MPHASIS
Mphasis Limited
Historical option data for MPHASIS
21 Sep 2025 04:13 PM IST
| MPHASIS 30SEP2025 3000 CE | ||||||||||||||||
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Delta: 0.52
Vega: 2.07
Theta: -2.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2993.80 | 55.95 | -13.3 | 26.51 | 1,732 | -36 | 1,194 | |||||||||
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| 14 Sept | 2904.20 | 41 | -10.35 | 29.29 | 1,277 | -2 | 1,036 | |||||||||
For Mphasis Limited - strike price 3000 expiring on 30SEP2025
Delta for 3000 CE is 0.52
Historical price for 3000 CE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 55.95, which was -13.3 lower than the previous day. The implied volatity was 26.51, the open interest changed by -36 which decreased total open position to 1194
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 41, which was -10.35 lower than the previous day. The implied volatity was 29.29, the open interest changed by -2 which decreased total open position to 1036
| MPHASIS 30SEP2025 3000 PE | |||||||
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Delta: -0.48
Vega: 2.07
Theta: -2.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2993.80 | 56.85 | 1.05 | 27.92 | 597 | 15 | 501 |
| 14 Sept | 2904.20 | 127.75 | 10.85 | 29.72 | 294 | 10 | 755 |
For Mphasis Limited - strike price 3000 expiring on 30SEP2025
Delta for 3000 PE is -0.48
Historical price for 3000 PE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 56.85, which was 1.05 higher than the previous day. The implied volatity was 27.92, the open interest changed by 15 which increased total open position to 501
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 127.75, which was 10.85 higher than the previous day. The implied volatity was 29.72, the open interest changed by 10 which increased total open position to 755
