M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Nov 2024 04:11 PM IST
| M&M 28NOV2024 2850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 1.34
Theta: -3.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2936.25 | 104.5 | -9.80 | 34.61 | 404 | -31 | 411.5 | |||
| 20 Nov | 2948.95 | 114.3 | 0.00 | 30.60 | 3,029.5 | -422 | 447.5 | |||
| 19 Nov | 2948.95 | 114.3 | 57.30 | 30.60 | 3,029.5 | -417 | 447.5 | |||
| 18 Nov | 2846.90 | 57 | 9.00 | 29.07 | 5,489 | -59 | 860.5 | |||
| 14 Nov | 2807.20 | 48 | 0.00 | 26.17 | 5,040 | 122 | 920 | |||
| 13 Nov | 2798.95 | 48 | -40.10 | 29.06 | 5,113 | 390.5 | 802.5 | |||
| 12 Nov | 2898.55 | 88.1 | -27.60 | 25.99 | 592.5 | 16.5 | 414.5 | |||
| 11 Nov | 2930.60 | 115.7 | -26.40 | 26.59 | 526.5 | -6.5 | 398.5 | |||
| 8 Nov | 2974.90 | 142.1 | 21.10 | 21.94 | 1,977.5 | -133.5 | 405 | |||
| 7 Nov | 2891.35 | 121 | -11.15 | 30.51 | 2,610.5 | 124 | 542 | |||
| 6 Nov | 2934.55 | 132.15 | -2.80 | 30.80 | 1,313 | -183 | 414 | |||
| 5 Nov | 2899.45 | 134.95 | -3.25 | 36.11 | 2,537 | -102 | 609.5 | |||
| 4 Nov | 2883.95 | 138.2 | 19.65 | 38.83 | 5,906 | 92 | 712 | |||
| 1 Nov | 2817.65 | 118.55 | 35.55 | 39.19 | 1,973.5 | 188.5 | 600.5 | |||
| 31 Oct | 2728.55 | 83 | 22.45 | - | 790 | 110 | 413 | |||
| 30 Oct | 2707.70 | 60.55 | -10.15 | - | 657 | 72 | 306 | |||
| 29 Oct | 2746.90 | 70.7 | -17.25 | - | 555 | 13 | 234 | |||
| 28 Oct | 2781.00 | 87.95 | 21.95 | - | 549 | 119 | 220 | |||
| 25 Oct | 2720.85 | 66 | -43.45 | - | 181 | 20 | 101 | |||
| 24 Oct | 2826.35 | 109.45 | 10.45 | - | 127 | 31 | 81 | |||
| 23 Oct | 2793.50 | 99 | -316.75 | - | 101 | 49 | 49 | |||
| 22 Oct | 2887.20 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2998.20 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 2964.25 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 2964.60 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3068.00 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 3155.80 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3154.90 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Oct | 3134.35 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3194.30 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3153.00 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3165.85 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3060.20 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3017.45 | 415.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3129.85 | 415.75 | 415.75 | - | 0 | 0 | 0 | |||
| 30 Sept | 3094.90 | 0 | - | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 2850 expiring on 28NOV2024
Delta for 2850 CE is 0.73
Historical price for 2850 CE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 104.5, which was -9.80 lower than the previous day. The implied volatity was 34.61, the open interest changed by -62 which decreased total open position to 823
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 114.3, which was 0.00 lower than the previous day. The implied volatity was 30.60, the open interest changed by -844 which decreased total open position to 895
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 114.3, which was 57.30 higher than the previous day. The implied volatity was 30.60, the open interest changed by -834 which decreased total open position to 895
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 57, which was 9.00 higher than the previous day. The implied volatity was 29.07, the open interest changed by -118 which decreased total open position to 1721
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 48, which was 0.00 lower than the previous day. The implied volatity was 26.17, the open interest changed by 244 which increased total open position to 1840
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 48, which was -40.10 lower than the previous day. The implied volatity was 29.06, the open interest changed by 781 which increased total open position to 1605
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 88.1, which was -27.60 lower than the previous day. The implied volatity was 25.99, the open interest changed by 33 which increased total open position to 829
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 115.7, which was -26.40 lower than the previous day. The implied volatity was 26.59, the open interest changed by -13 which decreased total open position to 797
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 142.1, which was 21.10 higher than the previous day. The implied volatity was 21.94, the open interest changed by -267 which decreased total open position to 810
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 121, which was -11.15 lower than the previous day. The implied volatity was 30.51, the open interest changed by 248 which increased total open position to 1084
