TECHM
Tech Mahindra Limited
Historical option data for TECHM
20 Dec 2024 04:12 PM IST
| TECHM 26DEC2024 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.13
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1686.05 | 0.6 | -5.55 | 29.57 | 1,657 | -42 | 619 | |||
| 19 Dec | 1754.35 | 6.15 | -3.75 | 27.18 | 1,647 | -40 | 660 | |||
| 18 Dec | 1778.90 | 9.9 | -0.35 | 23.85 | 911 | -60 | 695 | |||
| 17 Dec | 1770.75 | 10.25 | -1.95 | 25.19 | 1,017 | 47 | 757 | |||
| 16 Dec | 1775.55 | 12.2 | -5.30 | 23.65 | 1,191 | -28 | 713 | |||
| 13 Dec | 1796.40 | 17.5 | 1.25 | 17.70 | 2,068 | 77 | 742 | |||
| 12 Dec | 1789.60 | 16.25 | 5.25 | 20.23 | 6,133 | 192 | 670 | |||
| 11 Dec | 1762.80 | 11 | -1.50 | 22.04 | 672 | -25 | 475 | |||
| 10 Dec | 1763.55 | 12.5 | -5.40 | 20.99 | 908 | 76 | 501 | |||
| 9 Dec | 1777.85 | 17.9 | -3.60 | 20.83 | 1,191 | 91 | 423 | |||
| 6 Dec | 1782.80 | 21.5 | -0.65 | 19.36 | 611 | -11 | 333 | |||
| 5 Dec | 1786.95 | 22.15 | 6.65 | 19.18 | 1,441 | 137 | 343 | |||
| 4 Dec | 1759.60 | 15.5 | 1.90 | 20.50 | 909 | -29 | 207 | |||
| 3 Dec | 1749.50 | 13.6 | -2.20 | 20.11 | 389 | -42 | 236 | |||
| 2 Dec | 1745.95 | 15.8 | 3.20 | 22.34 | 767 | 90 | 282 | |||
| 29 Nov | 1712.30 | 12.6 | -3.35 | 23.38 | 334 | 35 | 191 | |||
| 28 Nov | 1713.35 | 15.95 | -10.30 | 24.93 | 318 | 34 | 156 | |||
| 27 Nov | 1756.80 | 26.25 | 2.35 | 23.83 | 135 | 55 | 122 | |||
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| 26 Nov | 1745.40 | 23.9 | 0.05 | 23.43 | 58 | 15 | 68 | |||
| 25 Nov | 1732.60 | 23.85 | 3.85 | 24.95 | 58 | 7 | 52 | |||
| 22 Nov | 1747.45 | 20 | 5.00 | 20.04 | 2 | 0 | 45 | |||
| 21 Nov | 1702.25 | 15 | 0.35 | 23.05 | 2 | 0 | 45 | |||
| 20 Nov | 1699.65 | 14.65 | 0.00 | 23.36 | 56 | 45 | 44 | |||
| 19 Nov | 1699.65 | 14.65 | 23.36 | 56 | 44 | 44 | ||||
For Tech Mahindra Limited - strike price 1820 expiring on 26DEC2024
Delta for 1820 CE is 0.03
Historical price for 1820 CE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 0.6, which was -5.55 lower than the previous day. The implied volatity was 29.57, the open interest changed by -42 which decreased total open position to 619
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 6.15, which was -3.75 lower than the previous day. The implied volatity was 27.18, the open interest changed by -40 which decreased total open position to 660
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 9.9, which was -0.35 lower than the previous day. The implied volatity was 23.85, the open interest changed by -60 which decreased total open position to 695
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 10.25, which was -1.95 lower than the previous day. The implied volatity was 25.19, the open interest changed by 47 which increased total open position to 757
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 12.2, which was -5.30 lower than the previous day. The implied volatity was 23.65, the open interest changed by -28 which decreased total open position to 713
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 17.5, which was 1.25 higher than the previous day. The implied volatity was 17.70, the open interest changed by 77 which increased total open position to 742
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 16.25, which was 5.25 higher than the previous day. The implied volatity was 20.23, the open interest changed by 192 which increased total open position to 670
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 11, which was -1.50 lower than the previous day. The implied volatity was 22.04, the open interest changed by -25 which decreased total open position to 475
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 12.5, which was -5.40 lower than the previous day. The implied volatity was 20.99, the open interest changed by 76 which increased total open position to 501
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 17.9, which was -3.60 lower than the previous day. The implied volatity was 20.83, the open interest changed by 91 which increased total open position to 423
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 21.5, which was -0.65 lower than the previous day. The implied volatity was 19.36, the open interest changed by -11 which decreased total open position to 333
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 22.15, which was 6.65 higher than the previous day. The implied volatity was 19.18, the open interest changed by 137 which increased total open position to 343
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 15.5, which was 1.90 higher than the previous day. The implied volatity was 20.50, the open interest changed by -29 which decreased total open position to 207
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 13.6, which was -2.20 lower than the previous day. The implied volatity was 20.11, the open interest changed by -42 which decreased total open position to 236
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 15.8, which was 3.20 higher than the previous day. The implied volatity was 22.34, the open interest changed by 90 which increased total open position to 282
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 12.6, which was -3.35 lower than the previous day. The implied volatity was 23.38, the open interest changed by 35 which increased total open position to 191
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 15.95, which was -10.30 lower than the previous day. The implied volatity was 24.93, the open interest changed by 34 which increased total open position to 156
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 26.25, which was 2.35 higher than the previous day. The implied volatity was 23.83, the open interest changed by 55 which increased total open position to 122
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 23.9, which was 0.05 higher than the previous day. The implied volatity was 23.43, the open interest changed by 15 which increased total open position to 68
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 23.85, which was 3.85 higher than the previous day. The implied volatity was 24.95, the open interest changed by 7 which increased total open position to 52
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 20, which was 5.00 higher than the previous day. The implied volatity was 20.04, the open interest changed by 0 which decreased total open position to 45
