TECHM
Tech Mahindra Limited
Historical option data for TECHM
03 Dec 2024 04:12 PM IST
| TECHM 26DEC2024 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 1.04
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1749.50 | 7.15 | -1.45 | 20.97 | 393 | -23 | 303 | |||
| 2 Dec | 1745.95 | 8.6 | 1.40 | 22.80 | 439 | 30 | 326 | |||
| 29 Nov | 1712.30 | 7.2 | -2.40 | 23.96 | 380 | 49 | 301 | |||
| 28 Nov | 1713.35 | 9.6 | -6.10 | 25.43 | 512 | 7 | 254 | |||
| 27 Nov | 1756.80 | 15.7 | 1.20 | 23.83 | 452 | 119 | 248 | |||
| 26 Nov | 1745.40 | 14.5 | -0.50 | 23.69 | 179 | 12 | 129 | |||
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| 25 Nov | 1732.60 | 15 | -4.95 | 25.25 | 179 | 63 | 117 | |||
| 22 Nov | 1747.45 | 19.95 | 9.25 | 25.65 | 153 | 64 | 118 | |||
| 21 Nov | 1702.25 | 10.7 | 1.10 | 24.76 | 3 | -1 | 52 | |||
| 20 Nov | 1699.65 | 9.6 | 0.00 | 24.25 | 83 | 53 | 57 | |||
| 19 Nov | 1699.65 | 9.6 | 24.25 | 83 | 57 | 57 | ||||
For Tech Mahindra Limited - strike price 1860 expiring on 26DEC2024
Delta for 1860 CE is 0.15
Historical price for 1860 CE is as follows
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 7.15, which was -1.45 lower than the previous day. The implied volatity was 20.97, the open interest changed by -23 which decreased total open position to 303
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 8.6, which was 1.40 higher than the previous day. The implied volatity was 22.80, the open interest changed by 30 which increased total open position to 326
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 7.2, which was -2.40 lower than the previous day. The implied volatity was 23.96, the open interest changed by 49 which increased total open position to 301
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 9.6, which was -6.10 lower than the previous day. The implied volatity was 25.43, the open interest changed by 7 which increased total open position to 254
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 15.7, which was 1.20 higher than the previous day. The implied volatity was 23.83, the open interest changed by 119 which increased total open position to 248
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 14.5, which was -0.50 lower than the previous day. The implied volatity was 23.69, the open interest changed by 12 which increased total open position to 129
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 15, which was -4.95 lower than the previous day. The implied volatity was 25.25, the open interest changed by 63 which increased total open position to 117
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 19.95, which was 9.25 higher than the previous day. The implied volatity was 25.65, the open interest changed by 64 which increased total open position to 118
On 21 Nov TECHM was trading at 1702.25. The strike last trading price was 10.7, which was 1.10 higher than the previous day. The implied volatity was 24.76, the open interest changed by -1 which decreased total open position to 52
On 20 Nov TECHM was trading at 1699.65. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 24.25, the open interest changed by 53 which increased total open position to 57
On 19 Nov TECHM was trading at 1699.65. The strike last trading price was 9.6, which was lower than the previous day. The implied volatity was 24.25, the open interest changed by 57 which increased total open position to 57
| TECHM 26DEC2024 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1749.50 | 127.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 1745.95 | 127.7 | -8.45 | 33.06 | 2 | 0 | 2 |
| 29 Nov | 1712.30 | 136.15 | -108.05 | 18.77 | 2 | 1 | 1 |
| 28 Nov | 1713.35 | 244.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1756.80 | 244.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1745.40 | 244.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1732.60 | 244.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1747.45 | 244.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1702.25 | 244.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1699.65 | 244.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1699.65 | 244.2 | - | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1860 expiring on 26DEC2024
Delta for 1860 PE is 0.00
Historical price for 1860 PE is as follows
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 127.7, 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 2 Dec TECHM was trading at 1745.95. The strike last trading price was 127.7, which was -8.45 lower than the previous day. The implied volatity was 33.06, the open interest changed by 0 which decreased total open position to 2
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 136.15, which was -108.05 lower than the previous day. The implied volatity was 18.77, the open interest changed by 1 which increased total open position to 1
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 244.2, 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 27 Nov TECHM was trading at 1756.80. The strike last trading price was 244.2, 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 26 Nov TECHM was trading at 1745.40. The strike last trading price was 244.2, 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 25 Nov TECHM was trading at 1732.60. The strike last trading price was 244.2, 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 22 Nov TECHM was trading at 1747.45. The strike last trading price was 244.2, 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 244.2, 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 244.2, 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 244.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
