TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Sep 2025 04:12 PM IST
| TECHM 30SEP2025 1520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.58
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1553.80 | 44.1 | -1.85 | 14.06 | 274 | -20 | 799 | |||||||||
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| 14 Sept | 1525.50 | 32.05 | 0.75 | 18.60 | 1,283 | -23 | 915 | |||||||||
| 17 Aug | 1486.70 | 45 | -149.45 | 24.31 | 2 | 2 | 1 | |||||||||
For Tech Mahindra Limited - strike price 1520 expiring on 30SEP2025
Delta for 1520 CE is 0.87
Historical price for 1520 CE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 44.1, which was -1.85 lower than the previous day. The implied volatity was 14.06, the open interest changed by -20 which decreased total open position to 799
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 32.05, which was 0.75 higher than the previous day. The implied volatity was 18.60, the open interest changed by -23 which decreased total open position to 915
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 45, which was -149.45 lower than the previous day. The implied volatity was 24.31, the open interest changed by 2 which increased total open position to 1
| TECHM 30SEP2025 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.82
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1553.80 | 7.75 | -2.3 | 21.38 | 393 | -5 | 469 |
| 14 Sept | 1525.50 | 23.55 | -3.2 | 21.99 | 764 | 43 | 493 |
| 17 Aug | 1486.70 | 50 | 0 | 0.00 | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1520 expiring on 30SEP2025
Delta for 1520 PE is -0.23
Historical price for 1520 PE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 7.75, which was -2.3 lower than the previous day. The implied volatity was 21.38, the open interest changed by -5 which decreased total open position to 469
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 23.55, which was -3.2 lower than the previous day. The implied volatity was 21.99, the open interest changed by 43 which increased total open position to 493
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
