TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Nov 2024 04:12 PM IST
| TECHM 28NOV2024 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.47
Theta: -0.96
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1702.25 | 48 | 2.80 | 16.77 | 613 | 19 | 1,124 | |||
| 20 Nov | 1699.65 | 45.2 | 0.00 | 21.65 | 838 | -118 | 1,105 | |||
| 19 Nov | 1699.65 | 45.2 | 17.60 | 21.65 | 838 | -118 | 1,105 | |||
| 18 Nov | 1660.80 | 27.6 | -16.70 | 20.00 | 3,402 | 145 | 1,221 | |||
| 14 Nov | 1687.50 | 44.3 | 4.15 | 16.37 | 1,141 | 36 | 1,076 | |||
| 13 Nov | 1675.60 | 40.15 | -9.25 | 21.60 | 756 | -59 | 1,040 | |||
| 12 Nov | 1687.00 | 49.4 | -11.85 | 19.57 | 357 | 8 | 1,115 | |||
| 11 Nov | 1704.15 | 61.25 | 17.75 | 18.77 | 1,071 | -155 | 1,107 | |||
| 8 Nov | 1681.35 | 43.5 | 7.40 | 18.40 | 1,603 | -1 | 1,261 | |||
| 7 Nov | 1651.00 | 36.1 | -25.40 | 22.03 | 2,282 | 238 | 1,264 | |||
| 6 Nov | 1693.55 | 61.5 | 27.40 | 21.90 | 2,939 | -42 | 1,026 | |||
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| 5 Nov | 1632.65 | 34.1 | -4.55 | 26.08 | 1,458 | 21 | 1,068 | |||
| 4 Nov | 1638.40 | 38.65 | 4.85 | 27.45 | 3,400 | 815 | 1,050 | |||
| 1 Nov | 1603.65 | 33.8 | -3.50 | 30.19 | 60 | 21 | 234 | |||
| 31 Oct | 1608.65 | 37.3 | -25.80 | - | 1,242 | 181 | 215 | |||
| 30 Oct | 1684.95 | 63.1 | -10.35 | - | 63 | 5 | 35 | |||
| 29 Oct | 1698.50 | 73.45 | -2.15 | - | 58 | 5 | 31 | |||
| 28 Oct | 1702.55 | 75.6 | -24.55 | - | 27 | 26 | 26 | |||
| 25 Oct | 1716.45 | 100.15 | 0.00 | - | 0 | 1 | 0 | |||
| 24 Oct | 1735.75 | 100.15 | 17.40 | - | 5 | -1 | 21 | |||
| 23 Oct | 1735.95 | 82.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1696.55 | 82.75 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 1701.20 | 82.75 | 2.90 | - | 7 | 1 | 22 | |||
| 18 Oct | 1687.90 | 79.85 | -4.60 | - | 8 | 0 | 22 | |||
| 17 Oct | 1699.00 | 84.45 | 20.45 | - | 44 | 18 | 22 | |||
| 16 Oct | 1660.30 | 64 | -20.00 | - | 3 | 1 | 4 | |||
| 15 Oct | 1675.35 | 84 | 0.00 | - | 1 | 0 | 3 | |||
| 14 Oct | 1692.50 | 84 | 19.00 | - | 2 | 1 | 2 | |||
| 11 Oct | 1647.05 | 65 | 0.00 | - | 0 | 1 | 0 | |||
| 10 Oct | 1619.70 | 65 | -2.65 | - | 1 | 0 | 0 | |||
| 9 Oct | 1658.80 | 67.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1629.10 | 67.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1618.55 | 67.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1616.45 | 67.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1604.05 | 67.65 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1625.40 | 67.65 | - | 0 | 0 | 0 | ||||
For Tech Mahindra Limited - strike price 1660 expiring on 28NOV2024
Delta for 1660 CE is 0.88
Historical price for 1660 CE is as follows
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 48, which was 2.80 higher than the previous day. The implied volatity was 16.77, the open interest changed by 19 which increased total open position to 1124
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 45.2, which was 0.00 lower than the previous day. The implied volatity was 21.65, the open interest changed by -118 which decreased total open position to 1105
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 45.2, which was 17.60 higher than the previous day. The implied volatity was 21.65, the open interest changed by -118 which decreased total open position to 1105
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 27.6, which was -16.70 lower than the previous day. The implied volatity was 20.00, the open interest changed by 145 which increased total open position to 1221
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 44.3, which was 4.15 higher than the previous day. The implied volatity was 16.37, the open interest changed by 36 which increased total open position to 1076
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 40.15, which was -9.25 lower than the previous day. The implied volatity was 21.60, the open interest changed by -59 which decreased total open position to 1040
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 49.4, which was -11.85 lower than the previous day. The implied volatity was 19.57, the open interest changed by 8 which increased total open position to 1115
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 61.25, which was 17.75 higher than the previous day. The implied volatity was 18.77, the open interest changed by -155 which decreased total open position to 1107
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 43.5, which was 7.40 higher than the previous day. The implied volatity was 18.40, the open interest changed by -1 which decreased total open position to 1261
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 36.1, which was -25.40 lower than the previous day. The implied volatity was 22.03, the open interest changed by 238 which increased total open position to 1264
On 6 Nov TECHM was trading at 1693.55. The strike last trading price was 61.5, which was 27.40 higher than the previous day. The implied volatity was 21.90, the open interest changed by -42 which decreased total open position to 1026
On 5 Nov TECHM was trading at 1632.65. The strike last trading price was 34.1, which was -4.55 lower than the previous day. The implied volatity was 26.08, the open interest changed by 21 which increased total open position to 1068
