M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Nov 2024 04:11 PM IST
| M&M 28NOV2024 2750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.90
Theta: -3.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2936.25 | 193.1 | -7.90 | 43.53 | 56 | 25 | 426.5 | |||
| 20 Nov | 2948.95 | 201 | 0.00 | 34.52 | 144.5 | -5.5 | 402 | |||
| 19 Nov | 2948.95 | 201 | 76.10 | 34.52 | 144.5 | -5 | 402 | |||
| 18 Nov | 2846.90 | 124.9 | 19.50 | 31.65 | 355.5 | -55 | 401 | |||
| 14 Nov | 2807.20 | 105.4 | 2.40 | 26.56 | 1,801 | 12.5 | 456.5 | |||
| 13 Nov | 2798.95 | 103 | -57.90 | 30.99 | 778.5 | -51.5 | 444.5 | |||
| 12 Nov | 2898.55 | 160.9 | -39.75 | 26.63 | 20.5 | 1.5 | 496 | |||
| 11 Nov | 2930.60 | 200.65 | -24.95 | 31.70 | 47.5 | -3.5 | 494 | |||
| 8 Nov | 2974.90 | 225.6 | 28.85 | - | 159 | -33.5 | 498 | |||
| 7 Nov | 2891.35 | 196.75 | -6.85 | 33.70 | 287.5 | 7 | 531 | |||
| 6 Nov | 2934.55 | 203.6 | 5.75 | 31.18 | 817.5 | -331 | 524 | |||
| 5 Nov | 2899.45 | 197.85 | -3.05 | 35.61 | 1,527.5 | -945.5 | 855 | |||
| 4 Nov | 2883.95 | 200.9 | 25.95 | 39.48 | 1,043.5 | -277 | 1,801 | |||
| 1 Nov | 2817.65 | 174.95 | 46.00 | 39.70 | 896.5 | -186 | 2,086 | |||
| 31 Oct | 2728.55 | 128.95 | 31.20 | - | 4,993 | 1,883 | 2,268 | |||
| 30 Oct | 2707.70 | 97.75 | -15.25 | - | 1,623 | 279 | 406 | |||
| 29 Oct | 2746.90 | 113 | -25.00 | - | 944 | 57 | 125 | |||
| 28 Oct | 2781.00 | 138 | 31.55 | - | 253 | 22 | 68 | |||
| 25 Oct | 2720.85 | 106.45 | -389.50 | - | 96 | 46 | 46 | |||
| 24 Oct | 2826.35 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2793.50 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2887.20 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2998.20 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2964.25 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2964.60 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3068.00 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3154.90 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3134.35 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3194.30 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3153.00 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Oct | 3165.85 | 495.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3060.20 | 495.95 | 495.95 | - | 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 2750 expiring on 28NOV2024
Delta for 2750 CE is 0.86
Historical price for 2750 CE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 193.1, which was -7.90 lower than the previous day. The implied volatity was 43.53, the open interest changed by 50 which increased total open position to 853
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 201, which was 0.00 lower than the previous day. The implied volatity was 34.52, the open interest changed by -11 which decreased total open position to 804
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 201, which was 76.10 higher than the previous day. The implied volatity was 34.52, the open interest changed by -10 which decreased total open position to 804
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 124.9, which was 19.50 higher than the previous day. The implied volatity was 31.65, the open interest changed by -110 which decreased total open position to 802
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 105.4, which was 2.40 higher than the previous day. The implied volatity was 26.56, the open interest changed by 25 which increased total open position to 913
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 103, which was -57.90 lower than the previous day. The implied volatity was 30.99, the open interest changed by -103 which decreased total open position to 889
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 160.9, which was -39.75 lower than the previous day. The implied volatity was 26.63, the open interest changed by 3 which increased total open position to 992
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 200.65, which was -24.95 lower than the previous day. The implied volatity was 31.70, the open interest changed by -7 which decreased total open position to 988
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 225.6, which was 28.85 higher than the previous day. The implied volatity was -, the open interest changed by -67 which decreased total open position to 996
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 196.75, which was -6.85 lower than the previous day. The implied volatity was 33.70, the open interest changed by 14 which increased total open position to 1062
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 203.6, which was 5.75 higher than the previous day. The implied volatity was 31.18, the open interest changed by -662 which decreased total open position to 1048
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 197.85, which was -3.05 lower than the previous day. The implied volatity was 35.61, the open interest changed by -1891 which decreased total open position to 1710
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 200.9, which was 25.95 higher than the previous day. The implied volatity was 39.48, the open interest changed by -554 which decreased total open position to 3602
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 174.95, which was 46.00 higher than the previous day. The implied volatity was 39.70, the open interest changed by -372 which decreased total open position to 4172
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 128.95, which was 31.20 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 97.75, which was -15.25 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 113, which was -25.00 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 138, which was 31.55 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 106.45, which was -389.50 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 495.95, 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 495.95, 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 495.95, 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 495.95, 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 495.95, 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 495.95, 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 495.95, 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 495.95, 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 495.95, 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 495.95, 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 495.95, 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 495.95, 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 495.95, which was 495.95 higher 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 2750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.76
Theta: -2.01
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2936.25 | 8.5 | -2.00 | 38.38 | 1,654.5 | 89 | 989.5 |
