M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Nov 2024 04:11 PM IST
| M&M 28NOV2024 3050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 1.09
Theta: -2.60
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2936.25 | 12.8 | -4.35 | 31.58 | 4,333.5 | -34 | 1,350.5 | |||
| 20 Nov | 2948.95 | 17.15 | 0.00 | 29.11 | 10,203.5 | 252 | 1,393.5 | |||
| 19 Nov | 2948.95 | 17.15 | 9.25 | 29.11 | 10,203.5 | 261 | 1,393.5 | |||
| 18 Nov | 2846.90 | 7.9 | -0.15 | 32.00 | 1,276.5 | 12.5 | 1,132 | |||
| 14 Nov | 2807.20 | 8.05 | -1.35 | 29.88 | 1,705.5 | 41 | 1,123.5 | |||
| 13 Nov | 2798.95 | 9.4 | -7.30 | 32.04 | 2,489.5 | -30 | 1,169.5 | |||
| 12 Nov | 2898.55 | 16.7 | -9.65 | 27.17 | 1,619.5 | 28 | 1,190 | |||
| 11 Nov | 2930.60 | 26.35 | -10.65 | 27.09 | 3,899 | 311 | 1,172 | |||
| 8 Nov | 2974.90 | 37 | 0.05 | 24.10 | 4,448.5 | -146.5 | 850.5 | |||
| 7 Nov | 2891.35 | 36.95 | -9.05 | 30.92 | 5,347 | 459 | 1,008 | |||
| 6 Nov | 2934.55 | 46 | -6.00 | 32.24 | 1,458.5 | 130.5 | 544.5 | |||
| 5 Nov | 2899.45 | 52 | -5.00 | 36.50 | 806.5 | 41 | 419 | |||
| 4 Nov | 2883.95 | 57 | 9.95 | 38.98 | 1,909.5 | 106 | 378.5 | |||
| 1 Nov | 2817.65 | 47.05 | 15.40 | 38.41 | 626.5 | -55 | 274 | |||
| 31 Oct | 2728.55 | 31.65 | 9.60 | - | 599 | 108 | 328 | |||
| 30 Oct | 2707.70 | 22.05 | -3.85 | - | 598 | 80 | 220 | |||
| 29 Oct | 2746.90 | 25.9 | -5.35 | - | 286 | 13 | 139 | |||
| 28 Oct | 2781.00 | 31.25 | 5.95 | - | 253 | -7 | 128 | |||
| 25 Oct | 2720.85 | 25.3 | -16.70 | - | 130 | 40 | 135 | |||
| 24 Oct | 2826.35 | 42 | 2.00 | - | 43 | 9 | 94 | |||
| 23 Oct | 2793.50 | 40 | -20.00 | - | 121 | 62 | 86 | |||
| 22 Oct | 2887.20 | 60 | -45.35 | - | 27 | 7 | 24 | |||
| 21 Oct | 2998.20 | 105.35 | 10.80 | - | 23 | 11 | 16 | |||
| 18 Oct | 2964.25 | 94.55 | -3.95 | - | 5 | 2 | 4 | |||
| 17 Oct | 2964.60 | 98.5 | -104.50 | - | 4 | 0 | 1 | |||
| 16 Oct | 3068.00 | 203 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 3155.80 | 203 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3154.90 | 203 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3134.35 | 203 | 78.85 | - | 1 | 0 | 1 | |||
| 10 Oct | 3194.30 | 124.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3153.00 | 124.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3165.85 | 124.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3060.20 | 124.15 | -14.70 | - | 1 | 0 | 1 | |||
| 4 Oct | 3017.45 | 138.85 | -138.40 | - | 1 | 0 | 0 | |||
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| 3 Oct | 3129.85 | 277.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3165.50 | 277.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3094.90 | 277.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 3183.65 | 277.25 | - | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3050 expiring on 28NOV2024
Delta for 3050 CE is 0.19
Historical price for 3050 CE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 12.8, which was -4.35 lower than the previous day. The implied volatity was 31.58, the open interest changed by -68 which decreased total open position to 2701
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 17.15, which was 0.00 lower than the previous day. The implied volatity was 29.11, the open interest changed by 504 which increased total open position to 2787
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 17.15, which was 9.25 higher than the previous day. The implied volatity was 29.11, the open interest changed by 522 which increased total open position to 2787
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 7.9, which was -0.15 lower than the previous day. The implied volatity was 32.00, the open interest changed by 25 which increased total open position to 2264
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 8.05, which was -1.35 lower than the previous day. The implied volatity was 29.88, the open interest changed by 82 which increased total open position to 2247
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 9.4, which was -7.30 lower than the previous day. The implied volatity was 32.04, the open interest changed by -60 which decreased total open position to 2339
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 16.7, which was -9.65 lower than the previous day. The implied volatity was 27.17, the open interest changed by 56 which increased total open position to 2380
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 26.35, which was -10.65 lower than the previous day. The implied volatity was 27.09, the open interest changed by 622 which increased total open position to 2344
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 37, which was 0.05 higher than the previous day. The implied volatity was 24.10, the open interest changed by -293 which decreased total open position to 1701
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 36.95, which was -9.05 lower than the previous day. The implied volatity was 30.92, the open interest changed by 918 which increased total open position to 2016
