TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Nov 2024 04:12 PM IST
| TECHM 28NOV2024 1780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.42
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1702.25 | 2.7 | -0.25 | 23.92 | 1,015 | 12 | 303 | |||
| 20 Nov | 1699.65 | 2.95 | 0.00 | 23.67 | 1,141 | 19 | 293 | |||
| 19 Nov | 1699.65 | 2.95 | 1.25 | 23.67 | 1,141 | 21 | 293 | |||
| 18 Nov | 1660.80 | 1.7 | -2.40 | 24.32 | 495 | -51 | 272 | |||
| 14 Nov | 1687.50 | 4.1 | -0.65 | 20.76 | 430 | 4 | 322 | |||
| 13 Nov | 1675.60 | 4.75 | -1.75 | 23.89 | 412 | 15 | 318 | |||
| 12 Nov | 1687.00 | 6.5 | -2.75 | 22.42 | 447 | 17 | 312 | |||
| 11 Nov | 1704.15 | 9.25 | 2.40 | 21.52 | 608 | 10 | 295 | |||
| 8 Nov | 1681.35 | 6.85 | 0.55 | 22.16 | 501 | -11 | 285 | |||
| 7 Nov | 1651.00 | 6.3 | -5.75 | 24.74 | 730 | 26 | 295 | |||
| 6 Nov | 1693.55 | 12.05 | 5.20 | 22.88 | 807 | 24 | 271 | |||
| 5 Nov | 1632.65 | 6.85 | -1.70 | 27.45 | 345 | 29 | 247 | |||
| 4 Nov | 1638.40 | 8.55 | 0.05 | 28.29 | 492 | 64 | 217 | |||
| 1 Nov | 1603.65 | 8.5 | -1.55 | 30.79 | 34 | -6 | 153 | |||
| 31 Oct | 1608.65 | 10.05 | -8.60 | - | 383 | 53 | 159 | |||
| 30 Oct | 1684.95 | 18.65 | -3.55 | - | 147 | 26 | 104 | |||
| 29 Oct | 1698.50 | 22.2 | -1.65 | - | 42 | 7 | 78 | |||
| 28 Oct | 1702.55 | 23.85 | -4.65 | - | 64 | 26 | 71 | |||
| 25 Oct | 1716.45 | 28.5 | -8.90 | - | 24 | -1 | 45 | |||
| 24 Oct | 1735.75 | 37.4 | 0.10 | - | 16 | -4 | 46 | |||
| 23 Oct | 1735.95 | 37.3 | 13.30 | - | 90 | 31 | 50 | |||
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| 22 Oct | 1696.55 | 24 | -2.85 | - | 15 | 7 | 18 | |||
| 21 Oct | 1701.20 | 26.85 | 5.15 | - | 15 | 7 | 12 | |||
| 18 Oct | 1687.90 | 21.7 | -8.65 | - | 1 | 0 | 5 | |||
| 17 Oct | 1699.00 | 30.35 | 8.80 | - | 4 | 0 | 3 | |||
| 16 Oct | 1660.30 | 21.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1675.35 | 21.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1692.50 | 21.55 | 0.00 | - | 1 | 0 | 3 | |||
| 11 Oct | 1647.05 | 21.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1619.70 | 21.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1658.80 | 21.55 | 0.00 | - | 0 | 1 | 0 | |||
| 8 Oct | 1629.10 | 21.55 | 3.30 | - | 1 | 0 | 2 | |||
| 7 Oct | 1618.55 | 18.25 | -1.75 | - | 1 | 0 | 1 | |||
| 4 Oct | 1616.45 | 20 | 0.00 | - | 0 | 1 | 0 | |||
| 3 Oct | 1604.05 | 20 | 20.00 | - | 1 | 0 | 0 | |||
| 1 Oct | 1625.40 | 0 | - | 0 | 0 | 0 | ||||
For Tech Mahindra Limited - strike price 1780 expiring on 28NOV2024
Delta for 1780 CE is 0.10
Historical price for 1780 CE is as follows
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 23.92, the open interest changed by 12 which increased total open position to 303
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was 23.67, the open interest changed by 19 which increased total open position to 293
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 2.95, which was 1.25 higher than the previous day. The implied volatity was 23.67, the open interest changed by 21 which increased total open position to 293
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 1.7, which was -2.40 lower than the previous day. The implied volatity was 24.32, the open interest changed by -51 which decreased total open position to 272
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 4.1, which was -0.65 lower than the previous day. The implied volatity was 20.76, the open interest changed by 4 which increased total open position to 322
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 4.75, which was -1.75 lower than the previous day. The implied volatity was 23.89, the open interest changed by 15 which increased total open position to 318
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 6.5, which was -2.75 lower than the previous day. The implied volatity was 22.42, the open interest changed by 17 which increased total open position to 312
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 9.25, which was 2.40 higher than the previous day. The implied volatity was 21.52, the open interest changed by 10 which increased total open position to 295
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 6.85, which was 0.55 higher than the previous day. The implied volatity was 22.16, the open interest changed by -11 which decreased total open position to 285
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 6.3, which was -5.75 lower than the previous day. The implied volatity was 24.74, the open interest changed by 26 which increased total open position to 295
On 6 Nov TECHM was trading at 1693.55. The strike last trading price was 12.05, which was 5.20 higher than the previous day. The implied volatity was 22.88, the open interest changed by 24 which increased total open position to 271
On 5 Nov TECHM was trading at 1632.65. The strike last trading price was 6.85, which was -1.70 lower than the previous day. The implied volatity was 27.45, the open interest changed by 29 which increased total open position to 247
On 4 Nov TECHM was trading at 1638.40. The strike last trading price was 8.55, which was 0.05 higher than the previous day. The implied volatity was 28.29, the open interest changed by 64 which increased total open position to 217
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 8.5, which was -1.55 lower than the previous day. The implied volatity was 30.79, the open interest changed by -6 which decreased total open position to 153
On 31 Oct TECHM was trading at 1608.65. The strike last trading price was 10.05, which was -8.60 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 18.65, which was -3.55 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 22.2, which was -1.65 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 23.85, which was -4.65 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 28.5, which was -8.90 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 37.4, which was 0.10 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 37.3, which was 13.30 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 24, which was -2.85 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 26.85, which was 5.15 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 21.7, which was -8.65 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 30.35, which was 8.80 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 21.55, 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 21.55, 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 21.55, 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 21.55, 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 21.55, 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 21.55, 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 21.55, which was 3.30 higher 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 18.25, which was -1.75 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 20, 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 20, which was 20.00 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TECHM 28NOV2024 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.66
