M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Nov 2024 04:11 PM IST
| M&M 28NOV2024 2600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.61
Theta: -3.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2936.25 | 340 | -32.00 | 64.01 | 0.5 | 0 | 192.5 | |||
| 20 Nov | 2948.95 | 372 | 0.00 | 82.97 | 12 | -11.5 | 193 | |||
| 19 Nov | 2948.95 | 372 | 132.00 | 82.97 | 12 | -11 | 193 | |||
| 18 Nov | 2846.90 | 240 | 8.20 | - | 17 | -1.5 | 204 | |||
| 14 Nov | 2807.20 | 231.8 | 6.85 | 27.42 | 50.5 | 2 | 206 | |||
| 13 Nov | 2798.95 | 224.95 | -86.05 | 37.40 | 33.5 | -9.5 | 204 | |||
| 12 Nov | 2898.55 | 311 | -36.00 | 44.58 | 2.5 | -1 | 214.5 | |||
| 11 Nov | 2930.60 | 347 | -38.05 | 46.11 | 6 | -1.5 | 215.5 | |||
| 8 Nov | 2974.90 | 385.05 | 44.05 | 41.75 | 122.5 | -20 | 217 | |||
| 7 Nov | 2891.35 | 341 | -6.80 | 47.85 | 40.5 | -12.5 | 237 | |||
| 6 Nov | 2934.55 | 347.8 | 23.80 | 43.80 | 3.5 | 0 | 250.5 | |||
| 5 Nov | 2899.45 | 324 | 6.00 | 39.62 | 25.5 | 10 | 250.5 | |||
| 4 Nov | 2883.95 | 318 | 41.55 | 41.23 | 141.5 | -3.5 | 240 | |||
| 1 Nov | 2817.65 | 276.45 | 58.10 | 39.03 | 32 | 5.5 | 243.5 | |||
| 31 Oct | 2728.55 | 218.35 | 37.40 | - | 376 | 181 | 238 | |||
| 30 Oct | 2707.70 | 180.95 | -35.15 | - | 82 | 36 | 57 | |||
| 29 Oct | 2746.90 | 216.1 | -23.95 | - | 3 | 1 | 21 | |||
| 28 Oct | 2781.00 | 240.05 | 33.45 | - | 36 | 15 | 20 | |||
| 25 Oct | 2720.85 | 206.6 | -63.40 | - | 1 | 0 | 5 | |||
| 24 Oct | 2826.35 | 270 | -105.45 | - | 1 | 0 | 4 | |||
| 23 Oct | 2793.50 | 375.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2887.20 | 375.45 | 0.00 | - | 0 | 4 | 0 | |||
| 21 Oct | 2998.20 | 375.45 | 69.90 | - | 4 | 3 | 3 | |||
| 18 Oct | 2964.25 | 305.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2964.60 | 305.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3068.00 | 305.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3154.90 | 305.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3134.35 | 305.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3194.30 | 305.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3153.00 | 305.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3165.85 | 305.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3060.20 | 305.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3017.45 | 305.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3094.90 | 305.55 | 305.55 | - | 0 | 0 | 0 | |||
| 26 Sept | 3181.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 2749.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 2784.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Sept | 2777.00 | 0 | - | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 2600 expiring on 28NOV2024
Delta for 2600 CE is 0.92
Historical price for 2600 CE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 340, which was -32.00 lower than the previous day. The implied volatity was 64.01, the open interest changed by 0 which decreased total open position to 385
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 372, which was 0.00 lower than the previous day. The implied volatity was 82.97, the open interest changed by -23 which decreased total open position to 386
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 372, which was 132.00 higher than the previous day. The implied volatity was 82.97, the open interest changed by -22 which decreased total open position to 386
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 240, which was 8.20 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 408
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 231.8, which was 6.85 higher than the previous day. The implied volatity was 27.42, the open interest changed by 4 which increased total open position to 412
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 224.95, which was -86.05 lower than the previous day. The implied volatity was 37.40, the open interest changed by -19 which decreased total open position to 408
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 311, which was -36.00 lower than the previous day. The implied volatity was 44.58, the open interest changed by -2 which decreased total open position to 429
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 347, which was -38.05 lower than the previous day. The implied volatity was 46.11, the open interest changed by -3 which decreased total open position to 431
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 385.05, which was 44.05 higher than the previous day. The implied volatity was 41.75, the open interest changed by -40 which decreased total open position to 434
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 341, which was -6.80 lower than the previous day. The implied volatity was 47.85, the open interest changed by -25 which decreased total open position to 474
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 347.8, which was 23.80 higher than the previous day. The implied volatity was 43.80, the open interest changed by 0 which decreased total open position to 501
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 324, which was 6.00 higher than the previous day. The implied volatity was 39.62, the open interest changed by 20 which increased total open position to 501
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 318, which was 41.55 higher than the previous day. The implied volatity was 41.23, the open interest changed by -7 which decreased total open position to 480