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 46, which was -6.00 lower than the previous day. The implied volatity was 32.24, the open interest changed by 261 which increased total open position to 1089
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 52, which was -5.00 lower than the previous day. The implied volatity was 36.50, the open interest changed by 82 which increased total open position to 838
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 57, which was 9.95 higher than the previous day. The implied volatity was 38.98, the open interest changed by 212 which increased total open position to 757
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 47.05, which was 15.40 higher than the previous day. The implied volatity was 38.41, the open interest changed by -110 which decreased total open position to 548
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 31.65, which was 9.60 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 22.05, which was -3.85 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 25.9, which was -5.35 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 31.25, which was 5.95 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 25.3, which was -16.70 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 42, which was 2.00 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 40, which was -20.00 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 60, which was -45.35 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 105.35, which was 10.80 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 94.55, which was -3.95 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 98.5, which was -104.50 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 203, 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 203, 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 203, 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 203, which was 78.85 higher 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 124.15, 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 124.15, 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 124.15, 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 124.15, which was -14.70 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 138.85, which was -138.40 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 277.25, 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 277.25, 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 277.25, 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 27 Sept M&M was trading at 3183.65. The strike last trading price was 277.25, 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 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.85
Theta: -0.80
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2936.25 | 125.6 | -2.65 | 25.14 | 239 | -25 | 196 |
| 20 Nov | 2948.95 | 128.25 | 0.00 | 32.71 | 499.5 | -26 | 220 |
| 19 Nov | 2948.95 | 128.25 | -87.30 | 32.71 | 499.5 | -27 | 220 |
| 18 Nov | 2846.90 | 215.55 | -21.45 | 43.73 | 7.5 | -0.5 | 247.5 |
| 14 Nov | 2807.20 | 237 | -10.50 | 37.37 | 10.5 | 0.5 | 248 |
| 13 Nov | 2798.95 | 247.5 | 73.25 | 30.79 | 8.5 | -1 | 248 |
| 12 Nov | 2898.55 | 174.25 | 32.05 | 30.07 | 13.5 | -2.5 | 249.5 |
| 11 Nov | 2930.60 | 142.2 | 20.60 | 27.10 | 273 | 18.5 | 252.5 |
| 8 Nov | 2974.90 | 121.6 | -44.80 | 28.60 | 210 | 77.5 | 232.5 |
| 7 Nov | 2891.35 | 166.4 | 0.80 | 29.62 | 263.5 | -6 | 155 |
| 6 Nov | 2934.55 | 165.6 | -35.10 | 32.37 | 160 | 22 | 161.5 |
| 5 Nov | 2899.45 | 200.7 | -17.20 | 39.50 | 62 | 37.5 | 139.5 |
| 4 Nov | 2883.95 | 217.9 | -37.90 | 42.31 | 104 | 67.5 | 101.5 |
| 1 Nov | 2817.65 | 255.8 | -87.95 | 41.53 | 7.5 | 1 | 33 |
| 31 Oct | 2728.55 | 343.75 | 119.15 | - | 35 | 28 | 28 |
| 30 Oct | 2707.70 | 224.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2746.90 | 224.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2781.00 | 224.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2720.85 | 224.6 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2826.35 | 224.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2793.50 | 224.6 | 116.60 | - | 2 | 1 | 1 |
| 22 Oct | 2887.20 | 108 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2998.20 | 108 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2964.25 | 108 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2964.60 | 108 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3068.00 | 108 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 3155.80 | 108 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3154.90 | 108 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3134.35 | 108 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3194.30 | 108 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3153.00 | 108 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3165.85 | 108 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3060.20 | 108 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3017.45 | 108 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3129.85 | 108 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3165.50 | 108 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3094.90 | 108 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 3183.65 | 108 | - | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3050 expiring on 28NOV2024
