total open position to 87
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 9.4, which was 2.40 higher than the previous day. The implied volatity was 30.72, the open interest changed by 63 which increased total open position to 66
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 7, which was lower than the previous day. The implied volatity was 29.39, the open interest changed by 0 which decreased total open position to 2
