TECHM
Tech Mahindra Limited
Historical option data for TECHM
07 Jan 2025 04:12 PM IST
TECHM 30JAN2025 1780 CE | ||||||||||
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Delta: 0.21
Vega: 1.21
Theta: -0.82
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 1671.15 | 13.4 | -2.55 | 27.52 | 339 | 31 | 290 | |||
6 Jan | 1686.30 | 15.95 | -0.95 | 25.58 | 539 | -7 | 260 | |||
3 Jan | 1689.45 | 16.9 | -8.75 | 24.10 | 812 | -88 | 267 | |||
2 Jan | 1726.95 | 25.65 | 5.90 | 22.82 | 808 | 38 | 356 | |||
1 Jan | 1703.85 | 19.75 | -0.85 | 22.53 | 599 | 50 | 318 | |||
31 Dec | 1706.20 | 20.6 | -4.35 | 22.39 | 584 | 20 | 269 | |||
30 Dec | 1740.85 | 24.95 | 5.30 | 19.83 | 550 | 61 | 248 | |||
27 Dec | 1711.65 | 19.65 | -2.65 | 19.54 | 322 | 76 | 186 | |||
26 Dec | 1698.70 | 22.3 | 0.15 | 22.77 | 149 | 26 | 109 | |||
24 Dec | 1704.90 | 22.15 | -8.10 | 19.64 | 48 | 8 | 81 | |||
23 Dec | 1712.40 | 30.25 | 2.25 | 23.24 | 51 | 21 | 71 | |||
20 Dec | 1686.05 | 28 | -32.80 | 25.05 | 64 | 31 | 49 | |||
19 Dec | 1754.35 | 60.8 | -7.20 | 27.03 | 13 | 2 | 17 | |||
18 Dec | 1778.90 | 68 | 0.00 | 24.70 | 8 | 3 | 14 | |||
17 Dec | 1770.75 | 68 | -2.00 | 26.24 | 1 | 0 | 11 | |||
16 Dec | 1775.55 | 70 | -12.00 | 24.94 | 4 | 1 | 10 | |||
13 Dec | 1796.40 | 82 | 1.50 | 22.74 | 15 | 7 | 10 | |||
12 Dec | 1789.60 | 80.5 | 14.65 | 25.40 | 6 | 0 | 3 | |||
11 Dec | 1762.80 | 65.85 | -2.85 | 25.55 | 1 | 0 | 3 | |||
10 Dec | 1763.55 | 68.7 | -7.95 | 24.40 | 3 | 0 | 2 | |||
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9 Dec | 1777.85 | 76.65 | -1.15 | 24.38 | 4 | 0 | 2 | |||
6 Dec | 1782.80 | 77.8 | 1.90 | 21.73 | 1 | 0 | 2 | |||
5 Dec | 1786.95 | 75.9 | 7.15 | 21.15 | 2 | 1 | 1 | |||
4 Dec | 1759.60 | 68.75 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 1749.50 | 68.75 | 0.00 | 0.15 | 0 | 0 | 0 | |||
2 Dec | 1745.95 | 68.75 | 0.00 | 0.42 | 0 | 0 | 0 | |||
29 Nov | 1712.30 | 68.75 | 1.57 | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1780 expiring on 30JAN2025
Delta for 1780 CE is 0.21
Historical price for 1780 CE is as follows
On 7 Jan TECHM was trading at 1671.15. The strike last trading price was 13.4, which was -2.55 lower than the previous day. The implied volatity was 27.52, the open interest changed by 31 which increased total open position to 290
On 6 Jan TECHM was trading at 1686.30. The strike last trading price was 15.95, which was -0.95 lower than the previous day. The implied volatity was 25.58, the open interest changed by -7 which decreased total open position to 260
On 3 Jan TECHM was trading at 1689.45. The strike last trading price was 16.9, which was -8.75 lower than the previous day. The implied volatity was 24.10, the open interest changed by -88 which decreased total open position to 267
On 2 Jan TECHM was trading at 1726.95. The strike last trading price was 25.65, which was 5.90 higher than the previous day. The implied volatity was 22.82, the open interest changed by 38 which increased total open position to 356
On 1 Jan TECHM was trading at 1703.85. The strike last trading price was 19.75, which was -0.85 lower than the previous day. The implied volatity was 22.53, the open interest changed by 50 which increased total open position to 318
On 31 Dec TECHM was trading at 1706.20. The strike last trading price was 20.6, which was -4.35 lower than the previous day. The implied volatity was 22.39, the open interest changed by 20 which increased total open position to 269
On 30 Dec TECHM was trading at 1740.85. The strike last trading price was 24.95, which was 5.30 higher than the previous day. The implied volatity was 19.83, the open interest changed by 61 which increased total open position to 248
On 27 Dec TECHM was trading at 1711.65. The strike last trading price was 19.65, which was -2.65 lower than the previous day. The implied volatity was 19.54, the open interest changed by 76 which increased total open position to 186
On 26 Dec TECHM was trading at 1698.70. The strike last trading price was 22.3, which was 0.15 higher than the previous day. The implied volatity was 22.77, the open interest changed by 26 which increased total open position to 109
On 24 Dec TECHM was trading at 1704.90. The strike last trading price was 22.15, which was -8.10 lower than the previous day. The implied volatity was 19.64, the open interest changed by 8 which increased total open position to 81