Delta for 3050 PE is -0.87
Historical price for 3050 PE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 125.6, which was -2.65 lower than the previous day. The implied volatity was 25.14, the open interest changed by -50 which decreased total open position to 392
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 128.25, which was 0.00 lower than the previous day. The implied volatity was 32.71, the open interest changed by -52 which decreased total open position to 440
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 128.25, which was -87.30 lower than the previous day. The implied volatity was 32.71, the open interest changed by -54 which decreased total open position to 440
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 215.55, which was -21.45 lower than the previous day. The implied volatity was 43.73, the open interest changed by -1 which decreased total open position to 495
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 237, which was -10.50 lower than the previous day. The implied volatity was 37.37, the open interest changed by 1 which increased total open position to 496
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 247.5, which was 73.25 higher than the previous day. The implied volatity was 30.79, the open interest changed by -2 which decreased total open position to 496
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 174.25, which was 32.05 higher than the previous day. The implied volatity was 30.07, the open interest changed by -5 which decreased total open position to 499
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 142.2, which was 20.60 higher than the previous day. The implied volatity was 27.10, the open interest changed by 37 which increased total open position to 505
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 121.6, which was -44.80 lower than the previous day. The implied volatity was 28.60, the open interest changed by 155 which increased total open position to 465
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 166.4, which was 0.80 higher than the previous day. The implied volatity was 29.62, the open interest changed by -12 which decreased total open position to 310
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 165.6, which was -35.10 lower than the previous day. The implied volatity was 32.37, the open interest changed by 44 which increased total open position to 323
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 200.7, which was -17.20 lower than the previous day. The implied volatity was 39.50, the open interest changed by 75 which increased total open position to 279
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 217.9, which was -37.90 lower than the previous day. The implied volatity was 42.31, the open interest changed by 135 which increased total open position to 203
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 255.8, which was -87.95 lower than the previous day. The implied volatity was 41.53, the open interest changed by 2 which increased total open position to 66
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 343.75, which was 119.15 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 224.6, 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 29 Oct M&M was trading at 2746.90. The strike last trading price was 224.6, 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 28 Oct M&M was trading at 2781.00. The strike last trading price was 224.6, 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 25 Oct M&M was trading at 2720.85. The strike last trading price was 224.6, 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 24 Oct M&M was trading at 2826.35. The strike last trading price was 224.6, 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 23 Oct M&M was trading at 2793.50. The strike last trading price was 224.6, which was 116.60 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 108, 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 21 Oct M&M was trading at 2998.20. The strike last trading price was 108, 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 18 Oct M&M was trading at 2964.25. The strike last trading price was 108, 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 17 Oct M&M was trading at 2964.60. The strike last trading price was 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 108, 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 27 Sept M&M was trading at 3183.65. The strike last trading price was 108, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
