TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Sep 2025 04:12 PM IST
| TECHM 30SEP2025 1580 CE | ||||||||||||||||
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Delta: 0.35
Vega: 1.00
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1553.80 | 10.9 | -1.75 | 17.17 | 1,228 | -93 | 2,529 | |||||||||
| 14 Sept | 1525.50 | 8.45 | -0.2 | 18.38 | 578 | 55 | 2,604 | |||||||||
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| 17 Aug | 1486.70 | 37 | 0 | 3.66 | 0 | 0 | 0 | |||||||||
For Tech Mahindra Limited - strike price 1580 expiring on 30SEP2025
Delta for 1580 CE is 0.35
Historical price for 1580 CE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 10.9, which was -1.75 lower than the previous day. The implied volatity was 17.17, the open interest changed by -93 which decreased total open position to 2529
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 8.45, which was -0.2 lower than the previous day. The implied volatity was 18.38, the open interest changed by 55 which increased total open position to 2604
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0
| TECHM 30SEP2025 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 1.03
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1553.80 | 34 | -2.65 | 21.92 | 67 | -4 | 142 |
| 14 Sept | 1525.50 | 63.85 | -0.1 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1486.70 | 137.25 | 0 | - | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1580 expiring on 30SEP2025
Delta for 1580 PE is -0.61
Historical price for 1580 PE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 34, which was -2.65 lower than the previous day. The implied volatity was 21.92, the open interest changed by -4 which decreased total open position to 142
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 63.85, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 137.25, 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
