MPHASIS
Mphasis Limited
Historical option data for MPHASIS
21 Sep 2025 04:13 PM IST
| MPHASIS 30SEP2025 3200 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.95
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2993.80 | 7.5 | -4.65 | 28.93 | 415 | -41 | 449 | |||||||||
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| 14 Sept | 2904.20 | 9.1 | -3 | 31.69 | 262 | 30 | 447 | |||||||||
For Mphasis Limited - strike price 3200 expiring on 30SEP2025
Delta for 3200 CE is 0.11
Historical price for 3200 CE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 7.5, which was -4.65 lower than the previous day. The implied volatity was 28.93, the open interest changed by -41 which decreased total open position to 449
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 9.1, which was -3 lower than the previous day. The implied volatity was 31.69, the open interest changed by 30 which increased total open position to 447
| MPHASIS 30SEP2025 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 1.13
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2993.80 | 208.65 | 11.55 | 32.55 | 13 | -6 | 11 |
| 14 Sept | 2904.20 | 294.65 | 48.6 | 32.39 | 4 | 1 | 15 |
For Mphasis Limited - strike price 3200 expiring on 30SEP2025
Delta for 3200 PE is -0.86
Historical price for 3200 PE is as follows
On 21 Sept MPHASIS was trading at 2993.80. The strike last trading price was 208.65, which was 11.55 higher than the previous day. The implied volatity was 32.55, the open interest changed by -6 which decreased total open position to 11
On 14 Sept MPHASIS was trading at 2904.20. The strike last trading price was 294.65, which was 48.6 higher than the previous day. The implied volatity was 32.39, the open interest changed by 1 which increased total open position to 15
