M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
11 Apr 2025 04:11 PM IST
| M&M 24APR2025 2850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.90
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 2580.35 | 8.75 | 0.65 | 36.30 | 2,271 | 333 | 2,430 | |||
| 9 Apr | 2523.10 | 8.5 | -0.85 | 40.99 | 2,062 | 88 | 2,107 | |||
| 8 Apr | 2523.65 | 9.5 | 0.15 | 41.35 | 1,862 | 70 | 2,025 | |||
| 7 Apr | 2491.25 | 10 | -1.25 | 42.34 | 2,223 | 46 | 1,959 | |||
| 4 Apr | 2596.55 | 11.75 | -3.3 | 31.23 | 1,935 | -13 | 1,907 | |||
| 3 Apr | 2611.45 | 15.2 | -6.05 | 31.31 | 1,866 | 276 | 1,921 | |||
| 2 Apr | 2637.55 | 21.4 | -2.5 | 32.08 | 1,817 | 198 | 1,649 | |||
| 1 Apr | 2637.90 | 23.85 | -10.4 | 32.40 | 4,081 | 312 | 1,453 | |||
| 28 Mar | 2665.80 | 33.95 | -22.95 | 32.13 | 4,391 | 332 | 1,141 | |||
| 27 Mar | 2733.00 | 56.85 | -7.8 | 31.50 | 2,415 | 97 | 806 | |||
| 26 Mar | 2742.25 | 64.85 | -1.05 | 32.56 | 1,561 | 57 | 716 | |||
| 25 Mar | 2736.00 | 64.95 | -15.9 | 33.43 | 1,677 | 124 | 659 | |||
| 24 Mar | 2774.70 | 81 | -6.2 | 31.83 | 2,024 | 328 | 529 | |||
| 21 Mar | 2801.85 | 81 | -23.75 | 28.73 | 329 | 42 | 200 | |||
| 20 Mar | 2828.10 | 107.15 | 20.7 | 28.43 | 328 | 7 | 166 | |||
| 19 Mar | 2789.10 | 85.65 | -1.45 | 29.37 | 84 | 6 | 160 | |||
| 18 Mar | 2791.40 | 86.95 | 29.45 | 29.24 | 140 | 64 | 153 | |||
| 17 Mar | 2705.15 | 56.25 | 16.3 | 29.67 | 25 | 4 | 89 | |||
| 13 Mar | 2643.50 | 39.95 | -5.05 | 28.27 | 8 | 6 | 85 | |||
| 12 Mar | 2653.30 | 45 | -5.7 | 29.03 | 38 | 2 | 44 | |||
| 11 Mar | 2645.60 | 50.6 | -19.3 | 29.66 | 18 | 3 | 42 | |||
| 10 Mar | 2702.60 | 69.9 | -15.1 | 30.74 | 37 | 35 | 39 | |||
| 7 Mar | 2727.85 | 85 | -1 | 30.64 | 4 | 1 | 4 | |||
| 6 Mar | 2742.40 | 86 | 6 | 30.19 | 2 | 1 | 3 | |||
| 5 Mar | 2726.60 | 80 | -38.6 | 29.44 | 2 | 1 | 1 | |||
| 4 Mar | 2613.35 | 118.6 | 0 | 5.01 | 0 | 0 | 0 | |||
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| 3 Mar | 2611.90 | 118.6 | 0 | 4.92 | 0 | 0 | 0 | |||
| 28 Feb | 2585.10 | 118.6 | 0 | 5.20 | 0 | 0 | 0 | |||
For Mahindra & Mahindra Ltd - strike price 2850 expiring on 24APR2025
Delta for 2850 CE is 0.11
Historical price for 2850 CE is as follows
On 11 Apr M&M was trading at 2580.35. The strike last trading price was 8.75, which was 0.65 higher than the previous day. The implied volatity was 36.30, the open interest changed by 333 which increased total open position to 2430
On 9 Apr M&M was trading at 2523.10. The strike last trading price was 8.5, which was -0.85 lower than the previous day. The implied volatity was 40.99, the open interest changed by 88 which increased total open position to 2107
On 8 Apr M&M was trading at 2523.65. The strike last trading price was 9.5, which was 0.15 higher than the previous day. The implied volatity was 41.35, the open interest changed by 70 which increased total open position to 2025
On 7 Apr M&M was trading at 2491.25. The strike last trading price was 10, which was -1.25 lower than the previous day. The implied volatity was 42.34, the open interest changed by 46 which increased total open position to 1959
On 4 Apr M&M was trading at 2596.55. The strike last trading price was 11.75, which was -3.3 lower than the previous day. The implied volatity was 31.23, the open interest changed by -13 which decreased total open position to 1907
On 3 Apr M&M was trading at 2611.45. The strike last trading price was 15.2, which was -6.05 lower than the previous day. The implied volatity was 31.31, the open interest changed by 276 which increased total open position to 1921
On 2 Apr M&M was trading at 2637.55. The strike last trading price was 21.4, which was -2.5 lower than the previous day. The implied volatity was 32.08, the open interest changed by 198 which increased total open position to 1649
On 1 Apr M&M was trading at 2637.90. The strike last trading price was 23.85, which was -10.4 lower than the previous day. The implied volatity was 32.40, the open interest changed by 312 which increased total open position to 1453
