M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
27 Dec 2024 09:02 AM IST
| M&M 30JAN2025 2900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 3.17
Theta: -1.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2975.65 | 154.3 | 0.00 | 24.11 | 2,186 | 6 | 536 | |||
| 26 Dec | 2975.65 | 154.3 | 42.55 | 24.11 | 2,186 | 6 | 536 | |||
| 24 Dec | 2928.70 | 111.75 | 0.65 | 23.67 | 1,152 | 144 | 530 | |||
| 23 Dec | 2909.30 | 111.1 | -2.40 | 23.30 | 1,113 | 264 | 388 | |||
| 20 Dec | 2906.35 | 113.5 | -106.50 | 22.34 | 245 | 111 | 119 | |||
| 19 Dec | 3014.65 | 220 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Dec | 3051.20 | 220 | 0.00 | 25.59 | 1 | 0 | 7 | |||
| 17 Dec | 3041.50 | 220 | -10.00 | 28.34 | 5 | 2 | 6 | |||
| 16 Dec | 3084.85 | 230 | 20.00 | 17.93 | 1 | 0 | 3 | |||
| 13 Dec | 3081.40 | 210 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 3067.45 | 210 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3072.05 | 210 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 10 Dec | 3066.90 | 210 | -18.35 | - | 2 | 1 | 2 | |||
| 9 Dec | 3051.25 | 228.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 3073.00 | 228.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 3071.60 | 228.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 3031.75 | 228.35 | 5.65 | 27.10 | 1 | 0 | 1 | |||
| 3 Dec | 3027.30 | 222.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Dec | 3016.40 | 222.7 | 75.90 | 26.23 | 1 | 0 | 0 | |||
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| 29 Nov | 2966.10 | 146.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 2898.70 | 146.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 3004.80 | 146.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 2985.20 | 146.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 3045.60 | 146.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 3012.95 | 146.8 | 132.65 | - | 0 | 0 | 0 | |||
| 21 Nov | 2936.25 | 14.15 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2948.95 | 14.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2948.95 | 14.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2846.90 | 14.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 2807.20 | 14.15 | 0.00 | 0.79 | 0 | 0 | 0 | |||
| 13 Nov | 2798.95 | 14.15 | 0.00 | 0.97 | 0 | 0 | 0 | |||
| 12 Nov | 2898.55 | 14.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 2930.60 | 14.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 2974.90 | 14.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 2891.35 | 14.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 2934.55 | 14.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2899.45 | 14.15 | - | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 2900 expiring on 30JAN2025
Delta for 2900 CE is 0.71
Historical price for 2900 CE is as follows
On 27 Dec M&M was trading at 2975.65. The strike last trading price was 154.3, which was 0.00 lower than the previous day. The implied volatity was 24.11, the open interest changed by 6 which increased total open position to 536
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 154.3, which was 42.55 higher than the previous day. The implied volatity was 24.11, the open interest changed by 6 which increased total open position to 536
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 111.75, which was 0.65 higher than the previous day. The implied volatity was 23.67, the open interest changed by 144 which increased total open position to 530
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 111.1, which was -2.40 lower than the previous day. The implied volatity was 23.30, the open interest changed by 264 which increased total open position to 388
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 113.5, which was -106.50 lower than the previous day. The implied volatity was 22.34, the open interest changed by 111 which increased total open position to 119
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 220, 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 18 Dec M&M was trading at 3051.20. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 25.59, the open interest changed by 0 which decreased total open position to 7
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 220, which was -10.00 lower than the previous day. The implied volatity was 28.34, the open interest changed by 2 which increased total open position to 6
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 230, which was 20.00 higher than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 3
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 210, 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 12 Dec M&M was trading at 3067.45. The strike last trading price was 210, 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 11 Dec M&M was trading at 3072.05. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 210, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 228.35, 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 6 Dec M&M was trading at 3073.00. The strike last trading price was 228.35, 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 5 Dec M&M was trading at 3071.60. The strike last trading price was 228.35, 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 4 Dec M&M was trading at 3031.75. The strike last trading price was 228.35, which was 5.65 higher than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 1