Theta: -1.26
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1702.25 | 83.05 | -2.20 | 35.25 | 15 | 3 | 22 |
| 20 Nov | 1699.65 | 85.25 | 0.00 | 20.61 | 28 | -1 | 23 |
| 19 Nov | 1699.65 | 85.25 | -12.40 | 20.61 | 28 | 3 | 23 |
| 18 Nov | 1660.80 | 97.65 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Nov | 1687.50 | 97.65 | -10.75 | 32.64 | 2 | 0 | 21 |
| 13 Nov | 1675.60 | 108.4 | 19.00 | 29.21 | 8 | 3 | 21 |
| 12 Nov | 1687.00 | 89.4 | 6.35 | 22.40 | 6 | 1 | 21 |
| 11 Nov | 1704.15 | 83.05 | -47.50 | 27.68 | 16 | 4 | 18 |
| 8 Nov | 1681.35 | 130.55 | 0.00 | 0.00 | 0 | -2 | 0 |
| 7 Nov | 1651.00 | 130.55 | 34.95 | 32.29 | 3 | -1 | 15 |
| 6 Nov | 1693.55 | 95.6 | -55.70 | 28.50 | 12 | 1 | 17 |
| 5 Nov | 1632.65 | 151.3 | 39.25 | 34.06 | 3 | -1 | 15 |
| 4 Nov | 1638.40 | 112.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1603.65 | 112.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1608.65 | 112.05 | 0.00 | - | 0 | 5 | 0 |
| 30 Oct | 1684.95 | 112.05 | 9.10 | - | 6 | 3 | 14 |
| 29 Oct | 1698.50 | 102.95 | 0.45 | - | 11 | 6 | 7 |
| 28 Oct | 1702.55 | 102.5 | -79.00 | - | 2 | 1 | 1 |
| 25 Oct | 1716.45 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1735.75 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1735.95 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1696.55 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1701.20 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1687.90 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1699.00 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1660.30 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1675.35 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1692.50 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1647.05 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1619.70 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1658.80 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1629.10 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1618.55 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1616.45 | 181.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1604.05 | 181.5 | 181.50 | - | 0 | 0 | 0 |
| 1 Oct | 1625.40 | 0 | - | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1780 expiring on 28NOV2024
Delta for 1780 PE is -0.80
Historical price for 1780 PE is as follows
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 83.05, which was -2.20 lower than the previous day. The implied volatity was 35.25, the open interest changed by 3 which increased total open position to 22
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 85.25, which was 0.00 lower than the previous day. The implied volatity was 20.61, the open interest changed by -1 which decreased total open position to 23
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 85.25, which was -12.40 lower than the previous day. The implied volatity was 20.61, the open interest changed by 3 which increased total open position to 23
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 97.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 97.65, which was -10.75 lower than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 21
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 108.4, which was 19.00 higher than the previous day. The implied volatity was 29.21, the open interest changed by 3 which increased total open position to 21
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 89.4, which was 6.35 higher than the previous day. The implied volatity was 22.40, the open interest changed by 1 which increased total open position to 21
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 83.05, which was -47.50 lower than the previous day. The implied volatity was 27.68, the open interest changed by 4 which increased total open position to 18
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 130.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 130.55, which was 34.95 higher than the previous day. The implied volatity was 32.29, the open interest changed by -1 which decreased total open position to 15
On 6 Nov TECHM was trading at 1693.55. The strike last trading price was 95.6, which was -55.70 lower than the previous day. The implied volatity was 28.50, the open interest changed by 1 which increased total open position to 17
On 5 Nov TECHM was trading at 1632.65. The strike last trading price was 151.3, which was 39.25 higher than the previous day. The implied volatity was 34.06, the open interest changed by -1 which decreased total open position to 15
On 4 Nov TECHM was trading at 1638.40. The strike last trading price was 112.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 112.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TECHM was trading at 1608.65. The strike last trading price was 112.05, 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 30 Oct TECHM was trading at 1684.95. The strike last trading price was 112.05, which was 9.10 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 102.95, which was 0.45 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 102.5, which was -79.00 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 181.5, 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 24 Oct TECHM was trading at 1735.75. The strike last trading price was 181.5, 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 23 Oct TECHM was trading at 1735.95. The strike last trading price was 181.5, 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 22 Oct TECHM was trading at 1696.55. The strike last trading price was 181.5, 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 21 Oct TECHM was trading at 1701.20. The strike last trading price was 181.5, 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 18 Oct TECHM was trading at 1687.90. The strike last trading price was 181.5, 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 17 Oct TECHM was trading at 1699.00. The strike last trading price was 181.5, 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 181.5, 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 181.5, 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 181.5, 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 181.5, 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 181.5, 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 181.5, 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 181.5, 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 181.5, 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 181.5, 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 181.5, which was 181.50 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
