TECHM
Tech Mahindra Limited
Historical option data for TECHM
20 Dec 2024 04:12 PM IST
| TECHM 26DEC2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.05
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1686.05 | 0.25 | -1.00 | 38.55 | 329 | -135 | 416 | |||
| 19 Dec | 1754.35 | 1.25 | -0.40 | 32.15 | 222 | -56 | 554 | |||
| 18 Dec | 1778.90 | 1.65 | -0.20 | 27.45 | 367 | 1 | 608 | |||
| 17 Dec | 1770.75 | 1.85 | -0.20 | 27.96 | 320 | 4 | 616 | |||
| 16 Dec | 1775.55 | 2.05 | -1.05 | 25.69 | 452 | -1 | 609 | |||
| 13 Dec | 1796.40 | 3.1 | -0.10 | 20.47 | 1,042 | -140 | 613 | |||
| 12 Dec | 1789.60 | 3.2 | 1.25 | 22.21 | 2,505 | 210 | 756 | |||
| 11 Dec | 1762.80 | 1.95 | -0.50 | 23.08 | 376 | 19 | 548 | |||
| 10 Dec | 1763.55 | 2.45 | -1.75 | 22.42 | 714 | -49 | 530 | |||
| 9 Dec | 1777.85 | 4.2 | -1.50 | 22.45 | 518 | 21 | 573 | |||
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| 6 Dec | 1782.80 | 5.7 | -0.15 | 21.22 | 517 | 15 | 552 | |||
| 5 Dec | 1786.95 | 5.85 | 2.05 | 20.80 | 1,326 | 85 | 537 | |||
| 4 Dec | 1759.60 | 3.8 | 0.20 | 21.59 | 833 | 83 | 462 | |||
| 3 Dec | 1749.50 | 3.6 | -1.05 | 21.73 | 402 | 32 | 380 | |||
| 2 Dec | 1745.95 | 4.65 | 0.55 | 23.50 | 570 | 104 | 356 | |||
| 29 Nov | 1712.30 | 4.1 | -1.90 | 24.67 | 411 | 50 | 254 | |||
| 28 Nov | 1713.35 | 6 | -3.50 | 26.36 | 309 | 30 | 203 | |||
| 27 Nov | 1756.80 | 9.5 | -0.50 | 24.39 | 214 | 124 | 171 | |||
| 26 Nov | 1745.40 | 10 | -0.10 | 25.31 | 45 | 8 | 47 | |||
| 25 Nov | 1732.60 | 10.1 | 10.10 | 25.92 | 57 | 37 | 37 | |||
| 22 Nov | 1747.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1702.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1699.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1699.65 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Tech Mahindra Limited - strike price 1900 expiring on 26DEC2024
Delta for 1900 CE is 0.01
Historical price for 1900 CE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 0.25, which was -1.00 lower than the previous day. The implied volatity was 38.55, the open interest changed by -135 which decreased total open position to 416
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 32.15, the open interest changed by -56 which decreased total open position to 554
On 18 Dec TECHM was trading at 1778.90. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 27.45, the open interest changed by 1 which increased total open position to 608
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 1.85, which was -0.20 lower than the previous day. The implied volatity was 27.96, the open interest changed by 4 which increased total open position to 616
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 2.05, which was -1.05 lower than the previous day. The implied volatity was 25.69, the open interest changed by -1 which decreased total open position to 609
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 3.1, which was -0.10 lower than the previous day. The implied volatity was 20.47, the open interest changed by -140 which decreased total open position to 613
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 3.2, which was 1.25 higher than the previous day. The implied volatity was 22.21, the open interest changed by 210 which increased total open position to 756
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 1.95, which was -0.50 lower than the previous day. The implied volatity was 23.08, the open interest changed by 19 which increased total open position to 548
On 10 Dec TECHM was trading at 1763.55. The strike last trading price was 2.45, which was -1.75 lower than the previous day. The implied volatity was 22.42, the open interest changed by -49 which decreased total open position to 530
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 4.2, which was -1.50 lower than the previous day. The implied volatity was 22.45, the open interest changed by 21 which increased total open position to 573
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was 21.22, the open interest changed by 15 which increased total open position to 552
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 5.85, which was 2.05 higher than the previous day. The implied volatity was 20.80, the open interest changed by 85 which increased total open position to 537
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 3.8, which was 0.20 higher than the previous day. The implied volatity was 21.59, the open interest changed by 83 which increased total open position to 462
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 3.6, which was -1.05 lower than the previous day. The implied volatity was 21.73, the open interest changed by 32 which increased total open position to 380
On 2 Dec TECHM was trading at 1745.95. The strike last trading price was 4.65, which was 0.55 higher than the previous day. The implied volatity was 23.50, the open interest changed by 104 which increased total open position to 356
On 29 Nov TECHM was trading at 1712.30. The strike last trading price was 4.1, which was -1.90 lower than the previous day. The implied volatity was 24.67, the open interest changed by 50 which increased total open position to 254
On 28 Nov TECHM was trading at 1713.35. The strike last trading price was 6, which was -3.50 lower than the previous day. The implied volatity was 26.36, the open interest changed by 30 which increased total open position to 203
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 9.5, which was -0.50 lower than the previous day. The implied volatity was 24.39, the open interest changed by 124 which increased total open position to 171
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 10, which was -0.10 lower than the previous day. The implied volatity was 25.31, the open interest changed by 8 which increased total open position to 47
On 25 Nov TECHM was trading at 1732.60. The strike last trading price was 10.1, which was 10.10 higher than the previous day. The implied volatity was 25.92, the open interest changed by 37 which increased total open position to 37
