TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Nov 2024 04:12 PM IST
| TECHM 28NOV2024 1840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.18
Theta: -0.40
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1702.25 | 0.95 | 0.00 | 29.79 | 73 | -11 | 298 | |||
| 20 Nov | 1699.65 | 0.95 | 0.00 | 27.89 | 359 | 73 | 321 | |||
| 19 Nov | 1699.65 | 0.95 | 0.25 | 27.89 | 359 | 85 | 321 | |||
| 18 Nov | 1660.80 | 0.7 | -0.70 | 29.07 | 68 | -20 | 263 | |||
| 14 Nov | 1687.50 | 1.4 | -0.30 | 23.96 | 92 | -16 | 286 | |||
| 13 Nov | 1675.60 | 1.7 | -0.70 | 26.35 | 104 | -55 | 304 | |||
| 12 Nov | 1687.00 | 2.4 | -0.95 | 24.97 | 143 | 5 | 360 | |||
|
|
||||||||||
| 11 Nov | 1704.15 | 3.35 | 0.75 | 23.75 | 334 | -16 | 355 | |||
| 8 Nov | 1681.35 | 2.6 | -0.05 | 24.10 | 304 | 51 | 371 | |||
| 7 Nov | 1651.00 | 2.65 | -2.05 | 26.62 | 424 | 32 | 324 | |||
| 6 Nov | 1693.55 | 4.7 | 1.45 | 24.09 | 641 | -4 | 297 | |||
| 5 Nov | 1632.65 | 3.25 | -0.70 | 29.25 | 219 | 14 | 301 | |||
| 4 Nov | 1638.40 | 3.95 | -0.35 | 29.52 | 521 | 25 | 288 | |||
| 1 Nov | 1603.65 | 4.3 | -0.85 | 31.93 | 17 | 2 | 262 | |||
| 31 Oct | 1608.65 | 5.15 | -4.45 | - | 335 | 85 | 261 | |||
| 30 Oct | 1684.95 | 9.6 | -1.80 | - | 126 | 35 | 175 | |||
| 29 Oct | 1698.50 | 11.4 | -1.15 | - | 86 | 20 | 139 | |||
| 28 Oct | 1702.55 | 12.55 | -2.85 | - | 122 | 48 | 120 | |||
| 25 Oct | 1716.45 | 15.4 | -5.40 | - | 26 | 6 | 72 | |||
| 24 Oct | 1735.75 | 20.8 | -0.40 | - | 11 | -1 | 66 | |||
| 23 Oct | 1735.95 | 21.2 | 5.85 | - | 96 | -1 | 66 | |||
| 22 Oct | 1696.55 | 15.35 | 0.50 | - | 24 | 1 | 66 | |||
| 21 Oct | 1701.20 | 14.85 | -0.15 | - | 119 | 36 | 64 | |||
| 18 Oct | 1687.90 | 15 | -4.45 | - | 26 | 11 | 19 | |||
| 17 Oct | 1699.00 | 19.45 | 8.05 | - | 10 | 6 | 7 | |||
| 16 Oct | 1660.30 | 11.4 | 11.40 | - | 0 | 1 | 0 | |||
| 17 Sept | 1651.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 1649.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 1656.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1643.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1645.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 1644.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1646.65 | 0 | - | 0 | 0 | 0 | ||||
For Tech Mahindra Limited - strike price 1840 expiring on 28NOV2024
Delta for 1840 CE is 0.03
Historical price for 1840 CE is as follows
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 29.79, the open interest changed by -11 which decreased total open position to 298
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 27.89, the open interest changed by 73 which increased total open position to 321
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 0.95, which was 0.25 higher than the previous day. The implied volatity was 27.89, the open interest changed by 85 which increased total open position to 321
On 18 Nov TECHM was trading at 1660.80. The strike last trading price was 0.7, which was -0.70 lower than the previous day. The implied volatity was 29.07, the open interest changed by -20 which decreased total open position to 263
On 14 Nov TECHM was trading at 1687.50. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 23.96, the open interest changed by -16 which decreased total open position to 286
On 13 Nov TECHM was trading at 1675.60. The strike last trading price was 1.7, which was -0.70 lower than the previous day. The implied volatity was 26.35, the open interest changed by -55 which decreased total open position to 304
On 12 Nov TECHM was trading at 1687.00. The strike last trading price was 2.4, which was -0.95 lower than the previous day. The implied volatity was 24.97, the open interest changed by 5 which increased total open position to 360
On 11 Nov TECHM was trading at 1704.15. The strike last trading price was 3.35, which was 0.75 higher than the previous day. The implied volatity was 23.75, the open interest changed by -16 which decreased total open position to 355
On 8 Nov TECHM was trading at 1681.35. The strike last trading price was 2.6, which was -0.05 lower than the previous day. The implied volatity was 24.10, the open interest changed by 51 which increased total open position to 371
On 7 Nov TECHM was trading at 1651.00. The strike last trading price was 2.65, which was -2.05 lower than the previous day. The implied volatity was 26.62, the open interest changed by 32 which increased total open position to 324
On 6 Nov TECHM was trading at 1693.55. The strike last trading price was 4.7, which was 1.45 higher than the previous day. The implied volatity was 24.09, the open interest changed by -4 which decreased total open position to 297
On 5 Nov TECHM was trading at 1632.65. The strike last trading price was 3.25, which was -0.70 lower than the previous day. The implied volatity was 29.25, the open interest changed by 14 which increased total open position to 301
On 4 Nov TECHM was trading at 1638.40. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was 29.52, the open interest changed by 25 which increased total open position to 288
On 1 Nov TECHM was trading at 1603.65. The strike last trading price was 4.3, which was -0.85 lower than the previous day. The implied volatity was 31.93, the open interest changed by 2 which increased total open position to 262
