TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Sep 2025 04:12 PM IST
| TECHM 30SEP2025 1620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.58
Theta: -0.55
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1553.80 | 3.3 | -0.8 | 18.64 | 410 | -11 | 499 | |||||||||
| 14 Sept | 1525.50 | 3.25 | -0.15 | 19.48 | 378 | 52 | 468 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 1486.70 | 18 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tech Mahindra Limited - strike price 1620 expiring on 30SEP2025
Delta for 1620 CE is 0.13
Historical price for 1620 CE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 3.3, which was -0.8 lower than the previous day. The implied volatity was 18.64, the open interest changed by -11 which decreased total open position to 499
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 3.25, which was -0.15 lower than the previous day. The implied volatity was 19.48, the open interest changed by 52 which increased total open position to 468
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TECHM 30SEP2025 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.78
Theta: -0.54
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1553.80 | 66 | -2.05 | 25.30 | 24 | 0 | 30 |
| 14 Sept | 1525.50 | 91.05 | 0.05 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1486.70 | 167.15 | 0 | - | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1620 expiring on 30SEP2025
Delta for 1620 PE is -0.79
Historical price for 1620 PE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 66, which was -2.05 lower than the previous day. The implied volatity was 25.30, the open interest changed by 0 which decreased total open position to 30
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 91.05, which was 0.05 higher 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 167.15, 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
