TECHM
Tech Mahindra Limited
Historical option data for TECHM
20 Dec 2024 04:12 PM IST
| TECHM 26DEC2024 1740 CE | ||||||||||
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Delta: 0.15
Vega: 0.50
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 1686.05 | 3.6 | -32.35 | 22.07 | 3,826 | 374 | 587 | |||
| 19 Dec | 1754.35 | 35.95 | -12.55 | 28.20 | 1,473 | 65 | 209 | |||
| 18 Dec | 1778.90 | 48.5 | 1.70 | 23.47 | 72 | 6 | 144 | |||
| 17 Dec | 1770.75 | 46.8 | -4.55 | 26.32 | 135 | 4 | 138 | |||
| 16 Dec | 1775.55 | 51.35 | -14.55 | 23.86 | 156 | 6 | 135 | |||
| 13 Dec | 1796.40 | 65.9 | 6.85 | 17.68 | 372 | -34 | 129 | |||
| 12 Dec | 1789.60 | 59.05 | 15.55 | 19.12 | 583 | -35 | 161 | |||
| 11 Dec | 1762.80 | 43.5 | -3.25 | 22.05 | 551 | -19 | 200 | |||
| 10 Dec | 1763.55 | 46.75 | -11.25 | 20.22 | 364 | 2 | 222 | |||
| 9 Dec | 1777.85 | 58 | -7.90 | 19.89 | 141 | 3 | 224 | |||
| 6 Dec | 1782.80 | 65.9 | 0.75 | 19.13 | 154 | 16 | 220 | |||
| 5 Dec | 1786.95 | 65.15 | 15.25 | 17.82 | 792 | -83 | 203 | |||
| 4 Dec | 1759.60 | 49.9 | 5.00 | 20.35 | 1,505 | -41 | 285 | |||
| 3 Dec | 1749.50 | 44.9 | -2.10 | 19.58 | 1,198 | -38 | 324 | |||
| 2 Dec | 1745.95 | 47 | 10.75 | 22.50 | 2,024 | -8 | 361 | |||
| 29 Nov | 1712.30 | 36.25 | -5.45 | 23.03 | 831 | 48 | 369 | |||
| 28 Nov | 1713.35 | 41.7 | -20.30 | 24.89 | 1,731 | 135 | 323 | |||
| 27 Nov | 1756.80 | 62 | 5.65 | 23.93 | 508 | -16 | 187 | |||
| 26 Nov | 1745.40 | 56.35 | 1.80 | 22.78 | 620 | 63 | 203 | |||
| 25 Nov | 1732.60 | 54.55 | -4.25 | 24.63 | 194 | 101 | 141 | |||
| 22 Nov | 1747.45 | 58.8 | 22.80 | 22.74 | 213 | 46 | 86 | |||
| 21 Nov | 1702.25 | 36 | -1.90 | 21.60 | 19 | 7 | 40 | |||
| 20 Nov | 1699.65 | 37.9 | 0.00 | 23.63 | 33 | 7 | 33 | |||
| 19 Nov | 1699.65 | 37.9 | 11.90 | 23.63 | 33 | 7 | 33 | |||
| 18 Nov | 1660.80 | 26 | -9.00 | 22.47 | 28 | 18 | 26 | |||
| 14 Nov | 1687.50 | 35 | 2.50 | 21.05 | 4 | 0 | 7 | |||
| 13 Nov | 1675.60 | 32.5 | -10.35 | 22.60 | 7 | 1 | 6 | |||
| 12 Nov | 1687.00 | 42.85 | 0.85 | 23.95 | 4 | 1 | 2 | |||
| 11 Nov | 1704.15 | 42 | 6.55 | 20.24 | 1 | 0 | 0 | |||
| 8 Nov | 1681.35 | 35.45 | 0.00 | 1.86 | 0 | 0 | 0 | |||
| 7 Nov | 1651.00 | 35.45 | 0.00 | 2.91 | 0 | 0 | 0 | |||
| 6 Nov | 1693.55 | 35.45 | 0.97 | 0 | 0 | 0 | ||||
For Tech Mahindra Limited - strike price 1740 expiring on 26DEC2024
Delta for 1740 CE is 0.15
Historical price for 1740 CE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 3.6, which was -32.35 lower than the previous day. The implied volatity was 22.07, the open interest changed by 374 which increased total open position to 587
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 35.95, which was -12.55 lower than the previous day. The implied volatity was 28.20, the open interest changed by 65 which increased total open position to 209
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 48.5, which was 1.70 higher than the previous day. The implied volatity was 23.47, the open interest changed by 6 which increased total open position to 144
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 46.8, which was -4.55 lower than the previous day. The implied volatity was 26.32, the open interest changed by 4 which increased total open position to 138
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 51.35, which was -14.55 lower than the previous day. The implied volatity was 23.86, the open interest changed by 6 which increased total open position to 135
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 65.9, which was 6.85 higher than the previous day. The implied volatity was 17.68, the open interest changed by -34 which decreased total open position to 129
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 59.05, which was 15.55 higher than the previous day. The implied volatity was 19.12, the open interest changed by -35 which decreased total open position to 161
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 43.5, which was -3.25 lower than the previous day. The implied volatity was 22.05, the open interest changed by -19 which decreased total open position to 200
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 46.75, which was -11.25 lower than the previous day. The implied volatity was 20.22, the open interest changed by 2 which increased total open position to 222
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 58, which was -7.90 lower than the previous day. The implied volatity was 19.89, the open interest changed by 3 which increased total open position to 224
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 65.9, which was 0.75 higher than the previous day. The implied volatity was 19.13, the open interest changed by 16 which increased total open position to 220
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 65.15, which was 15.25 higher than the previous day. The implied volatity was 17.82, the open interest changed by -83 which decreased total open position to 203
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 49.9, which was 5.00 higher than the previous day. The implied volatity was 20.35, the open interest changed by -41 which decreased total open position to 285
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 44.9, which was -2.10 lower than the previous day. The implied volatity was 19.58, the open interest changed by -38 which decreased total open position to 324
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 47, which was 10.75 higher than the previous day. The implied volatity was 22.50, the open interest changed by -8 which decreased total open position to 361
