TECHM
Tech Mahindra Limited
Historical option data for TECHM
20 Dec 2024 04:12 PM IST
| TECHM 26DEC2024 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.84
Theta: -1.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1686.05 | 12.7 | -53.65 | 20.58 | 1,705 | 223 | 383 | |||
| 19 Dec | 1754.35 | 66.35 | -15.00 | 32.08 | 95 | -21 | 161 | |||
| 18 Dec | 1778.90 | 81.35 | 2.05 | 23.28 | 46 | -12 | 181 | |||
| 17 Dec | 1770.75 | 79.3 | -5.70 | 29.94 | 39 | -13 | 194 | |||
| 16 Dec | 1775.55 | 85 | -18.35 | 26.92 | 38 | 6 | 206 | |||
| 13 Dec | 1796.40 | 103.35 | 10.75 | - | 36 | -3 | 200 | |||
| 12 Dec | 1789.60 | 92.6 | 19.95 | 18.33 | 89 | -12 | 204 | |||
| 11 Dec | 1762.80 | 72.65 | -3.40 | 23.38 | 61 | 12 | 217 | |||
| 10 Dec | 1763.55 | 76.05 | -14.00 | 19.99 | 41 | -5 | 204 | |||
| 9 Dec | 1777.85 | 90.05 | -8.00 | 20.17 | 24 | -3 | 210 | |||
| 6 Dec | 1782.80 | 98.05 | 1.05 | 18.47 | 44 | -3 | 213 | |||
| 5 Dec | 1786.95 | 97 | 19.55 | 15.86 | 400 | -9 | 217 | |||
| 4 Dec | 1759.60 | 77.45 | 6.30 | 20.26 | 380 | -86 | 226 | |||
| 3 Dec | 1749.50 | 71.15 | -1.75 | 19.32 | 118 | -8 | 310 | |||
| 2 Dec | 1745.95 | 72.9 | 16.35 | 23.35 | 921 | -9 | 315 | |||
| 29 Nov | 1712.30 | 56.55 | -6.45 | 23.08 | 602 | 83 | 326 | |||
| 28 Nov | 1713.35 | 63 | -25.00 | 25.39 | 370 | 32 | 241 | |||
| 27 Nov | 1756.80 | 88 | 7.80 | 24.17 | 231 | 95 | 210 | |||
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| 26 Nov | 1745.40 | 80.2 | 2.20 | 22.16 | 116 | 13 | 115 | |||
| 25 Nov | 1732.60 | 78 | -5.00 | 24.87 | 115 | -37 | 104 | |||
| 22 Nov | 1747.45 | 83 | 28.00 | 22.60 | 848 | -29 | 112 | |||
| 21 Nov | 1702.25 | 55 | 0.65 | 21.53 | 160 | 31 | 145 | |||
| 20 Nov | 1699.65 | 54.35 | 0.00 | 23.15 | 255 | 31 | 114 | |||
| 19 Nov | 1699.65 | 54.35 | 13.80 | 23.15 | 255 | 31 | 114 | |||
| 18 Nov | 1660.80 | 40.55 | -11.40 | 22.42 | 123 | 34 | 82 | |||
| 14 Nov | 1687.50 | 51.95 | 3.95 | 20.65 | 19 | 1 | 47 | |||
| 13 Nov | 1675.60 | 48 | -7.00 | 22.38 | 58 | 13 | 45 | |||
| 12 Nov | 1687.00 | 55 | -10.35 | 21.44 | 20 | 5 | 32 | |||
| 11 Nov | 1704.15 | 65.35 | 9.95 | 21.69 | 24 | -3 | 25 | |||
| 8 Nov | 1681.35 | 55.4 | 10.40 | 23.42 | 24 | 12 | 27 | |||
| 7 Nov | 1651.00 | 45 | -14.65 | 23.15 | 29 | 4 | 12 | |||
| 6 Nov | 1693.55 | 59.65 | 18.90 | 20.53 | 3 | 1 | 6 | |||
| 5 Nov | 1632.65 | 40.75 | -6.55 | 24.69 | 6 | 4 | 5 | |||
| 1 Nov | 1603.65 | 47.3 | 3.17 | 0 | 0 | 0 | ||||
For Tech Mahindra Limited - strike price 1700 expiring on 26DEC2024
Delta for 1700 CE is 0.40
Historical price for 1700 CE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 12.7, which was -53.65 lower than the previous day. The implied volatity was 20.58, the open interest changed by 223 which increased total open position to 383
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 66.35, which was -15.00 lower than the previous day. The implied volatity was 32.08, the open interest changed by -21 which decreased total open position to 161
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 81.35, which was 2.05 higher than the previous day. The implied volatity was 23.28, the open interest changed by -12 which decreased total open position to 181
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 79.3, which was -5.70 lower than the previous day. The implied volatity was 29.94, the open interest changed by -13 which decreased total open position to 194
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 85, which was -18.35 lower than the previous day. The implied volatity was 26.92, the open interest changed by 6 which increased total open position to 206
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 103.35, which was 10.75 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 200
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 92.6, which was 19.95 higher than the previous day. The implied volatity was 18.33, the open interest changed by -12 which decreased total open position to 204
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 72.65, which was -3.40 lower than the previous day. The implied volatity was 23.38, the open interest changed by 12 which increased total open position to 217
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 76.05, which was -14.00 lower than the previous day. The implied volatity was 19.99, the open interest changed by -5 which decreased total open position to 204
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 90.05, which was -8.00 lower than the previous day. The implied volatity was 20.17, the open interest changed by -3 which decreased total open position to 210