On 23 Dec TECHM was trading at 1712.40. The strike last trading price was 30.25, which was 2.25 higher than the previous day. The implied volatity was 23.24, the open interest changed by 21 which increased total open position to 71
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 28, which was -32.80 lower than the previous day. The implied volatity was 25.05, the open interest changed by 31 which increased total open position to 49
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 60.8, which was -7.20 lower than the previous day. The implied volatity was 27.03, the open interest changed by 2 which increased total open position to 17
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 68, which was 0.00 lower than the previous day. The implied volatity was 24.70, the open interest changed by 3 which increased total open position to 14
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 68, which was -2.00 lower than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 11
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 70, which was -12.00 lower than the previous day. The implied volatity was 24.94, the open interest changed by 1 which increased total open position to 10
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 82, which was 1.50 higher than the previous day. The implied volatity was 22.74, the open interest changed by 7 which increased total open position to 10
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 80.5, which was 14.65 higher than the previous day. The implied volatity was 25.40, the open interest changed by 0 which decreased total open position to 3
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 65.85, which was -2.85 lower than the previous day. The implied volatity was 25.55, the open interest changed by 0 which decreased total open position to 3
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 68.7, which was -7.95 lower than the previous day. The implied volatity was 24.40, the open interest changed by 0 which decreased total open position to 2
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 76.65, which was -1.15 lower than the previous day. The implied volatity was 24.38, the open interest changed by 0 which decreased total open position to 2
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 77.8, which was 1.90 higher than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 2
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 75.9, which was 7.15 higher than the previous day. The implied volatity was 21.15, the open interest changed by 1 which increased total open position to 1
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 68.75, 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 3 Dec TECHM was trading at 1749.50. The strike last trading price was 68.75, which was 0.00 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 68.75, which was 0.00 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 68.75, which was lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
TECHM 30JAN2025 1780 PE | |||||||
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Delta: -0.71
Vega: 1.43
Theta: -0.81
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 1671.15 | 126.1 | 34.35 | 37.66 | 1 | 0 | 23 |
6 Jan | 1686.30 | 91.75 | -4.25 | 22.15 | 1 | 0 | 23 |
3 Jan | 1689.45 | 96 | 20.00 | 25.89 | 3 | -2 | 24 |
2 Jan | 1726.95 | 76 | -20.90 | 26.68 | 1 | 0 | 26 |
1 Jan | 1703.85 | 96.9 | 0.90 | 31.29 | 3 | -1 | 26 |
31 Dec | 1706.20 | 96 | 19.80 | 30.79 | 6 | 0 | 28 |
30 Dec | 1740.85 | 76.2 | -16.15 | 27.89 | 49 | 13 | 28 |
27 Dec | 1711.65 | 92.35 | 0.00 | 0.00 | 0 | 6 | 0 |
26 Dec | 1698.70 | 92.35 | 1.35 | 24.41 | 13 | 3 | 12 |
24 Dec | 1704.90 | 91 | 1.00 | 27.90 | 6 | 0 | 9 |
23 Dec | 1712.40 | 90 | 7.00 | 27.30 | 13 | 8 | 9 |
20 Dec | 1686.05 | 83 | -30.10 | 14.58 | 3 | 2 | 2 |
19 Dec | 1754.35 | 113.1 | 0.00 | - | 0 | 0 | 0 |
18 Dec | 1778.90 | 113.1 | 0.00 | 0.82 | 0 | 0 | 0 |
17 Dec | 1770.75 | 113.1 | 0.00 | 0.40 | 0 | 0 | 0 |
16 Dec | 1775.55 | 113.1 | 0.00 | 0.80 | 0 | 0 | 0 |
13 Dec | 1796.40 | 113.1 | 0.00 | 1.87 | 0 | 0 | 0 |
12 Dec | 1789.60 | 113.1 | 0.00 | 1.23 | 0 | 0 | 0 |
11 Dec | 1762.80 | 113.1 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 1763.55 | 113.1 | 0.00 | 0.45 | 0 | 0 | 0 |
9 Dec | 1777.85 | 113.1 | 0.00 | 0.98 | 0 | 0 | 0 |
6 Dec | 1782.80 | 113.1 | 0.00 | 1.40 | 0 | 0 | 0 |
