TECHM
Tech Mahindra Limited
Historical option data for TECHM
14 Nov 2024 04:12 PM IST
| TECHM 28NOV2024 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 1.06
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1687.50 | 9.35 | -0.30 | 18.95 | 836 | 12 | 537 | |||
| 13 Nov | 1675.60 | 9.65 | -3.55 | 22.28 | 699 | 1 | 531 | |||
| 12 Nov | 1687.00 | 13.2 | -5.35 | 20.96 | 1,251 | 112 | 553 | |||
| 11 Nov | 1704.15 | 18.55 | 5.65 | 20.36 | 1,203 | -14 | 439 | |||
| 8 Nov | 1681.35 | 12.9 | 1.65 | 20.73 | 1,310 | 27 | 456 | |||
| 7 Nov | 1651.00 | 11.25 | -10.90 | 23.46 | 1,051 | 125 | 425 | |||
| 6 Nov | 1693.55 | 22.15 | 10.55 | 22.41 | 1,826 | -57 | 300 | |||
| 5 Nov | 1632.65 | 11.6 | -2.70 | 26.47 | 490 | 15 | 357 | |||
| 4 Nov | 1638.40 | 14.3 | -0.20 | 27.62 | 670 | 40 | 342 | |||
| 1 Nov | 1603.65 | 14.5 | -1.10 | 31.05 | 41 | 19 | 302 | |||
| 31 Oct | 1608.65 | 15.6 | -13.00 | - | 503 | 101 | 282 | |||
| 30 Oct | 1684.95 | 28.6 | -5.45 | - | 397 | 38 | 181 | |||
| 29 Oct | 1698.50 | 34.05 | -1.45 | - | 221 | 3 | 142 | |||
| 28 Oct | 1702.55 | 35.5 | -6.50 | - | 147 | 27 | 139 | |||
| 25 Oct | 1716.45 | 42 | -11.40 | - | 88 | -6 | 112 | |||
| 24 Oct | 1735.75 | 53.4 | -0.35 | - | 111 | 21 | 118 | |||
| 23 Oct | 1735.95 | 53.75 | 18.10 | - | 277 | 48 | 96 | |||
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| 22 Oct | 1696.55 | 35.65 | -6.30 | - | 45 | 7 | 48 | |||
| 21 Oct | 1701.20 | 41.95 | 2.45 | - | 79 | 36 | 42 | |||
| 18 Oct | 1687.90 | 39.5 | -1.00 | - | 9 | 3 | 3 | |||
| 17 Oct | 1699.00 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1660.30 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1675.35 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1692.50 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1647.05 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1619.70 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1658.80 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1629.10 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1618.55 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1616.45 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1604.05 | 40.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1625.40 | 40.5 | - | 0 | 0 | 0 | ||||
For Tech Mahindra Limited - strike price 1740 expiring on 28NOV2024
Delta for 1740 CE is 0.25
Historical price for 1740 CE is as follows
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 9.35, which was -0.30 lower than the previous day. The implied volatity was 18.95, the open interest changed by 12 which increased total open position to 537
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 9.65, which was -3.55 lower than the previous day. The implied volatity was 22.28, the open interest changed by 1 which increased total open position to 531
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 13.2, which was -5.35 lower than the previous day. The implied volatity was 20.96, the open interest changed by 112 which increased total open position to 553
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 18.55, which was 5.65 higher than the previous day. The implied volatity was 20.36, the open interest changed by -14 which decreased total open position to 439
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 12.9, which was 1.65 higher than the previous day. The implied volatity was 20.73, the open interest changed by 27 which increased total open position to 456
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 11.25, which was -10.90 lower than the previous day. The implied volatity was 23.46, the open interest changed by 125 which increased total open position to 425
On 6 Nov TECHM was trading at 1693.55. The strike last trading price was 22.15, which was 10.55 higher than the previous day. The implied volatity was 22.41, the open interest changed by -57 which decreased total open position to 300
On 5 Nov TECHM was trading at 1632.65. The strike last trading price was 11.6, which was -2.70 lower than the previous day. The implied volatity was 26.47, the open interest changed by 15 which increased total open position to 357
On 4 Nov TECHM was trading at 1638.40. The strike last trading price was 14.3, which was -0.20 lower than the previous day. The implied volatity was 27.62, the open interest changed by 40 which increased total open position to 342
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 14.5, which was -1.10 lower than the previous day. The implied volatity was 31.05, the open interest changed by 19 which increased total open position to 302
On 31 Oct TECHM was trading at 1608.65. The strike last trading price was 15.6, which was -13.00 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 28.6, which was -5.45 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 34.05, 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 28 Oct TECHM was trading at 1702.55. The strike last trading price was 35.5, which was -6.50 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 42, which was -11.40 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 53.4, which was -0.35 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 53.75, which was 18.10 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 35.65, which was -6.30 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 41.95, which was 2.45 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 39.5, which was -1.00 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 40.5, 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 16 Oct TECHM was trading at 1660.30. The strike last trading price was 40.5, 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 15 Oct TECHM was trading at 1675.35. The strike last trading price was 40.5, 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 14 Oct TECHM was trading at 1692.50. The strike last trading price was 40.5, 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 11 Oct TECHM was trading at 1647.05. The strike last trading price was 40.5, 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 40.5, 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 40.5, 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 40.5, 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 40.5, 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 40.5, 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 40.5, 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 40.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TECHM 28NOV2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 1.18
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1687.50 | 60.2 | -11.75 | 25.62 | 216 | 0 | 171 |
