M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Nov 2024 04:11 PM IST
| M&M 28NOV2024 2800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 1.11
Theta: -3.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2936.25 | 147.8 | -8.40 | 39.22 | 334 | -44.5 | 810 | |||
| 20 Nov | 2948.95 | 156.2 | 0.00 | 33.04 | 2,144.5 | -419 | 854.5 | |||
| 19 Nov | 2948.95 | 156.2 | 68.30 | 33.04 | 2,144.5 | -419 | 854.5 | |||
| 18 Nov | 2846.90 | 87.9 | 13.90 | 30.32 | 4,569 | -208.5 | 1,264.5 | |||
| 14 Nov | 2807.20 | 74 | 2.40 | 26.65 | 7,356.5 | 330 | 1,475.5 | |||
| 13 Nov | 2798.95 | 71.6 | -49.35 | 29.55 | 7,509.5 | 437.5 | 1,141 | |||
| 12 Nov | 2898.55 | 120.95 | -32.25 | 25.80 | 502 | -8 | 707.5 | |||
| 11 Nov | 2930.60 | 153.2 | -28.65 | 27.12 | 335 | 0 | 715.5 | |||
| 8 Nov | 2974.90 | 181.85 | 25.10 | 19.95 | 1,364.5 | -84.5 | 716 | |||
| 7 Nov | 2891.35 | 156.75 | -9.50 | 31.87 | 2,774 | -137.5 | 803.5 | |||
| 6 Nov | 2934.55 | 166.25 | 1.40 | 31.12 | 1,539.5 | -401 | 1,048.5 | |||
| 5 Nov | 2899.45 | 164.85 | -4.50 | 35.99 | 1,706 | -197 | 1,450.5 | |||
| 4 Nov | 2883.95 | 169.35 | 23.40 | 39.68 | 4,888.5 | -182 | 1,660 | |||
| 1 Nov | 2817.65 | 145.95 | 40.30 | 39.92 | 5,611.5 | 675.5 | 2,012.5 | |||
| 31 Oct | 2728.55 | 105.65 | 27.65 | - | 2,809 | 219 | 1,362 | |||
| 30 Oct | 2707.70 | 78 | -11.70 | - | 2,770 | 585 | 1,133 | |||
| 29 Oct | 2746.90 | 89.7 | -19.30 | - | 1,823 | 265 | 547 | |||
| 28 Oct | 2781.00 | 109 | 23.65 | - | 1,548 | 25 | 285 | |||
| 25 Oct | 2720.85 | 85.35 | -47.70 | - | 681 | 132 | 260 | |||
| 24 Oct | 2826.35 | 133.05 | 11.05 | - | 295 | 53 | 125 | |||
| 23 Oct | 2793.50 | 122 | -76.80 | - | 140 | 59 | 69 | |||
| 22 Oct | 2887.20 | 198.8 | -46.25 | - | 5 | 0 | 10 | |||
| 21 Oct | 2998.20 | 245.05 | 11.45 | - | 1 | 0 | 9 | |||
| 18 Oct | 2964.25 | 233.6 | 36.85 | - | 12 | 9 | 9 | |||
| 17 Oct | 2964.60 | 196.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3068.00 | 196.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3154.90 | 196.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3134.35 | 196.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3194.30 | 196.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3153.00 | 196.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3165.85 | 196.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3060.20 | 196.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3017.45 | 196.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3129.85 | 196.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3094.90 | 196.75 | 196.75 | - | 0 | 0 | 0 | |||
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| 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 2800 expiring on 28NOV2024
Delta for 2800 CE is 0.81
Historical price for 2800 CE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 147.8, which was -8.40 lower than the previous day. The implied volatity was 39.22, the open interest changed by -89 which decreased total open position to 1620
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was 33.04, the open interest changed by -838 which decreased total open position to 1709
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 156.2, which was 68.30 higher than the previous day. The implied volatity was 33.04, the open interest changed by -838 which decreased total open position to 1709
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 87.9, which was 13.90 higher than the previous day. The implied volatity was 30.32, the open interest changed by -417 which decreased total open position to 2529
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 74, which was 2.40 higher than the previous day. The implied volatity was 26.65, the open interest changed by 660 which increased total open position to 2951
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 71.6, which was -49.35 lower than the previous day. The implied volatity was 29.55, the open interest changed by 875 which increased total open position to 2282
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 120.95, which was -32.25 lower than the previous day. The implied volatity was 25.80, the open interest changed by -16 which decreased total open position to 1415
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 153.2, which was -28.65 lower than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 1431
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 181.85, which was 25.10 higher than the previous day. The implied volatity was 19.95, the open interest changed by -169 which decreased total open position to 1432
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 156.75, which was -9.50 lower than the previous day. The implied volatity was 31.87, the open interest changed by -275 which decreased total open position to 1607
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 166.25, which was 1.40 higher than the previous day. The implied volatity was 31.12, the open interest changed by -802 which decreased total open position to 2097
