TECHM
Tech Mahindra Limited
Historical option data for TECHM
28 Sep 2025 10:08 PM IST
| TECHM 28-OCT-2025 1500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 1.30
Theta: -0.60
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1407.70 | 14.25 | -13.65 | 25.09 | 1,036 | 132 | 670 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1553.80 | 85 | 1.95 | 19.10 | 36 | 12 | 150 | |||||||||
| 14 Sept | 1525.50 | 68.6 | 4.4 | 20.14 | 10 | 3 | 32 | |||||||||
For Tech Mahindra Limited - strike price 1500 expiring on 28OCT2025
Delta for 1500 CE is 0.24
Historical price for 1500 CE is as follows
On 28 Sept TECHM was trading at 1407.70. The strike last trading price was 14.25, which was -13.65 lower than the previous day. The implied volatity was 25.09, the open interest changed by 132 which increased total open position to 670
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 85, which was 1.95 higher than the previous day. The implied volatity was 19.10, the open interest changed by 12 which increased total open position to 150
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 68.6, which was 4.4 higher than the previous day. The implied volatity was 20.14, the open interest changed by 3 which increased total open position to 32
| TECHM 28OCT2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 1.47
Theta: -0.48
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1407.70 | 106.35 | 34.4 | 33.85 | 169 | 31 | 423 |
| 21 Sept | 1553.80 | 19.1 | -1.9 | 23.62 | 45 | 15 | 228 |
| 14 Sept | 1525.50 | 32 | -2.75 | 24.02 | 32 | 18 | 114 |
For Tech Mahindra Limited - strike price 1500 expiring on 28OCT2025
Delta for 1500 PE is -0.69
Historical price for 1500 PE is as follows
On 28 Sept TECHM was trading at 1407.70. The strike last trading price was 106.35, which was 34.4 higher than the previous day. The implied volatity was 33.85, the open interest changed by 31 which increased total open position to 423
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 19.1, which was -1.9 lower than the previous day. The implied volatity was 23.62, the open interest changed by 15 which increased total open position to 228
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 32, which was -2.75 lower than the previous day. The implied volatity was 24.02, the open interest changed by 18 which increased total open position to 114