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 0, 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 21 Nov TECHM was trading at 1702.25. The strike last trading price was 0, 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 20 Nov TECHM was trading at 1699.65. The strike last trading price was 0, 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 19 Nov TECHM was trading at 1699.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TECHM 26DEC2024 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.12
Theta: 0.07
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1686.05 | 211.85 | 93.85 | 45.38 | 3 | -1 | 29 |
| 19 Dec | 1754.35 | 118 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Dec | 1778.90 | 118 | -12.55 | - | 1 | 0 | 29 |
| 17 Dec | 1770.75 | 130.55 | 10.55 | 27.41 | 10 | -4 | 28 |
| 16 Dec | 1775.55 | 120 | 3.15 | - | 5 | 2 | 32 |
| 13 Dec | 1796.40 | 116.85 | 1.65 | 41.70 | 1 | 0 | 30 |
| 12 Dec | 1789.60 | 115.2 | 10.20 | 27.12 | 20 | 6 | 30 |
| 11 Dec | 1762.80 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1763.55 | 105 | 0.00 | 0.00 | 0 | 4 | 0 |
| 9 Dec | 1777.85 | 105 | -9.90 | - | 4 | 0 | 20 |
| 6 Dec | 1782.80 | 114.9 | -0.10 | 25.80 | 5 | 1 | 18 |
| 5 Dec | 1786.95 | 115 | -30.00 | 25.64 | 11 | 5 | 16 |
| 4 Dec | 1759.60 | 145 | -35.00 | 31.30 | 1 | 0 | 10 |
| 3 Dec | 1749.50 | 180 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1745.95 | 180 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1712.30 | 180 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 1713.35 | 180 | 34.50 | 30.07 | 1 | 0 | 9 |
| 27 Nov | 1756.80 | 145.5 | -4.50 | 28.34 | 6 | 1 | 4 |
| 26 Nov | 1745.40 | 150 | -13.00 | 26.20 | 1 | 0 | 2 |
| 25 Nov | 1732.60 | 163 | 163.00 | 31.69 | 2 | 1 | 1 |
| 22 Nov | 1747.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1702.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1699.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1699.65 | 0 | 0.00 | 0 | 0 | 0 | |
For Tech Mahindra Limited - strike price 1900 expiring on 26DEC2024
Delta for 1900 PE is -0.98
Historical price for 1900 PE is as follows
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 211.85, which was 93.85 higher than the previous day. The implied volatity was 45.38, the open interest changed by -1 which decreased total open position to 29
On 19 Dec TECHM was trading at 1754.35. The strike last trading price was 118, 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 18 Dec TECHM was trading at 1778.90. The strike last trading price was 118, which was -12.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 17 Dec TECHM was trading at 1770.75. The strike last trading price was 130.55, which was 10.55 higher than the previous day. The implied volatity was 27.41, the open interest changed by -4 which decreased total open position to 28
On 16 Dec TECHM was trading at 1775.55. The strike last trading price was 120, which was 3.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 32
On 13 Dec TECHM was trading at 1796.40. The strike last trading price was 116.85, which was 1.65 higher than the previous day. The implied volatity was 41.70, the open interest changed by 0 which decreased total open position to 30
On 12 Dec TECHM was trading at 1789.60. The strike last trading price was 115.2, which was 10.20 higher than the previous day. The implied volatity was 27.12, the open interest changed by 6 which increased total open position to 30
On 11 Dec TECHM was trading at 1762.80. The strike last trading price was 105, 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 10 Dec TECHM was trading at 1763.55. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 9 Dec TECHM was trading at 1777.85. The strike last trading price was 105, which was -9.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 6 Dec TECHM was trading at 1782.80. The strike last trading price was 114.9, which was -0.10 lower than the previous day. The implied volatity was 25.80, the open interest changed by 1 which increased total open position to 18
On 5 Dec TECHM was trading at 1786.95. The strike last trading price was 115, which was -30.00 lower than the previous day. The implied volatity was 25.64, the open interest changed by 5 which increased total open position to 16
On 4 Dec TECHM was trading at 1759.60. The strike last trading price was 145, which was -35.00 lower than the previous day. The implied volatity was 31.30, the open interest changed by 0 which decreased total open position to 10
On 3 Dec TECHM was trading at 1749.50. The strike last trading price was 180, 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 2 Dec TECHM was trading at 1745.95. The strike last trading price was 180, 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 29 Nov TECHM was trading at 1712.30. The strike last trading price was 180, 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 28 Nov TECHM was trading at 1713.35. The strike last trading price was 180, which was 34.50 higher than the previous day. The implied volatity was 30.07, the open interest changed by 0 which decreased total open position to 9
On 27 Nov TECHM was trading at 1756.80. The strike last trading price was 145.5, which was -4.50 lower than the previous day. The implied volatity was 28.34, the open interest changed by 1 which increased total open position to 4
On 26 Nov TECHM was trading at 1745.40. The strike last trading price was 150, which was -13.00 lower than the previous day. The implied volatity was 26.20, 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 163, which was 163.00 higher than the previous day. The implied volatity was 31.69, the open interest changed by 1 which increased total open position to 1
On 22 Nov TECHM was trading at 1747.45. The strike last trading price was 0, 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 21 Nov TECHM was trading at 1702.25. The strike last trading price was 0, 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 20 Nov TECHM was trading at 1699.65. The strike last trading price was 0, 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 19 Nov TECHM was trading at 1699.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
