TECHM
Tech Mahindra Limited
Historical option data for TECHM
20 Dec 2024 04:12 PM IST
| TECHM 26DEC2024 1780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.24
Theta: -0.53
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1686.05 | 1.25 | -14.30 | 25.38 | 4,002 | 68 | 912 | |||
| 19 Dec | 1754.35 | 15.55 | -7.75 | 26.42 | 3,897 | 41 | 856 | |||
| 18 Dec | 1778.90 | 23.3 | 0.30 | 22.74 | 2,913 | 55 | 809 | |||
| 17 Dec | 1770.75 | 23 | -4.20 | 24.64 | 2,980 | 86 | 755 | |||
| 16 Dec | 1775.55 | 27.2 | -9.80 | 23.63 | 2,221 | 147 | 668 | |||
| 13 Dec | 1796.40 | 37 | 4.30 | 18.43 | 2,490 | -88 | 526 | |||
| 12 Dec | 1789.60 | 32.7 | 9.80 | 19.37 | 4,148 | -49 | 614 | |||
| 11 Dec | 1762.80 | 22.9 | -2.50 | 21.65 | 1,304 | 48 | 658 | |||
| 10 Dec | 1763.55 | 25.4 | -8.90 | 20.44 | 2,342 | -45 | 613 | |||
| 9 Dec | 1777.85 | 34.3 | -5.20 | 20.60 | 1,846 | 108 | 663 | |||
| 6 Dec | 1782.80 | 39.5 | 0.35 | 19.03 | 1,395 | -4 | 556 | |||
| 5 Dec | 1786.95 | 39.15 | 10.15 | 18.20 | 4,378 | 36 | 566 | |||
| 4 Dec | 1759.60 | 29 | 3.25 | 20.28 | 2,810 | 38 | 531 | |||
| 3 Dec | 1749.50 | 25.75 | -2.30 | 19.78 | 1,122 | 214 | 494 | |||
| 2 Dec | 1745.95 | 28.05 | 6.20 | 22.19 | 947 | 64 | 381 | |||
| 29 Nov | 1712.30 | 21.85 | -4.65 | 23.10 | 462 | 32 | 322 | |||
| 28 Nov | 1713.35 | 26.5 | -15.40 | 24.90 | 548 | 60 | 289 | |||
| 27 Nov | 1756.80 | 41.9 | 4.05 | 24.07 | 599 | 73 | 227 | |||
| 26 Nov | 1745.40 | 37.85 | 1.55 | 23.26 | 121 | 18 | 154 | |||
| 25 Nov | 1732.60 | 36.3 | -3.20 | 24.51 | 199 | 136 | 136 | |||
| 22 Nov | 1747.45 | 39.5 | 13.35 | 22.75 | 23 | 18 | 18 | |||
| 21 Nov | 1702.25 | 26.15 | 0.00 | 3.25 | 0 | 0 | 0 | |||
| 20 Nov | 1699.65 | 26.15 | 0.00 | 3.51 | 0 | 0 | 0 | |||
| 19 Nov | 1699.65 | 26.15 | 0.00 | 3.51 | 0 | 0 | 0 | |||
| 18 Nov | 1660.80 | 26.15 | 0.00 | 4.77 | 0 | 0 | 0 | |||
| 14 Nov | 1687.50 | 26.15 | 0.00 | 3.28 | 0 | 0 | 0 | |||
| 13 Nov | 1675.60 | 26.15 | 0.00 | 4.06 | 0 | 0 | 0 | |||
|
|
||||||||||
| 12 Nov | 1687.00 | 26.15 | 0.00 | 3.36 | 0 | 0 | 0 | |||
| 11 Nov | 1704.15 | 26.15 | 0.00 | 2.48 | 0 | 0 | 0 | |||
| 8 Nov | 1681.35 | 26.15 | 0.00 | 3.59 | 0 | 0 | 0 | |||
| 7 Nov | 1651.00 | 26.15 | 0.00 | 4.27 | 0 | 0 | 0 | |||
| 6 Nov | 1693.55 | 26.15 | 2.63 | 0 | 0 | 0 | ||||
For Tech Mahindra Limited - strike price 1780 expiring on 26DEC2024
Delta for 1780 CE is 0.05
Historical price for 1780 CE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 1.25, which was -14.30 lower than the previous day. The implied volatity was 25.38, the open interest changed by 68 which increased total open position to 912
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 15.55, which was -7.75 lower than the previous day. The implied volatity was 26.42, the open interest changed by 41 which increased total open position to 856
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 23.3, which was 0.30 higher than the previous day. The implied volatity was 22.74, the open interest changed by 55 which increased total open position to 809
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 23, which was -4.20 lower than the previous day. The implied volatity was 24.64, the open interest changed by 86 which increased total open position to 755
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 27.2, which was -9.80 lower than the previous day. The implied volatity was 23.63, the open interest changed by 147 which increased total open position to 668
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 37, which was 4.30 higher than the previous day. The implied volatity was 18.43, the open interest changed by -88 which decreased total open position to 526
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 32.7, which was 9.80 higher than the previous day. The implied volatity was 19.37, the open interest changed by -49 which decreased total open position to 614
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 22.9, which was -2.50 lower than the previous day. The implied volatity was 21.65, the open interest changed by 48 which increased total open position to 658
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 25.4, which was -8.90 lower than the previous day. The implied volatity was 20.44, the open interest changed by -45 which decreased total open position to 613
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 34.3, which was -5.20 lower than the previous day. The implied volatity was 20.60, the open interest changed by 108 which increased total open position to 663
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 39.5, which was 0.35 higher than the previous day. The implied volatity was 19.03, the open interest changed by -4 which decreased total open position to 556
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 39.15, which was 10.15 higher than the previous day. The implied volatity was 18.20, the open interest changed by 36 which increased total open position to 566
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 29, which was 3.25 higher than the previous day. The implied volatity was 20.28, the open interest changed by 38 which increased total open position to 531