On 28 Mar M&M was trading at 2665.80. The strike last trading price was 33.95, which was -22.95 lower than the previous day. The implied volatity was 32.13, the open interest changed by 332 which increased total open position to 1141
On 27 Mar M&M was trading at 2733.00. The strike last trading price was 56.85, which was -7.8 lower than the previous day. The implied volatity was 31.50, the open interest changed by 97 which increased total open position to 806
On 26 Mar M&M was trading at 2742.25. The strike last trading price was 64.85, which was -1.05 lower than the previous day. The implied volatity was 32.56, the open interest changed by 57 which increased total open position to 716
On 25 Mar M&M was trading at 2736.00. The strike last trading price was 64.95, which was -15.9 lower than the previous day. The implied volatity was 33.43, the open interest changed by 124 which increased total open position to 659
On 24 Mar M&M was trading at 2774.70. The strike last trading price was 81, which was -6.2 lower than the previous day. The implied volatity was 31.83, the open interest changed by 328 which increased total open position to 529
On 21 Mar M&M was trading at 2801.85. The strike last trading price was 81, which was -23.75 lower than the previous day. The implied volatity was 28.73, the open interest changed by 42 which increased total open position to 200
On 20 Mar M&M was trading at 2828.10. The strike last trading price was 107.15, which was 20.7 higher than the previous day. The implied volatity was 28.43, the open interest changed by 7 which increased total open position to 166
On 19 Mar M&M was trading at 2789.10. The strike last trading price was 85.65, which was -1.45 lower than the previous day. The implied volatity was 29.37, the open interest changed by 6 which increased total open position to 160
On 18 Mar M&M was trading at 2791.40. The strike last trading price was 86.95, which was 29.45 higher than the previous day. The implied volatity was 29.24, the open interest changed by 64 which increased total open position to 153
On 17 Mar M&M was trading at 2705.15. The strike last trading price was 56.25, which was 16.3 higher than the previous day. The implied volatity was 29.67, the open interest changed by 4 which increased total open position to 89
On 13 Mar M&M was trading at 2643.50. The strike last trading price was 39.95, which was -5.05 lower than the previous day. The implied volatity was 28.27, the open interest changed by 6 which increased total open position to 85
On 12 Mar M&M was trading at 2653.30. The strike last trading price was 45, which was -5.7 lower than the previous day. The implied volatity was 29.03, the open interest changed by 2 which increased total open position to 44
On 11 Mar M&M was trading at 2645.60. The strike last trading price was 50.6, which was -19.3 lower than the previous day. The implied volatity was 29.66, the open interest changed by 3 which increased total open position to 42
On 10 Mar M&M was trading at 2702.60. The strike last trading price was 69.9, which was -15.1 lower than the previous day. The implied volatity was 30.74, the open interest changed by 35 which increased total open position to 39
On 7 Mar M&M was trading at 2727.85. The strike last trading price was 85, which was -1 lower than the previous day. The implied volatity was 30.64, the open interest changed by 1 which increased total open position to 4
On 6 Mar M&M was trading at 2742.40. The strike last trading price was 86, which was 6 higher than the previous day. The implied volatity was 30.19, the open interest changed by 1 which increased total open position to 3
On 5 Mar M&M was trading at 2726.60. The strike last trading price was 80, which was -38.6 lower than the previous day. The implied volatity was 29.44, the open interest changed by 1 which increased total open position to 1
On 4 Mar M&M was trading at 2613.35. The strike last trading price was 118.6, which was 0 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0
