TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Sep 2025 04:12 PM IST
| TECHM 28OCT2025 1540 CE | ||||||||||||||||
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Delta: 0.64
Vega: 1.90
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1553.80 | 59.25 | 0.75 | 20.11 | 30 | 3 | 61 | |||||||||
| 14 Sept | 1525.50 | 46.55 | 1.45 | 20.46 | 6 | 6 | 18 | |||||||||
For Tech Mahindra Limited - strike price 1540 expiring on 28OCT2025
Delta for 1540 CE is 0.64
Historical price for 1540 CE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 59.25, which was 0.75 higher than the previous day. The implied volatity was 20.11, the open interest changed by 3 which increased total open position to 61
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 46.55, which was 1.45 higher than the previous day. The implied volatity was 20.46, the open interest changed by 6 which increased total open position to 18
| TECHM 28OCT2025 1540 PE | |||||||
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Delta: -0.38
Vega: 1.93
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1553.80 | 33.1 | -3.1 | 23.88 | 26 | 12 | 49 |
| 14 Sept | 1525.50 | 48.4 | -4.2 | 23.54 | 5 | 5 | 9 |
For Tech Mahindra Limited - strike price 1540 expiring on 28OCT2025
Delta for 1540 PE is -0.38
Historical price for 1540 PE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 33.1, which was -3.1 lower than the previous day. The implied volatity was 23.88, the open interest changed by 12 which increased total open position to 49
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 48.4, which was -4.2 lower than the previous day. The implied volatity was 23.54, the open interest changed by 5 which increased total open position to 9
