TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Sep 2025 04:12 PM IST
| TECHM 30SEP2025 1600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.80
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1553.80 | 6 | -1.4 | 17.78 | 1,191 | -17 | 1,080 | |||||||||
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| 14 Sept | 1525.50 | 5.3 | -0.25 | 18.95 | 753 | 17 | 914 | |||||||||
| 17 Aug | 1486.70 | 17.35 | -3.35 | 22.96 | 44 | 26 | 30 | |||||||||
For Tech Mahindra Limited - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.22
Historical price for 1600 CE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 6, which was -1.4 lower than the previous day. The implied volatity was 17.78, the open interest changed by -17 which decreased total open position to 1080
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 5.3, which was -0.25 lower than the previous day. The implied volatity was 18.95, the open interest changed by 17 which increased total open position to 914
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 17.35, which was -3.35 lower than the previous day. The implied volatity was 22.96, the open interest changed by 26 which increased total open position to 30
| TECHM 30SEP2025 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.90
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1553.80 | 48.2 | -2.9 | 22.47 | 199 | 11 | 135 |
| 14 Sept | 1525.50 | 75.35 | -4.1 | 22.75 | 38 | -12 | 222 |
| 17 Aug | 1486.70 | 111 | 9 | 24.31 | 6 | 5 | 18 |
For Tech Mahindra Limited - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -0.73
Historical price for 1600 PE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 48.2, which was -2.9 lower than the previous day. The implied volatity was 22.47, the open interest changed by 11 which increased total open position to 135
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 75.35, which was -4.1 lower than the previous day. The implied volatity was 22.75, the open interest changed by -12 which decreased total open position to 222
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 111, which was 9 higher than the previous day. The implied volatity was 24.31, the open interest changed by 5 which increased total open position to 18