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 164.85, which was -4.50 lower than the previous day. The implied volatity was 35.99, the open interest changed by -394 which decreased total open position to 2901
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 169.35, which was 23.40 higher than the previous day. The implied volatity was 39.68, the open interest changed by -364 which decreased total open position to 3320
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 145.95, which was 40.30 higher than the previous day. The implied volatity was 39.92, the open interest changed by 1351 which increased total open position to 4025
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 105.65, which was 27.65 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 78, which was -11.70 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 89.7, which was -19.30 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 109, which was 23.65 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 85.35, which was -47.70 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 133.05, which was 11.05 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 122, which was -76.80 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 198.8, which was -46.25 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 245.05, which was 11.45 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 233.6, which was 36.85 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 196.75, 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 16 Oct M&M was trading at 3068.00. The strike last trading price was 196.75, 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 14 Oct M&M was trading at 3154.90. The strike last trading price was 196.75, 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 11 Oct M&M was trading at 3134.35. The strike last trading price was 196.75, 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 10 Oct M&M was trading at 3194.30. The strike last trading price was 196.75, 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 9 Oct M&M was trading at 3153.00. The strike last trading price was 196.75, 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 8 Oct M&M was trading at 3165.85. The strike last trading price was 196.75, 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 7 Oct M&M was trading at 3060.20. The strike last trading price was 196.75, 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 4 Oct M&M was trading at 3017.45. The strike last trading price was 196.75, 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 3 Oct M&M was trading at 3129.85. The strike last trading price was 196.75, 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 30 Sept M&M was trading at 3094.90. The strike last trading price was 196.75, which was 196.75 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 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 1.01
Theta: -2.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2936.25 | 12.9 | -3.05 | 35.00 | 3,992.5 | -372.5 | 2,153 |
| 20 Nov | 2948.95 | 15.95 | 0.00 | 35.27 | 9,074.5 | 583.5 | 2,598.5 |
| 19 Nov | 2948.95 | 15.95 | -18.10 | 35.27 | 9,074.5 | 656.5 | 2,598.5 |
| 18 Nov | 2846.90 | 34.05 | -14.80 | 30.76 | 5,369 | 240.5 | 1,955 |
| 14 Nov | 2807.20 | 48.85 | -11.75 | 28.43 | 5,644 | 269.5 | 1,744.5 |
| 13 Nov | 2798.95 | 60.6 | 26.75 | 28.88 | 11,587.5 | 87 | 1,496 |
| 12 Nov | 2898.55 | 33.85 | 11.55 | 30.40 | 3,026 | 43.5 | 1,412.5 |
| 11 Nov | 2930.60 | 22.3 | 4.10 | 28.29 | 2,886 | -232 | 1,371 |
| 8 Nov | 2974.90 | 18.2 | -19.70 | 28.27 | 5,305.5 | -194 | 1,597 |
| 7 Nov | 2891.35 | 37.9 | -3.75 | 30.68 | 8,383.5 | 493.5 | 1,789.5 |
| 6 Nov | 2934.55 | 41.65 | -24.20 | 33.08 | 3,026.5 | 58 | 1,307 |
| 5 Nov | 2899.45 | 65.85 | -16.00 | 39.27 | 2,682.5 | -183.5 | 1,252 |
| 4 Nov | 2883.95 | 81.85 | -22.15 | 42.76 | 5,112.5 | 222.5 | 1,442 |
| 1 Nov | 2817.65 | 104 | -31.55 | 41.60 | 1,252.5 | 279.5 | 1,240.5 |
| 31 Oct | 2728.55 | 135.55 | -17.70 | - | 622 | 166 | 974 |
| 30 Oct | 2707.70 | 153.25 | 34.60 | - | 430 | 109 | 807 |
| 29 Oct | 2746.90 | 118.65 | 16.15 | - | 667 | 62 | 698 |
| 28 Oct | 2781.00 | 102.5 | -37.50 | - | 1,015 | 312 | 636 |
| 25 Oct | 2720.85 | 140 | 53.15 | - | 250 | 14 | 324 |
| 24 Oct | 2826.35 | 86.85 | -20.15 | - | 290 | 97 | 311 |
| 23 Oct | 2793.50 | 107 | 40.00 | - | 508 | 21 | 214 |
| 22 Oct | 2887.20 | 67 | 28.00 | - | 106 | 33 | 193 |
| 21 Oct | 2998.20 | 39 | -3.00 | - | 65 | 22 | 159 |
| 18 Oct | 2964.25 | 42 | -3.35 | - | 41 | 9 | 135 |
| 17 Oct | 2964.60 | 45.35 | 23.35 | - | 131 | 86 | 126 |
| 16 Oct | 3068.00 | 22 | -1.00 | - | 18 | 13 | 39 |
| 14 Oct | 3154.90 | 23 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3134.35 | 23 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3194.30 | 23 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3153.00 | 23 | 0.00 | - | 0 | 21 | 0 |
| 8 Oct | 3165.85 | 23 | -0.10 | - | 26 | 20 | 25 |
| 7 Oct | 3060.20 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3017.45 | 23.1 | 0.00 | - | 0 | 5 | 0 |
| 3 Oct | 3129.85 | 23.1 | -165.65 | - | 6 | 1 | 1 |
