TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Sep 2025 04:12 PM IST
| TECHM 30SEP2025 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.94
Theta: -0.98
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1553.80 | 30.1 | -2.1 | 16.02 | 1,730 | -90 | 854 | |||||||||
| 14 Sept | 1525.50 | 21.7 | 0.5 | 18.46 | 1,317 | -21 | 764 | |||||||||
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| 17 Aug | 1486.70 | 31.95 | -7.05 | 21.48 | 20 | 9 | 21 | |||||||||
For Tech Mahindra Limited - strike price 1540 expiring on 30SEP2025
Delta for 1540 CE is 0.70
Historical price for 1540 CE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 30.1, which was -2.1 lower than the previous day. The implied volatity was 16.02, the open interest changed by -90 which decreased total open position to 854
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 21.7, which was 0.5 higher than the previous day. The implied volatity was 18.46, the open interest changed by -21 which decreased total open position to 764
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 31.95, which was -7.05 lower than the previous day. The implied volatity was 21.48, the open interest changed by 9 which increased total open position to 21
| TECHM 30SEP2025 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 0.99
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1553.80 | 13.25 | -2.9 | 20.94 | 1,019 | -38 | 255 |
| 14 Sept | 1525.50 | 32.85 | -4.1 | 21.60 | 253 | 15 | 196 |
| 17 Aug | 1486.70 | 110.15 | 0 | - | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1540 expiring on 30SEP2025
Delta for 1540 PE is -0.34
Historical price for 1540 PE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 13.25, which was -2.9 lower than the previous day. The implied volatity was 20.94, the open interest changed by -38 which decreased total open position to 255
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 32.85, which was -4.1 lower than the previous day. The implied volatity was 21.60, the open interest changed by 15 which increased total open position to 196
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 110.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
