M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
26 Dec 2024 04:11 PM IST
| M&M 30JAN2025 2800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 2.17
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 2975.65 | 228.75 | 47.90 | 23.80 | 33 | 1 | 58 | |||
| 24 Dec | 2928.70 | 180.85 | 5.85 | 25.12 | 54 | 21 | 58 | |||
| 23 Dec | 2909.30 | 175 | -24.80 | 22.99 | 41 | 21 | 36 | |||
| 20 Dec | 2906.35 | 199.8 | -65.20 | 28.93 | 17 | 11 | 14 | |||
| 19 Dec | 3014.65 | 265 | -30.00 | 25.88 | 2 | 1 | 3 | |||
| 18 Dec | 3051.20 | 295 | -6.05 | 23.10 | 1 | 0 | 1 | |||
| 17 Dec | 3041.50 | 301.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Dec | 3084.85 | 301.05 | 114.10 | - | 1 | 0 | 0 | |||
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| 13 Dec | 3081.40 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 3067.45 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 3072.05 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 3066.90 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 3051.25 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 3073.00 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 3071.60 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 3031.75 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 3027.30 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3016.40 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 2966.10 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 2898.70 | 186.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 3004.80 | 186.95 | 171.40 | - | 0 | 0 | 0 | |||
| 26 Nov | 2985.20 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 3045.60 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 3012.95 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 2936.25 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2948.95 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2948.95 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2846.90 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2807.20 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 2798.95 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 2898.55 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2930.60 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2974.90 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2891.35 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2934.55 | 15.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2899.45 | 15.55 | - | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 2800 expiring on 30JAN2025
Delta for 2800 CE is 0.85
Historical price for 2800 CE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 228.75, which was 47.90 higher than the previous day. The implied volatity was 23.80, the open interest changed by 1 which increased total open position to 58
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 180.85, which was 5.85 higher than the previous day. The implied volatity was 25.12, the open interest changed by 21 which increased total open position to 58
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 175, which was -24.80 lower than the previous day. The implied volatity was 22.99, the open interest changed by 21 which increased total open position to 36
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 199.8, which was -65.20 lower than the previous day. The implied volatity was 28.93, the open interest changed by 11 which increased total open position to 14
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 265, which was -30.00 lower than the previous day. The implied volatity was 25.88, the open interest changed by 1 which increased total open position to 3
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 295, which was -6.05 lower than the previous day. The implied volatity was 23.10, the open interest changed by 0 which decreased total open position to 1
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 301.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 301.05, which was 114.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec M&M was trading at 3016.40. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov M&M was trading at 2966.10. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov M&M was trading at 2898.70. The strike last trading price was 186.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov M&M was trading at 3004.80. The strike last trading price was 186.95, which was 171.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov M&M was trading at 2985.20. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov M&M was trading at 3045.60. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| M&M 30JAN2025 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 2.44
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 2975.65 | 25.95 | -10.00 | 27.31 | 1,605 | 277 | 1,399 |
| 24 Dec | 2928.70 | 35.95 | -9.90 | 25.06 | 642 | 90 | 1,120 |
| 23 Dec | 2909.30 | 45.85 | -9.05 | 27.92 | 665 | -6 | 1,028 |
| 20 Dec | 2906.35 | 54.9 | 27.95 | 30.01 | 1,033 | -144 | 1,034 |
| 19 Dec | 3014.65 | 26.95 | 6.15 | 27.77 | 1,496 | 1,002 | 1,178 |
| 18 Dec | 3051.20 | 20.8 | -1.40 | 27.15 | 27 | 2 | 176 |
| 17 Dec | 3041.50 | 22.2 | 3.80 | 26.63 | 57 | 36 | 174 |
| 16 Dec | 3084.85 | 18.4 | -1.60 | 27.52 | 74 | 33 | 135 |
| 13 Dec | 3081.40 | 20 | -6.85 | 27.45 | 14 | 11 | 101 |
| 12 Dec | 3067.45 | 26.85 | 2.85 | 28.69 | 7 | 2 | 91 |
| 11 Dec | 3072.05 | 24 | -8.70 | 28.23 | 23 | 15 | 84 |
| 10 Dec | 3066.90 | 32.7 | 4.20 | 30.69 | 2 | 0 | 68 |
| 9 Dec | 3051.25 | 28.5 | -0.65 | 27.93 | 8 | 3 | 70 |
| 6 Dec | 3073.00 | 29.15 | -4.85 | 28.75 | 57 | 56 | 68 |
| 5 Dec | 3071.60 | 34 | -6.00 | 30.14 | 11 | 8 | 12 |
| 4 Dec | 3031.75 | 40 | -14.15 | 29.31 | 2 | 0 | 3 |
