M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
12 Dec 2024 10:01 AM IST
| M&M 26DEC2024 2950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 1.50
Theta: -1.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3080.00 | 155 | -4.95 | 25.00 | 2 | 0 | 660 | |||
| 11 Dec | 3072.05 | 159.95 | 7.30 | 29.25 | 125 | 0 | 660 | |||
| 10 Dec | 3066.90 | 152.65 | 15.25 | 27.99 | 446 | 30 | 663 | |||
| 9 Dec | 3051.25 | 137.4 | -27.55 | 26.13 | 95 | -7 | 636 | |||
| 6 Dec | 3073.00 | 164.95 | 1.10 | 28.16 | 124 | -4 | 655 | |||
| 5 Dec | 3071.60 | 163.85 | 30.55 | 27.07 | 855 | -240 | 658 | |||
| 4 Dec | 3031.75 | 133.3 | -0.80 | 26.87 | 630 | -83 | 898 | |||
| 3 Dec | 3027.30 | 134.1 | -0.60 | 26.38 | 969 | -54 | 982 | |||
| 2 Dec | 3016.40 | 134.7 | 15.90 | 27.24 | 3,197 | -322 | 1,037 | |||
| 29 Nov | 2966.10 | 118.8 | 29.80 | 29.79 | 11,337 | -215 | 1,365 | |||
| 28 Nov | 2898.70 | 89 | -49.60 | 31.14 | 7,511 | 1,216 | 1,570 | |||
| 27 Nov | 3004.80 | 138.6 | -0.10 | 29.29 | 981 | 49 | 355 | |||
| 26 Nov | 2985.20 | 138.7 | -47.90 | 27.68 | 713 | 86 | 302 | |||
| 25 Nov | 3045.60 | 186.6 | 34.60 | 33.17 | 245 | 4 | 217 | |||
| 22 Nov | 3012.95 | 152 | 41.90 | 29.23 | 866 | -12 | 201 | |||
| 21 Nov | 2936.25 | 110.1 | -6.10 | 30.05 | 490 | 46 | 212 | |||
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| 20 Nov | 2948.95 | 116.2 | 0.00 | 29.01 | 555 | 109 | 161 | |||
| 19 Nov | 2948.95 | 116.2 | 44.15 | 29.01 | 555 | 104 | 161 | |||
| 18 Nov | 2846.90 | 72.05 | 11.80 | 28.51 | 77 | 41 | 53 | |||
| 14 Nov | 2807.20 | 60.25 | 2.20 | 26.26 | 7 | 1 | 13 | |||
| 13 Nov | 2798.95 | 58.05 | -38.50 | 27.23 | 5 | 2 | 12 | |||
| 12 Nov | 2898.55 | 96.55 | -14.70 | 27.70 | 6 | 0 | 7 | |||
| 11 Nov | 2930.60 | 111.25 | -18.75 | 26.48 | 3 | 1 | 8 | |||
| 8 Nov | 2974.90 | 130 | 18.20 | 24.39 | 9 | 2 | 6 | |||
| 7 Nov | 2891.35 | 111.8 | 29.15 | 27.57 | 6 | 4 | 4 | |||
| 6 Nov | 2934.55 | 82.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2899.45 | 82.65 | 0.00 | 0.53 | 0 | 0 | 0 | |||
| 4 Nov | 2883.95 | 82.65 | 0.79 | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 2950 expiring on 26DEC2024
Delta for 2950 CE is 0.84
Historical price for 2950 CE is as follows
On 12 Dec M&M was trading at 3080.00. The strike last trading price was 155, which was -4.95 lower than the previous day. The implied volatity was 25.00, the open interest changed by 0 which decreased total open position to 660
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 159.95, which was 7.30 higher than the previous day. The implied volatity was 29.25, the open interest changed by 0 which decreased total open position to 660
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 152.65, which was 15.25 higher than the previous day. The implied volatity was 27.99, the open interest changed by 30 which increased total open position to 663
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 137.4, which was -27.55 lower than the previous day. The implied volatity was 26.13, the open interest changed by -7 which decreased total open position to 636
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 164.95, which was 1.10 higher than the previous day. The implied volatity was 28.16, the open interest changed by -4 which decreased total open position to 655
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 163.85, which was 30.55 higher than the previous day. The implied volatity was 27.07, the open interest changed by -240 which decreased total open position to 658
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 133.3, which was -0.80 lower than the previous day. The implied volatity was 26.87, the open interest changed by -83 which decreased total open position to 898
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 134.1, which was -0.60 lower than the previous day. The implied volatity was 26.38, the open interest changed by -54 which decreased total open position to 982
On 2 Dec M&M was trading at 3016.40. The strike last trading price was 134.7, which was 15.90 higher than the previous day. The implied volatity was 27.24, the open interest changed by -322 which decreased total open position to 1037
On 29 Nov M&M was trading at 2966.10. The strike last trading price was 118.8, which was 29.80 higher than the previous day. The implied volatity was 29.79, the open interest changed by -215 which decreased total open position to 1365
On 28 Nov M&M was trading at 2898.70. The strike last trading price was 89, which was -49.60 lower than the previous day. The implied volatity was 31.14, the open interest changed by 1216 which increased total open position to 1570
On 27 Nov M&M was trading at 3004.80. The strike last trading price was 138.6, which was -0.10 lower than the previous day. The implied volatity was 29.29, the open interest changed by 49 which increased total open position to 355