On 4 Nov TECHM was trading at 1638.40. The strike last trading price was 38.65, which was 4.85 higher than the previous day. The implied volatity was 27.45, the open interest changed by 815 which increased total open position to 1050
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 33.8, which was -3.50 lower than the previous day. The implied volatity was 30.19, the open interest changed by 21 which increased total open position to 234
On 31 Oct TECHM was trading at 1608.65. The strike last trading price was 37.3, which was -25.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TECHM was trading at 1684.95. The strike last trading price was 63.1, which was -10.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TECHM was trading at 1698.50. The strike last trading price was 73.45, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TECHM was trading at 1702.55. The strike last trading price was 75.6, which was -24.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TECHM was trading at 1716.45. The strike last trading price was 100.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TECHM was trading at 1735.75. The strike last trading price was 100.15, which was 17.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TECHM was trading at 1735.95. The strike last trading price was 82.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TECHM was trading at 1696.55. The strike last trading price was 82.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TECHM was trading at 1701.20. The strike last trading price was 82.75, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TECHM was trading at 1687.90. The strike last trading price was 79.85, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct TECHM was trading at 1699.00. The strike last trading price was 84.45, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct TECHM was trading at 1660.30. The strike last trading price was 64, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct TECHM was trading at 1675.35. The strike last trading price was 84, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TECHM was trading at 1692.50. The strike last trading price was 84, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct TECHM was trading at 1647.05. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct TECHM was trading at 1619.70. The strike last trading price was 65, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct TECHM was trading at 1658.80. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct TECHM was trading at 1629.10. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct TECHM was trading at 1618.55. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct TECHM was trading at 1616.45. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct TECHM was trading at 1604.05. The strike last trading price was 67.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct TECHM was trading at 1625.40. The strike last trading price was 67.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TECHM 28NOV2024 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.71
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1702.25 | 8.3 | -2.85 | 26.63 | 1,866 | -8 | 670 |
| 20 Nov | 1699.65 | 11.15 | 0.00 | 24.04 | 2,672 | 100 | 678 |
| 19 Nov | 1699.65 | 11.15 | -11.75 | 24.04 | 2,672 | 100 | 678 |
| 18 Nov | 1660.80 | 22.9 | 7.30 | 25.40 | 2,719 | 8 | 551 |
| 14 Nov | 1687.50 | 15.6 | -6.70 | 23.26 | 1,441 | 107 | 543 |
| 13 Nov | 1675.60 | 22.3 | 4.50 | 23.27 | 1,570 | -134 | 432 |
| 12 Nov | 1687.00 | 17.8 | 2.20 | 23.57 | 784 | -5 | 591 |
| 11 Nov | 1704.15 | 15.6 | -10.40 | 24.90 | 1,086 | 73 | 595 |
| 8 Nov | 1681.35 | 26 | -11.50 | 24.21 | 1,064 | 5 | 522 |
| 7 Nov | 1651.00 | 37.5 | 16.35 | 24.52 | 1,756 | 114 | 514 |
| 6 Nov | 1693.55 | 21.15 | -32.20 | 23.82 | 2,228 | 251 | 408 |
| 5 Nov | 1632.65 | 53.35 | -2.90 | 26.38 | 324 | -25 | 157 |
| 4 Nov | 1638.40 | 56.25 | -26.95 | 28.58 | 327 | 44 | 183 |
| 1 Nov | 1603.65 | 83.2 | 10.90 | 33.16 | 3 | -1 | 138 |
| 31 Oct | 1608.65 | 72.3 | 31.60 | - | 468 | 26 | 141 |
| 30 Oct | 1684.95 | 40.7 | 6.25 | - | 81 | 23 | 112 |
| 29 Oct | 1698.50 | 34.45 | -1.05 | - | 68 | 15 | 89 |
| 28 Oct | 1702.55 | 35.5 | 2.15 | - | 128 | 47 | 73 |
| 25 Oct | 1716.45 | 33.35 | 9.40 | - | 34 | 1 | 26 |
| 24 Oct | 1735.75 | 23.95 | -4.05 | - | 6 | 0 | 24 |
| 23 Oct | 1735.95 | 28 | -6.80 | - | 28 | 16 | 23 |
| 22 Oct | 1696.55 | 34.8 | -3.70 | - | 1 | 0 | 8 |
| 21 Oct | 1701.20 | 38.5 | -61.40 | - | 15 | 7 | 7 |
| 18 Oct | 1687.90 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1699.00 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1660.30 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1675.35 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1692.50 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1647.05 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1619.70 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1658.80 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1629.10 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1618.55 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1616.45 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1604.05 | 99.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1625.40 | 99.9 | - | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1660 expiring on 28NOV2024
Delta for 1660 PE is -0.22
Historical price for 1660 PE is as follows
