MPHASIS
Mphasis Limited
Historical option data for MPHASIS
28 Sep 2025 10:08 PM IST
| MPHASIS 28OCT2025 2800 CE | ||||||||||||||||
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Delta: 0.33
Vega: 2.84
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 2642.40 | 51.55 | -31.2 | 32.00 | 213 | 74 | 262 | |||||||||
| 21 Sept | 2993.80 | 248.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2904.20 | 227.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 2720.20 | 227.3 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
For Mphasis Limited - strike price 2800 expiring on 28OCT2025
Delta for 2800 CE is 0.33
Historical price for 2800 CE is as follows
On 28 Sept MPHASIS was trading at 2642.40. The strike last trading price was 51.55, which was -31.2 lower than the previous day. The implied volatity was 32.00, the open interest changed by 74 which increased total open position to 262
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 248.4, which was 0 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 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 227.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Aug MPHASIS was trading at 2720.20. The strike last trading price was 227.3, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
| MPHASIS 28OCT2025 2800 PE | |||||||
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Delta: -0.64
Vega: 2.95
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 2642.40 | 196.95 | 48 | 38.68 | 62 | 5 | 131 |
| 21 Sept | 2993.80 | 39.85 | 1.85 | 31.88 | 3 | 0 | 30 |
| 14 Sept | 2904.20 | 71.5 | -2 | 31.85 | 10 | 2 | 24 |
| 17 Aug | 2720.20 | 195.75 | 0 | - | 0 | 0 | 0 |
For Mphasis Limited - strike price 2800 expiring on 28OCT2025
Delta for 2800 PE is -0.64
Historical price for 2800 PE is as follows
On 28 Sept MPHASIS was trading at 2642.40. The strike last trading price was 196.95, which was 48 higher than the previous day. The implied volatity was 38.68, the open interest changed by 5 which increased total open position to 131
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 39.85, which was 1.85 higher than the previous day. The implied volatity was 31.88, the open interest changed by 0 which decreased total open position to 30
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 71.5, which was -2 lower than the previous day. The implied volatity was 31.85, the open interest changed by 2 which increased total open position to 24
On 17 Aug MPHASIS was trading at 2720.20. The strike last trading price was 195.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