On 26 Nov M&M was trading at 2985.20. The strike last trading price was 138.7, which was -47.90 lower than the previous day. The implied volatity was 27.68, the open interest changed by 86 which increased total open position to 302
On 25 Nov M&M was trading at 3045.60. The strike last trading price was 186.6, which was 34.60 higher than the previous day. The implied volatity was 33.17, the open interest changed by 4 which increased total open position to 217
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 152, which was 41.90 higher than the previous day. The implied volatity was 29.23, the open interest changed by -12 which decreased total open position to 201
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 110.1, which was -6.10 lower than the previous day. The implied volatity was 30.05, the open interest changed by 46 which increased total open position to 212
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 116.2, which was 0.00 lower than the previous day. The implied volatity was 29.01, the open interest changed by 109 which increased total open position to 161
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 116.2, which was 44.15 higher than the previous day. The implied volatity was 29.01, the open interest changed by 104 which increased total open position to 161
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 72.05, which was 11.80 higher than the previous day. The implied volatity was 28.51, the open interest changed by 41 which increased total open position to 53
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 60.25, which was 2.20 higher than the previous day. The implied volatity was 26.26, the open interest changed by 1 which increased total open position to 13
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 58.05, which was -38.50 lower than the previous day. The implied volatity was 27.23, the open interest changed by 2 which increased total open position to 12
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 96.55, which was -14.70 lower than the previous day. The implied volatity was 27.70, the open interest changed by 0 which decreased total open position to 7
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 111.25, which was -18.75 lower than the previous day. The implied volatity was 26.48, the open interest changed by 1 which increased total open position to 8
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 130, which was 18.20 higher than the previous day. The implied volatity was 24.39, the open interest changed by 2 which increased total open position to 6
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 111.8, which was 29.15 higher than the previous day. The implied volatity was 27.57, the open interest changed by 4 which increased total open position to 4
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 82.65, 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 82.65, which was 0.00 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 82.65, which was lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
| M&M 26DEC2024 2950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 1.71
Theta: -1.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3080.00 | 20.95 | -2.45 | 29.60 | 302 | 39 | 1,436 |
| 11 Dec | 3072.05 | 23.4 | -4.60 | 29.72 | 1,699 | 6 | 1,399 |
| 10 Dec | 3066.90 | 28 | -6.20 | 30.17 | 1,716 | 181 | 1,393 |
| 9 Dec | 3051.25 | 34.2 | 4.90 | 30.13 | 1,004 | 30 | 1,224 |
| 6 Dec | 3073.00 | 29.3 | -3.20 | 28.37 | 1,121 | 42 | 1,193 |
| 5 Dec | 3071.60 | 32.5 | -16.00 | 29.07 | 1,876 | 73 | 1,165 |
| 4 Dec | 3031.75 | 48.5 | -2.35 | 29.87 | 1,844 | -53 | 1,104 |
| 3 Dec | 3027.30 | 50.85 | -2.60 | 30.18 | 1,988 | -26 | 1,160 |
| 2 Dec | 3016.40 | 53.45 | -19.55 | 29.92 | 2,774 | 90 | 1,206 |
| 29 Nov | 2966.10 | 73 | -43.80 | 29.14 | 4,778 | 241 | 1,111 |
| 28 Nov | 2898.70 | 116.8 | 47.95 | 32.49 | 4,759 | 123 | 869 |
| 27 Nov | 3004.80 | 68.85 | -14.15 | 30.42 | 1,515 | 186 | 746 |
| 26 Nov | 2985.20 | 83 | 24.00 | 34.92 | 1,212 | 192 | 562 |
| 25 Nov | 3045.60 | 59 | -14.55 | 31.57 | 430 | 116 | 371 |
| 22 Nov | 3012.95 | 73.55 | -33.05 | 30.51 | 418 | 78 | 333 |
| 21 Nov | 2936.25 | 106.6 | 2.35 | 29.97 | 393 | 129 | 256 |
| 20 Nov | 2948.95 | 104.25 | 0.00 | 30.18 | 457 | 127 | 127 |
| 19 Nov | 2948.95 | 104.25 | -167.10 | 30.18 | 457 | 127 | 127 |
| 18 Nov | 2846.90 | 271.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2807.20 | 271.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2798.95 | 271.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2898.55 | 271.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2930.60 | 271.35 | 0.00 | 0.58 | 0 | 0 | 0 |
| 8 Nov | 2974.90 | 271.35 | 0.00 | 1.32 | 0 | 0 | 0 |
| 7 Nov | 2891.35 | 271.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 2934.55 | 271.35 | 0.00 | 0.16 | 0 | 0 | 0 |
| 5 Nov | 2899.45 | 271.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2883.95 | 271.35 | - | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 2950 expiring on 26DEC2024
Delta for 2950 PE is -0.20
