TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Nov 2024 04:12 PM IST
| TECHM 28NOV2024 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.93
Theta: -1.53
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1702.25 | 21.05 | 0.75 | 19.20 | 6,237 | 50 | 1,428 | |||
| 20 Nov | 1699.65 | 20.3 | 0.00 | 20.86 | 6,728 | -117 | 1,376 | |||
| 19 Nov | 1699.65 | 20.3 | 8.95 | 20.86 | 6,728 | -119 | 1,376 | |||
| 18 Nov | 1660.80 | 11.35 | -10.35 | 20.84 | 2,567 | 90 | 1,491 | |||
| 14 Nov | 1687.50 | 21.7 | 1.30 | 17.71 | 2,673 | -19 | 1,404 | |||
| 13 Nov | 1675.60 | 20.4 | -7.05 | 21.49 | 2,234 | 109 | 1,604 | |||
| 12 Nov | 1687.00 | 27.45 | -8.20 | 20.57 | 1,909 | 64 | 1,529 | |||
| 11 Nov | 1704.15 | 35.65 | 11.25 | 19.65 | 3,514 | 118 | 1,467 | |||
| 8 Nov | 1681.35 | 24.4 | 4.15 | 19.57 | 3,635 | -80 | 1,355 | |||
| 7 Nov | 1651.00 | 20.25 | -18.15 | 22.41 | 3,643 | -15 | 1,437 | |||
| 6 Nov | 1693.55 | 38.4 | 18.25 | 22.13 | 6,488 | 371 | 1,451 | |||
| 5 Nov | 1632.65 | 20.15 | -3.70 | 26.03 | 2,066 | 103 | 1,088 | |||
| 4 Nov | 1638.40 | 23.85 | 1.65 | 27.31 | 3,407 | 136 | 986 | |||
| 1 Nov | 1603.65 | 22.2 | -2.20 | 30.45 | 260 | 2 | 850 | |||
| 31 Oct | 1608.65 | 24.4 | -19.00 | - | 2,158 | 298 | 838 | |||
| 30 Oct | 1684.95 | 43.4 | -7.10 | - | 881 | 92 | 536 | |||
| 29 Oct | 1698.50 | 50.5 | -2.10 | - | 594 | -2 | 444 | |||
| 28 Oct | 1702.55 | 52.6 | -6.85 | - | 804 | 48 | 445 | |||
| 25 Oct | 1716.45 | 59.45 | -14.90 | - | 94 | 1 | 397 | |||
| 24 Oct | 1735.75 | 74.35 | 1.50 | - | 42 | -8 | 396 | |||
| 23 Oct | 1735.95 | 72.85 | 21.15 | - | 408 | -10 | 404 | |||
| 22 Oct | 1696.55 | 51.7 | -4.10 | - | 713 | 130 | 414 | |||
| 21 Oct | 1701.20 | 55.8 | -1.45 | - | 764 | 63 | 285 | |||
| 18 Oct | 1687.90 | 57.25 | -11.25 | - | 488 | 128 | 223 | |||
| 17 Oct | 1699.00 | 68.5 | 24.00 | - | 257 | 30 | 95 | |||
| 16 Oct | 1660.30 | 44.5 | -6.20 | - | 79 | -7 | 64 | |||
|
|
||||||||||
| 15 Oct | 1675.35 | 50.7 | -13.40 | - | 49 | 13 | 71 | |||
| 14 Oct | 1692.50 | 64.1 | 19.60 | - | 78 | 38 | 58 | |||
| 11 Oct | 1647.05 | 44.5 | 5.25 | - | 13 | 1 | 19 | |||
| 10 Oct | 1619.70 | 39.25 | -9.75 | - | 17 | 7 | 14 | |||
| 9 Oct | 1658.80 | 49 | 13.65 | - | 7 | 1 | 7 | |||
| 8 Oct | 1629.10 | 35.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1618.55 | 35.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1616.45 | 35.35 | 0.00 | - | 0 | 2 | 0 | |||
| 3 Oct | 1604.05 | 35.35 | -6.70 | - | 4 | 2 | 6 | |||
| 1 Oct | 1625.40 | 42.05 | - | 6 | 3 | 3 | ||||
For Tech Mahindra Limited - strike price 1700 expiring on 28NOV2024
Delta for 1700 CE is 0.56
Historical price for 1700 CE is as follows
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 21.05, which was 0.75 higher than the previous day. The implied volatity was 19.20, the open interest changed by 50 which increased total open position to 1428
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 20.86, the open interest changed by -117 which decreased total open position to 1376
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 20.3, which was 8.95 higher than the previous day. The implied volatity was 20.86, the open interest changed by -119 which decreased total open position to 1376
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 11.35, which was -10.35 lower than the previous day. The implied volatity was 20.84, the open interest changed by 90 which increased total open position to 1491
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 21.7, which was 1.30 higher than the previous day. The implied volatity was 17.71, the open interest changed by -19 which decreased total open position to 1404
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 20.4, which was -7.05 lower than the previous day. The implied volatity was 21.49, the open interest changed by 109 which increased total open position to 1604
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 27.45, which was -8.20 lower than the previous day. The implied volatity was 20.57, the open interest changed by 64 which increased total open position to 1529
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 35.65, which was 11.25 higher than the previous day. The implied volatity was 19.65, the open interest changed by 118 which increased total open position to 1467
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 24.4, which was 4.15 higher than the previous day. The implied volatity was 19.57, the open interest changed by -80 which decreased total open position to 1355
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 20.25, which was -18.15 lower than the previous day. The implied volatity was 22.41, the open interest changed by -15 which decreased total open position to 1437
