M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Nov 2024 04:11 PM IST
M&M 28NOV2024 2950 CE | ||||||||||
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Delta: 0.45
Vega: 1.60
Theta: -4.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 2936.25 | 42.6 | -7.05 | 31.88 | 6,182 | 220 | 1,579 | |||
20 Nov | 2948.95 | 49.65 | 0.00 | 28.61 | 19,150 | -316 | 1,367 | |||
19 Nov | 2948.95 | 49.65 | 28.35 | 28.61 | 19,150 | -308 | 1,367 | |||
18 Nov | 2846.90 | 21.3 | 2.65 | 29.59 | 2,839.5 | -184 | 1,668 | |||
14 Nov | 2807.20 | 18.65 | -1.95 | 27.05 | 2,969 | 40 | 1,852 | |||
13 Nov | 2798.95 | 20.6 | -20.40 | 29.71 | 4,251 | 295.5 | 1,819 | |||
12 Nov | 2898.55 | 41 | -17.90 | 26.35 | 3,394 | 77 | 1,551 | |||
11 Nov | 2930.60 | 58.9 | -18.05 | 26.47 | 5,637.5 | 277 | 1,471.5 | |||
8 Nov | 2974.90 | 76.95 | 8.50 | 22.78 | 9,218.5 | -499.5 | 1,214 | |||
7 Nov | 2891.35 | 68.45 | -13.55 | 30.09 | 11,821.5 | 1,119 | 1,710.5 | |||
6 Nov | 2934.55 | 82 | -3.80 | 32.01 | 4,093 | 65 | 586 | |||
5 Nov | 2899.45 | 85.8 | -5.60 | 36.12 | 1,765 | 66.5 | 521.5 | |||
4 Nov | 2883.95 | 91.4 | 15.05 | 39.00 | 3,686 | 237.5 | 457 | |||
1 Nov | 2817.65 | 76.35 | 24.35 | 38.73 | 708 | -40 | 219 | |||
31 Oct | 2728.55 | 52 | 15.35 | - | 686 | 65 | 259 | |||
30 Oct | 2707.70 | 36.65 | -6.40 | - | 500 | 76 | 193 | |||
29 Oct | 2746.90 | 43.05 | -9.95 | - | 302 | 70 | 117 | |||
28 Oct | 2781.00 | 53 | 12.60 | - | 147 | -5 | 48 | |||
25 Oct | 2720.85 | 40.4 | -30.75 | - | 82 | 12 | 53 | |||
24 Oct | 2826.35 | 71.15 | 10.25 | - | 20 | 4 | 41 | |||
23 Oct | 2793.50 | 60.9 | -35.10 | - | 44 | 26 | 37 | |||
22 Oct | 2887.20 | 96 | -54.25 | - | 8 | 1 | 11 | |||
21 Oct | 2998.20 | 150.25 | 12.15 | - | 19 | 6 | 11 | |||
18 Oct | 2964.25 | 138.1 | -204.55 | - | 6 | 5 | 5 | |||
17 Oct | 2964.60 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 3068.00 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 3155.80 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 3154.90 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 3134.35 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
10 Oct | 3194.30 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 3153.00 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
8 Oct | 3165.85 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 3060.20 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 3017.45 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 3129.85 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
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1 Oct | 3165.50 | 342.65 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 3094.90 | 342.65 | - | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 2950 expiring on 28NOV2024
Delta for 2950 CE is 0.45
Historical price for 2950 CE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 42.6, which was -7.05 lower than the previous day. The implied volatity was 31.88, the open interest changed by 440 which increased total open position to 3158
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 49.65, which was 0.00 lower than the previous day. The implied volatity was 28.61, the open interest changed by -632 which decreased total open position to 2734
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 49.65, which was 28.35 higher than the previous day. The implied volatity was 28.61, the open interest changed by -616 which decreased total open position to 2734
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 21.3, which was 2.65 higher than the previous day. The implied volatity was 29.59, the open interest changed by -368 which decreased total open position to 3336
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 18.65, which was -1.95 lower than the previous day. The implied volatity was 27.05, the open interest changed by 80 which increased total open position to 3704
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 20.6, which was -20.40 lower than the previous day. The implied volatity was 29.71, the open interest changed by 591 which increased total open position to 3638
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 41, which was -17.90 lower than the previous day. The implied volatity was 26.35, the open interest changed by 154 which increased total open position to 3102
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 58.9, which was -18.05 lower than the previous day. The implied volatity was 26.47, the open interest changed by 554 which increased total open position to 2943
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 76.95, which was 8.50 higher than the previous day. The implied volatity was 22.78, the open interest changed by -999 which decreased total open position to 2428
