MPHASIS
Mphasis Limited
Historical option data for MPHASIS
21 Sep 2025 04:13 PM IST
| MPHASIS 30SEP2025 2950 CE | ||||||||||||||||
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Delta: 0.66
Vega: 1.89
Theta: -2.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2993.80 | 81.5 | -17.65 | 25.04 | 198 | -21 | 208 | |||||||||
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| 14 Sept | 2904.20 | 57.6 | -14.2 | 28.72 | 676 | 29 | 403 | |||||||||
For Mphasis Limited - strike price 2950 expiring on 30SEP2025
Delta for 2950 CE is 0.66
Historical price for 2950 CE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 81.5, which was -17.65 lower than the previous day. The implied volatity was 25.04, the open interest changed by -21 which decreased total open position to 208
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 57.6, which was -14.2 lower than the previous day. The implied volatity was 28.72, the open interest changed by 29 which increased total open position to 403
| MPHASIS 30SEP2025 2950 PE | |||||||
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Delta: -0.34
Vega: 1.91
Theta: -2.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2993.80 | 35 | -0.95 | 28.94 | 822 | 45 | 441 |
| 14 Sept | 2904.20 | 94.85 | 6.45 | 29.21 | 175 | 4 | 187 |
For Mphasis Limited - strike price 2950 expiring on 30SEP2025
Delta for 2950 PE is -0.34
Historical price for 2950 PE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 35, which was -0.95 lower than the previous day. The implied volatity was 28.94, the open interest changed by 45 which increased total open position to 441
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 94.85, which was 6.45 higher than the previous day. The implied volatity was 29.21, the open interest changed by 4 which increased total open position to 187