| 3 Dec | 3027.30 | 54.15 | -5.55 | 33.20 | 1 | 0 | 2 |
| 2 Dec | 3016.40 | 59.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 2966.10 | 59.7 | -16.05 | 30.61 | 1 | 0 | 2 |
| 28 Nov | 2898.70 | 75.75 | -132.30 | 29.61 | 2 | 0 | 0 |
| 27 Nov | 3004.80 | 208.05 | 0.00 | 5.29 | 0 | 0 | 0 |
| 26 Nov | 2985.20 | 208.05 | 0.00 | 5.37 | 0 | 0 | 0 |
| 25 Nov | 3045.60 | 208.05 | 0.00 | 6.13 | 0 | 0 | 0 |
| 22 Nov | 3012.95 | 208.05 | 0.00 | 5.29 | 0 | 0 | 0 |
| 21 Nov | 2936.25 | 208.05 | 0.00 | 3.74 | 0 | 0 | 0 |
| 20 Nov | 2948.95 | 208.05 | 0.00 | 4.12 | 0 | 0 | 0 |
| 19 Nov | 2948.95 | 208.05 | 0.00 | 4.12 | 0 | 0 | 0 |
| 18 Nov | 2846.90 | 208.05 | 0.00 | 2.30 | 0 | 0 | 0 |
| 14 Nov | 2807.20 | 208.05 | 0.00 | 1.30 | 0 | 0 | 0 |
| 13 Nov | 2798.95 | 208.05 | 0.00 | 1.20 | 0 | 0 | 0 |
| 12 Nov | 2898.55 | 208.05 | 0.00 | 3.33 | 0 | 0 | 0 |
| 11 Nov | 2930.60 | 208.05 | 0.00 | 3.85 | 0 | 0 | 0 |
| 8 Nov | 2974.90 | 208.05 | 208.00 | 4.55 | 0 | 0 | 0 |
| 7 Nov | 2891.35 | 0.05 | 0.00 | 2.97 | 0 | 0 | 0 |
| 6 Nov | 2934.55 | 0.05 | 0.00 | 3.89 | 0 | 0 | 0 |
| 5 Nov | 2899.45 | 0.05 | 3.19 | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 2800 expiring on 30JAN2025
Delta for 2800 PE is -0.18
Historical price for 2800 PE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 25.95, which was -10.00 lower than the previous day. The implied volatity was 27.31, the open interest changed by 277 which increased total open position to 1399
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 35.95, which was -9.90 lower than the previous day. The implied volatity was 25.06, the open interest changed by 90 which increased total open position to 1120
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 45.85, which was -9.05 lower than the previous day. The implied volatity was 27.92, the open interest changed by -6 which decreased total open position to 1028
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 54.9, which was 27.95 higher than the previous day. The implied volatity was 30.01, the open interest changed by -144 which decreased total open position to 1034
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 26.95, which was 6.15 higher than the previous day. The implied volatity was 27.77, the open interest changed by 1002 which increased total open position to 1178
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 20.8, which was -1.40 lower than the previous day. The implied volatity was 27.15, the open interest changed by 2 which increased total open position to 176
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 22.2, which was 3.80 higher than the previous day. The implied volatity was 26.63, the open interest changed by 36 which increased total open position to 174
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 18.4, which was -1.60 lower than the previous day. The implied volatity was 27.52, the open interest changed by 33 which increased total open position to 135
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 20, which was -6.85 lower than the previous day. The implied volatity was 27.45, the open interest changed by 11 which increased total open position to 101
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 26.85, which was 2.85 higher than the previous day. The implied volatity was 28.69, the open interest changed by 2 which increased total open position to 91
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 24, which was -8.70 lower than the previous day. The implied volatity was 28.23, the open interest changed by 15 which increased total open position to 84
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 32.7, which was 4.20 higher than the previous day. The implied volatity was 30.69, the open interest changed by 0 which decreased total open position to 68
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 28.5, which was -0.65 lower than the previous day. The implied volatity was 27.93, the open interest changed by 3 which increased total open position to 70
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 29.15, which was -4.85 lower than the previous day. The implied volatity was 28.75, the open interest changed by 56 which increased total open position to 68
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 34, which was -6.00 lower than the previous day. The implied volatity was 30.14, the open interest changed by 8 which increased total open position to 12
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 40, which was -14.15 lower than the previous day. The implied volatity was 29.31, the open interest changed by 0 which decreased total open position to 3
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 54.15, which was -5.55 lower than the previous day. The implied volatity was 33.20, the open interest changed by 0 which decreased total open position to 2
On 2 Dec M&M was trading at 3016.40. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov M&M was trading at 2966.10. The strike last trading price was 59.7, which was -16.05 lower than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 2
On 28 Nov M&M was trading at 2898.70. The strike last trading price was 75.75, which was -132.30 lower than the previous day. The implied volatity was 29.61, the open interest changed by 0 which decreased total open position to 0
On 27 Nov M&M was trading at 3004.80. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0
On 26 Nov M&M was trading at 2985.20. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
On 25 Nov M&M was trading at 3045.60. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 208.05, which was 0.00 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 208.05, which was 208.00 higher than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0