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 15, which was 0.35 higher than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 45
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 14.65, which was 0.00 lower than the previous day. The implied volatity was 23.36, the open interest changed by 45 which increased total open position to 44
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 14.65, which was lower than the previous day. The implied volatity was 23.36, the open interest changed by 44 which increased total open position to 44
| TECHM 26DEC2024 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1686.05 | 95.75 | 25.05 | - | 9 | -5 | 92 |
| 19 Dec | 1754.35 | 70.7 | 18.00 | 28.34 | 18 | -9 | 96 |
| 18 Dec | 1778.90 | 52.7 | 0.00 | 25.89 | 29 | -3 | 105 |
| 17 Dec | 1770.75 | 52.7 | -0.30 | 16.77 | 9 | -2 | 108 |
| 16 Dec | 1775.55 | 53 | 13.65 | 23.58 | 46 | -12 | 111 |
| 13 Dec | 1796.40 | 39.35 | -8.95 | 21.55 | 187 | 23 | 123 |
| 12 Dec | 1789.60 | 48.3 | -20.70 | 22.58 | 523 | 58 | 100 |
| 11 Dec | 1762.80 | 69 | -3.70 | 22.59 | 4 | 0 | 42 |
| 10 Dec | 1763.55 | 72.7 | 15.50 | 28.98 | 8 | -2 | 42 |
| 9 Dec | 1777.85 | 57.2 | 4.70 | 24.34 | 29 | -1 | 43 |
| 6 Dec | 1782.80 | 52.5 | -2.25 | 23.05 | 46 | 20 | 41 |
| 5 Dec | 1786.95 | 54.75 | -17.15 | 24.03 | 21 | 11 | 21 |
| 4 Dec | 1759.60 | 71.9 | -5.50 | 23.10 | 13 | 4 | 9 |
| 3 Dec | 1749.50 | 77.4 | -4.45 | 22.90 | 2 | 0 | 4 |
| 2 Dec | 1745.95 | 81.85 | -7.15 | 22.33 | 2 | 0 | 3 |
| 29 Nov | 1712.30 | 89 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1713.35 | 89 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1756.80 | 89 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 1745.40 | 89 | -2.95 | 26.98 | 1 | 0 | 2 |
| 25 Nov | 1732.60 | 91.95 | -118.15 | 25.52 | 4 | 3 | 3 |
| 22 Nov | 1747.45 | 210.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1702.25 | 210.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1699.65 | 210.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1699.65 | 210.1 | - | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1820 expiring on 26DEC2024
Delta for 1820 PE is -
Historical price for 1820 PE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 95.75, which was 25.05 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 92
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 70.7, which was 18.00 higher than the previous day. The implied volatity was 28.34, the open interest changed by -9 which decreased total open position to 96
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 52.7, which was 0.00 lower than the previous day. The implied volatity was 25.89, the open interest changed by -3 which decreased total open position to 105
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 52.7, which was -0.30 lower than the previous day. The implied volatity was 16.77, the open interest changed by -2 which decreased total open position to 108
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 53, which was 13.65 higher than the previous day. The implied volatity was 23.58, the open interest changed by -12 which decreased total open position to 111
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 39.35, which was -8.95 lower than the previous day. The implied volatity was 21.55, the open interest changed by 23 which increased total open position to 123
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 48.3, which was -20.70 lower than the previous day. The implied volatity was 22.58, the open interest changed by 58 which increased total open position to 100
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 69, which was -3.70 lower than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 42
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 72.7, which was 15.50 higher than the previous day. The implied volatity was 28.98, the open interest changed by -2 which decreased total open position to 42
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 57.2, which was 4.70 higher than the previous day. The implied volatity was 24.34, the open interest changed by -1 which decreased total open position to 43
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 52.5, which was -2.25 lower than the previous day. The implied volatity was 23.05, the open interest changed by 20 which increased total open position to 41
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 54.75, which was -17.15 lower than the previous day. The implied volatity was 24.03, the open interest changed by 11 which increased total open position to 21
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 71.9, which was -5.50 lower than the previous day. The implied volatity was 23.10, the open interest changed by 4 which increased total open position to 9
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 77.4, which was -4.45 lower than the previous day. The implied volatity was 22.90, the open interest changed by 0 which decreased total open position to 4
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 81.85, which was -7.15 lower than the previous day. The implied volatity was 22.33, the open interest changed by 0 which decreased total open position to 3
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 89, 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 28 Nov TECHM was trading at 1713.35. The strike last trading price was 89, 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 27 Nov TECHM was trading at 1756.80. The strike last trading price was 89, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 89, which was -2.95 lower than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 2
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 91.95, which was -118.15 lower than the previous day. The implied volatity was 25.52, 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 210.1, 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 21 Nov TECHM was trading at 1702.25. The strike last trading price was 210.1, 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 20 Nov TECHM was trading at 1699.65. The strike last trading price was 210.1, 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 19 Nov TECHM was trading at 1699.65. The strike last trading price was 210.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