On 6 Nov TECHM was trading at 1693.55. The strike last trading price was 38.4, which was 18.25 higher than the previous day. The implied volatity was 22.13, the open interest changed by 371 which increased total open position to 1451
On 5 Nov TECHM was trading at 1632.65. The strike last trading price was 20.15, which was -3.70 lower than the previous day. The implied volatity was 26.03, the open interest changed by 103 which increased total open position to 1088
On 4 Nov TECHM was trading at 1638.40. The strike last trading price was 23.85, which was 1.65 higher than the previous day. The implied volatity was 27.31, the open interest changed by 136 which increased total open position to 986
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 22.2, which was -2.20 lower than the previous day. The implied volatity was 30.45, the open interest changed by 2 which increased total open position to 850
On 31 Oct TECHM was trading at 1608.65. The strike last trading price was 24.4, which was -19.00 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 43.4, which was -7.10 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 50.5, which was -2.10 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 52.6, which was -6.85 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 59.45, which was -14.90 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 74.35, which was 1.50 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 72.85, which was 21.15 higher 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 51.7, which was -4.10 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 55.8, which was -1.45 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 57.25, which was -11.25 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 68.5, which was 24.00 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 44.5, which was -6.20 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 50.7, which was -13.40 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 64.1, which was 19.60 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 44.5, which was 5.25 higher 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 39.25, which was -9.75 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 49, which was 13.65 higher 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 35.35, 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 35.35, 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 35.35, 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 35.35, which was -6.70 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 42.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TECHM 28NOV2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.93
Theta: -1.47
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1702.25 | 21 | -5.30 | 25.31 | 3,544 | -51 | 718 |
| 20 Nov | 1699.65 | 26.3 | 0.00 | 22.97 | 5,120 | 342 | 772 |
| 19 Nov | 1699.65 | 26.3 | -18.35 | 22.97 | 5,120 | 345 | 772 |
| 18 Nov | 1660.80 | 44.65 | 11.45 | 24.80 | 417 | -37 | 428 |
| 14 Nov | 1687.50 | 33.2 | -9.05 | 23.78 | 779 | -12 | 466 |
| 13 Nov | 1675.60 | 42.25 | 7.45 | 23.03 | 756 | -76 | 478 |
| 12 Nov | 1687.00 | 34.8 | 5.15 | 23.47 | 1,630 | -10 | 569 |
| 11 Nov | 1704.15 | 29.65 | -15.85 | 24.44 | 1,497 | 211 | 579 |
| 8 Nov | 1681.35 | 45.5 | -16.15 | 24.33 | 455 | 46 | 372 |
| 7 Nov | 1651.00 | 61.65 | 24.55 | 25.21 | 770 | -77 | 327 |
| 6 Nov | 1693.55 | 37.1 | -42.75 | 23.41 | 1,131 | 199 | 404 |
| 5 Nov | 1632.65 | 79.85 | -0.10 | 26.85 | 99 | 6 | 210 |
| 4 Nov | 1638.40 | 79.95 | -26.85 | 27.74 | 162 | -27 | 205 |
| 1 Nov | 1603.65 | 106.8 | 7.80 | 30.77 | 2 | -1 | 232 |
| 31 Oct | 1608.65 | 99 | 38.35 | - | 431 | -42 | 233 |
| 30 Oct | 1684.95 | 60.65 | 8.30 | - | 355 | 21 | 273 |
| 29 Oct | 1698.50 | 52.35 | 0.35 | - | 305 | -10 | 253 |
| 28 Oct | 1702.55 | 52 | 0.55 | - | 570 | 7 | 263 |
| 25 Oct | 1716.45 | 51.45 | 13.10 | - | 348 | 7 | 256 |
| 24 Oct | 1735.75 | 38.35 | -4.70 | - | 119 | 19 | 249 |
| 23 Oct | 1735.95 | 43.05 | -14.95 | - | 324 | 102 | 229 |
| 22 Oct | 1696.55 | 58 | -2.00 | - | 126 | 37 | 126 |
| 21 Oct | 1701.20 | 60 | -5.15 | - | 212 | 53 | 91 |
| 18 Oct | 1687.90 | 65.15 | 6.15 | - | 78 | -4 | 38 |
| 17 Oct | 1699.00 | 59 | -13.85 | - | 46 | 26 | 35 |
| 16 Oct | 1660.30 | 72.85 | 0.00 | - | 0 | 4 | 0 |
| 15 Oct | 1675.35 | 72.85 | 4.70 | - | 27 | 4 | 9 |
| 14 Oct | 1692.50 | 68.15 | -56.35 | - | 6 | 4 | 4 |
| 11 Oct | 1647.05 | 124.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1619.70 | 124.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1658.80 | 124.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1629.10 | 124.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1618.55 | 124.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1616.45 | 124.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1604.05 | 124.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1625.40 | 124.5 | - | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1700 expiring on 28NOV2024