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 68.45, which was -13.55 lower than the previous day. The implied volatity was 30.09, the open interest changed by 2238 which increased total open position to 3421
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 82, which was -3.80 lower than the previous day. The implied volatity was 32.01, the open interest changed by 130 which increased total open position to 1172
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 85.8, which was -5.60 lower than the previous day. The implied volatity was 36.12, the open interest changed by 133 which increased total open position to 1043
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 91.4, which was 15.05 higher than the previous day. The implied volatity was 39.00, the open interest changed by 475 which increased total open position to 914
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 76.35, which was 24.35 higher than the previous day. The implied volatity was 38.73, the open interest changed by -80 which decreased total open position to 438
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 52, which was 15.35 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 36.65, which was -6.40 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 43.05, which was -9.95 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 53, which was 12.60 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 40.4, which was -30.75 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 71.15, which was 10.25 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 60.9, which was -35.10 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 96, which was -54.25 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 150.25, which was 12.15 higher 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 138.1, which was -204.55 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 342.65, 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 342.65, 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 342.65, 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 342.65, 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 342.65, 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 342.65, 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 342.65, 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 342.65, 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 342.65, 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 342.65, 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 342.65, 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 1 Oct M&M was trading at 3165.50. The strike last trading price was 342.65, 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 30 Sept M&M was trading at 3094.90. The strike last trading price was 342.65, 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 2950 PE | |||||||
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Delta: -0.56
Vega: 1.60
Theta: -2.75
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 2936.25 | 55.95 | -2.45 | 28.16 | 3,529 | 1.5 | 735.5 |
20 Nov | 2948.95 | 58.4 | 0.00 | 30.01 | 9,401.5 | 458.5 | 748 |
19 Nov | 2948.95 | 58.4 | -56.10 | 30.01 | 9,401.5 | 472.5 | 748 |
18 Nov | 2846.90 | 114.5 | -29.50 | 28.42 | 183.5 | -14 | 274 |
14 Nov | 2807.20 | 144 | -13.65 | 29.94 | 121 | -39 | 289 |
13 Nov | 2798.95 | 157.65 | 54.25 | 28.10 | 485 | -159.5 | 326.5 |
12 Nov | 2898.55 | 103.4 | 27.20 | 30.39 | 982 | -41 | 490.5 |
11 Nov | 2930.60 | 76.2 | 13.90 | 26.87 | 2,485.5 | -26 | 531 |
8 Nov | 2974.90 | 62.3 | -38.70 | 27.22 | 2,587.5 | 25.5 | 562.5 |
7 Nov | 2891.35 | 101 | -3.40 | 29.90 | 2,672 | 282.5 | 524.5 |
6 Nov | 2934.55 | 104.4 | -32.10 | 32.90 | 988.5 | 102.5 | 242 |
5 Nov | 2899.45 | 136.5 | -16.80 | 39.32 | 315.5 | 45.5 | 141.5 |
4 Nov | 2883.95 | 153.3 | -32.55 | 42.16 | 375 | 30.5 | 95 |
1 Nov | 2817.65 | 185.85 | -47.10 | 41.30 | 7.5 | 3 | 64 |
31 Oct | 2728.55 | 232.95 | -14.05 | - | 37 | 19 | 57 |
30 Oct | 2707.70 | 247 | 50.30 | - | 18 | 10 | 36 |
29 Oct | 2746.90 | 196.7 | 0.00 | - | 0 | 13 | 0 |
28 Oct | 2781.00 | 196.7 | -68.30 | - | 24 | 13 | 26 |
25 Oct | 2720.85 | 265 | 95.00 | - | 2 | 1 | 13 |
24 Oct | 2826.35 | 170 | -13.00 | - | 3 | 0 | 10 |
23 Oct | 2793.50 | 183 | 44.00 | - | 14 | 0 | 9 |
22 Oct | 2887.20 | 139 | 57.00 | - | 10 | 6 | 9 |
21 Oct | 2998.20 | 82 | -9.60 | - | 5 | 1 | 3 |
18 Oct | 2964.25 | 91.6 | 17.00 | - | 4 | 2 | 2 |
