M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Nov 2024 04:11 PM IST
| M&M 28NOV2024 2650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.74
Theta: -3.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2936.25 | 293.1 | -31.70 | 60.43 | 6.5 | -1.5 | 92 | |||
| 20 Nov | 2948.95 | 324.8 | 0.00 | 74.20 | 4 | -1 | 94 | |||
| 19 Nov | 2948.95 | 324.8 | 106.85 | 74.20 | 4 | -0.5 | 94 | |||
| 18 Nov | 2846.90 | 217.95 | 30.95 | 41.90 | 19 | -0.5 | 94.5 | |||
| 14 Nov | 2807.20 | 187 | 10.50 | 28.08 | 51 | 4 | 95 | |||
| 13 Nov | 2798.95 | 176.5 | -120.55 | 31.41 | 33.5 | -7 | 91 | |||
| 12 Nov | 2898.55 | 297.05 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Nov | 2930.60 | 297.05 | -43.00 | 40.57 | 3.5 | -1 | 98 | |||
| 8 Nov | 2974.90 | 340.05 | 72.10 | 41.24 | 8.5 | -1.5 | 98.5 | |||
| 7 Nov | 2891.35 | 267.95 | -41.00 | 23.35 | 94.5 | -15.5 | 100.5 | |||
| 6 Nov | 2934.55 | 308.95 | 33.45 | 45.24 | 23.5 | 2.5 | 116 | |||
| 5 Nov | 2899.45 | 275.5 | -6.85 | 35.52 | 36 | -16.5 | 114 | |||
| 4 Nov | 2883.95 | 282.35 | 39.00 | 43.52 | 85.5 | 3 | 132 | |||
| 1 Nov | 2817.65 | 243.35 | 56.45 | 41.03 | 139 | -61.5 | 130.5 | |||
| 31 Oct | 2728.55 | 186.9 | 36.90 | - | 557 | 94 | 191 | |||
| 30 Oct | 2707.70 | 150 | -23.05 | - | 150 | 43 | 95 | |||
| 29 Oct | 2746.90 | 173.05 | -50.60 | - | 122 | 51 | 52 | |||
| 28 Oct | 2781.00 | 223.65 | -358.35 | - | 2 | 1 | 1 | |||
| 25 Oct | 2720.85 | 582 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2826.35 | 582 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2793.50 | 582 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2887.20 | 582 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2998.20 | 582 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2964.25 | 582 | 582.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2964.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3068.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3154.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Oct | 3134.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3194.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3153.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3165.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3060.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3017.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3094.90 | 0 | - | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 2650 expiring on 28NOV2024
Delta for 2650 CE is 0.89
Historical price for 2650 CE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 293.1, which was -31.70 lower than the previous day. The implied volatity was 60.43, the open interest changed by -3 which decreased total open position to 184
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 324.8, which was 0.00 lower than the previous day. The implied volatity was 74.20, the open interest changed by -2 which decreased total open position to 188
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 324.8, which was 106.85 higher than the previous day. The implied volatity was 74.20, the open interest changed by -1 which decreased total open position to 188
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 217.95, which was 30.95 higher than the previous day. The implied volatity was 41.90, the open interest changed by -1 which decreased total open position to 189
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 187, which was 10.50 higher than the previous day. The implied volatity was 28.08, the open interest changed by 8 which increased total open position to 190
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 176.5, which was -120.55 lower than the previous day. The implied volatity was 31.41, the open interest changed by -14 which decreased total open position to 182
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 297.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 297.05, which was -43.00 lower than the previous day. The implied volatity was 40.57, the open interest changed by -2 which decreased total open position to 196
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 340.05, which was 72.10 higher than the previous day. The implied volatity was 41.24, the open interest changed by -3 which decreased total open position to 197
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 267.95, which was -41.00 lower than the previous day. The implied volatity was 23.35, the open interest changed by -31 which decreased total open position to 201
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 308.95, which was 33.45 higher than the previous day. The implied volatity was 45.24, the open interest changed by 5 which increased total open position to 232
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 275.5, which was -6.85 lower than the previous day. The implied volatity was 35.52, the open interest changed by -33 which decreased total open position to 228
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 282.35, which was 39.00 higher than the previous day. The implied volatity was 43.52, the open interest changed by 6 which increased total open position to 264
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 243.35, which was 56.45 higher than the previous day. The implied volatity was 41.03, the open interest changed by -123 which decreased total open position to 261
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 186.9, which was 36.90 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 150, which was -23.05 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 173.05, which was -50.60 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 223.65, which was -358.35 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 582, 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 24 Oct M&M was trading at 2826.35. The strike last trading price was 582, 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 23 Oct M&M was trading at 2793.50. The strike last trading price was 582, 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 582, 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 582, 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 582, which was 582.00 higher 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 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 16 Oct M&M was trading at 3068.00. 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 14 Oct M&M was trading at 3154.90. 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 11 Oct M&M was trading at 3134.35. 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 10 Oct M&M was trading at 3194.30. 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 9 Oct M&M was trading at 3153.00. 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 8 Oct M&M was trading at 3165.85. 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 7 Oct M&M was trading at 3060.20. 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 Oct M&M was trading at 3017.45. 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 30 Sept M&M was trading at 3094.90. 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 2650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.43
