TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Sep 2025 04:12 PM IST
| TECHM 30SEP2025 1560 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 1.08
Theta: -1.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1553.80 | 19 | -2.15 | 16.83 | 2,875 | -217 | 1,207 | |||||||||
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| 14 Sept | 1525.50 | 14.05 | -0.05 | 18.50 | 898 | -2 | 777 | |||||||||
| 17 Aug | 1486.70 | 40 | -127.25 | 28.86 | 1 | 1 | 0 | |||||||||
For Tech Mahindra Limited - strike price 1560 expiring on 30SEP2025
Delta for 1560 CE is 0.52
Historical price for 1560 CE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 19, which was -2.15 lower than the previous day. The implied volatity was 16.83, the open interest changed by -217 which decreased total open position to 1207
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 14.05, which was -0.05 lower than the previous day. The implied volatity was 18.50, the open interest changed by -2 which decreased total open position to 777
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 40, which was -127.25 lower than the previous day. The implied volatity was 28.86, the open interest changed by 1 which increased total open position to 0
| TECHM 30SEP2025 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 1.08
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1553.80 | 21.9 | -3.1 | 21.10 | 1,943 | -73 | 235 |
| 14 Sept | 1525.50 | 43.95 | -5.4 | 20.95 | 125 | 10 | 222 |
| 17 Aug | 1486.70 | 80 | 30.2 | 23.01 | 1 | 1 | 0 |
For Tech Mahindra Limited - strike price 1560 expiring on 30SEP2025
Delta for 1560 PE is -0.48
Historical price for 1560 PE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 21.9, which was -3.1 lower than the previous day. The implied volatity was 21.10, the open interest changed by -73 which decreased total open position to 235
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 43.95, which was -5.4 lower than the previous day. The implied volatity was 20.95, the open interest changed by 10 which increased total open position to 222
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 80, which was 30.2 higher than the previous day. The implied volatity was 23.01, the open interest changed by 1 which increased total open position to 0