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 8.3, which was -2.85 lower than the previous day. The implied volatity was 26.63, the open interest changed by -8 which decreased total open position to 670
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 11.15, which was 0.00 lower than the previous day. The implied volatity was 24.04, the open interest changed by 100 which increased total open position to 678
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 11.15, which was -11.75 lower than the previous day. The implied volatity was 24.04, the open interest changed by 100 which increased total open position to 678
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 22.9, which was 7.30 higher than the previous day. The implied volatity was 25.40, the open interest changed by 8 which increased total open position to 551
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 15.6, which was -6.70 lower than the previous day. The implied volatity was 23.26, the open interest changed by 107 which increased total open position to 543
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 22.3, which was 4.50 higher than the previous day. The implied volatity was 23.27, the open interest changed by -134 which decreased total open position to 432
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 17.8, which was 2.20 higher than the previous day. The implied volatity was 23.57, the open interest changed by -5 which decreased total open position to 591
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 15.6, which was -10.40 lower than the previous day. The implied volatity was 24.90, the open interest changed by 73 which increased total open position to 595
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 26, which was -11.50 lower than the previous day. The implied volatity was 24.21, the open interest changed by 5 which increased total open position to 522
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 37.5, which was 16.35 higher than the previous day. The implied volatity was 24.52, the open interest changed by 114 which increased total open position to 514
On 6 Nov TECHM was trading at 1693.55. The strike last trading price was 21.15, which was -32.20 lower than the previous day. The implied volatity was 23.82, the open interest changed by 251 which increased total open position to 408
On 5 Nov TECHM was trading at 1632.65. The strike last trading price was 53.35, which was -2.90 lower than the previous day. The implied volatity was 26.38, the open interest changed by -25 which decreased total open position to 157
On 4 Nov TECHM was trading at 1638.40. The strike last trading price was 56.25, which was -26.95 lower than the previous day. The implied volatity was 28.58, the open interest changed by 44 which increased total open position to 183
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 83.2, which was 10.90 higher than the previous day. The implied volatity was 33.16, the open interest changed by -1 which decreased total open position to 138
On 31 Oct TECHM was trading at 1608.65. The strike last trading price was 72.3, which was 31.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TECHM was trading at 1684.95. The strike last trading price was 40.7, which was 6.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TECHM was trading at 1698.50. The strike last trading price was 34.45, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TECHM was trading at 1702.55. The strike last trading price was 35.5, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TECHM was trading at 1716.45. The strike last trading price was 33.35, which was 9.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TECHM was trading at 1735.75. The strike last trading price was 23.95, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TECHM was trading at 1735.95. The strike last trading price was 28, which was -6.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TECHM was trading at 1696.55. The strike last trading price was 34.8, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TECHM was trading at 1701.20. The strike last trading price was 38.5, which was -61.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TECHM was trading at 1687.90. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct TECHM was trading at 1699.00. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct TECHM was trading at 1660.30. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct TECHM was trading at 1675.35. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct TECHM was trading at 1692.50. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct TECHM was trading at 1647.05. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct TECHM was trading at 1619.70. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct TECHM was trading at 1658.80. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct TECHM was trading at 1629.10. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct TECHM was trading at 1618.55. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct TECHM was trading at 1616.45. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct TECHM was trading at 1604.05. The strike last trading price was 99.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct TECHM was trading at 1625.40. The strike last trading price was 99.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