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 222.7, 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 2 Dec M&M was trading at 3016.40. The strike last trading price was 222.7, which was 75.90 higher than the previous day. The implied volatity was 26.23, 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 146.8, 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 146.8, 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 146.8, 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 26 Nov M&M was trading at 2985.20. The strike last trading price was 146.8, 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 146.8, 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 146.8, which was 132.65 higher 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 14.15, 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 14.15, 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 14.15, 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 14.15, 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 14.15, which was 0.00 lower than the previous day. The implied volatity was 0.79, 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 14.15, which was 0.00 lower than the previous day. The implied volatity was 0.97, 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 14.15, 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 14.15, 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 14.15, 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 14.15, 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 14.15, 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 14.15, 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 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 3.23
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2975.65 | 49.1 | 0.00 | 26.19 | 2,813 | 560 | 1,316 |
| 26 Dec | 2975.65 | 49.1 | -17.20 | 26.19 | 2,813 | 561 | 1,316 |
| 24 Dec | 2928.70 | 66.3 | -14.20 | 23.75 | 1,287 | 166 | 752 |
| 23 Dec | 2909.30 | 80.5 | -9.50 | 27.25 | 958 | 250 | 586 |
| 20 Dec | 2906.35 | 90 | 41.65 | 29.22 | 657 | 71 | 337 |
| 19 Dec | 3014.65 | 48.35 | 11.15 | 26.76 | 349 | 28 | 268 |
| 18 Dec | 3051.20 | 37.2 | -5.50 | 25.74 | 68 | 19 | 241 |
| 17 Dec | 3041.50 | 42.7 | 7.05 | 26.17 | 139 | 76 | 221 |
| 16 Dec | 3084.85 | 35.65 | 1.25 | 27.12 | 122 | 42 | 145 |
| 13 Dec | 3081.40 | 34.4 | -8.10 | 26.00 | 136 | 8 | 105 |
| 12 Dec | 3067.45 | 42.5 | 0.00 | 26.73 | 28 | 1 | 97 |
| 11 Dec | 3072.05 | 42.5 | -3.50 | 27.56 | 19 | 11 | 96 |
| 10 Dec | 3066.90 | 46 | -11.95 | 27.74 | 38 | 20 | 85 |
| 9 Dec | 3051.25 | 57.95 | 11.10 | 29.57 | 19 | 5 | 65 |
| 6 Dec | 3073.00 | 46.85 | -1.15 | 27.43 | 7 | 6 | 61 |
| 5 Dec | 3071.60 | 48 | -19.00 | 27.49 | 49 | 34 | 53 |
| 4 Dec | 3031.75 | 67 | -3.00 | 29.22 | 4 | 1 | 18 |
| 3 Dec | 3027.30 | 70 | -4.00 | 29.83 | 5 | 0 | 16 |
| 2 Dec | 3016.40 | 74 | -16.05 | 30.13 | 12 | 4 | 14 |
| 29 Nov | 2966.10 | 90.05 | -28.95 | 29.89 | 12 | 0 | 10 |
| 28 Nov | 2898.70 | 119 | 32.30 | 30.27 | 10 | 2 | 10 |
| 27 Nov | 3004.80 | 86.7 | -8.30 | 30.74 | 6 | 3 | 9 |
| 26 Nov | 2985.20 | 95 | 24.35 | 32.75 | 6 | 1 | 8 |
| 25 Nov | 3045.60 | 70.65 | -29.35 | 30.13 | 8 | 5 | 5 |
| 22 Nov | 3012.95 | 100 | -166.10 | 33.13 | 1 | 0 | 0 |
| 21 Nov | 2936.25 | 266.1 | 0.00 | 1.69 | 0 | 0 | 0 |
| 20 Nov | 2948.95 | 266.1 | 0.00 | 2.33 | 0 | 0 | 0 |
| 19 Nov | 2948.95 | 266.1 | 0.00 | 2.33 | 0 | 0 | 0 |
| 18 Nov | 2846.90 | 266.1 | 0.00 | 0.26 | 0 | 0 | 0 |
| 14 Nov | 2807.20 | 266.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2798.95 | 266.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2898.55 | 266.1 | 0.00 | 1.38 | 0 | 0 | 0 |
| 11 Nov | 2930.60 | 266.1 | 0.00 | 1.93 | 0 | 0 | 0 |
| 8 Nov | 2974.90 | 266.1 | 262.95 | 2.90 | 0 | 0 | 0 |
| 7 Nov | 2891.35 | 3.15 | 0.00 | 1.14 | 0 | 0 | 0 |
| 6 Nov | 2934.55 | 3.15 | 0.00 | 2.03 | 0 | 0 | 0 |
| 5 Nov | 2899.45 | 3.15 | 1.31 | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 2900 expiring on 30JAN2025
Delta for 2900 PE is -0.30
Historical price for 2900 PE is as follows
On 27 Dec M&M was trading at 2975.65. The strike last trading price was 49.1, which was 0.00 lower than the previous day. The implied volatity was 26.19, the open interest changed by 560 which increased total open position to 1316
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 49.1, which was -17.20 lower than the previous day. The implied volatity was 26.19, the open interest changed by 561 which increased total open position to 1316
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 66.3, which was -14.20 lower than the previous day. The implied volatity was 23.75, the open interest changed by 166 which increased total open position to 752
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 80.5, which was -9.50 lower than the previous day. The implied volatity was 27.25, the open interest changed by 250 which increased total open position to 586
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 90, which was 41.65 higher than the previous day. The implied volatity was 29.22, the open interest changed by 71 which increased total open position to 337
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 48.35, which was 11.15 higher than the previous day. The implied volatity was 26.76, the open interest changed by 28 which increased total open position to 268