Theta: -1.38
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2936.25 | 4.2 | -0.85 | 45.74 | 1,113.5 | -28 | 601.5 |
| 20 Nov | 2948.95 | 5.05 | 0.00 | 43.42 | 1,919 | -39.5 | 638.5 |
| 19 Nov | 2948.95 | 5.05 | -3.50 | 43.42 | 1,919 | -30.5 | 638.5 |
| 18 Nov | 2846.90 | 8.55 | -5.80 | 36.32 | 1,081.5 | -44.5 | 672.5 |
| 14 Nov | 2807.20 | 14.35 | -4.50 | 33.00 | 1,309 | 23 | 719 |
| 13 Nov | 2798.95 | 18.85 | 8.35 | 32.80 | 1,957 | 49 | 701.5 |
| 12 Nov | 2898.55 | 10.5 | 3.10 | 34.55 | 690 | 147.5 | 711.5 |
| 11 Nov | 2930.60 | 7.4 | 1.20 | 33.67 | 991.5 | 63.5 | 564 |
| 8 Nov | 2974.90 | 6.2 | -7.25 | 32.91 | 1,642 | -3.5 | 581 |
| 7 Nov | 2891.35 | 13.45 | 0.10 | 34.13 | 1,921 | 19.5 | 586.5 |
| 6 Nov | 2934.55 | 13.35 | -13.35 | 34.36 | 849.5 | 87.5 | 572.5 |
| 5 Nov | 2899.45 | 26.7 | -11.70 | 40.12 | 687.5 | 75 | 487.5 |
| 4 Nov | 2883.95 | 38.4 | -13.20 | 44.21 | 1,156 | -59.5 | 414.5 |
| 1 Nov | 2817.65 | 51.6 | -16.85 | 42.74 | 457.5 | 50 | 475 |
| 31 Oct | 2728.55 | 68.45 | -7.50 | - | 949 | 136 | 427 |
| 30 Oct | 2707.70 | 75.95 | 14.90 | - | 570 | 92 | 291 |
| 29 Oct | 2746.90 | 61.05 | 15.00 | - | 579 | 42 | 195 |
| 28 Oct | 2781.00 | 46.05 | -25.95 | - | 176 | 70 | 152 |
| 25 Oct | 2720.85 | 72 | 31.95 | - | 238 | -2 | 82 |
| 24 Oct | 2826.35 | 40.05 | 12.05 | - | 90 | 83 | 84 |
| 23 Oct | 2793.50 | 28 | 10.25 | - | 1 | 0 | 0 |
| 22 Oct | 2887.20 | 17.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2998.20 | 17.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2964.25 | 17.75 | 17.75 | - | 0 | 0 | 0 |
| 17 Oct | 2964.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3068.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3154.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3134.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3194.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3153.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3165.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3060.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3017.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3094.90 | 0 | - | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 2650 expiring on 28NOV2024
Delta for 2650 PE is -0.05
Historical price for 2650 PE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 4.2, which was -0.85 lower than the previous day. The implied volatity was 45.74, the open interest changed by -56 which decreased total open position to 1203
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 5.05, which was 0.00 lower than the previous day. The implied volatity was 43.42, the open interest changed by -79 which decreased total open position to 1277
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 5.05, which was -3.50 lower than the previous day. The implied volatity was 43.42, the open interest changed by -61 which decreased total open position to 1277
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 8.55, which was -5.80 lower than the previous day. The implied volatity was 36.32, the open interest changed by -89 which decreased total open position to 1345
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 14.35, which was -4.50 lower than the previous day. The implied volatity was 33.00, the open interest changed by 46 which increased total open position to 1438
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 18.85, which was 8.35 higher than the previous day. The implied volatity was 32.80, the open interest changed by 98 which increased total open position to 1403
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 10.5, which was 3.10 higher than the previous day. The implied volatity was 34.55, the open interest changed by 295 which increased total open position to 1423
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 7.4, which was 1.20 higher than the previous day. The implied volatity was 33.67, the open interest changed by 127 which increased total open position to 1128
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 6.2, which was -7.25 lower than the previous day. The implied volatity was 32.91, the open interest changed by -7 which decreased total open position to 1162
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 13.45, which was 0.10 higher than the previous day. The implied volatity was 34.13, the open interest changed by 39 which increased total open position to 1173
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 13.35, which was -13.35 lower than the previous day. The implied volatity was 34.36, the open interest changed by 175 which increased total open position to 1145
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 26.7, which was -11.70 lower than the previous day. The implied volatity was 40.12, the open interest changed by 150 which increased total open position to 975
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 38.4, which was -13.20 lower than the previous day. The implied volatity was 44.21, the open interest changed by -119 which decreased total open position to 829
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 51.6, which was -16.85 lower than the previous day. The implied volatity was 42.74, the open interest changed by 100 which increased total open position to 950
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 68.45, which was -7.50 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 75.95, which was 14.90 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 61.05, which was 15.00 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 46.05, which was -25.95 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 72, which was 31.95 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 40.05, which was 12.05 higher 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 28, which was 10.25 higher 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 17.75, 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 17.75, 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 17.75, which was 17.75 higher 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 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 16 Oct M&M was trading at 3068.00. 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 14 Oct M&M was trading at 3154.90. 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 11 Oct M&M was trading at 3134.35. 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 10 Oct M&M was trading at 3194.30. 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 9 Oct M&M was trading at 3153.00. 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 8 Oct M&M was trading at 3165.85. 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 7 Oct M&M was trading at 3060.20. 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 Oct M&M was trading at 3017.45. 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 30 Sept M&M was trading at 3094.90. 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