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 98.05, which was 1.05 higher than the previous day. The implied volatity was 18.47, the open interest changed by -3 which decreased total open position to 213
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 97, which was 19.55 higher than the previous day. The implied volatity was 15.86, the open interest changed by -9 which decreased total open position to 217
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 77.45, which was 6.30 higher than the previous day. The implied volatity was 20.26, the open interest changed by -86 which decreased total open position to 226
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 71.15, which was -1.75 lower than the previous day. The implied volatity was 19.32, the open interest changed by -8 which decreased total open position to 310
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 72.9, which was 16.35 higher than the previous day. The implied volatity was 23.35, the open interest changed by -9 which decreased total open position to 315
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 56.55, which was -6.45 lower than the previous day. The implied volatity was 23.08, the open interest changed by 83 which increased total open position to 326
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 63, which was -25.00 lower than the previous day. The implied volatity was 25.39, the open interest changed by 32 which increased total open position to 241
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 88, which was 7.80 higher than the previous day. The implied volatity was 24.17, the open interest changed by 95 which increased total open position to 210
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 80.2, which was 2.20 higher than the previous day. The implied volatity was 22.16, the open interest changed by 13 which increased total open position to 115
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 78, which was -5.00 lower than the previous day. The implied volatity was 24.87, the open interest changed by -37 which decreased total open position to 104
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 83, which was 28.00 higher than the previous day. The implied volatity was 22.60, the open interest changed by -29 which decreased total open position to 112
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 55, which was 0.65 higher than the previous day. The implied volatity was 21.53, the open interest changed by 31 which increased total open position to 145
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 54.35, which was 0.00 lower than the previous day. The implied volatity was 23.15, the open interest changed by 31 which increased total open position to 114
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 54.35, which was 13.80 higher than the previous day. The implied volatity was 23.15, the open interest changed by 31 which increased total open position to 114
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 40.55, which was -11.40 lower than the previous day. The implied volatity was 22.42, the open interest changed by 34 which increased total open position to 82
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 51.95, which was 3.95 higher than the previous day. The implied volatity was 20.65, the open interest changed by 1 which increased total open position to 47
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 48, which was -7.00 lower than the previous day. The implied volatity was 22.38, the open interest changed by 13 which increased total open position to 45
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 55, which was -10.35 lower than the previous day. The implied volatity was 21.44, the open interest changed by 5 which increased total open position to 32
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 65.35, which was 9.95 higher than the previous day. The implied volatity was 21.69, the open interest changed by -3 which decreased total open position to 25
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 55.4, which was 10.40 higher than the previous day. The implied volatity was 23.42, the open interest changed by 12 which increased total open position to 27
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 45, which was -14.65 lower than the previous day. The implied volatity was 23.15, the open interest changed by 4 which increased total open position to 12
On 6 Nov TECHM was trading at 1693.55. The strike last trading price was 59.65, which was 18.90 higher than the previous day. The implied volatity was 20.53, the open interest changed by 1 which increased total open position to 6