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 37.2, which was -5.50 lower than the previous day. The implied volatity was 25.74, the open interest changed by 19 which increased total open position to 241
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 42.7, which was 7.05 higher than the previous day. The implied volatity was 26.17, the open interest changed by 76 which increased total open position to 221
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 35.65, which was 1.25 higher than the previous day. The implied volatity was 27.12, the open interest changed by 42 which increased total open position to 145
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 34.4, which was -8.10 lower than the previous day. The implied volatity was 26.00, the open interest changed by 8 which increased total open position to 105
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 42.5, which was 0.00 lower than the previous day. The implied volatity was 26.73, the open interest changed by 1 which increased total open position to 97
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 42.5, which was -3.50 lower than the previous day. The implied volatity was 27.56, the open interest changed by 11 which increased total open position to 96
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 46, which was -11.95 lower than the previous day. The implied volatity was 27.74, the open interest changed by 20 which increased total open position to 85
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 57.95, which was 11.10 higher than the previous day. The implied volatity was 29.57, the open interest changed by 5 which increased total open position to 65
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 46.85, which was -1.15 lower than the previous day. The implied volatity was 27.43, the open interest changed by 6 which increased total open position to 61
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 48, which was -19.00 lower than the previous day. The implied volatity was 27.49, the open interest changed by 34 which increased total open position to 53
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 67, which was -3.00 lower than the previous day. The implied volatity was 29.22, the open interest changed by 1 which increased total open position to 18
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 70, which was -4.00 lower than the previous day. The implied volatity was 29.83, the open interest changed by 0 which decreased total open position to 16
On 2 Dec M&M was trading at 3016.40. The strike last trading price was 74, which was -16.05 lower than the previous day. The implied volatity was 30.13, the open interest changed by 4 which increased total open position to 14
On 29 Nov M&M was trading at 2966.10. The strike last trading price was 90.05, which was -28.95 lower than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 10
On 28 Nov M&M was trading at 2898.70. The strike last trading price was 119, which was 32.30 higher than the previous day. The implied volatity was 30.27, the open interest changed by 2 which increased total open position to 10
On 27 Nov M&M was trading at 3004.80. The strike last trading price was 86.7, which was -8.30 lower than the previous day. The implied volatity was 30.74, the open interest changed by 3 which increased total open position to 9
On 26 Nov M&M was trading at 2985.20. The strike last trading price was 95, which was 24.35 higher than the previous day. The implied volatity was 32.75, the open interest changed by 1 which increased total open position to 8
On 25 Nov M&M was trading at 3045.60. The strike last trading price was 70.65, which was -29.35 lower than the previous day. The implied volatity was 30.13, the open interest changed by 5 which increased total open position to 5
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 100, which was -166.10 lower than the previous day. The implied volatity was 33.13, 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 266.1, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 266.1, which was 0.00 lower than the previous day. The implied volatity was 2.33, 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 266.1, which was 0.00 lower than the previous day. The implied volatity was 2.33, 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 266.1, which was 0.00 lower than the previous day. The implied volatity was 0.26, 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 266.1, 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 266.1, 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 266.1, which was 0.00 lower than the previous day. The implied volatity was 1.38, 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 266.1, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 266.1, which was 262.95 higher than the previous day. The implied volatity was 2.90, 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 3.15, which was 0.00 lower than the previous day. The implied volatity was 1.14, 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 3.15, which was 0.00 lower than the previous day. The implied volatity was 2.03, 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 3.15, which was lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