5 Dec | 1786.95 | 113.1 | 0.00 | 1.21 | 0 | 0 | 0 |
4 Dec | 1759.60 | 113.1 | 0.00 | 0.35 | 0 | 0 | 0 |
3 Dec | 1749.50 | 113.1 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 1745.95 | 113.1 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 1712.30 | 113.1 | - | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1780 expiring on 30JAN2025
Delta for 1780 PE is -0.71
Historical price for 1780 PE is as follows
On 7 Jan TECHM was trading at 1671.15. The strike last trading price was 126.1, which was 34.35 higher than the previous day. The implied volatity was 37.66, the open interest changed by 0 which decreased total open position to 23
On 6 Jan TECHM was trading at 1686.30. The strike last trading price was 91.75, which was -4.25 lower than the previous day. The implied volatity was 22.15, the open interest changed by 0 which decreased total open position to 23
On 3 Jan TECHM was trading at 1689.45. The strike last trading price was 96, which was 20.00 higher than the previous day. The implied volatity was 25.89, the open interest changed by -2 which decreased total open position to 24
On 2 Jan TECHM was trading at 1726.95. The strike last trading price was 76, which was -20.90 lower than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 26
On 1 Jan TECHM was trading at 1703.85. The strike last trading price was 96.9, which was 0.90 higher than the previous day. The implied volatity was 31.29, the open interest changed by -1 which decreased total open position to 26
On 31 Dec TECHM was trading at 1706.20. The strike last trading price was 96, which was 19.80 higher than the previous day. The implied volatity was 30.79, the open interest changed by 0 which decreased total open position to 28
On 30 Dec TECHM was trading at 1740.85. The strike last trading price was 76.2, which was -16.15 lower than the previous day. The implied volatity was 27.89, the open interest changed by 13 which increased total open position to 28
On 27 Dec TECHM was trading at 1711.65. The strike last trading price was 92.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 26 Dec TECHM was trading at 1698.70. The strike last trading price was 92.35, which was 1.35 higher than the previous day. The implied volatity was 24.41, the open interest changed by 3 which increased total open position to 12
On 24 Dec TECHM was trading at 1704.90. The strike last trading price was 91, which was 1.00 higher than the previous day. The implied volatity was 27.90, the open interest changed by 0 which decreased total open position to 9
On 23 Dec TECHM was trading at 1712.40. The strike last trading price was 90, which was 7.00 higher than the previous day. The implied volatity was 27.30, the open interest changed by 8 which increased total open position to 9
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 83, which was -30.10 lower than the previous day. The implied volatity was 14.58, the open interest changed by 2 which increased total open position to 2
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 113.1, 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 Dec TECHM was trading at 1778.90. The strike last trading price was 113.1, which was 0.00 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 113.1, which was 0.00 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 113.1, which was 0.00 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 113.1, which was 0.00 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 113.1, which was 0.00 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 113.1, 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 10 Dec TECHM was trading at 1763.55. The strike last trading price was 113.1, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 113.1, which was 0.00 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 113.1, which was 0.00 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 113.1, which was 0.00 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 113.1, which was 0.00 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 113.1, 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 2 Dec TECHM was trading at 1745.95. The strike last trading price was 113.1, 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 29 Nov TECHM was trading at 1712.30. The strike last trading price was 113.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0