M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Nov 2024 04:11 PM IST
| M&M 28NOV2024 2700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.75
Theta: -3.26
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2936.25 | 240.7 | -7.15 | 48.96 | 133 | -62.5 | 378.5 | |||
| 20 Nov | 2948.95 | 247.85 | 0.00 | 37.41 | 122.5 | -40 | 441 | |||
| 19 Nov | 2948.95 | 247.85 | 78.70 | 37.41 | 122.5 | -40 | 441 | |||
| 18 Nov | 2846.90 | 169.15 | 25.05 | 35.40 | 119 | 12 | 482 | |||
| 14 Nov | 2807.20 | 144.1 | 6.10 | 27.30 | 779 | 55 | 469 | |||
| 13 Nov | 2798.95 | 138 | -73.00 | 31.75 | 250 | -6.5 | 414 | |||
| 12 Nov | 2898.55 | 211 | -37.85 | 32.75 | 21 | -3.5 | 423 | |||
| 11 Nov | 2930.60 | 248.85 | -25.15 | 36.30 | 41.5 | -2 | 426.5 | |||
| 8 Nov | 2974.90 | 274 | 46.00 | - | 135.5 | -12.5 | 428.5 | |||
| 7 Nov | 2891.35 | 228 | -18.80 | 28.62 | 149 | -3.5 | 439.5 | |||
| 6 Nov | 2934.55 | 246.8 | 12.30 | 32.78 | 361.5 | -83 | 443.5 | |||
| 5 Nov | 2899.45 | 234.5 | -1.90 | 35.23 | 298 | -90 | 527 | |||
| 4 Nov | 2883.95 | 236.4 | 31.40 | 39.97 | 754 | -207 | 617.5 | |||
| 1 Nov | 2817.65 | 205 | 49.60 | 39.54 | 575.5 | -105 | 825 | |||
| 31 Oct | 2728.55 | 155.4 | 34.10 | - | 3,708 | 593 | 938 | |||
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| 30 Oct | 2707.70 | 121.3 | -21.05 | - | 1,193 | 131 | 343 | |||
| 29 Oct | 2746.90 | 142.35 | -26.85 | - | 995 | 27 | 213 | |||
| 28 Oct | 2781.00 | 169.2 | 38.70 | - | 360 | 53 | 185 | |||
| 25 Oct | 2720.85 | 130.5 | -66.70 | - | 493 | 91 | 132 | |||
| 24 Oct | 2826.35 | 197.2 | 20.00 | - | 20 | 2 | 42 | |||
| 23 Oct | 2793.50 | 177.2 | -142.80 | - | 49 | 30 | 38 | |||
| 22 Oct | 2887.20 | 320 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2998.20 | 320 | 0.00 | - | 0 | 8 | 0 | |||
| 18 Oct | 2964.25 | 320 | 72.90 | - | 8 | 0 | 0 | |||
| 17 Oct | 2964.60 | 247.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3068.00 | 247.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3154.90 | 247.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3134.35 | 247.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3194.30 | 247.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3153.00 | 247.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3165.85 | 247.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3060.20 | 247.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3017.45 | 247.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3094.90 | 247.1 | 247.10 | - | 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 | |||
| 2 Sept | 2777.00 | 0 | - | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 2700 expiring on 28NOV2024
Delta for 2700 CE is 0.89
Historical price for 2700 CE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 240.7, which was -7.15 lower than the previous day. The implied volatity was 48.96, the open interest changed by -125 which decreased total open position to 757
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 247.85, which was 0.00 lower than the previous day. The implied volatity was 37.41, the open interest changed by -80 which decreased total open position to 882
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 247.85, which was 78.70 higher than the previous day. The implied volatity was 37.41, the open interest changed by -80 which decreased total open position to 882
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 169.15, which was 25.05 higher than the previous day. The implied volatity was 35.40, the open interest changed by 24 which increased total open position to 964
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 144.1, which was 6.10 higher than the previous day. The implied volatity was 27.30, the open interest changed by 110 which increased total open position to 938
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 138, which was -73.00 lower than the previous day. The implied volatity was 31.75, the open interest changed by -13 which decreased total open position to 828
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 211, which was -37.85 lower than the previous day. The implied volatity was 32.75, the open interest changed by -7 which decreased total open position to 846
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 248.85, which was -25.15 lower than the previous day. The implied volatity was 36.30, the open interest changed by -4 which decreased total open position to 853
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 274, which was 46.00 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 857
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 228, which was -18.80 lower than the previous day. The implied volatity was 28.62, the open interest changed by -7 which decreased total open position to 879
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 246.8, which was 12.30 higher than the previous day. The implied volatity was 32.78, the open interest changed by -166 which decreased total open position to 887
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 234.5, which was -1.90 lower than the previous day. The implied volatity was 35.23, the open interest changed by -180 which decreased total open position to 1054
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 236.4, which was 31.40 higher than the previous day. The implied volatity was 39.97, the open interest changed by -414 which decreased total open position to 1235
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 205, which was 49.60 higher than the previous day. The implied volatity was 39.54, the open interest changed by -210 which decreased total open position to 1650
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 155.4, which was 34.10 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 121.3, which was -21.05 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 142.35, which was -26.85 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 169.2, which was 38.70 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 130.5, which was -66.70 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 197.2, which was 20.00 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 177.2, which was -142.80 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 320, 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 320, 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 320, which was 72.90 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 247.1, 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 247.1, 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 247.1, 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 247.1, 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 247.1, 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 247.1, 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 247.1, 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 247.1, 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 247.1, 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 247.1, which was 247.10 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 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.59