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 132.15, which was -2.80 lower than the previous day. The implied volatity was 30.80, the open interest changed by -366 which decreased total open position to 828
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 134.95, which was -3.25 lower than the previous day. The implied volatity was 36.11, the open interest changed by -204 which decreased total open position to 1219
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 138.2, which was 19.65 higher than the previous day. The implied volatity was 38.83, the open interest changed by 184 which increased total open position to 1424
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 118.55, which was 35.55 higher than the previous day. The implied volatity was 39.19, the open interest changed by 377 which increased total open position to 1201
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 83, which was 22.45 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 60.55, which was -10.15 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 70.7, which was -17.25 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 87.95, which was 21.95 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 66, which was -43.45 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 109.45, which was 10.45 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 99, which was -316.75 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 415.75, 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 21 Oct M&M was trading at 2998.20. The strike last trading price was 415.75, 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 18 Oct M&M was trading at 2964.25. The strike last trading price was 415.75, 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 17 Oct M&M was trading at 2964.60. The strike last trading price was 415.75, 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 415.75, 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 15 Oct M&M was trading at 3155.80. The strike last trading price was 415.75, 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 415.75, 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 415.75, 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 415.75, 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 415.75, 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 415.75, 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 415.75, 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 415.75, 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 415.75, which was 415.75 higher 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 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.25
Vega: 1.29
Theta: -2.68
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2936.25 | 19.5 | -4.00 | 31.21 | 2,175.5 | 84.5 | 999.5 |
| 20 Nov | 2948.95 | 23.5 | 0.00 | 32.50 | 5,787.5 | 285.5 | 914 |
| 19 Nov | 2948.95 | 23.5 | -30.45 | 32.50 | 5,787.5 | 284.5 | 914 |
| 18 Nov | 2846.90 | 53.95 | -19.05 | 29.97 | 2,497 | 162 | 628 |
| 14 Nov | 2807.20 | 73 | -13.65 | 28.07 | 1,167.5 | -71 | 467 |
| 13 Nov | 2798.95 | 86.65 | 35.65 | 28.30 | 3,848.5 | -106.5 | 539.5 |
| 12 Nov | 2898.55 | 51 | 17.05 | 30.09 | 1,095 | -16 | 648.5 |
| 11 Nov | 2930.60 | 33.95 | 6.15 | 27.27 | 2,036 | -21 | 669.5 |
| 8 Nov | 2974.90 | 27.8 | -25.35 | 27.54 | 3,013.5 | 80.5 | 852 |
| 7 Nov | 2891.35 | 53.15 | -5.50 | 29.93 | 4,676 | 345 | 771 |
| 6 Nov | 2934.55 | 58.65 | -27.05 | 33.09 | 1,319 | 44.5 | 434.5 |
| 5 Nov | 2899.45 | 85.7 | -15.85 | 39.21 | 1,763.5 | 23 | 389.5 |
| 4 Nov | 2883.95 | 101.55 | -26.20 | 42.31 | 2,371.5 | 180.5 | 358.5 |
| 1 Nov | 2817.65 | 127.75 | -34.50 | 41.33 | 166.5 | 32.5 | 178.5 |
| 31 Oct | 2728.55 | 162.25 | -19.80 | - | 210 | 23 | 146 |
| 30 Oct | 2707.70 | 182.05 | 26.55 | - | 202 | -70 | 120 |
| 29 Oct | 2746.90 | 155.5 | 26.60 | - | 368 | 9 | 189 |
| 28 Oct | 2781.00 | 128.9 | -39.20 | - | 213 | 150 | 181 |
| 25 Oct | 2720.85 | 168.1 | 62.30 | - | 21 | 9 | 31 |
| 24 Oct | 2826.35 | 105.8 | -14.05 | - | 17 | 8 | 21 |
| 23 Oct | 2793.50 | 119.85 | 64.55 | - | 24 | 8 | 12 |
| 22 Oct | 2887.20 | 55.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2998.20 | 55.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2964.25 | 55.3 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 2964.60 | 55.3 | 25.30 | - | 2 | 1 | 4 |
| 16 Oct | 3068.00 | 30 | 0.00 | - | 0 | 1 | 0 |
| 15 Oct | 3155.80 | 30 | 0.00 | - | 1 | 0 | 2 |
| 14 Oct | 3154.90 | 30 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3134.35 | 30 | 0.00 | - | 0 | 0 | 2 |
| 10 Oct | 3194.30 | 30 | 0.00 | - | 0 | 0 | 2 |
| 9 Oct | 3153.00 | 30 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3165.85 | 30 | 0.00 | - | 0 | 0 | 2 |
