M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
12 Dec 2024 10:21 AM IST
| M&M 26DEC2024 3050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 2.33
Theta: -2.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3077.75 | 82.3 | -7.55 | 25.26 | 915 | 42 | 1,859 | |||
| 11 Dec | 3072.05 | 89.85 | 3.90 | 28.04 | 4,551 | -92 | 1,821 | |||
| 10 Dec | 3066.90 | 85.95 | 9.75 | 27.59 | 6,042 | 152 | 1,900 | |||
| 9 Dec | 3051.25 | 76.2 | -18.05 | 26.71 | 3,085 | 240 | 1,744 | |||
| 6 Dec | 3073.00 | 94.25 | -1.50 | 26.14 | 4,682 | 20 | 1,505 | |||
| 5 Dec | 3071.60 | 95.75 | 20.10 | 26.82 | 8,796 | -416 | 1,479 | |||
| 4 Dec | 3031.75 | 75.65 | -0.75 | 26.62 | 7,513 | 34 | 1,898 | |||
| 3 Dec | 3027.30 | 76.4 | -1.60 | 26.15 | 6,499 | 148 | 1,889 | |||
| 2 Dec | 3016.40 | 78 | 8.05 | 26.89 | 6,191 | -142 | 1,731 | |||
| 29 Nov | 2966.10 | 69.95 | 17.85 | 29.03 | 5,938 | -139 | 1,891 | |||
| 28 Nov | 2898.70 | 52.1 | -33.90 | 31.12 | 4,971 | 591 | 2,026 | |||
| 27 Nov | 3004.80 | 86 | -1.40 | 29.05 | 6,655 | 939 | 1,442 | |||
| 26 Nov | 2985.20 | 87.4 | -33.50 | 28.16 | 1,660 | 293 | 495 | |||
| 25 Nov | 3045.60 | 120.9 | 25.40 | 30.84 | 1,233 | 109 | 195 | |||
| 22 Nov | 3012.95 | 95.5 | 28.00 | 28.19 | 437 | 95 | 181 | |||
| 21 Nov | 2936.25 | 67.5 | -3.05 | 29.63 | 136 | 20 | 86 | |||
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| 20 Nov | 2948.95 | 70.55 | 0.00 | 28.26 | 151 | 24 | 65 | |||
| 19 Nov | 2948.95 | 70.55 | 29.55 | 28.26 | 151 | 23 | 65 | |||
| 18 Nov | 2846.90 | 41 | 8.55 | 27.90 | 74 | 37 | 42 | |||
| 14 Nov | 2807.20 | 32.45 | -0.55 | 25.88 | 2 | 1 | 5 | |||
| 13 Nov | 2798.95 | 33 | -37.35 | 27.22 | 5 | -1 | 4 | |||
| 12 Nov | 2898.55 | 70.35 | 0.30 | 30.68 | 2 | 0 | 5 | |||
| 11 Nov | 2930.60 | 70.05 | 0.05 | 26.54 | 5 | 4 | 5 | |||
| 8 Nov | 2974.90 | 70 | -0.50 | 21.46 | 3 | 0 | 3 | |||
| 7 Nov | 2891.35 | 70.5 | 12.90 | 27.14 | 22 | 8 | 8 | |||
| 6 Nov | 2934.55 | 57.6 | 0.00 | 2.26 | 0 | 0 | 0 | |||
| 5 Nov | 2899.45 | 57.6 | 0.00 | 2.76 | 0 | 0 | 0 | |||
| 4 Nov | 2883.95 | 57.6 | 3.03 | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3050 expiring on 26DEC2024
Delta for 3050 CE is 0.61
Historical price for 3050 CE is as follows
On 12 Dec M&M was trading at 3077.75. The strike last trading price was 82.3, which was -7.55 lower than the previous day. The implied volatity was 25.26, the open interest changed by 42 which increased total open position to 1859
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 89.85, which was 3.90 higher than the previous day. The implied volatity was 28.04, the open interest changed by -92 which decreased total open position to 1821
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 85.95, which was 9.75 higher than the previous day. The implied volatity was 27.59, the open interest changed by 152 which increased total open position to 1900
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 76.2, which was -18.05 lower than the previous day. The implied volatity was 26.71, the open interest changed by 240 which increased total open position to 1744
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 94.25, which was -1.50 lower than the previous day. The implied volatity was 26.14, the open interest changed by 20 which increased total open position to 1505
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 95.75, which was 20.10 higher than the previous day. The implied volatity was 26.82, the open interest changed by -416 which decreased total open position to 1479
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 75.65, which was -0.75 lower than the previous day. The implied volatity was 26.62, the open interest changed by 34 which increased total open position to 1898
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 76.4, which was -1.60 lower than the previous day. The implied volatity was 26.15, the open interest changed by 148 which increased total open position to 1889
On 2 Dec M&M was trading at 3016.40. The strike last trading price was 78, which was 8.05 higher than the previous day. The implied volatity was 26.89, the open interest changed by -142 which decreased total open position to 1731
On 29 Nov M&M was trading at 2966.10. The strike last trading price was 69.95, which was 17.85 higher than the previous day. The implied volatity was 29.03, the open interest changed by -139 which decreased total open position to 1891
On 28 Nov M&M was trading at 2898.70. The strike last trading price was 52.1, which was -33.90 lower than the previous day. The implied volatity was 31.12, the open interest changed by 591 which increased total open position to 2026
On 27 Nov M&M was trading at 3004.80. The strike last trading price was 86, which was -1.40 lower than the previous day. The implied volatity was 29.05, the open interest changed by 939 which increased total open position to 1442