Theta: -1.71
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2936.25 | 6.1 | -1.30 | 42.41 | 1,645.5 | 42 | 1,583.5 |
| 20 Nov | 2948.95 | 7.4 | 0.00 | 40.83 | 5,236.5 | -104 | 1,564 |
| 19 Nov | 2948.95 | 7.4 | -5.70 | 40.83 | 5,236.5 | -81.5 | 1,564 |
| 18 Nov | 2846.90 | 13.1 | -7.90 | 33.89 | 2,416 | 180 | 1,657 |
| 14 Nov | 2807.20 | 21 | -6.80 | 30.87 | 4,184.5 | 196 | 1,474.5 |
| 13 Nov | 2798.95 | 27.8 | 12.75 | 31.28 | 3,635 | -35.5 | 1,285 |
| 12 Nov | 2898.55 | 15.05 | 4.65 | 32.69 | 1,258.5 | -9 | 1,329.5 |
| 11 Nov | 2930.60 | 10.4 | 1.65 | 31.65 | 2,533 | -67.5 | 1,409 |
| 8 Nov | 2974.90 | 8.75 | -9.75 | 31.00 | 3,968 | -100.5 | 1,488 |
| 7 Nov | 2891.35 | 18.5 | -0.90 | 32.53 | 5,386 | 85 | 1,744.5 |
| 6 Nov | 2934.55 | 19.4 | -17.15 | 33.52 | 2,964.5 | 327 | 1,782.5 |
| 5 Nov | 2899.45 | 36.55 | -12.95 | 39.65 | 1,806.5 | -65 | 1,462 |
| 4 Nov | 2883.95 | 49.5 | -16.50 | 43.33 | 3,578.5 | -88.5 | 1,529 |
| 1 Nov | 2817.65 | 66 | -19.00 | 42.27 | 1,742.5 | -142.5 | 1,620.5 |
| 31 Oct | 2728.55 | 85 | -13.20 | - | 2,686 | 492 | 1,832 |
| 30 Oct | 2707.70 | 98.2 | 22.20 | - | 2,714 | 729 | 1,345 |
| 29 Oct | 2746.90 | 76 | 15.55 | - | 3,404 | 40 | 614 |
| 28 Oct | 2781.00 | 60.45 | -31.55 | - | 899 | 125 | 571 |
| 25 Oct | 2720.85 | 92 | 43.95 | - | 741 | 96 | 446 |
| 24 Oct | 2826.35 | 48.05 | -16.95 | - | 229 | 64 | 351 |
| 23 Oct | 2793.50 | 65 | 26.35 | - | 352 | 97 | 287 |
| 22 Oct | 2887.20 | 38.65 | 16.75 | - | 265 | 162 | 185 |
| 21 Oct | 2998.20 | 21.9 | -119.00 | - | 28 | 22 | 22 |
| 18 Oct | 2964.25 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2964.60 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3068.00 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3154.90 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3134.35 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3194.30 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3153.00 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3165.85 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3060.20 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3017.45 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3094.90 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 3181.10 | 140.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 2749.60 | 140.9 | 140.90 | - | 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 2700 expiring on 28NOV2024
Delta for 2700 PE is -0.08
Historical price for 2700 PE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 6.1, which was -1.30 lower than the previous day. The implied volatity was 42.41, the open interest changed by 84 which increased total open position to 3167
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 40.83, the open interest changed by -208 which decreased total open position to 3128
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 7.4, which was -5.70 lower than the previous day. The implied volatity was 40.83, the open interest changed by -163 which decreased total open position to 3128
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 13.1, which was -7.90 lower than the previous day. The implied volatity was 33.89, the open interest changed by 360 which increased total open position to 3314
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 21, which was -6.80 lower than the previous day. The implied volatity was 30.87, the open interest changed by 392 which increased total open position to 2949
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 27.8, which was 12.75 higher than the previous day. The implied volatity was 31.28, the open interest changed by -71 which decreased total open position to 2570
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 15.05, which was 4.65 higher than the previous day. The implied volatity was 32.69, the open interest changed by -18 which decreased total open position to 2659
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 10.4, which was 1.65 higher than the previous day. The implied volatity was 31.65, the open interest changed by -135 which decreased total open position to 2818
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 8.75, which was -9.75 lower than the previous day. The implied volatity was 31.00, the open interest changed by -201 which decreased total open position to 2976
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 18.5, which was -0.90 lower than the previous day. The implied volatity was 32.53, the open interest changed by 170 which increased total open position to 3489
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 19.4, which was -17.15 lower than the previous day. The implied volatity was 33.52, the open interest changed by 654 which increased total open position to 3565
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 36.55, which was -12.95 lower than the previous day. The implied volatity was 39.65, the open interest changed by -130 which decreased total open position to 2924
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 49.5, which was -16.50 lower than the previous day. The implied volatity was 43.33, the open interest changed by -177 which decreased total open position to 3058
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 66, which was -19.00 lower than the previous day. The implied volatity was 42.27, the open interest changed by -285 which decreased total open position to 3241
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 85, which was -13.20 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 98.2, which was 22.20 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 76, which was 15.55 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 60.45, which was -31.55 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 92, which was 43.95 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 48.05, which was -16.95 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 65, which was 26.35 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 38.65, which was 16.75 higher 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 21.9, which was -119.00 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 140.9, 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 140.9, 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 140.9, 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 140.9, 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 140.9, 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 140.9, 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 140.9, 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 140.9, 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 140.9, 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 140.9, 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 140.9, 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 140.9, 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 140.9, which was 140.90 higher 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
