TECHM
Tech Mahindra Limited
Historical option data for TECHM
21 Sep 2025 04:12 PM IST
| TECHM 30SEP2025 1680 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.15
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1553.80 | 0.5 | -0.15 | 21.03 | 143 | -1 | 740 | |||||||||
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| 14 Sept | 1525.50 | 0.6 | -0.15 | 20.50 | 121 | -14 | 761 | |||||||||
| 17 Aug | 1486.70 | 100.7 | 0 | 7.98 | 0 | 0 | 0 | |||||||||
For Tech Mahindra Limited - strike price 1680 expiring on 30SEP2025
Delta for 1680 CE is 0.02
Historical price for 1680 CE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 21.03, the open interest changed by -1 which decreased total open position to 740
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 20.50, the open interest changed by -14 which decreased total open position to 761
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 100.7, which was 0 lower than the previous day. The implied volatity was 7.98, the open interest changed by 0 which decreased total open position to 0
| TECHM 30SEP2025 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.66
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1553.80 | 127.05 | 2.7 | 40.99 | 8 | -1 | 39 |
| 14 Sept | 1525.50 | 154.75 | -3.35 | 36.69 | 1 | -1 | 59 |
| 17 Aug | 1486.70 | 144 | -21.5 | - | 1 | 1 | 22 |
For Tech Mahindra Limited - strike price 1680 expiring on 30SEP2025
Delta for 1680 PE is -0.84
Historical price for 1680 PE is as follows
On 21 Sept TECHM was trading at 1553.80. The strike last trading price was 127.05, which was 2.7 higher than the previous day. The implied volatity was 40.99, the open interest changed by -1 which decreased total open position to 39
On 14 Sept TECHM was trading at 1525.50. The strike last trading price was 154.75, which was -3.35 lower than the previous day. The implied volatity was 36.69, the open interest changed by -1 which decreased total open position to 59
On 17 Aug TECHM was trading at 1486.70. The strike last trading price was 144, which was -21.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 22