On 26 Nov M&M was trading at 2985.20. The strike last trading price was 87.4, which was -33.50 lower than the previous day. The implied volatity was 28.16, the open interest changed by 293 which increased total open position to 495
On 25 Nov M&M was trading at 3045.60. The strike last trading price was 120.9, which was 25.40 higher than the previous day. The implied volatity was 30.84, the open interest changed by 109 which increased total open position to 195
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 95.5, which was 28.00 higher than the previous day. The implied volatity was 28.19, the open interest changed by 95 which increased total open position to 181
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 67.5, which was -3.05 lower than the previous day. The implied volatity was 29.63, the open interest changed by 20 which increased total open position to 86
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 70.55, which was 0.00 lower than the previous day. The implied volatity was 28.26, the open interest changed by 24 which increased total open position to 65
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 70.55, which was 29.55 higher than the previous day. The implied volatity was 28.26, the open interest changed by 23 which increased total open position to 65
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 41, which was 8.55 higher than the previous day. The implied volatity was 27.90, the open interest changed by 37 which increased total open position to 42
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 32.45, which was -0.55 lower than the previous day. The implied volatity was 25.88, the open interest changed by 1 which increased total open position to 5
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 33, which was -37.35 lower than the previous day. The implied volatity was 27.22, the open interest changed by -1 which decreased total open position to 4
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 70.35, which was 0.30 higher than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 5
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 70.05, which was 0.05 higher than the previous day. The implied volatity was 26.54, the open interest changed by 4 which increased total open position to 5
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 70, which was -0.50 lower than the previous day. The implied volatity was 21.46, the open interest changed by 0 which decreased total open position to 3
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 70.5, which was 12.90 higher than the previous day. The implied volatity was 27.14, the open interest changed by 8 which increased total open position to 8
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 57.6, which was 0.00 lower than the previous day. The implied volatity was 2.26, 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 57.6, which was 0.00 lower than the previous day. The implied volatity was 2.76, 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 57.6, which was lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
| M&M 26DEC2024 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 2.34
Theta: -1.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3077.75 | 49.05 | -2.25 | 27.74 | 920 | 15 | 1,177 |
| 11 Dec | 3072.05 | 51.3 | -7.85 | 27.74 | 3,355 | 128 | 1,142 |
| 10 Dec | 3066.90 | 59.15 | -11.45 | 28.60 | 2,631 | -55 | 1,013 |
| 9 Dec | 3051.25 | 70.6 | 10.45 | 29.23 | 3,152 | -62 | 1,091 |
| 6 Dec | 3073.00 | 60.15 | -3.40 | 27.06 | 2,314 | 281 | 1,152 |
| 5 Dec | 3071.60 | 63.55 | -26.45 | 27.58 | 4,710 | 99 | 874 |
| 4 Dec | 3031.75 | 90 | -2.00 | 29.21 | 2,397 | -138 | 778 |
| 3 Dec | 3027.30 | 92 | -4.40 | 29.54 | 1,809 | 189 | 917 |
| 2 Dec | 3016.40 | 96.4 | -27.60 | 29.42 | 1,230 | 191 | 715 |
| 29 Nov | 2966.10 | 124 | -56.00 | 29.07 | 337 | 29 | 524 |
| 28 Nov | 2898.70 | 180 | 65.85 | 32.89 | 761 | 8 | 496 |
| 27 Nov | 3004.80 | 114.15 | -16.95 | 29.73 | 1,662 | 231 | 486 |
| 26 Nov | 2985.20 | 131.1 | 32.25 | 35.05 | 881 | 30 | 256 |
| 25 Nov | 3045.60 | 98.85 | -19.90 | 31.22 | 630 | 225 | 226 |
| 22 Nov | 3012.95 | 118.75 | -45.25 | 30.11 | 172 | 97 | 98 |
| 21 Nov | 2936.25 | 164 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Nov | 2948.95 | 164 | 0.00 | 31.23 | 1 | 1 | 0 |
| 19 Nov | 2948.95 | 164 | -181.20 | 31.23 | 1 | 0 | 0 |
| 18 Nov | 2846.90 | 345.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2807.20 | 345.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2798.95 | 345.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2898.55 | 345.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2930.60 | 345.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2974.90 | 345.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2891.35 | 345.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 2934.55 | 345.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 2899.45 | 345.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2883.95 | 345.2 | - | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3050 expiring on 26DEC2024
