TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Sep 2025 04:12 PM IST
| TECHM 30SEP2025 1640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.38
Theta: -0.37
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
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| 21 Sept | 1553.80 | 1.75 | -0.55 | 19.39 | 338 | -79 | 317 | |||||||||
| 14 Sept | 1525.50 | 1.9 | -0.25 | 19.84 | 231 | -2 | 216 | |||||||||
| 17 Aug | 1486.70 | 12.55 | -107.85 | 24.68 | 1 | 1 | 0 | |||||||||
For Tech Mahindra Limited - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.08
Historical price for 1640 CE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 19.39, the open interest changed by -79 which decreased total open position to 317
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 19.84, the open interest changed by -2 which decreased total open position to 216
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 12.55, which was -107.85 lower than the previous day. The implied volatity was 24.68, the open interest changed by 1 which increased total open position to 0
| TECHM 30SEP2025 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1553.80 | 113.65 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1525.50 | 113.65 | 3.2 | 28.36 | 25 | 2 | 49 |
| 17 Aug | 1486.70 | 81.8 | 0 | - | 0 | 0 | 0 |
For Tech Mahindra Limited - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is 0.00
Historical price for 1640 PE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 113.65, 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
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 113.65, which was 3.2 higher than the previous day. The implied volatity was 28.36, the open interest changed by 2 which increased total open position to 49
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 81.8, 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