Delta for 1700 PE is -0.45
Historical price for 1700 PE is as follows
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 21, which was -5.30 lower than the previous day. The implied volatity was 25.31, the open interest changed by -51 which decreased total open position to 718
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 26.3, which was 0.00 lower than the previous day. The implied volatity was 22.97, the open interest changed by 342 which increased total open position to 772
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 26.3, which was -18.35 lower than the previous day. The implied volatity was 22.97, the open interest changed by 345 which increased total open position to 772
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 44.65, which was 11.45 higher than the previous day. The implied volatity was 24.80, the open interest changed by -37 which decreased total open position to 428
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 33.2, which was -9.05 lower than the previous day. The implied volatity was 23.78, the open interest changed by -12 which decreased total open position to 466
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 42.25, which was 7.45 higher than the previous day. The implied volatity was 23.03, the open interest changed by -76 which decreased total open position to 478
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 34.8, which was 5.15 higher than the previous day. The implied volatity was 23.47, the open interest changed by -10 which decreased total open position to 569
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 29.65, which was -15.85 lower than the previous day. The implied volatity was 24.44, the open interest changed by 211 which increased total open position to 579
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 45.5, which was -16.15 lower than the previous day. The implied volatity was 24.33, the open interest changed by 46 which increased total open position to 372
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 61.65, which was 24.55 higher than the previous day. The implied volatity was 25.21, the open interest changed by -77 which decreased total open position to 327
On 6 Nov TECHM was trading at 1693.55. The strike last trading price was 37.1, which was -42.75 lower than the previous day. The implied volatity was 23.41, the open interest changed by 199 which increased total open position to 404
On 5 Nov TECHM was trading at 1632.65. The strike last trading price was 79.85, which was -0.10 lower than the previous day. The implied volatity was 26.85, the open interest changed by 6 which increased total open position to 210
On 4 Nov TECHM was trading at 1638.40. The strike last trading price was 79.95, which was -26.85 lower than the previous day. The implied volatity was 27.74, the open interest changed by -27 which decreased total open position to 205
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 106.8, which was 7.80 higher than the previous day. The implied volatity was 30.77, the open interest changed by -1 which decreased total open position to 232
On 31 Oct TECHM was trading at 1608.65. The strike last trading price was 99, which was 38.35 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 60.65, which was 8.30 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 52.35, which was 0.35 higher 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 52, which was 0.55 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 51.45, which was 13.10 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 38.35, which was -4.70 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 43.05, which was -14.95 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 58, which was -2.00 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 60, which was -5.15 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 65.15, which was 6.15 higher 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 59, which was -13.85 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 72.85, 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 72.85, which was 4.70 higher 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 68.15, which was -56.35 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 124.5, 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 124.5, 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 124.5, 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 124.5, 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 124.5, 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 124.5, 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 124.5, 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 124.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
