TECHM
Tech Mahindra Limited
Historical option data for TECHM
20 Dec 2024 04:12 PM IST
| TECHM 26DEC2024 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.71
Theta: -1.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1686.05 | 36.3 | -67.35 | 21.79 | 40 | 12 | 39 | |||
| 19 Dec | 1754.35 | 103.65 | -6.00 | 40.24 | 13 | 0 | 28 | |||
| 18 Dec | 1778.90 | 109.65 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 17 Dec | 1770.75 | 109.65 | -10.85 | - | 8 | 5 | 29 | |||
| 16 Dec | 1775.55 | 120.5 | -6.65 | 26.41 | 2 | -1 | 24 | |||
| 13 Dec | 1796.40 | 127.15 | 19.80 | - | 1 | 0 | 25 | |||
| 12 Dec | 1789.60 | 107.35 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 11 Dec | 1762.80 | 107.35 | 1.55 | 25.51 | 5 | 4 | 24 | |||
| 10 Dec | 1763.55 | 105.8 | -20.25 | - | 8 | -1 | 19 | |||
| 9 Dec | 1777.85 | 126.05 | -5.10 | 19.09 | 3 | 0 | 20 | |||
| 6 Dec | 1782.80 | 131.15 | -4.45 | - | 1 | 0 | 20 | |||
| 5 Dec | 1786.95 | 135.6 | 28.80 | 18.18 | 12 | -1 | 20 | |||
| 4 Dec | 1759.60 | 106.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1749.50 | 106.8 | 9.75 | 22.55 | 1 | 0 | 21 | |||
| 2 Dec | 1745.95 | 97.05 | 2.80 | 17.60 | 4 | 0 | 21 | |||
| 29 Nov | 1712.30 | 94.25 | 5.75 | 30.54 | 13 | 5 | 21 | |||
| 28 Nov | 1713.35 | 88.5 | -29.50 | 25.38 | 9 | 2 | 16 | |||
| 27 Nov | 1756.80 | 118 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1745.40 | 118 | -2.00 | 27.73 | 2 | 0 | 14 | |||
| 25 Nov | 1732.60 | 120 | 18.00 | 33.69 | 2 | 5 | 15 | |||
| 22 Nov | 1747.45 | 102 | 22.00 | 13.62 | 10 | 5 | 15 | |||
| 21 Nov | 1702.25 | 80 | -4.75 | 21.74 | 1 | 0 | 10 | |||
| 20 Nov | 1699.65 | 84.75 | 0.00 | 26.95 | 20 | -10 | 11 | |||
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| 19 Nov | 1699.65 | 84.75 | 22.30 | 26.95 | 20 | -9 | 11 | |||
| 18 Nov | 1660.80 | 62.45 | -18.00 | 23.48 | 31 | 21 | 23 | |||
| 14 Nov | 1687.50 | 80.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1675.60 | 80.45 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 12 Nov | 1687.00 | 80.45 | 18.45 | 22.67 | 2 | 0 | 0 | |||
| 11 Nov | 1704.15 | 62 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1681.35 | 62 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1651.00 | 62 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1693.55 | 62 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1632.65 | 62 | 0.00 | 0.23 | 0 | 0 | 0 | |||
| 1 Nov | 1603.65 | 62 | 1.47 | 0 | 0 | 0 | ||||
For Tech Mahindra Limited - strike price 1660 expiring on 26DEC2024
Delta for 1660 CE is 0.73
Historical price for 1660 CE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 36.3, which was -67.35 lower than the previous day. The implied volatity was 21.79, the open interest changed by 12 which increased total open position to 39
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 103.65, which was -6.00 lower than the previous day. The implied volatity was 40.24, the open interest changed by 0 which decreased total open position to 28
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 109.65, 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 17 Dec TECHM was trading at 1770.75. The strike last trading price was 109.65, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 29
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 120.5, which was -6.65 lower than the previous day. The implied volatity was 26.41, the open interest changed by -1 which decreased total open position to 24
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 127.15, which was 19.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 107.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 107.35, which was 1.55 higher than the previous day. The implied volatity was 25.51, the open interest changed by 4 which increased total open position to 24
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 105.8, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 19
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 126.05, which was -5.10 lower than the previous day. The implied volatity was 19.09, the open interest changed by 0 which decreased total open position to 20
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 131.15, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 135.6, which was 28.80 higher than the previous day. The implied volatity was 18.18, the open interest changed by -1 which decreased total open position to 20
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 106.8, 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 106.8, which was 9.75 higher than the previous day. The implied volatity was 22.55, the open interest changed by 0 which decreased total open position to 21
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 97.05, which was 2.80 higher than the previous day. The implied volatity was 17.60, the open interest changed by 0 which decreased total open position to 21
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 94.25, which was 5.75 higher than the previous day. The implied volatity was 30.54, the open interest changed by 5 which increased total open position to 21
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 88.5, which was -29.50 lower than the previous day. The implied volatity was 25.38, the open interest changed by 2 which increased total open position to 16
