MPHASIS
Mphasis Limited
Historical option data for MPHASIS
21 Sep 2025 04:13 PM IST
| MPHASIS 30SEP2025 3100 CE | ||||||||||||||||
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Delta: 0.25
Vega: 1.66
Theta: -2.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2993.80 | 20.5 | -8.95 | 26.77 | 625 | -82 | 522 | |||||||||
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| 14 Sept | 2904.20 | 20 | -4.9 | 30.61 | 386 | 34 | 429 | |||||||||
For Mphasis Limited - strike price 3100 expiring on 30SEP2025
Delta for 3100 CE is 0.25
Historical price for 3100 CE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 20.5, which was -8.95 lower than the previous day. The implied volatity was 26.77, the open interest changed by -82 which decreased total open position to 522
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 20, which was -4.9 lower than the previous day. The implied volatity was 30.61, the open interest changed by 34 which increased total open position to 429
| MPHASIS 30SEP2025 3100 PE | |||||||
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Delta: -0.74
Vega: 1.69
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2993.80 | 120 | 4.3 | 27.86 | 136 | 34 | 66 |
| 14 Sept | 2904.20 | 205.25 | 39.2 | 30.61 | 17 | 0 | 49 |
For Mphasis Limited - strike price 3100 expiring on 30SEP2025
Delta for 3100 PE is -0.74
Historical price for 3100 PE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 120, which was 4.3 higher than the previous day. The implied volatity was 27.86, the open interest changed by 34 which increased total open position to 66
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 205.25, which was 39.2 higher than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 49