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 25.75, which was -2.30 lower than the previous day. The implied volatity was 19.78, the open interest changed by 214 which increased total open position to 494
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 28.05, which was 6.20 higher than the previous day. The implied volatity was 22.19, the open interest changed by 64 which increased total open position to 381
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 21.85, which was -4.65 lower than the previous day. The implied volatity was 23.10, the open interest changed by 32 which increased total open position to 322
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 26.5, which was -15.40 lower than the previous day. The implied volatity was 24.90, the open interest changed by 60 which increased total open position to 289
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 41.9, which was 4.05 higher than the previous day. The implied volatity was 24.07, the open interest changed by 73 which increased total open position to 227
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 37.85, which was 1.55 higher than the previous day. The implied volatity was 23.26, the open interest changed by 18 which increased total open position to 154
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 36.3, which was -3.20 lower than the previous day. The implied volatity was 24.51, the open interest changed by 136 which increased total open position to 136
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 39.5, which was 13.35 higher than the previous day. The implied volatity was 22.75, the open interest changed by 18 which increased total open position to 18
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 26.15, which was 0.00 lower than the previous day. The implied volatity was 3.25, 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 26.15, which was 0.00 lower than the previous day. The implied volatity was 3.51, 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 26.15, which was 0.00 lower than the previous day. The implied volatity was 3.51, 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 26.15, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 26.15, which was 0.00 lower than the previous day. The implied volatity was 3.28, 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 26.15, which was 0.00 lower than the previous day. The implied volatity was 4.06, 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 26.15, which was 0.00 lower than the previous day. The implied volatity was 3.36, 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 26.15, which was 0.00 lower than the previous day. The implied volatity was 2.48, 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 26.15, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 26.15, which was 0.00 lower than the previous day. The implied volatity was 4.27, 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 26.15, which was lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0
| TECHM 26DEC2024 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.34
Theta: -0.39
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1686.05 | 93.7 | 57.80 | 29.61 | 355 | -54 | 341 |
| 19 Dec | 1754.35 | 35.9 | 9.65 | 22.48 | 1,343 | -63 | 399 |
| 18 Dec | 1778.90 | 26.25 | -2.35 | 24.50 | 1,198 | -37 | 465 |
| 17 Dec | 1770.75 | 28.6 | 2.55 | 21.40 | 1,591 | 51 | 501 |
| 16 Dec | 1775.55 | 26.05 | 7.55 | 21.81 | 2,456 | -14 | 454 |
| 13 Dec | 1796.40 | 18.5 | -6.20 | 21.90 | 2,325 | -32 | 474 |
| 12 Dec | 1789.60 | 24.7 | -15.30 | 21.46 | 3,344 | 242 | 495 |
| 11 Dec | 1762.80 | 40 | 1.10 | 21.33 | 286 | 4 | 251 |
| 10 Dec | 1763.55 | 38.9 | 5.10 | 22.78 | 1,014 | -96 | 248 |
| 9 Dec | 1777.85 | 33.8 | 3.15 | 23.89 | 1,379 | -14 | 358 |
| 6 Dec | 1782.80 | 30.65 | -2.95 | 22.63 | 974 | 48 | 370 |
| 5 Dec | 1786.95 | 33.6 | -14.10 | 23.97 | 1,546 | 180 | 317 |
| 4 Dec | 1759.60 | 47.7 | -6.30 | 23.75 | 414 | 81 | 137 |
| 3 Dec | 1749.50 | 54 | -3.05 | 24.58 | 34 | 18 | 61 |
| 2 Dec | 1745.95 | 57.05 | -22.15 | 23.73 | 45 | 12 | 43 |
| 29 Nov | 1712.30 | 79.2 | 2.20 | 25.15 | 36 | 4 | 28 |
| 28 Nov | 1713.35 | 77 | 20.10 | 24.38 | 13 | 6 | 23 |
| 27 Nov | 1756.80 | 56.9 | -11.30 | 25.63 | 34 | 11 | 18 |
| 26 Nov | 1745.40 | 68.2 | -0.75 | 29.01 | 3 | 2 | 7 |
| 25 Nov | 1732.60 | 68.95 | -108.80 | 25.87 | 18 | 3 | 3 |
| 22 Nov | 1747.45 | 177.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1702.25 | 177.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1699.65 | 177.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1699.65 | 177.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1660.80 | 177.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1687.50 | 177.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1675.60 | 177.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1687.00 | 177.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1704.15 | 177.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1681.35 | 177.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1651.00 | 177.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1693.55 | 177.75 | - | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1780 expiring on 26DEC2024