On 5 Nov TECHM was trading at 1632.65. The strike last trading price was 40.75, which was -6.55 lower than the previous day. The implied volatity was 24.69, the open interest changed by 4 which increased total open position to 5
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 47.3, which was lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
| TECHM 26DEC2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.84
Theta: -1.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1686.05 | 24.9 | 18.80 | 21.58 | 4,441 | -329 | 452 |
| 19 Dec | 1754.35 | 6.1 | 1.45 | 25.81 | 2,095 | 21 | 790 |
| 18 Dec | 1778.90 | 4.65 | -0.65 | 27.39 | 630 | 26 | 767 |
| 17 Dec | 1770.75 | 5.3 | 0.25 | 25.08 | 671 | -6 | 744 |
| 16 Dec | 1775.55 | 5.05 | 1.20 | 25.17 | 593 | -46 | 752 |
| 13 Dec | 1796.40 | 3.85 | -1.10 | 24.83 | 847 | -21 | 805 |
| 12 Dec | 1789.60 | 4.95 | -5.45 | 23.22 | 1,861 | 17 | 861 |
| 11 Dec | 1762.80 | 10.4 | 0.05 | 23.26 | 752 | 74 | 840 |
| 10 Dec | 1763.55 | 10.35 | 0.70 | 23.96 | 1,087 | -71 | 767 |
| 9 Dec | 1777.85 | 9.65 | 0.95 | 25.43 | 811 | -46 | 843 |
| 6 Dec | 1782.80 | 8.7 | -1.80 | 24.03 | 752 | 29 | 890 |
| 5 Dec | 1786.95 | 10.5 | -6.20 | 25.20 | 3,863 | 277 | 868 |
| 4 Dec | 1759.60 | 16.7 | -2.30 | 24.83 | 1,212 | -31 | 591 |
| 3 Dec | 1749.50 | 19 | -2.95 | 24.55 | 888 | 8 | 623 |
| 2 Dec | 1745.95 | 21.95 | -12.30 | 24.77 | 1,119 | 27 | 617 |
| 29 Nov | 1712.30 | 34.25 | -0.55 | 24.88 | 1,122 | 87 | 591 |
| 28 Nov | 1713.35 | 34.8 | 10.80 | 25.27 | 2,372 | 155 | 506 |
| 27 Nov | 1756.80 | 24 | -3.00 | 26.25 | 418 | 54 | 350 |
| 26 Nov | 1745.40 | 27 | -3.00 | 26.34 | 291 | 60 | 286 |
| 25 Nov | 1732.60 | 30 | 2.25 | 25.62 | 332 | 96 | 215 |
| 22 Nov | 1747.45 | 27.75 | -18.15 | 25.08 | 210 | 56 | 175 |
| 21 Nov | 1702.25 | 45.9 | -2.90 | 26.18 | 114 | 23 | 119 |
| 20 Nov | 1699.65 | 48.8 | 0.00 | 25.08 | 215 | 70 | 95 |
| 19 Nov | 1699.65 | 48.8 | -14.65 | 25.08 | 215 | 69 | 95 |
| 18 Nov | 1660.80 | 63.45 | 3.25 | 25.47 | 2 | 1 | 26 |
| 14 Nov | 1687.50 | 60.2 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Nov | 1675.60 | 60.2 | 10.20 | 24.70 | 11 | 3 | 26 |
| 12 Nov | 1687.00 | 50 | 3.00 | 23.45 | 9 | 3 | 24 |
| 11 Nov | 1704.15 | 47 | -13.60 | 24.91 | 20 | 17 | 21 |
| 8 Nov | 1681.35 | 60.6 | -9.90 | 24.82 | 6 | 4 | 6 |
| 7 Nov | 1651.00 | 70.5 | -49.30 | 23.64 | 2 | 0 | 0 |
| 6 Nov | 1693.55 | 119.8 | 0.00 | 0.76 | 0 | 0 | 0 |
| 5 Nov | 1632.65 | 119.8 | 119.80 | - | 0 | 0 | 0 |
| 1 Nov | 1603.65 | 0 | - | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1700 expiring on 26DEC2024
Delta for 1700 PE is -0.59
Historical price for 1700 PE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 24.9, which was 18.80 higher than the previous day. The implied volatity was 21.58, the open interest changed by -329 which decreased total open position to 452
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 6.1, which was 1.45 higher than the previous day. The implied volatity was 25.81, the open interest changed by 21 which increased total open position to 790
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 4.65, which was -0.65 lower than the previous day. The implied volatity was 27.39, the open interest changed by 26 which increased total open position to 767
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 5.3, which was 0.25 higher than the previous day. The implied volatity was 25.08, the open interest changed by -6 which decreased total open position to 744
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 5.05, which was 1.20 higher than the previous day. The implied volatity was 25.17, the open interest changed by -46 which decreased total open position to 752
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 3.85, which was -1.10 lower than the previous day. The implied volatity was 24.83, the open interest changed by -21 which decreased total open position to 805
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 4.95, which was -5.45 lower than the previous day. The implied volatity was 23.22, the open interest changed by 17 which increased total open position to 861
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 10.4, which was 0.05 higher than the previous day. The implied volatity was 23.26, the open interest changed by 74 which increased total open position to 840
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 10.35, which was 0.70 higher than the previous day. The implied volatity was 23.96, the open interest changed by -71 which decreased total open position to 767
