M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
26 Dec 2024 04:11 PM IST
| M&M 30JAN2025 2850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 2.74
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 2975.65 | 191.3 | 45.30 | 24.56 | 159 | 39 | 114 | |||
| 24 Dec | 2928.70 | 146 | 3.90 | 24.85 | 155 | 53 | 75 | |||
| 23 Dec | 2909.30 | 142.1 | -76.50 | 23.52 | 46 | 22 | 22 | |||
| 20 Dec | 2906.35 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 3014.65 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 3051.20 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 3041.50 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 3084.85 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 3081.40 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 3067.45 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 3072.05 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 3066.90 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 3051.25 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 3073.00 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Dec | 3071.60 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 3031.75 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 3027.30 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3016.40 | 218.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 2966.10 | 218.6 | - | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 2850 expiring on 30JAN2025
Delta for 2850 CE is 0.78
Historical price for 2850 CE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 191.3, which was 45.30 higher than the previous day. The implied volatity was 24.56, the open interest changed by 39 which increased total open position to 114
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 146, which was 3.90 higher than the previous day. The implied volatity was 24.85, the open interest changed by 53 which increased total open position to 75
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 142.1, which was -76.50 lower than the previous day. The implied volatity was 23.52, the open interest changed by 22 which increased total open position to 22
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 218.6, 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 Dec M&M was trading at 3014.65. The strike last trading price was 218.6, 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 Dec M&M was trading at 3051.20. The strike last trading price was 218.6, 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 17 Dec M&M was trading at 3041.50. The strike last trading price was 218.6, 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 16 Dec M&M was trading at 3084.85. The strike last trading price was 218.6, 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 Dec M&M was trading at 3081.40. The strike last trading price was 218.6, 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 218.6, 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 218.6, 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 218.6, 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 218.6, 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 218.6, 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 218.6, 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 218.6, 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 218.6, 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 218.6, 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 218.6, 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 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 2.86
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 2975.65 | 35.95 | -14.05 | 26.72 | 672 | 87 | 300 |
| 24 Dec | 2928.70 | 50 | -10.50 | 24.62 | 290 | 93 | 210 |
| 23 Dec | 2909.30 | 60.5 | -4.50 | 27.31 | 168 | 65 | 117 |
| 20 Dec | 2906.35 | 65 | 29.50 | 28.01 | 44 | 25 | 52 |
| 19 Dec | 3014.65 | 35.5 | 2.50 | 26.97 | 31 | 22 | 26 |
| 18 Dec | 3051.20 | 33 | 0.00 | 0.00 | 0 | 4 | 0 |
| 17 Dec | 3041.50 | 33 | -101.20 | 27.03 | 4 | 0 | 0 |
| 16 Dec | 3084.85 | 134.2 | 0.00 | 6.54 | 0 | 0 | 0 |
| 13 Dec | 3081.40 | 134.2 | 0.00 | 6.38 | 0 | 0 | 0 |
| 12 Dec | 3067.45 | 134.2 | 0.00 | 5.86 | 0 | 0 | 0 |
| 11 Dec | 3072.05 | 134.2 | 0.00 | 6.15 | 0 | 0 | 0 |
| 10 Dec | 3066.90 | 134.2 | 0.00 | 5.92 | 0 | 0 | 0 |
| 9 Dec | 3051.25 | 134.2 | 0.00 | 5.53 | 0 | 0 | 0 |
| 6 Dec | 3073.00 | 134.2 | 0.00 | 5.85 | 0 | 0 | 0 |
| 5 Dec | 3071.60 | 134.2 | 0.00 | 5.81 | 0 | 0 | 0 |
| 4 Dec | 3031.75 | 134.2 | 0.00 | 4.90 | 0 | 0 | 0 |
| 3 Dec | 3027.30 | 134.2 | 0.00 | 4.88 | 0 | 0 | 0 |
| 2 Dec | 3016.40 | 134.2 | 0.00 | 4.71 | 0 | 0 | 0 |
| 29 Nov | 2966.10 | 134.2 | 4.00 | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 2850 expiring on 30JAN2025
Delta for 2850 PE is -0.24
Historical price for 2850 PE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 35.95, which was -14.05 lower than the previous day. The implied volatity was 26.72, the open interest changed by 87 which increased total open position to 300
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 50, which was -10.50 lower than the previous day. The implied volatity was 24.62, the open interest changed by 93 which increased total open position to 210
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 60.5, which was -4.50 lower than the previous day. The implied volatity was 27.31, the open interest changed by 65 which increased total open position to 117
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 65, which was 29.50 higher than the previous day. The implied volatity was 28.01, the open interest changed by 25 which increased total open position to 52
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 35.5, which was 2.50 higher than the previous day. The implied volatity was 26.97, the open interest changed by 22 which increased total open position to 26
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 33, which was -101.20 lower than the previous day. The implied volatity was 27.03, the open interest changed by 0 which decreased total open position to 0
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 134.2, which was 0.00 lower than the previous day. The implied volatity was 6.54, 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 134.2, which was 0.00 lower than the previous day. The implied volatity was 6.38, 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 134.2, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 134.2, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 134.2, which was 0.00 lower than the previous day. The implied volatity was 5.92, 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 134.2, which was 0.00 lower than the previous day. The implied volatity was 5.53, 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 134.2, which was 0.00 lower than the previous day. The implied volatity was 5.85, 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 134.2, which was 0.00 lower than the previous day. The implied volatity was 5.81, 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 134.2, which was 0.00 lower than the previous day. The implied volatity was 4.90, 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 134.2, which was 0.00 lower than the previous day. The implied volatity was 4.88, 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 134.2, which was 0.00 lower than the previous day. The implied volatity was 4.71, 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 134.2, which was lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