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 118, 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 26 Nov TECHM was trading at 1745.40. The strike last trading price was 118, which was -2.00 lower than the previous day. The implied volatity was 27.73, the open interest changed by 0 which decreased total open position to 14
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 120, which was 18.00 higher than the previous day. The implied volatity was 33.69, the open interest changed by 5 which increased total open position to 15
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 102, which was 22.00 higher than the previous day. The implied volatity was 13.62, the open interest changed by 5 which increased total open position to 15
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 80, which was -4.75 lower than the previous day. The implied volatity was 21.74, the open interest changed by 0 which decreased total open position to 10
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 84.75, which was 0.00 lower than the previous day. The implied volatity was 26.95, the open interest changed by -10 which decreased total open position to 11
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 84.75, which was 22.30 higher than the previous day. The implied volatity was 26.95, the open interest changed by -9 which decreased total open position to 11
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 62.45, which was -18.00 lower than the previous day. The implied volatity was 23.48, the open interest changed by 21 which increased total open position to 23
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 80.45, 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 Nov TECHM was trading at 1675.60. The strike last trading price was 80.45, which was 0.00 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 12 Nov TECHM was trading at 1687.00. The strike last trading price was 80.45, which was 18.45 higher than the previous day. The implied volatity was 22.67, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 62, 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 8 Nov TECHM was trading at 1681.35. The strike last trading price was 62, 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 7 Nov TECHM was trading at 1651.00. The strike last trading price was 62, 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 6 Nov TECHM was trading at 1693.55. The strike last trading price was 62, 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 5 Nov TECHM was trading at 1632.65. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 62, which was lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
| TECHM 26DEC2024 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.72
Theta: -1.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1686.05 | 8.45 | 6.15 | 22.81 | 1,255 | -21 | 263 |
| 19 Dec | 1754.35 | 2.3 | 0.35 | 28.77 | 513 | 52 | 286 |
| 18 Dec | 1778.90 | 1.95 | -0.35 | 29.98 | 142 | -26 | 233 |
| 17 Dec | 1770.75 | 2.3 | -0.15 | 27.83 | 176 | 10 | 259 |
| 16 Dec | 1775.55 | 2.45 | 0.45 | 28.24 | 150 | -5 | 249 |
| 13 Dec | 1796.40 | 2 | -0.55 | 27.52 | 361 | -46 | 255 |
| 12 Dec | 1789.60 | 2.55 | -2.40 | 25.85 | 467 | -6 | 300 |
| 11 Dec | 1762.80 | 4.95 | 0.00 | 24.88 | 225 | 1 | 310 |
| 10 Dec | 1763.55 | 4.95 | -0.25 | 25.50 | 222 | 26 | 309 |
| 9 Dec | 1777.85 | 5.2 | 0.50 | 27.24 | 200 | -19 | 283 |
| 6 Dec | 1782.80 | 4.7 | -1.20 | 25.67 | 258 | 24 | 304 |
| 5 Dec | 1786.95 | 5.9 | -3.50 | 26.73 | 429 | 5 | 280 |
| 4 Dec | 1759.60 | 9.4 | -1.35 | 26.00 | 489 | 30 | 275 |
| 3 Dec | 1749.50 | 10.75 | -2.05 | 25.58 | 315 | 12 | 245 |
| 2 Dec | 1745.95 | 12.8 | -8.00 | 25.79 | 532 | -5 | 229 |
| 29 Nov | 1712.30 | 20.8 | -1.35 | 25.40 | 347 | 76 | 235 |
| 28 Nov | 1713.35 | 22.15 | 7.35 | 26.22 | 167 | 57 | 159 |
| 27 Nov | 1756.80 | 14.8 | -1.90 | 27.01 | 89 | 21 | 101 |
| 26 Nov | 1745.40 | 16.7 | -2.80 | 26.90 | 59 | -1 | 80 |
| 25 Nov | 1732.60 | 19.5 | 1.70 | 26.69 | 81 | 61 | 82 |
| 22 Nov | 1747.45 | 17.8 | -13.70 | 25.74 | 76 | 27 | 48 |
| 21 Nov | 1702.25 | 31.5 | -0.80 | 27.05 | 16 | 9 | 20 |
| 20 Nov | 1699.65 | 32.3 | 0.00 | 25.11 | 11 | 11 | 10 |
| 19 Nov | 1699.65 | 32.3 | -62.60 | 25.11 | 11 | 10 | 10 |
| 18 Nov | 1660.80 | 94.9 | 0.00 | 1.25 | 0 | 0 | 0 |
| 14 Nov | 1687.50 | 94.9 | 0.00 | 2.46 | 0 | 0 | 0 |
| 13 Nov | 1675.60 | 94.9 | 0.00 | 1.64 | 0 | 0 | 0 |
| 12 Nov | 1687.00 | 94.9 | 0.00 | 2.41 | 0 | 0 | 0 |
| 11 Nov | 1704.15 | 94.9 | 0.00 | 3.13 | 0 | 0 | 0 |
| 8 Nov | 1681.35 | 94.9 | 0.00 | 1.83 | 0 | 0 | 0 |
| 7 Nov | 1651.00 | 94.9 | 0.00 | 0.78 | 0 | 0 | 0 |
| 6 Nov | 1693.55 | 94.9 | 0.00 | 2.56 | 0 | 0 | 0 |
| 5 Nov | 1632.65 | 94.9 | 94.90 | - | 0 | 0 | 0 |
| 1 Nov | 1603.65 | 0 | - | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1660 expiring on 26DEC2024
Delta for 1660 PE is -0.27
Historical price for 1660 PE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 8.45, which was 6.15 higher than the previous day. The implied volatity was 22.81, the open interest changed by -21 which decreased total open position to 263
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 2.3, which was 0.35 higher than the previous day. The implied volatity was 28.77, the open interest changed by 52 which increased total open position to 286
