MPHASIS
Mphasis Limited
Historical option data for MPHASIS
21 Sep 2025 04:13 PM IST
| MPHASIS 30SEP2025 2900 CE | ||||||||||||||||
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Delta: 0.79
Vega: 1.52
Theta: -2.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2993.80 | 118.5 | -15.4 | 25.89 | 105 | -34 | 481 | |||||||||
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| 14 Sept | 2904.20 | 80.5 | -17 | 28.65 | 731 | 117 | 939 | |||||||||
For Mphasis Limited - strike price 2900 expiring on 30SEP2025
Delta for 2900 CE is 0.79
Historical price for 2900 CE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 118.5, which was -15.4 lower than the previous day. The implied volatity was 25.89, the open interest changed by -34 which decreased total open position to 481
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 80.5, which was -17 lower than the previous day. The implied volatity was 28.65, the open interest changed by 117 which increased total open position to 939
| MPHASIS 30SEP2025 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 1.59
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2993.80 | 20.65 | -1.2 | 28.39 | 204 | -63 | 339 |
| 14 Sept | 2904.20 | 67.05 | 2.6 | 28.78 | 994 | -65 | 595 |
For Mphasis Limited - strike price 2900 expiring on 30SEP2025
Delta for 2900 PE is -0.23
Historical price for 2900 PE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 20.65, which was -1.2 lower than the previous day. The implied volatity was 28.39, the open interest changed by -63 which decreased total open position to 339
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 67.05, which was 2.6 higher than the previous day. The implied volatity was 28.78, the open interest changed by -65 which decreased total open position to 595