| 30 Sept | 3094.90 | 188.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 3181.10 | 188.75 | 188.75 | - | 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 2800 expiring on 28NOV2024
Delta for 2800 PE is -0.17
Historical price for 2800 PE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 12.9, which was -3.05 lower than the previous day. The implied volatity was 35.00, the open interest changed by -745 which decreased total open position to 4306
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 15.95, which was 0.00 lower than the previous day. The implied volatity was 35.27, the open interest changed by 1167 which increased total open position to 5197
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 15.95, which was -18.10 lower than the previous day. The implied volatity was 35.27, the open interest changed by 1313 which increased total open position to 5197
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 34.05, which was -14.80 lower than the previous day. The implied volatity was 30.76, the open interest changed by 481 which increased total open position to 3910
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 48.85, which was -11.75 lower than the previous day. The implied volatity was 28.43, the open interest changed by 539 which increased total open position to 3489
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 60.6, which was 26.75 higher than the previous day. The implied volatity was 28.88, the open interest changed by 174 which increased total open position to 2992
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 33.85, which was 11.55 higher than the previous day. The implied volatity was 30.40, the open interest changed by 87 which increased total open position to 2825
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 22.3, which was 4.10 higher than the previous day. The implied volatity was 28.29, the open interest changed by -464 which decreased total open position to 2742
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 18.2, which was -19.70 lower than the previous day. The implied volatity was 28.27, the open interest changed by -388 which decreased total open position to 3194
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 37.9, which was -3.75 lower than the previous day. The implied volatity was 30.68, the open interest changed by 987 which increased total open position to 3579
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 41.65, which was -24.20 lower than the previous day. The implied volatity was 33.08, the open interest changed by 116 which increased total open position to 2614
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 65.85, which was -16.00 lower than the previous day. The implied volatity was 39.27, the open interest changed by -367 which decreased total open position to 2504
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 81.85, which was -22.15 lower than the previous day. The implied volatity was 42.76, the open interest changed by 445 which increased total open position to 2884
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 104, which was -31.55 lower than the previous day. The implied volatity was 41.60, the open interest changed by 559 which increased total open position to 2481
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 135.55, which was -17.70 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 153.25, which was 34.60 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 118.65, which was 16.15 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 102.5, which was -37.50 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 140, which was 53.15 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 86.85, which was -20.15 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 107, which was 40.00 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 67, which was 28.00 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 39, which was -3.00 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 42, which was -3.35 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 45.35, which was 23.35 higher 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 22, which was -1.00 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 23, 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 23, 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 23, 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 23, 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 23, which was -0.10 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 23.1, 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 23.1, 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 3 Oct M&M was trading at 3129.85. The strike last trading price was 23.1, which was -165.65 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 188.75, 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 26 Sept M&M was trading at 3181.10. The strike last trading price was 188.75, which was 188.75 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