Historical price for 2950 PE is as follows
On 12 Dec M&M was trading at 3080.00. The strike last trading price was 20.95, which was -2.45 lower than the previous day. The implied volatity was 29.60, the open interest changed by 39 which increased total open position to 1436
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 23.4, which was -4.60 lower than the previous day. The implied volatity was 29.72, the open interest changed by 6 which increased total open position to 1399
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 28, which was -6.20 lower than the previous day. The implied volatity was 30.17, the open interest changed by 181 which increased total open position to 1393
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 34.2, which was 4.90 higher than the previous day. The implied volatity was 30.13, the open interest changed by 30 which increased total open position to 1224
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 29.3, which was -3.20 lower than the previous day. The implied volatity was 28.37, the open interest changed by 42 which increased total open position to 1193
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 32.5, which was -16.00 lower than the previous day. The implied volatity was 29.07, the open interest changed by 73 which increased total open position to 1165
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 48.5, which was -2.35 lower than the previous day. The implied volatity was 29.87, the open interest changed by -53 which decreased total open position to 1104
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 50.85, which was -2.60 lower than the previous day. The implied volatity was 30.18, the open interest changed by -26 which decreased total open position to 1160
On 2 Dec M&M was trading at 3016.40. The strike last trading price was 53.45, which was -19.55 lower than the previous day. The implied volatity was 29.92, the open interest changed by 90 which increased total open position to 1206
On 29 Nov M&M was trading at 2966.10. The strike last trading price was 73, which was -43.80 lower than the previous day. The implied volatity was 29.14, the open interest changed by 241 which increased total open position to 1111
On 28 Nov M&M was trading at 2898.70. The strike last trading price was 116.8, which was 47.95 higher than the previous day. The implied volatity was 32.49, the open interest changed by 123 which increased total open position to 869
On 27 Nov M&M was trading at 3004.80. The strike last trading price was 68.85, which was -14.15 lower than the previous day. The implied volatity was 30.42, the open interest changed by 186 which increased total open position to 746
On 26 Nov M&M was trading at 2985.20. The strike last trading price was 83, which was 24.00 higher than the previous day. The implied volatity was 34.92, the open interest changed by 192 which increased total open position to 562
On 25 Nov M&M was trading at 3045.60. The strike last trading price was 59, which was -14.55 lower than the previous day. The implied volatity was 31.57, the open interest changed by 116 which increased total open position to 371
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 73.55, which was -33.05 lower than the previous day. The implied volatity was 30.51, the open interest changed by 78 which increased total open position to 333
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 106.6, which was 2.35 higher than the previous day. The implied volatity was 29.97, the open interest changed by 129 which increased total open position to 256
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 104.25, which was 0.00 lower than the previous day. The implied volatity was 30.18, the open interest changed by 127 which increased total open position to 127
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 104.25, which was -167.10 lower than the previous day. The implied volatity was 30.18, the open interest changed by 127 which increased total open position to 127
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 271.35, 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 271.35, 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 271.35, 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 271.35, 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 271.35, which was 0.00 lower than the previous day. The implied volatity was 0.58, 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 271.35, which was 0.00 lower than the previous day. The implied volatity was 1.32, 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 271.35, 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 271.35, which was 0.00 lower than the previous day. The implied volatity was 0.16, 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 271.35, 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 Nov M&M was trading at 2883.95. The strike last trading price was 271.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
