M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
26 Dec 2024 04:11 PM IST
| M&M 30JAN2025 2950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 3.49
Theta: -1.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 2975.65 | 120.25 | 33.50 | 23.44 | 3,869 | 55 | 377 | |||
| 24 Dec | 2928.70 | 86.75 | 2.20 | 23.91 | 1,064 | 139 | 320 | |||
| 23 Dec | 2909.30 | 84.55 | -6.45 | 23.11 | 392 | 133 | 182 | |||
| 20 Dec | 2906.35 | 91 | -78.05 | 23.30 | 56 | 47 | 47 | |||
| 19 Dec | 3014.65 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 3051.20 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 3041.50 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 3084.85 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 3081.40 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 3067.45 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 3072.05 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 3066.90 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 3051.25 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 3073.00 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Dec | 3071.60 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 3031.75 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 3027.30 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3016.40 | 169.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 2966.10 | 169.05 | - | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 2950 expiring on 30JAN2025
Delta for 2950 CE is 0.63
Historical price for 2950 CE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 120.25, which was 33.50 higher than the previous day. The implied volatity was 23.44, the open interest changed by 55 which increased total open position to 377
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 86.75, which was 2.20 higher than the previous day. The implied volatity was 23.91, the open interest changed by 139 which increased total open position to 320
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 84.55, which was -6.45 lower than the previous day. The implied volatity was 23.11, the open interest changed by 133 which increased total open position to 182
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 91, which was -78.05 lower than the previous day. The implied volatity was 23.30, the open interest changed by 47 which increased total open position to 47
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 169.05, 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 2950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 3.52
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 2975.65 | 64.7 | -23.20 | 25.38 | 2,542 | 244 | 448 |
| 24 Dec | 2928.70 | 87.9 | -15.50 | 23.21 | 619 | 106 | 200 |
| 23 Dec | 2909.30 | 103.4 | -2.60 | 26.95 | 162 | 65 | 95 |
| 20 Dec | 2906.35 | 106 | 25.35 | 27.17 | 102 | 26 | 30 |
| 19 Dec | 3014.65 | 80.65 | -102.75 | 30.87 | 4 | 3 | 3 |
| 18 Dec | 3051.20 | 183.4 | 0.00 | 3.42 | 0 | 0 | 0 |
| 17 Dec | 3041.50 | 183.4 | 0.00 | 3.07 | 0 | 0 | 0 |
| 16 Dec | 3084.85 | 183.4 | 0.00 | 4.18 | 0 | 0 | 0 |
| 13 Dec | 3081.40 | 183.4 | 0.00 | 4.09 | 0 | 0 | 0 |
| 12 Dec | 3067.45 | 183.4 | 0.00 | 3.56 | 0 | 0 | 0 |
| 11 Dec | 3072.05 | 183.4 | 0.00 | 3.89 | 0 | 0 | 0 |
| 10 Dec | 3066.90 | 183.4 | 0.00 | 3.67 | 0 | 0 | 0 |
| 9 Dec | 3051.25 | 183.4 | 0.00 | 3.26 | 0 | 0 | 0 |
| 6 Dec | 3073.00 | 183.4 | 0.00 | 3.69 | 0 | 0 | 0 |
| 5 Dec | 3071.60 | 183.4 | 0.00 | 3.66 | 0 | 0 | 0 |
| 4 Dec | 3031.75 | 183.4 | 0.00 | 2.72 | 0 | 0 | 0 |
| 3 Dec | 3027.30 | 183.4 | 0.00 | 2.71 | 0 | 0 | 0 |
| 2 Dec | 3016.40 | 183.4 | 0.00 | 2.56 | 0 | 0 | 0 |
| 29 Nov | 2966.10 | 183.4 | 1.65 | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 2950 expiring on 30JAN2025
Delta for 2950 PE is -0.38
Historical price for 2950 PE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 64.7, which was -23.20 lower than the previous day. The implied volatity was 25.38, the open interest changed by 244 which increased total open position to 448
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 87.9, which was -15.50 lower than the previous day. The implied volatity was 23.21, the open interest changed by 106 which increased total open position to 200
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 103.4, which was -2.60 lower than the previous day. The implied volatity was 26.95, the open interest changed by 65 which increased total open position to 95
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 106, which was 25.35 higher than the previous day. The implied volatity was 27.17, the open interest changed by 26 which increased total open position to 30
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 80.65, which was -102.75 lower than the previous day. The implied volatity was 30.87, the open interest changed by 3 which increased total open position to 3
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 183.4, which was 0.00 lower than the previous day. The implied volatity was 3.42, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 3.07, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 4.18, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 4.09, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 3.56, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 3.89, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 3.26, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 2.72, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 2.71, 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 183.4, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 183.4, which was lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