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 29.98, the open interest changed by -26 which decreased total open position to 233
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 27.83, the open interest changed by 10 which increased total open position to 259
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 2.45, which was 0.45 higher than the previous day. The implied volatity was 28.24, the open interest changed by -5 which decreased total open position to 249
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was 27.52, the open interest changed by -46 which decreased total open position to 255
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 2.55, which was -2.40 lower than the previous day. The implied volatity was 25.85, the open interest changed by -6 which decreased total open position to 300
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 24.88, the open interest changed by 1 which increased total open position to 310
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 4.95, which was -0.25 lower than the previous day. The implied volatity was 25.50, the open interest changed by 26 which increased total open position to 309
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 5.2, which was 0.50 higher than the previous day. The implied volatity was 27.24, the open interest changed by -19 which decreased total open position to 283
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 4.7, which was -1.20 lower than the previous day. The implied volatity was 25.67, the open interest changed by 24 which increased total open position to 304
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 5.9, which was -3.50 lower than the previous day. The implied volatity was 26.73, the open interest changed by 5 which increased total open position to 280
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 9.4, which was -1.35 lower than the previous day. The implied volatity was 26.00, the open interest changed by 30 which increased total open position to 275
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 10.75, which was -2.05 lower than the previous day. The implied volatity was 25.58, the open interest changed by 12 which increased total open position to 245
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 12.8, which was -8.00 lower than the previous day. The implied volatity was 25.79, the open interest changed by -5 which decreased total open position to 229
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 20.8, which was -1.35 lower than the previous day. The implied volatity was 25.40, the open interest changed by 76 which increased total open position to 235
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 22.15, which was 7.35 higher than the previous day. The implied volatity was 26.22, the open interest changed by 57 which increased total open position to 159
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 14.8, which was -1.90 lower than the previous day. The implied volatity was 27.01, the open interest changed by 21 which increased total open position to 101
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 16.7, which was -2.80 lower than the previous day. The implied volatity was 26.90, the open interest changed by -1 which decreased total open position to 80
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 19.5, which was 1.70 higher than the previous day. The implied volatity was 26.69, the open interest changed by 61 which increased total open position to 82
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 17.8, which was -13.70 lower than the previous day. The implied volatity was 25.74, the open interest changed by 27 which increased total open position to 48
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 31.5, which was -0.80 lower than the previous day. The implied volatity was 27.05, the open interest changed by 9 which increased total open position to 20
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 32.3, which was 0.00 lower than the previous day. The implied volatity was 25.11, the open interest changed by 11 which increased total open position to 10
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 32.3, which was -62.60 lower than the previous day. The implied volatity was 25.11, the open interest changed by 10 which increased total open position to 10
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 94.9, which was 0.00 lower than the previous day. The implied volatity was 1.25, 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 94.9, which was 0.00 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 94.9, which was 0.00 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 94.9, which was 0.00 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 94.9, which was 0.00 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 94.9, which was 0.00 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 94.9, which was 0.00 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TECHM was trading at 1693.55. The strike last trading price was 94.9, which was 0.00 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TECHM was trading at 1632.65. The strike last trading price was 94.9, which was 94.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