On 31 Oct TECHM was trading at 1608.65. The strike last trading price was 5.15, which was -4.45 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 9.6, which was -1.80 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 11.4, which was -1.15 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 12.55, 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 25 Oct TECHM was trading at 1716.45. The strike last trading price was 15.4, which was -5.40 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 20.8, which was -0.40 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 21.2, which was 5.85 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 15.35, which was 0.50 higher 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 14.85, which was -0.15 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 15, which was -4.45 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 19.45, which was 8.05 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 11.4, which was 11.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept TECHM was trading at 1651.55. The strike last trading price was 0, 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 Sept TECHM was trading at 1649.00. The strike last trading price was 0, 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 13 Sept TECHM was trading at 1656.05. The strike last trading price was 0, 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 12 Sept TECHM was trading at 1643.25. The strike last trading price was 0, 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 Sept TECHM was trading at 1645.30. The strike last trading price was 0, 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 Sept TECHM was trading at 1644.10. The strike last trading price was 0, 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 2 Sept TECHM was trading at 1646.65. 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 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.67
Theta: -2.60
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1702.25 | 150.5 | -54.65 | 63.00 | 2 | 1 | 1 |
| 20 Nov | 1699.65 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1699.65 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1660.80 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1687.50 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1675.60 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1687.00 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1704.15 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1681.35 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1651.00 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1693.55 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1632.65 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1638.40 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1603.65 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1608.65 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1684.95 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1698.50 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1702.55 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1716.45 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1735.75 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1735.95 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1696.55 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1701.20 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1687.90 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1699.00 | 205.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1660.30 | 205.15 | 205.15 | - | 0 | 0 | 0 |
| 17 Sept | 1651.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 1649.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 1656.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1643.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1645.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 1644.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1646.65 | 0 | - | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1840 expiring on 28NOV2024
Delta for 1840 PE is -0.80
Historical price for 1840 PE is as follows
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 150.5, which was -54.65 lower than the previous day. The implied volatity was 63.00, the open interest changed by 1 which increased total open position to 1
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 5 Nov TECHM was trading at 1632.65. The strike last trading price was 205.15, 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 4 Nov TECHM was trading at 1638.40. The strike last trading price was 205.15, 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 1 Nov TECHM was trading at 1603.65. The strike last trading price was 205.15, 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 31 Oct TECHM was trading at 1608.65. The strike last trading price was 205.15, 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 205.15, 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 29 Oct TECHM was trading at 1698.50. The strike last trading price was 205.15, 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 28 Oct TECHM was trading at 1702.55. The strike last trading price was 205.15, 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 25 Oct TECHM was trading at 1716.45. The strike last trading price was 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, which was 205.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept TECHM was trading at 1651.55. The strike last trading price was 0, 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 Sept TECHM was trading at 1649.00. The strike last trading price was 0, 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 13 Sept TECHM was trading at 1656.05. The strike last trading price was 0, 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 12 Sept TECHM was trading at 1643.25. The strike last trading price was 0, 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 Sept TECHM was trading at 1645.30. The strike last trading price was 0, 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 Sept TECHM was trading at 1644.10. The strike last trading price was 0, 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 2 Sept TECHM was trading at 1646.65. 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