On 3 Mar M&M was trading at 2611.90. The strike last trading price was 118.6, which was 0 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0
On 28 Feb M&M was trading at 2585.10. The strike last trading price was 118.6, which was 0 lower than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0
| M&M 24APR2025 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 1.42
Theta: -2.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 2580.35 | 270.05 | -55.45 | 54.77 | 26 | 0 | 256 |
| 9 Apr | 2523.10 | 325.5 | -8.3 | 50.20 | 14 | 0 | 255 |
| 8 Apr | 2523.65 | 333.8 | -20.85 | 52.02 | 17 | -1 | 256 |
| 7 Apr | 2491.25 | 350 | 96.85 | 52.50 | 44 | -11 | 259 |
| 4 Apr | 2596.55 | 253.35 | 11.15 | 37.25 | 20 | 0 | 270 |
| 3 Apr | 2611.45 | 239.4 | 23.3 | 36.03 | 50 | 13 | 269 |
| 2 Apr | 2637.55 | 216.1 | -7.2 | 31.95 | 5 | 0 | 255 |
| 1 Apr | 2637.90 | 223.3 | 20.25 | 36.15 | 220 | 12 | 255 |
| 28 Mar | 2665.80 | 206.85 | 55.2 | 34.15 | 59 | -4 | 243 |
| 27 Mar | 2733.00 | 150.5 | 3.45 | 31.30 | 490 | 86 | 248 |
| 26 Mar | 2742.25 | 145.45 | -10.7 | 30.93 | 344 | 34 | 159 |
| 25 Mar | 2736.00 | 156.15 | 21.6 | 31.75 | 217 | -2 | 126 |
| 24 Mar | 2774.70 | 132 | 17.3 | 32.48 | 303 | 67 | 128 |
| 21 Mar | 2801.85 | 123.15 | 18.15 | 30.44 | 159 | 38 | 61 |
| 20 Mar | 2828.10 | 104.95 | -9.5 | 32.15 | 22 | 11 | 23 |
| 19 Mar | 2789.10 | 114.45 | -13.55 | 26.99 | 10 | 7 | 11 |
| 18 Mar | 2791.40 | 128 | -72 | 31.35 | 1 | 0 | 3 |
| 17 Mar | 2705.15 | 200 | -29 | 37.10 | 2 | 0 | 2 |
| 13 Mar | 2643.50 | 229 | 0 | 0.00 | 0 | -1 | 0 |
| 12 Mar | 2653.30 | 229 | 16 | 34.48 | 2 | 0 | 3 |
| 11 Mar | 2645.60 | 213 | -51.9 | 31.02 | 2 | 1 | 2 |
| 10 Mar | 2702.60 | 264.9 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 2727.85 | 264.9 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 2742.40 | 264.9 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 2726.60 | 264.9 | 0 | 0.00 | 0 | 1 | 0 |
| 4 Mar | 2613.35 | 264.9 | 54 | 35.95 | 1 | 0 | 0 |
| 3 Mar | 2611.90 | 210.9 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 2585.10 | 210.9 | 0 | - | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 2850 expiring on 24APR2025
Delta for 2850 PE is -0.79
Historical price for 2850 PE is as follows
On 11 Apr M&M was trading at 2580.35. The strike last trading price was 270.05, which was -55.45 lower than the previous day. The implied volatity was 54.77, the open interest changed by 0 which decreased total open position to 256
On 9 Apr M&M was trading at 2523.10. The strike last trading price was 325.5, which was -8.3 lower than the previous day. The implied volatity was 50.20, the open interest changed by 0 which decreased total open position to 255
On 8 Apr M&M was trading at 2523.65. The strike last trading price was 333.8, which was -20.85 lower than the previous day. The implied volatity was 52.02, the open interest changed by -1 which decreased total open position to 256
On 7 Apr M&M was trading at 2491.25. The strike last trading price was 350, which was 96.85 higher than the previous day. The implied volatity was 52.50, the open interest changed by -11 which decreased total open position to 259
On 4 Apr M&M was trading at 2596.55. The strike last trading price was 253.35, which was 11.15 higher than the previous day. The implied volatity was 37.25, the open interest changed by 0 which decreased total open position to 270
On 3 Apr M&M was trading at 2611.45. The strike last trading price was 239.4, which was 23.3 higher than the previous day. The implied volatity was 36.03, the open interest changed by 13 which increased total open position to 269
On 2 Apr M&M was trading at 2637.55. The strike last trading price was 216.1, which was -7.2 lower than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 255
On 1 Apr M&M was trading at 2637.90. The strike last trading price was 223.3, which was 20.25 higher than the previous day. The implied volatity was 36.15, the open interest changed by 12 which increased total open position to 255