| 7 Oct | 3060.20 | 30 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3017.45 | 30 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3129.85 | 30 | 30.00 | - | 0 | 2 | 0 |
| 30 Sept | 3094.90 | 0 | - | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 2850 expiring on 28NOV2024
Delta for 2850 PE is -0.25
Historical price for 2850 PE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 19.5, which was -4.00 lower than the previous day. The implied volatity was 31.21, the open interest changed by 169 which increased total open position to 1999
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 23.5, which was 0.00 lower than the previous day. The implied volatity was 32.50, the open interest changed by 571 which increased total open position to 1828
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 23.5, which was -30.45 lower than the previous day. The implied volatity was 32.50, the open interest changed by 569 which increased total open position to 1828
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 53.95, which was -19.05 lower than the previous day. The implied volatity was 29.97, the open interest changed by 324 which increased total open position to 1256
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 73, which was -13.65 lower than the previous day. The implied volatity was 28.07, the open interest changed by -142 which decreased total open position to 934
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 86.65, which was 35.65 higher than the previous day. The implied volatity was 28.30, the open interest changed by -213 which decreased total open position to 1079
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 51, which was 17.05 higher than the previous day. The implied volatity was 30.09, the open interest changed by -32 which decreased total open position to 1297
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 33.95, which was 6.15 higher than the previous day. The implied volatity was 27.27, the open interest changed by -42 which decreased total open position to 1339
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 27.8, which was -25.35 lower than the previous day. The implied volatity was 27.54, the open interest changed by 161 which increased total open position to 1704
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 53.15, which was -5.50 lower than the previous day. The implied volatity was 29.93, the open interest changed by 690 which increased total open position to 1542
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 58.65, which was -27.05 lower than the previous day. The implied volatity was 33.09, the open interest changed by 89 which increased total open position to 869
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 85.7, which was -15.85 lower than the previous day. The implied volatity was 39.21, the open interest changed by 46 which increased total open position to 779
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 101.55, which was -26.20 lower than the previous day. The implied volatity was 42.31, the open interest changed by 361 which increased total open position to 717
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 127.75, which was -34.50 lower than the previous day. The implied volatity was 41.33, the open interest changed by 65 which increased total open position to 357
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 162.25, which was -19.80 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 182.05, which was 26.55 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 155.5, which was 26.60 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 128.9, which was -39.20 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 168.1, which was 62.30 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 105.8, which was -14.05 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 119.85, which was 64.55 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 55.3, 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 55.3, 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 55.3, 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 55.3, which was 25.30 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 30, 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 15 Oct M&M was trading at 3155.80. The strike last trading price was 30, 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, 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, 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, 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, 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, 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, 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 30, 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 30, which was 30.00 higher 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