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 276.45, which was 58.10 higher than the previous day. The implied volatity was 39.03, the open interest changed by 11 which increased total open position to 487
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 218.35, which was 37.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct M&M was trading at 2707.70. The strike last trading price was 180.95, which was -35.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct M&M was trading at 2746.90. The strike last trading price was 216.1, which was -23.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct M&M was trading at 2781.00. The strike last trading price was 240.05, which was 33.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct M&M was trading at 2720.85. The strike last trading price was 206.6, which was -63.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct M&M was trading at 2826.35. The strike last trading price was 270, which was -105.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct M&M was trading at 2793.50. The strike last trading price was 375.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct M&M was trading at 2887.20. The strike last trading price was 375.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct M&M was trading at 2998.20. The strike last trading price was 375.45, which was 69.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct M&M was trading at 2964.25. The strike last trading price was 305.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct M&M was trading at 2964.60. The strike last trading price was 305.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct M&M was trading at 3068.00. The strike last trading price was 305.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct M&M was trading at 3154.90. The strike last trading price was 305.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct M&M was trading at 3134.35. The strike last trading price was 305.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct M&M was trading at 3194.30. The strike last trading price was 305.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct M&M was trading at 3153.00. The strike last trading price was 305.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct M&M was trading at 3165.85. The strike last trading price was 305.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct M&M was trading at 3060.20. The strike last trading price was 305.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct M&M was trading at 3017.45. The strike last trading price was 305.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept M&M was trading at 3094.90. The strike last trading price was 305.55, which was 305.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept M&M was trading at 3181.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept M&M was trading at 2749.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept M&M was trading at 2784.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept M&M was trading at 2777.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| M&M 28NOV2024 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.33
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2936.25 | 3.05 | -0.70 | 49.41 | 1,309 | 5.5 | 1,194.5 |
| 20 Nov | 2948.95 | 3.75 | 0.00 | 46.24 | 2,304.5 | 71.5 | 1,190 |
| 19 Nov | 2948.95 | 3.75 | -2.20 | 46.24 | 2,304.5 | 72.5 | 1,190 |
| 18 Nov | 2846.90 | 5.95 | -4.25 | 39.27 | 1,525 | -2.5 | 1,121.5 |
| 14 Nov | 2807.20 | 10.2 | -3.10 | 35.48 | 2,641 | 68.5 | 1,131.5 |
| 13 Nov | 2798.95 | 13.3 | 5.55 | 35.00 | 2,852 | 13.5 | 1,063 |
| 12 Nov | 2898.55 | 7.75 | 1.75 | 36.89 | 682 | 14 | 1,061.5 |
| 11 Nov | 2930.60 | 6 | 0.80 | 36.66 | 1,294.5 | 117 | 1,063.5 |
| 8 Nov | 2974.90 | 5.2 | -5.10 | 35.81 | 2,587 | 127 | 1,135 |
| 7 Nov | 2891.35 | 10.3 | 0.85 | 36.22 | 3,415 | 93 | 1,109.5 |
| 6 Nov | 2934.55 | 9.45 | -9.85 | 35.61 | 1,596 | 50 | 1,025.5 |
| 5 Nov | 2899.45 | 19.3 | -10.10 | 40.72 | 1,291 | 105 | 975.5 |
| 4 Nov | 2883.95 | 29.4 | -10.60 | 44.97 | 1,769 | 120 | 875 |
| 1 Nov | 2817.65 | 40 | -12.95 | 43.35 | 528 | 136.5 | 755.5 |
| 31 Oct | 2728.55 | 52.95 | -7.05 | - | 1,158 | 139 | 619 |
| 30 Oct | 2707.70 | 60 | 19.90 | - | 935 | 152 | 474 |
| 29 Oct | 2746.90 | 40.1 | 5.10 | - | 718 | 112 | 321 |
| 28 Oct | 2781.00 | 35 | -19.00 | - | 429 | 71 | 208 |
| 25 Oct | 2720.85 | 54 | 24.50 | - | 423 | 113 | 137 |
| 24 Oct | 2826.35 | 29.5 | -71.70 | - | 26 | 23 | 23 |
| 23 Oct | 2793.50 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2887.20 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2998.20 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2964.25 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2964.60 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3068.00 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3154.90 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3134.35 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3194.30 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3153.00 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3165.85 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3060.20 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3017.45 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3094.90 | 101.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 3181.10 | 101.2 | 101.20 | - | 0 | 0 | 0 |