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 36.25, which was -5.45 lower than the previous day. The implied volatity was 23.03, the open interest changed by 48 which increased total open position to 369
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 41.7, which was -20.30 lower than the previous day. The implied volatity was 24.89, the open interest changed by 135 which increased total open position to 323
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 62, which was 5.65 higher than the previous day. The implied volatity was 23.93, the open interest changed by -16 which decreased total open position to 187
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 56.35, which was 1.80 higher than the previous day. The implied volatity was 22.78, the open interest changed by 63 which increased total open position to 203
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 54.55, which was -4.25 lower than the previous day. The implied volatity was 24.63, the open interest changed by 101 which increased total open position to 141
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 58.8, which was 22.80 higher than the previous day. The implied volatity was 22.74, the open interest changed by 46 which increased total open position to 86
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 36, which was -1.90 lower than the previous day. The implied volatity was 21.60, the open interest changed by 7 which increased total open position to 40
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 37.9, which was 0.00 lower than the previous day. The implied volatity was 23.63, the open interest changed by 7 which increased total open position to 33
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 37.9, which was 11.90 higher than the previous day. The implied volatity was 23.63, the open interest changed by 7 which increased total open position to 33
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 26, which was -9.00 lower than the previous day. The implied volatity was 22.47, the open interest changed by 18 which increased total open position to 26
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 35, which was 2.50 higher than the previous day. The implied volatity was 21.05, the open interest changed by 0 which decreased total open position to 7
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 32.5, which was -10.35 lower than the previous day. The implied volatity was 22.60, the open interest changed by 1 which increased total open position to 6
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 42.85, which was 0.85 higher than the previous day. The implied volatity was 23.95, the open interest changed by 1 which increased total open position to 2
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 42, which was 6.55 higher than the previous day. The implied volatity was 20.24, 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 35.45, which was 0.00 lower than the previous day. The implied volatity was 1.86, 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 35.45, which was 0.00 lower than the previous day. The implied volatity was 2.91, 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 35.45, which was lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
| TECHM 26DEC2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.52
Theta: -0.60
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1686.05 | 55.4 | 39.05 | 23.06 | 1,769 | -232 | 207 |
| 19 Dec | 1754.35 | 16.35 | 5.00 | 24.38 | 2,622 | 67 | 418 |
| 18 Dec | 1778.90 | 11.35 | -1.30 | 25.40 | 540 | -21 | 349 |
| 17 Dec | 1770.75 | 12.65 | 1.25 | 22.86 | 960 | -24 | 370 |
| 16 Dec | 1775.55 | 11.4 | 3.20 | 22.81 | 889 | 9 | 394 |
| 13 Dec | 1796.40 | 8.2 | -2.95 | 22.76 | 1,334 | -125 | 385 |
| 12 Dec | 1789.60 | 11.15 | -9.80 | 21.77 | 1,711 | 67 | 510 |
| 11 Dec | 1762.80 | 20.95 | 0.45 | 21.85 | 964 | 9 | 438 |
| 10 Dec | 1763.55 | 20.5 | 1.90 | 22.81 | 965 | -16 | 430 |
| 9 Dec | 1777.85 | 18.6 | 2.25 | 24.45 | 915 | 13 | 448 |
| 6 Dec | 1782.80 | 16.35 | -2.60 | 22.83 | 539 | 38 | 436 |
| 5 Dec | 1786.95 | 18.95 | -9.55 | 24.18 | 1,138 | 73 | 398 |
| 4 Dec | 1759.60 | 28.5 | -4.20 | 23.77 | 1,602 | -41 | 325 |
| 3 Dec | 1749.50 | 32.7 | -3.35 | 24.03 | 1,092 | 3 | 368 |
| 2 Dec | 1745.95 | 36.05 | -17.95 | 23.90 | 975 | 122 | 371 |
| 29 Nov | 1712.30 | 54 | 0.00 | 24.96 | 201 | 29 | 251 |
| 28 Nov | 1713.35 | 54 | 16.50 | 25.21 | 1,037 | 70 | 220 |
| 27 Nov | 1756.80 | 37.5 | -4.80 | 25.64 | 288 | 49 | 150 |
| 26 Nov | 1745.40 | 42.3 | -3.55 | 26.20 | 177 | 37 | 102 |
| 25 Nov | 1732.60 | 45.85 | 4.35 | 25.14 | 137 | 64 | 64 |
| 22 Nov | 1747.45 | 41.5 | -106.00 | 23.88 | 3 | 2 | 2 |
| 21 Nov | 1702.25 | 147.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1699.65 | 147.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1699.65 | 147.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1660.80 | 147.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1687.50 | 147.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1675.60 | 147.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1687.00 | 147.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1704.15 | 147.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1681.35 | 147.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1651.00 | 147.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1693.55 | 147.5 | - | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1740 expiring on 26DEC2024
Delta for 1740 PE is -0.84