Delta for 3050 PE is -0.40
Historical price for 3050 PE is as follows
On 12 Dec M&M was trading at 3077.75. The strike last trading price was 49.05, which was -2.25 lower than the previous day. The implied volatity was 27.74, the open interest changed by 15 which increased total open position to 1177
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 51.3, which was -7.85 lower than the previous day. The implied volatity was 27.74, the open interest changed by 128 which increased total open position to 1142
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 59.15, which was -11.45 lower than the previous day. The implied volatity was 28.60, the open interest changed by -55 which decreased total open position to 1013
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 70.6, which was 10.45 higher than the previous day. The implied volatity was 29.23, the open interest changed by -62 which decreased total open position to 1091
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 60.15, which was -3.40 lower than the previous day. The implied volatity was 27.06, the open interest changed by 281 which increased total open position to 1152
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 63.55, which was -26.45 lower than the previous day. The implied volatity was 27.58, the open interest changed by 99 which increased total open position to 874
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 90, which was -2.00 lower than the previous day. The implied volatity was 29.21, the open interest changed by -138 which decreased total open position to 778
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 92, which was -4.40 lower than the previous day. The implied volatity was 29.54, the open interest changed by 189 which increased total open position to 917
On 2 Dec M&M was trading at 3016.40. The strike last trading price was 96.4, which was -27.60 lower than the previous day. The implied volatity was 29.42, the open interest changed by 191 which increased total open position to 715
On 29 Nov M&M was trading at 2966.10. The strike last trading price was 124, which was -56.00 lower than the previous day. The implied volatity was 29.07, the open interest changed by 29 which increased total open position to 524
On 28 Nov M&M was trading at 2898.70. The strike last trading price was 180, which was 65.85 higher than the previous day. The implied volatity was 32.89, the open interest changed by 8 which increased total open position to 496
On 27 Nov M&M was trading at 3004.80. The strike last trading price was 114.15, which was -16.95 lower than the previous day. The implied volatity was 29.73, the open interest changed by 231 which increased total open position to 486
On 26 Nov M&M was trading at 2985.20. The strike last trading price was 131.1, which was 32.25 higher than the previous day. The implied volatity was 35.05, the open interest changed by 30 which increased total open position to 256
On 25 Nov M&M was trading at 3045.60. The strike last trading price was 98.85, which was -19.90 lower than the previous day. The implied volatity was 31.22, the open interest changed by 225 which increased total open position to 226
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 118.75, which was -45.25 lower than the previous day. The implied volatity was 30.11, the open interest changed by 97 which increased total open position to 98
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 164, 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 20 Nov M&M was trading at 2948.95. The strike last trading price was 164, which was 0.00 lower than the previous day. The implied volatity was 31.23, the open interest changed by 1 which increased total open position to 0
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 164, which was -181.20 lower than the previous day. The implied volatity was 31.23, 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 345.2, 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 345.2, 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 345.2, 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 345.2, 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 345.2, 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 345.2, 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 345.2, 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 345.2, 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 345.2, 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 345.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
