MPHASIS
Mphasis Limited
Historical option data for MPHASIS
21 Sep 2025 04:13 PM IST
| MPHASIS 30SEP2025 2800 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.55
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2993.80 | 204.25 | -15.35 | 24.90 | 29 | -19 | 144 | |||||||||
| 14 Sept | 2904.20 | 144.15 | -20.45 | 29.45 | 39 | 3 | 188 | |||||||||
For Mphasis Limited - strike price 2800 expiring on 30SEP2025
Delta for 2800 CE is 0.95
Historical price for 2800 CE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 204.25, which was -15.35 lower than the previous day. The implied volatity was 24.90, the open interest changed by -19 which decreased total open position to 144
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 144.15, which was -20.45 lower than the previous day. The implied volatity was 29.45, the open interest changed by 3 which increased total open position to 188
| MPHASIS 30SEP2025 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.85
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2993.80 | 6.9 | -1.35 | 30.70 | 144 | 2 | 336 |
| 14 Sept | 2904.20 | 31.5 | -0.25 | 29.75 | 346 | -25 | 268 |
For Mphasis Limited - strike price 2800 expiring on 30SEP2025
Delta for 2800 PE is -0.09
Historical price for 2800 PE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 6.9, which was -1.35 lower than the previous day. The implied volatity was 30.70, the open interest changed by 2 which increased total open position to 336
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 31.5, which was -0.25 lower than the previous day. The implied volatity was 29.75, the open interest changed by -25 which decreased total open position to 268