Historical price for 1740 PE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 55.4, which was 39.05 higher than the previous day. The implied volatity was 23.06, the open interest changed by -232 which decreased total open position to 207
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 16.35, which was 5.00 higher than the previous day. The implied volatity was 24.38, the open interest changed by 67 which increased total open position to 418
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 11.35, which was -1.30 lower than the previous day. The implied volatity was 25.40, the open interest changed by -21 which decreased total open position to 349
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 12.65, which was 1.25 higher than the previous day. The implied volatity was 22.86, the open interest changed by -24 which decreased total open position to 370
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 11.4, which was 3.20 higher than the previous day. The implied volatity was 22.81, the open interest changed by 9 which increased total open position to 394
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 8.2, which was -2.95 lower than the previous day. The implied volatity was 22.76, the open interest changed by -125 which decreased total open position to 385
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 11.15, which was -9.80 lower than the previous day. The implied volatity was 21.77, the open interest changed by 67 which increased total open position to 510
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 20.95, which was 0.45 higher than the previous day. The implied volatity was 21.85, the open interest changed by 9 which increased total open position to 438
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 20.5, which was 1.90 higher than the previous day. The implied volatity was 22.81, the open interest changed by -16 which decreased total open position to 430
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 18.6, which was 2.25 higher than the previous day. The implied volatity was 24.45, the open interest changed by 13 which increased total open position to 448
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 16.35, which was -2.60 lower than the previous day. The implied volatity was 22.83, the open interest changed by 38 which increased total open position to 436
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 18.95, which was -9.55 lower than the previous day. The implied volatity was 24.18, the open interest changed by 73 which increased total open position to 398
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 28.5, which was -4.20 lower than the previous day. The implied volatity was 23.77, the open interest changed by -41 which decreased total open position to 325
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 32.7, which was -3.35 lower than the previous day. The implied volatity was 24.03, the open interest changed by 3 which increased total open position to 368
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 36.05, which was -17.95 lower than the previous day. The implied volatity was 23.90, the open interest changed by 122 which increased total open position to 371
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 54, which was 0.00 lower than the previous day. The implied volatity was 24.96, the open interest changed by 29 which increased total open position to 251
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 54, which was 16.50 higher than the previous day. The implied volatity was 25.21, the open interest changed by 70 which increased total open position to 220
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 37.5, which was -4.80 lower than the previous day. The implied volatity was 25.64, the open interest changed by 49 which increased total open position to 150
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 42.3, which was -3.55 lower than the previous day. The implied volatity was 26.20, the open interest changed by 37 which increased total open position to 102
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 45.85, which was 4.35 higher than the previous day. The implied volatity was 25.14, the open interest changed by 64 which increased total open position to 64
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 41.5, which was -106.00 lower than the previous day. The implied volatity was 23.88, the open interest changed by 2 which increased total open position to 2
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 147.5, 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 20 Nov TECHM was trading at 1699.65. The strike last trading price was 147.5, 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 19 Nov TECHM was trading at 1699.65. The strike last trading price was 147.5, 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 18 Nov TECHM was trading at 1660.80. The strike last trading price was 147.5, 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 147.5, 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 13 Nov TECHM was trading at 1675.60. The strike last trading price was 147.5, 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 12 Nov TECHM was trading at 1687.00. The strike last trading price was 147.5, 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 11 Nov TECHM was trading at 1704.15. The strike last trading price was 147.5, 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 147.5, 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 147.5, 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 147.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
