TECHM
Tech Mahindra Limited
Historical option data for TECHM
07 Jan 2025 04:12 PM IST
TECHM 30JAN2025 1960 CE | ||||||||||
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Delta: 0.03
Vega: 0.27
Theta: -0.19
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 1671.15 | 1.35 | -0.25 | 31.35 | 6 | 3 | 71 | |||
6 Jan | 1686.30 | 1.6 | 0.05 | 29.62 | 28 | 7 | 68 | |||
3 Jan | 1689.45 | 1.55 | -1.10 | 27.40 | 42 | 14 | 59 | |||
2 Jan | 1726.95 | 2.65 | 0.95 | 26.28 | 11 | -2 | 44 | |||
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1 Jan | 1703.85 | 1.7 | -0.20 | 25.50 | 4 | -1 | 45 | |||
31 Dec | 1706.20 | 1.9 | -0.30 | 25.43 | 32 | -3 | 45 | |||
30 Dec | 1740.85 | 2.2 | 0.60 | 23.35 | 52 | 27 | 47 | |||
27 Dec | 1711.65 | 1.6 | -0.70 | 22.67 | 2 | 1 | 19 | |||
26 Dec | 1698.70 | 2.3 | -0.70 | 25.00 | 11 | 4 | 17 | |||
24 Dec | 1704.90 | 3 | -12.70 | 24.25 | 14 | 12 | 12 | |||
23 Dec | 1712.40 | 15.7 | 0.00 | 9.97 | 0 | 0 | 0 | |||
20 Dec | 1686.05 | 15.7 | 10.53 | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1960 expiring on 30JAN2025
Delta for 1960 CE is 0.03
Historical price for 1960 CE is as follows
On 7 Jan TECHM was trading at 1671.15. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 31.35, the open interest changed by 3 which increased total open position to 71
On 6 Jan TECHM was trading at 1686.30. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 29.62, the open interest changed by 7 which increased total open position to 68
On 3 Jan TECHM was trading at 1689.45. The strike last trading price was 1.55, which was -1.10 lower than the previous day. The implied volatity was 27.40, the open interest changed by 14 which increased total open position to 59
On 2 Jan TECHM was trading at 1726.95. The strike last trading price was 2.65, which was 0.95 higher than the previous day. The implied volatity was 26.28, the open interest changed by -2 which decreased total open position to 44
On 1 Jan TECHM was trading at 1703.85. The strike last trading price was 1.7, which was -0.20 lower than the previous day. The implied volatity was 25.50, the open interest changed by -1 which decreased total open position to 45
On 31 Dec TECHM was trading at 1706.20. The strike last trading price was 1.9, which was -0.30 lower than the previous day. The implied volatity was 25.43, the open interest changed by -3 which decreased total open position to 45
On 30 Dec TECHM was trading at 1740.85. The strike last trading price was 2.2, which was 0.60 higher than the previous day. The implied volatity was 23.35, the open interest changed by 27 which increased total open position to 47
On 27 Dec TECHM was trading at 1711.65. The strike last trading price was 1.6, which was -0.70 lower than the previous day. The implied volatity was 22.67, the open interest changed by 1 which increased total open position to 19
On 26 Dec TECHM was trading at 1698.70. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 25.00, the open interest changed by 4 which increased total open position to 17
On 24 Dec TECHM was trading at 1704.90. The strike last trading price was 3, which was -12.70 lower than the previous day. The implied volatity was 24.25, the open interest changed by 12 which increased total open position to 12
On 23 Dec TECHM was trading at 1712.40. The strike last trading price was 15.7, which was 0.00 lower than the previous day. The implied volatity was 9.97, the open interest changed by 0 which decreased total open position to 0
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 15.7, which was lower than the previous day. The implied volatity was 10.53, the open interest changed by 0 which decreased total open position to 0
TECHM 30JAN2025 1960 PE | |||||||
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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 |
7 Jan | 1671.15 | 250 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Jan | 1686.30 | 250 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Jan | 1689.45 | 250 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Jan | 1726.95 | 250 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Jan | 1703.85 | 250 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Dec | 1706.20 | 250 | 0.00 | 0.00 | 0 | 0 | 0 |
30 Dec | 1740.85 | 250 | 0.00 | 0.00 | 0 | 0 | 0 |
27 Dec | 1711.65 | 250 | 0.00 | 0.00 | 0 | 0 | 0 |
26 Dec | 1698.70 | 250 | 0.00 | 0.00 | 0 | 0 | 0 |
24 Dec | 1704.90 | 250 | 0.00 | 0.00 | 0 | 1 | 0 |
23 Dec | 1712.40 | 250 | -81.80 | 40.07 | 1 | 0 | 0 |
20 Dec | 1686.05 | 331.8 | - | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1960 expiring on 30JAN2025
Delta for 1960 PE is 0.00
Historical price for 1960 PE is as follows
On 7 Jan TECHM was trading at 1671.15. The strike last trading price was 250, 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 6 Jan TECHM was trading at 1686.30. The strike last trading price was 250, 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 3 Jan TECHM was trading at 1689.45. The strike last trading price was 250, 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 Jan TECHM was trading at 1726.95. The strike last trading price was 250, 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 1 Jan TECHM was trading at 1703.85. The strike last trading price was 250, 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 31 Dec TECHM was trading at 1706.20. The strike last trading price was 250, 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 30 Dec TECHM was trading at 1740.85. The strike last trading price was 250, 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 Dec TECHM was trading at 1711.65. The strike last trading price was 250, 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 26 Dec TECHM was trading at 1698.70. The strike last trading price was 250, 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 24 Dec TECHM was trading at 1704.90. The strike last trading price was 250, 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 23 Dec TECHM was trading at 1712.40. The strike last trading price was 250, which was -81.80 lower than the previous day. The implied volatity was 40.07, the open interest changed by 0 which decreased total open position to 0
On 20 Dec TECHM was trading at 1686.05. The strike last trading price was 331.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0