| 13 Nov | 1675.60 | 71.95 | 10.95 | 24.79 | 85 | 6 | 169 |
| 12 Nov | 1687.00 | 61 | 8.55 | 24.75 | 172 | 23 | 179 |
| 11 Nov | 1704.15 | 52.45 | -18.20 | 25.33 | 171 | 16 | 159 |
| 8 Nov | 1681.35 | 70.65 | -24.55 | 23.94 | 38 | 6 | 143 |
| 7 Nov | 1651.00 | 95.2 | 34.55 | 29.04 | 36 | 11 | 135 |
| 6 Nov | 1693.55 | 60.65 | -49.30 | 23.79 | 88 | 15 | 124 |
| 5 Nov | 1632.65 | 109.95 | -1.70 | 26.54 | 6 | -3 | 110 |
| 4 Nov | 1638.40 | 111.65 | -17.85 | 29.31 | 25 | -13 | 113 |
| 1 Nov | 1603.65 | 129.5 | 0.00 | 22.71 | 1 | 0 | 126 |
| 31 Oct | 1608.65 | 129.5 | 44.55 | - | 43 | -1 | 127 |
| 30 Oct | 1684.95 | 84.95 | 6.20 | - | 89 | 27 | 124 |
| 29 Oct | 1698.50 | 78.75 | 3.60 | - | 81 | 17 | 98 |
| 28 Oct | 1702.55 | 75.15 | 3.20 | - | 82 | 27 | 81 |
| 25 Oct | 1716.45 | 71.95 | 14.45 | - | 80 | -7 | 54 |
| 24 Oct | 1735.75 | 57.5 | -3.50 | - | 36 | 20 | 61 |
| 23 Oct | 1735.95 | 61 | -17.00 | - | 70 | 31 | 39 |
| 22 Oct | 1696.55 | 78 | -0.55 | - | 3 | 2 | 7 |
| 21 Oct | 1701.20 | 78.55 | -21.45 | - | 10 | 3 | 5 |
| 18 Oct | 1687.90 | 100 | -51.75 | - | 2 | 0 | 0 |
| 17 Oct | 1699.00 | 151.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1660.30 | 151.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1675.35 | 151.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1692.50 | 151.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1647.05 | 151.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1619.70 | 151.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1658.80 | 151.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1629.10 | 151.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1618.55 | 151.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1616.45 | 151.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1604.05 | 151.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1625.40 | 151.75 | - | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1740 expiring on 28NOV2024
Delta for 1740 PE is -0.68
Historical price for 1740 PE is as follows
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 60.2, which was -11.75 lower than the previous day. The implied volatity was 25.62, the open interest changed by 0 which decreased total open position to 171
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 71.95, which was 10.95 higher than the previous day. The implied volatity was 24.79, the open interest changed by 6 which increased total open position to 169
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 61, which was 8.55 higher than the previous day. The implied volatity was 24.75, the open interest changed by 23 which increased total open position to 179
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 52.45, which was -18.20 lower than the previous day. The implied volatity was 25.33, the open interest changed by 16 which increased total open position to 159
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 70.65, which was -24.55 lower than the previous day. The implied volatity was 23.94, the open interest changed by 6 which increased total open position to 143
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 95.2, which was 34.55 higher than the previous day. The implied volatity was 29.04, the open interest changed by 11 which increased total open position to 135
On 6 Nov TECHM was trading at 1693.55. The strike last trading price was 60.65, which was -49.30 lower than the previous day. The implied volatity was 23.79, the open interest changed by 15 which increased total open position to 124
On 5 Nov TECHM was trading at 1632.65. The strike last trading price was 109.95, which was -1.70 lower than the previous day. The implied volatity was 26.54, the open interest changed by -3 which decreased total open position to 110
On 4 Nov TECHM was trading at 1638.40. The strike last trading price was 111.65, which was -17.85 lower than the previous day. The implied volatity was 29.31, the open interest changed by -13 which decreased total open position to 113
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 129.5, which was 0.00 lower than the previous day. The implied volatity was 22.71, the open interest changed by 0 which decreased total open position to 126
On 31 Oct TECHM was trading at 1608.65. The strike last trading price was 129.5, which was 44.55 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 84.95, which was 6.20 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 78.75, which was 3.60 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 75.15, which was 3.20 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 71.95, which was 14.45 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 57.5, which was -3.50 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 61, which was -17.00 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 78, which was -0.55 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 78.55, which was -21.45 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 100, which was -51.75 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 151.75, 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 16 Oct TECHM was trading at 1660.30. The strike last trading price was 151.75, 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 15 Oct TECHM was trading at 1675.35. The strike last trading price was 151.75, 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 14 Oct TECHM was trading at 1692.50. The strike last trading price was 151.75, 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 11 Oct TECHM was trading at 1647.05. The strike last trading price was 151.75, 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 10 Oct TECHM was trading at 1619.70. The strike last trading price was 151.75, 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 9 Oct TECHM was trading at 1658.80. The strike last trading price was 151.75, 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 8 Oct TECHM was trading at 1629.10. The strike last trading price was 151.75, 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 7 Oct TECHM was trading at 1618.55. The strike last trading price was 151.75, 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 4 Oct TECHM was trading at 1616.45. The strike last trading price was 151.75, 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 3 Oct TECHM was trading at 1604.05. The strike last trading price was 151.75, 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 1 Oct TECHM was trading at 1625.40. The strike last trading price was 151.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
