MPHASIS
Mphasis Limited
Historical option data for MPHASIS
21 Sep 2025 04:13 PM IST
| MPHASIS 30SEP2025 3050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 1.97
Theta: -2.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2993.80 | 34.95 | -11.2 | 26.62 | 905 | -12 | 587 | |||||||||
| 14 Sept | 2904.20 | 28.65 | -7.25 | 29.87 | 1,069 | 147 | 421 | |||||||||
For Mphasis Limited - strike price 3050 expiring on 30SEP2025
Delta for 3050 CE is 0.37
Historical price for 3050 CE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 34.95, which was -11.2 lower than the previous day. The implied volatity was 26.62, the open interest changed by -12 which decreased total open position to 587
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 28.65, which was -7.25 lower than the previous day. The implied volatity was 29.87, the open interest changed by 147 which increased total open position to 421
| MPHASIS 30SEP2025 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 1.97
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2993.80 | 83.8 | 1.55 | 27.14 | 459 | 31 | 546 |
| 14 Sept | 2904.20 | 164.7 | 34.25 | 30.13 | 2 | 1 | 74 |
For Mphasis Limited - strike price 3050 expiring on 30SEP2025
Delta for 3050 PE is -0.62
Historical price for 3050 PE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 83.8, which was 1.55 higher than the previous day. The implied volatity was 27.14, the open interest changed by 31 which increased total open position to 546
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 164.7, which was 34.25 higher than the previous day. The implied volatity was 30.13, the open interest changed by 1 which increased total open position to 74
