MPHASIS
Mphasis Limited
Historical option data for MPHASIS
21 Sep 2025 04:13 PM IST
| MPHASIS 30SEP2025 3150 CE | ||||||||||||||||
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Delta: 0.16
Vega: 1.27
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2993.80 | 11.75 | -7.1 | 27.29 | 284 | 17 | 249 | |||||||||
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| 14 Sept | 2904.20 | 13.5 | -3.85 | 31.10 | 96 | -5 | 170 | |||||||||
For Mphasis Limited - strike price 3150 expiring on 30SEP2025
Delta for 3150 CE is 0.16
Historical price for 3150 CE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 11.75, which was -7.1 lower than the previous day. The implied volatity was 27.29, the open interest changed by 17 which increased total open position to 249
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 13.5, which was -3.85 lower than the previous day. The implied volatity was 31.10, the open interest changed by -5 which decreased total open position to 170
| MPHASIS 30SEP2025 3150 PE | |||||||
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Delta: -0.81
Vega: 1.40
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2993.80 | 163.45 | 6.7 | 30.42 | 6 | -1 | 21 |
| 14 Sept | 2904.20 | 248.5 | 42.6 | 31.10 | 4 | 1 | 10 |
For Mphasis Limited - strike price 3150 expiring on 30SEP2025
Delta for 3150 PE is -0.81
Historical price for 3150 PE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 163.45, which was 6.7 higher than the previous day. The implied volatity was 30.42, the open interest changed by -1 which decreased total open position to 21
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 248.5, which was 42.6 higher than the previous day. The implied volatity was 31.10, the open interest changed by 1 which increased total open position to 10
