TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Sep 2025 04:12 PM IST
| TECHM 30SEP2025 1500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 1.00
Vega: 0.04
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1553.80 | 61.55 | -0.8 | 8.98 | 139 | -12 | 334 | |||||||||
| 14 Sept | 1525.50 | 44.9 | 1.25 | 18.79 | 893 | -76 | 544 | |||||||||
| 17 Aug | 1486.70 | 49.5 | -9.85 | 21.51 | 82 | 27 | 69 | |||||||||
For Tech Mahindra Limited - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 1.00
Historical price for 1500 CE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 61.55, which was -0.8 lower than the previous day. The implied volatity was 8.98, the open interest changed by -12 which decreased total open position to 334
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 44.9, which was 1.25 higher than the previous day. The implied volatity was 18.79, the open interest changed by -76 which decreased total open position to 544
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 49.5, which was -9.85 lower than the previous day. The implied volatity was 21.51, the open interest changed by 27 which increased total open position to 69
| TECHM 30SEP2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.62
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1553.80 | 4.6 | -1.55 | 22.39 | 818 | 29 | 691 |
| 14 Sept | 1525.50 | 16.7 | -2.45 | 22.70 | 1,092 | 20 | 800 |
| 17 Aug | 1486.70 | 49.85 | 9.25 | 25.17 | 52 | 34 | 121 |
For Tech Mahindra Limited - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.15
Historical price for 1500 PE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 4.6, which was -1.55 lower than the previous day. The implied volatity was 22.39, the open interest changed by 29 which increased total open position to 691
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 16.7, which was -2.45 lower than the previous day. The implied volatity was 22.70, the open interest changed by 20 which increased total open position to 800
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 49.85, which was 9.25 higher than the previous day. The implied volatity was 25.17, the open interest changed by 34 which increased total open position to 121