Delta for 1780 PE is -0.91
Historical price for 1780 PE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 93.7, which was 57.80 higher than the previous day. The implied volatity was 29.61, the open interest changed by -54 which decreased total open position to 341
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 35.9, which was 9.65 higher than the previous day. The implied volatity was 22.48, the open interest changed by -63 which decreased total open position to 399
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 26.25, which was -2.35 lower than the previous day. The implied volatity was 24.50, the open interest changed by -37 which decreased total open position to 465
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 28.6, which was 2.55 higher than the previous day. The implied volatity was 21.40, the open interest changed by 51 which increased total open position to 501
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 26.05, which was 7.55 higher than the previous day. The implied volatity was 21.81, the open interest changed by -14 which decreased total open position to 454
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 18.5, which was -6.20 lower than the previous day. The implied volatity was 21.90, the open interest changed by -32 which decreased total open position to 474
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 24.7, which was -15.30 lower than the previous day. The implied volatity was 21.46, the open interest changed by 242 which increased total open position to 495
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 40, which was 1.10 higher than the previous day. The implied volatity was 21.33, the open interest changed by 4 which increased total open position to 251
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 38.9, which was 5.10 higher than the previous day. The implied volatity was 22.78, the open interest changed by -96 which decreased total open position to 248
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 33.8, which was 3.15 higher than the previous day. The implied volatity was 23.89, the open interest changed by -14 which decreased total open position to 358
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 30.65, which was -2.95 lower than the previous day. The implied volatity was 22.63, the open interest changed by 48 which increased total open position to 370
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 33.6, which was -14.10 lower than the previous day. The implied volatity was 23.97, the open interest changed by 180 which increased total open position to 317
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 47.7, which was -6.30 lower than the previous day. The implied volatity was 23.75, the open interest changed by 81 which increased total open position to 137
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 54, which was -3.05 lower than the previous day. The implied volatity was 24.58, the open interest changed by 18 which increased total open position to 61
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 57.05, which was -22.15 lower than the previous day. The implied volatity was 23.73, the open interest changed by 12 which increased total open position to 43
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 79.2, which was 2.20 higher than the previous day. The implied volatity was 25.15, the open interest changed by 4 which increased total open position to 28
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 77, which was 20.10 higher than the previous day. The implied volatity was 24.38, the open interest changed by 6 which increased total open position to 23
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 56.9, which was -11.30 lower than the previous day. The implied volatity was 25.63, the open interest changed by 11 which increased total open position to 18
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 68.2, which was -0.75 lower than the previous day. The implied volatity was 29.01, the open interest changed by 2 which increased total open position to 7
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 68.95, which was -108.80 lower than the previous day. The implied volatity was 25.87, the open interest changed by 3 which increased total open position to 3
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 177.75, 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 21 Nov TECHM was trading at 1702.25. The strike last trading price was 177.75, 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 177.75, 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 177.75, 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 177.75, 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 177.75, 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 177.75, 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 177.75, 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 177.75, 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 177.75, 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 177.75, 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 177.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
