TECHM
Tech Mahindra Limited
Historical option data for TECHM
03 Dec 2024 04:12 PM IST
| TECHM 26DEC2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.68
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.08
Historical price for 1900 CE is as follows
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: 0.00
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 | 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 0.00
Historical price for 1900 PE is as follows
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