On 28 Mar M&M was trading at 2665.80. The strike last trading price was 206.85, which was 55.2 higher than the previous day. The implied volatity was 34.15, the open interest changed by -4 which decreased total open position to 243
On 27 Mar M&M was trading at 2733.00. The strike last trading price was 150.5, which was 3.45 higher than the previous day. The implied volatity was 31.30, the open interest changed by 86 which increased total open position to 248
On 26 Mar M&M was trading at 2742.25. The strike last trading price was 145.45, which was -10.7 lower than the previous day. The implied volatity was 30.93, the open interest changed by 34 which increased total open position to 159
On 25 Mar M&M was trading at 2736.00. The strike last trading price was 156.15, which was 21.6 higher than the previous day. The implied volatity was 31.75, the open interest changed by -2 which decreased total open position to 126
On 24 Mar M&M was trading at 2774.70. The strike last trading price was 132, which was 17.3 higher than the previous day. The implied volatity was 32.48, the open interest changed by 67 which increased total open position to 128
On 21 Mar M&M was trading at 2801.85. The strike last trading price was 123.15, which was 18.15 higher than the previous day. The implied volatity was 30.44, the open interest changed by 38 which increased total open position to 61
On 20 Mar M&M was trading at 2828.10. The strike last trading price was 104.95, which was -9.5 lower than the previous day. The implied volatity was 32.15, the open interest changed by 11 which increased total open position to 23
On 19 Mar M&M was trading at 2789.10. The strike last trading price was 114.45, which was -13.55 lower than the previous day. The implied volatity was 26.99, the open interest changed by 7 which increased total open position to 11
On 18 Mar M&M was trading at 2791.40. The strike last trading price was 128, which was -72 lower than the previous day. The implied volatity was 31.35, the open interest changed by 0 which decreased total open position to 3
On 17 Mar M&M was trading at 2705.15. The strike last trading price was 200, which was -29 lower than the previous day. The implied volatity was 37.10, the open interest changed by 0 which decreased total open position to 2
On 13 Mar M&M was trading at 2643.50. The strike last trading price was 229, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Mar M&M was trading at 2653.30. The strike last trading price was 229, which was 16 higher than the previous day. The implied volatity was 34.48, the open interest changed by 0 which decreased total open position to 3
On 11 Mar M&M was trading at 2645.60. The strike last trading price was 213, which was -51.9 lower than the previous day. The implied volatity was 31.02, the open interest changed by 1 which increased total open position to 2
On 10 Mar M&M was trading at 2702.60. The strike last trading price was 264.9, which was 0 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 7 Mar M&M was trading at 2727.85. The strike last trading price was 264.9, which was 0 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 6 Mar M&M was trading at 2742.40. The strike last trading price was 264.9, which was 0 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 5 Mar M&M was trading at 2726.60. The strike last trading price was 264.9, which was 0 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 4 Mar M&M was trading at 2613.35. The strike last trading price was 264.9, which was 54 higher than the previous day. The implied volatity was 35.95, the open interest changed by 0 which decreased total open position to 0
On 3 Mar M&M was trading at 2611.90. The strike last trading price was 210.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb M&M was trading at 2585.10. The strike last trading price was 210.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