| 4 Sept | 2749.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 2784.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 2777.00 | 0 | - | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 2600 expiring on 28NOV2024
Delta for 2600 PE is -0.04
Historical price for 2600 PE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 3.05, which was -0.70 lower than the previous day. The implied volatity was 49.41, the open interest changed by 11 which increased total open position to 2389
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 46.24, the open interest changed by 143 which increased total open position to 2380
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 3.75, which was -2.20 lower than the previous day. The implied volatity was 46.24, the open interest changed by 145 which increased total open position to 2380
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 5.95, which was -4.25 lower than the previous day. The implied volatity was 39.27, the open interest changed by -5 which decreased total open position to 2243
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 10.2, which was -3.10 lower than the previous day. The implied volatity was 35.48, the open interest changed by 137 which increased total open position to 2263
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 13.3, which was 5.55 higher than the previous day. The implied volatity was 35.00, the open interest changed by 27 which increased total open position to 2126
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 7.75, which was 1.75 higher than the previous day. The implied volatity was 36.89, the open interest changed by 28 which increased total open position to 2123
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 6, which was 0.80 higher than the previous day. The implied volatity was 36.66, the open interest changed by 234 which increased total open position to 2127
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 5.2, which was -5.10 lower than the previous day. The implied volatity was 35.81, the open interest changed by 254 which increased total open position to 2270
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 10.3, which was 0.85 higher than the previous day. The implied volatity was 36.22, the open interest changed by 186 which increased total open position to 2219
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 9.45, which was -9.85 lower than the previous day. The implied volatity was 35.61, the open interest changed by 100 which increased total open position to 2051
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 19.3, which was -10.10 lower than the previous day. The implied volatity was 40.72, the open interest changed by 210 which increased total open position to 1951
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 29.4, which was -10.60 lower than the previous day. The implied volatity was 44.97, the open interest changed by 240 which increased total open position to 1750
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 40, which was -12.95 lower than the previous day. The implied volatity was 43.35, the open interest changed by 273 which increased total open position to 1511
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 52.95, which was -7.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct M&M was trading at 2707.70. The strike last trading price was 60, which was 19.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct M&M was trading at 2746.90. The strike last trading price was 40.1, which was 5.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct M&M was trading at 2781.00. The strike last trading price was 35, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct M&M was trading at 2720.85. The strike last trading price was 54, which was 24.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct M&M was trading at 2826.35. The strike last trading price was 29.5, which was -71.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct M&M was trading at 2793.50. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct M&M was trading at 2887.20. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct M&M was trading at 2998.20. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct M&M was trading at 2964.25. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct M&M was trading at 2964.60. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct M&M was trading at 3068.00. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct M&M was trading at 3154.90. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct M&M was trading at 3134.35. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct M&M was trading at 3194.30. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct M&M was trading at 3153.00. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct M&M was trading at 3165.85. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct M&M was trading at 3060.20. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct M&M was trading at 3017.45. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept M&M was trading at 3094.90. The strike last trading price was 101.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept M&M was trading at 3181.10. The strike last trading price was 101.2, which was 101.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept M&M was trading at 2749.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept M&M was trading at 2784.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept M&M was trading at 2777.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