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 9.65, which was 0.95 higher than the previous day. The implied volatity was 25.43, the open interest changed by -46 which decreased total open position to 843
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 8.7, which was -1.80 lower than the previous day. The implied volatity was 24.03, the open interest changed by 29 which increased total open position to 890
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 10.5, which was -6.20 lower than the previous day. The implied volatity was 25.20, the open interest changed by 277 which increased total open position to 868
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 16.7, which was -2.30 lower than the previous day. The implied volatity was 24.83, the open interest changed by -31 which decreased total open position to 591
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 19, which was -2.95 lower than the previous day. The implied volatity was 24.55, the open interest changed by 8 which increased total open position to 623
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 21.95, which was -12.30 lower than the previous day. The implied volatity was 24.77, the open interest changed by 27 which increased total open position to 617
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 34.25, which was -0.55 lower than the previous day. The implied volatity was 24.88, the open interest changed by 87 which increased total open position to 591
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 34.8, which was 10.80 higher than the previous day. The implied volatity was 25.27, the open interest changed by 155 which increased total open position to 506
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 24, which was -3.00 lower than the previous day. The implied volatity was 26.25, the open interest changed by 54 which increased total open position to 350
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 27, which was -3.00 lower than the previous day. The implied volatity was 26.34, the open interest changed by 60 which increased total open position to 286
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 30, which was 2.25 higher than the previous day. The implied volatity was 25.62, the open interest changed by 96 which increased total open position to 215
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 27.75, which was -18.15 lower than the previous day. The implied volatity was 25.08, the open interest changed by 56 which increased total open position to 175
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 45.9, which was -2.90 lower than the previous day. The implied volatity was 26.18, the open interest changed by 23 which increased total open position to 119
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 48.8, which was 0.00 lower than the previous day. The implied volatity was 25.08, the open interest changed by 70 which increased total open position to 95
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 48.8, which was -14.65 lower than the previous day. The implied volatity was 25.08, the open interest changed by 69 which increased total open position to 95
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 63.45, which was 3.25 higher than the previous day. The implied volatity was 25.47, the open interest changed by 1 which increased total open position to 26
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 60.2, 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 13 Nov TECHM was trading at 1675.60. The strike last trading price was 60.2, which was 10.20 higher than the previous day. The implied volatity was 24.70, the open interest changed by 3 which increased total open position to 26
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 50, which was 3.00 higher than the previous day. The implied volatity was 23.45, the open interest changed by 3 which increased total open position to 24
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 47, which was -13.60 lower than the previous day. The implied volatity was 24.91, the open interest changed by 17 which increased total open position to 21
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 60.6, which was -9.90 lower than the previous day. The implied volatity was 24.82, the open interest changed by 4 which increased total open position to 6
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 70.5, which was -49.30 lower than the previous day. The implied volatity was 23.64, 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 119.8, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 119.8, which was 119.80 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