| 20 Nov | 2948.95 | 10.5 | 0.00 | 37.78 | 4,110 | -64.5 | 914 |
| 19 Nov | 2948.95 | 10.5 | -10.35 | 37.78 | 4,110 | -51 | 914 |
| 18 Nov | 2846.90 | 20.85 | -10.65 | 31.94 | 1,693.5 | -89 | 962 |
| 14 Nov | 2807.20 | 31.5 | -9.10 | 29.13 | 4,333 | 107.5 | 1,053 |
| 13 Nov | 2798.95 | 40.6 | 18.30 | 29.51 | 3,960.5 | 154.5 | 947.5 |
| 12 Nov | 2898.55 | 22.3 | 7.65 | 31.24 | 993.5 | -50.5 | 838 |
| 11 Nov | 2930.60 | 14.65 | 2.05 | 29.56 | 1,612 | 139 | 887.5 |
| 8 Nov | 2974.90 | 12.6 | -13.90 | 29.70 | 2,360 | -216.5 | 757 |
| 7 Nov | 2891.35 | 26.5 | -2.20 | 31.49 | 3,469.5 | 351 | 972 |
| 6 Nov | 2934.55 | 28.7 | -20.90 | 33.19 | 1,271 | -19.5 | 622 |
| 5 Nov | 2899.45 | 49.6 | -14.35 | 39.44 | 1,561 | -261 | 648 |
| 4 Nov | 2883.95 | 63.95 | -18.65 | 43.06 | 2,230 | 33 | 909 |
| 1 Nov | 2817.65 | 82.6 | -25.25 | 41.61 | 648.5 | 93.5 | 881.5 |
| 31 Oct | 2728.55 | 107.85 | -16.90 | - | 1,353 | 467 | 769 |
| 30 Oct | 2707.70 | 124.75 | 24.25 | - | 513 | 84 | 304 |
| 29 Oct | 2746.90 | 100.5 | 22.00 | - | 617 | 52 | 220 |
| 28 Oct | 2781.00 | 78.5 | -31.60 | - | 260 | 62 | 168 |
| 25 Oct | 2720.85 | 110.1 | 46.10 | - | 138 | 19 | 106 |
| 24 Oct | 2826.35 | 64 | -20.50 | - | 76 | 54 | 86 |
| 23 Oct | 2793.50 | 84.5 | 50.15 | - | 76 | 31 | 32 |
| 22 Oct | 2887.20 | 34.35 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 2998.20 | 34.35 | 3.90 | - | 1 | 0 | 0 |
| 18 Oct | 2964.25 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2964.60 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3068.00 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3154.90 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3134.35 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3194.30 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3153.00 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3165.85 | 30.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3060.20 | 30.45 | 30.45 | - | 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 2750 expiring on 28NOV2024
Delta for 2750 PE is -0.11
Historical price for 2750 PE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 8.5, which was -2.00 lower than the previous day. The implied volatity was 38.38, the open interest changed by 178 which increased total open position to 1979
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 37.78, the open interest changed by -129 which decreased total open position to 1828
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 10.5, which was -10.35 lower than the previous day. The implied volatity was 37.78, the open interest changed by -102 which decreased total open position to 1828
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 20.85, which was -10.65 lower than the previous day. The implied volatity was 31.94, the open interest changed by -178 which decreased total open position to 1924
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 31.5, which was -9.10 lower than the previous day. The implied volatity was 29.13, the open interest changed by 215 which increased total open position to 2106
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 40.6, which was 18.30 higher than the previous day. The implied volatity was 29.51, the open interest changed by 309 which increased total open position to 1895
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 22.3, which was 7.65 higher than the previous day. The implied volatity was 31.24, the open interest changed by -101 which decreased total open position to 1676
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 14.65, which was 2.05 higher than the previous day. The implied volatity was 29.56, the open interest changed by 278 which increased total open position to 1775
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 12.6, which was -13.90 lower than the previous day. The implied volatity was 29.70, the open interest changed by -433 which decreased total open position to 1514
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 26.5, which was -2.20 lower than the previous day. The implied volatity was 31.49, the open interest changed by 702 which increased total open position to 1944
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 28.7, which was -20.90 lower than the previous day. The implied volatity was 33.19, the open interest changed by -39 which decreased total open position to 1244
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 49.6, which was -14.35 lower than the previous day. The implied volatity was 39.44, the open interest changed by -522 which decreased total open position to 1296
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 63.95, which was -18.65 lower than the previous day. The implied volatity was 43.06, the open interest changed by 66 which increased total open position to 1818
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 82.6, which was -25.25 lower than the previous day. The implied volatity was 41.61, the open interest changed by 187 which increased total open position to 1763
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 107.85, which was -16.90 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 124.75, which was 24.25 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 100.5, which was 22.00 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 78.5, which was -31.60 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 110.1, which was 46.10 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 64, which was -20.50 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 84.5, which was 50.15 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 34.35, 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 34.35, which was 3.90 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 30.45, 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 17 Oct M&M was trading at 2964.60. The strike last trading price was 30.45, 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 16 Oct M&M was trading at 3068.00. The strike last trading price was 30.45, 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 14 Oct M&M was trading at 3154.90. The strike last trading price was 30.45, 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 11 Oct M&M was trading at 3134.35. The strike last trading price was 30.45, 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 10 Oct M&M was trading at 3194.30. The strike last trading price was 30.45, 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 9 Oct M&M was trading at 3153.00. The strike last trading price was 30.45, 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 8 Oct M&M was trading at 3165.85. The strike last trading price was 30.45, 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 7 Oct M&M was trading at 3060.20. The strike last trading price was 30.45, which was 30.45 higher 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