17 Oct | 2964.60 | 74.6 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 3068.00 | 74.6 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 3155.80 | 74.6 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 3154.90 | 74.6 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 3134.35 | 74.6 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 3194.30 | 74.6 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 3153.00 | 74.6 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 3165.85 | 74.6 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 3060.20 | 74.6 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 3017.45 | 74.6 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 3129.85 | 74.6 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 3165.50 | 74.6 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 3094.90 | 74.6 | - | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 2950 expiring on 28NOV2024
Delta for 2950 PE is -0.56
Historical price for 2950 PE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 55.95, which was -2.45 lower than the previous day. The implied volatity was 28.16, the open interest changed by 3 which increased total open position to 1471
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 58.4, which was 0.00 lower than the previous day. The implied volatity was 30.01, the open interest changed by 917 which increased total open position to 1496
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 58.4, which was -56.10 lower than the previous day. The implied volatity was 30.01, the open interest changed by 945 which increased total open position to 1496
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 114.5, which was -29.50 lower than the previous day. The implied volatity was 28.42, the open interest changed by -28 which decreased total open position to 548
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 144, which was -13.65 lower than the previous day. The implied volatity was 29.94, the open interest changed by -78 which decreased total open position to 578
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 157.65, which was 54.25 higher than the previous day. The implied volatity was 28.10, the open interest changed by -319 which decreased total open position to 653
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 103.4, which was 27.20 higher than the previous day. The implied volatity was 30.39, the open interest changed by -82 which decreased total open position to 981
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 76.2, which was 13.90 higher than the previous day. The implied volatity was 26.87, the open interest changed by -52 which decreased total open position to 1062
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 62.3, which was -38.70 lower than the previous day. The implied volatity was 27.22, the open interest changed by 51 which increased total open position to 1125
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 101, which was -3.40 lower than the previous day. The implied volatity was 29.90, the open interest changed by 565 which increased total open position to 1049
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 104.4, which was -32.10 lower than the previous day. The implied volatity was 32.90, the open interest changed by 205 which increased total open position to 484
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 136.5, which was -16.80 lower than the previous day. The implied volatity was 39.32, the open interest changed by 91 which increased total open position to 283
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 153.3, which was -32.55 lower than the previous day. The implied volatity was 42.16, the open interest changed by 61 which increased total open position to 190
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 185.85, which was -47.10 lower than the previous day. The implied volatity was 41.30, the open interest changed by 6 which increased total open position to 128
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 232.95, 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 30 Oct M&M was trading at 2707.70. The strike last trading price was 247, which was 50.30 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 196.7, 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 28 Oct M&M was trading at 2781.00. The strike last trading price was 196.7, which was -68.30 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 265, which was 95.00 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 170, which was -13.00 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 183, which was 44.00 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 139, which was 57.00 higher 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 82, which was -9.60 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 91.6, which was 17.00 higher 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 74.6, 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 1 Oct M&M was trading at 3165.50. The strike last trading price was 74.6, 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 30 Sept M&M was trading at 3094.90. The strike last trading price was 74.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to