MPHASIS
Mphasis Limited
Historical option data for MPHASIS
21 Sep 2025 04:13 PM IST
| MPHASIS 30SEP2025 2850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.88
Vega: 1.05
Theta: -1.92
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 2993.80 | 159.85 | -17.15 | 26.12 | 35 | -8 | 227 | |||||||||
| 14 Sept | 2904.20 | 111.35 | -17.3 | 29.67 | 62 | 12 | 285 | |||||||||
For Mphasis Limited - strike price 2850 expiring on 30SEP2025
Delta for 2850 CE is 0.88
Historical price for 2850 CE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 159.85, which was -17.15 lower than the previous day. The implied volatity was 26.12, the open interest changed by -8 which decreased total open position to 227
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 111.35, which was -17.3 lower than the previous day. The implied volatity was 29.67, the open interest changed by 12 which increased total open position to 285
| MPHASIS 30SEP2025 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 1.17
Theta: -1.40
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2993.80 | 11 | -2.45 | 28.58 | 415 | -171 | 363 |
| 14 Sept | 2904.20 | 46 | 0.4 | 28.91 | 150 | -9 | 153 |
For Mphasis Limited - strike price 2850 expiring on 30SEP2025
Delta for 2850 PE is -0.14
Historical price for 2850 PE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 11, which was -2.45 lower than the previous day. The implied volatity was 28.58, the open interest changed by -171 which decreased total open position to 363
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 46, which was 0.4 higher than the previous day. The implied volatity was 28.91, the open interest changed by -9 which decreased total open position to 153
