M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
26 Dec 2024 04:11 PM IST
| M&M 30JAN2025 3050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.45
Vega: 3.65
Theta: -1.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 2975.65 | 68 | 24.00 | 22.95 | 2,259 | 71 | 483 | |||
| 24 Dec | 2928.70 | 44 | -3.00 | 22.76 | 377 | 14 | 410 | |||
| 23 Dec | 2909.30 | 47 | -8.65 | 23.40 | 374 | 164 | 403 | |||
| 20 Dec | 2906.35 | 55.65 | -36.35 | 24.49 | 267 | 88 | 244 | |||
| 19 Dec | 3014.65 | 92 | -27.35 | 22.57 | 298 | 111 | 147 | |||
| 18 Dec | 3051.20 | 119.35 | -4.60 | 24.31 | 40 | 4 | 36 | |||
| 17 Dec | 3041.50 | 123.95 | -19.50 | 26.92 | 10 | 2 | 32 | |||
| 16 Dec | 3084.85 | 143.45 | 6.45 | 24.44 | 39 | 7 | 28 | |||
| 13 Dec | 3081.40 | 137 | 4.00 | 21.89 | 11 | 1 | 21 | |||
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| 12 Dec | 3067.45 | 133 | -19.55 | 23.89 | 8 | 7 | 19 | |||
| 11 Dec | 3072.05 | 152.55 | 5.00 | 25.86 | 7 | 3 | 12 | |||
| 10 Dec | 3066.90 | 147.55 | 5.90 | 25.64 | 13 | 6 | 10 | |||
| 9 Dec | 3051.25 | 141.65 | -18.45 | 26.20 | 5 | 2 | 4 | |||
| 6 Dec | 3073.00 | 160.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 3071.60 | 160.1 | 26.80 | 26.29 | 1 | 0 | 1 | |||
| 4 Dec | 3031.75 | 133.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 3027.30 | 133.3 | 25.29 | 1 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3050 expiring on 30JAN2025
Delta for 3050 CE is 0.45
Historical price for 3050 CE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 68, which was 24.00 higher than the previous day. The implied volatity was 22.95, the open interest changed by 71 which increased total open position to 483
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 44, which was -3.00 lower than the previous day. The implied volatity was 22.76, the open interest changed by 14 which increased total open position to 410
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 47, which was -8.65 lower than the previous day. The implied volatity was 23.40, the open interest changed by 164 which increased total open position to 403
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 55.65, which was -36.35 lower than the previous day. The implied volatity was 24.49, the open interest changed by 88 which increased total open position to 244
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 92, which was -27.35 lower than the previous day. The implied volatity was 22.57, the open interest changed by 111 which increased total open position to 147
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 119.35, which was -4.60 lower than the previous day. The implied volatity was 24.31, the open interest changed by 4 which increased total open position to 36
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 123.95, which was -19.50 lower than the previous day. The implied volatity was 26.92, the open interest changed by 2 which increased total open position to 32
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 143.45, which was 6.45 higher than the previous day. The implied volatity was 24.44, the open interest changed by 7 which increased total open position to 28
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 137, which was 4.00 higher than the previous day. The implied volatity was 21.89, the open interest changed by 1 which increased total open position to 21
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 133, which was -19.55 lower than the previous day. The implied volatity was 23.89, the open interest changed by 7 which increased total open position to 19
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 152.55, which was 5.00 higher than the previous day. The implied volatity was 25.86, the open interest changed by 3 which increased total open position to 12
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 147.55, which was 5.90 higher than the previous day. The implied volatity was 25.64, the open interest changed by 6 which increased total open position to 10
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 141.65, which was -18.45 lower than the previous day. The implied volatity was 26.20, the open interest changed by 2 which increased total open position to 4
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 160.1, 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 5 Dec M&M was trading at 3071.60. The strike last trading price was 160.1, which was 26.80 higher than the previous day. The implied volatity was 26.29, the open interest changed by 0 which decreased total open position to 1
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 133.3, 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 3 Dec M&M was trading at 3027.30. The strike last trading price was 133.3, which was lower than the previous day. The implied volatity was 25.29, the open interest changed by 0 which decreased total open position to 0
| M&M 30JAN2025 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 3.66
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 2975.65 | 111 | -38.40 | 24.67 | 339 | -38 | 214 |
| 24 Dec | 2928.70 | 149.4 | -14.25 | 23.55 | 220 | 67 | 253 |
| 23 Dec | 2909.30 | 163.65 | -11.40 | 27.21 | 205 | 155 | 186 |
| 20 Dec | 2906.35 | 175.05 | 71.05 | 30.04 | 28 | -2 | 31 |
| 19 Dec | 3014.65 | 104 | 12.25 | 25.10 | 89 | -8 | 32 |
| 18 Dec | 3051.20 | 91.75 | -5.00 | 26.11 | 33 | 15 | 41 |
| 17 Dec | 3041.50 | 96.75 | 14.45 | 25.62 | 66 | 19 | 29 |
| 16 Dec | 3084.85 | 82.3 | 2.30 | 26.75 | 15 | 6 | 10 |
| 13 Dec | 3081.40 | 80 | -20.75 | 25.55 | 4 | 3 | 4 |
| 12 Dec | 3067.45 | 100.75 | -140.55 | 28.04 | 1 | 0 | 0 |
| 11 Dec | 3072.05 | 241.3 | 0.00 | 1.58 | 0 | 0 | 0 |
| 10 Dec | 3066.90 | 241.3 | 0.00 | 1.47 | 0 | 0 | 0 |
| 9 Dec | 3051.25 | 241.3 | 0.00 | 1.03 | 0 | 0 | 0 |
| 6 Dec | 3073.00 | 241.3 | 0.00 | 1.48 | 0 | 0 | 0 |
| 5 Dec | 3071.60 | 241.3 | 0.00 | 1.75 | 0 | 0 | 0 |
| 4 Dec | 3031.75 | 241.3 | 0.00 | 0.71 | 0 | 0 | 0 |
| 3 Dec | 3027.30 | 241.3 | 0.55 | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3050 expiring on 30JAN2025
Delta for 3050 PE is -0.55
Historical price for 3050 PE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 111, which was -38.40 lower than the previous day. The implied volatity was 24.67, the open interest changed by -38 which decreased total open position to 214
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 149.4, which was -14.25 lower than the previous day. The implied volatity was 23.55, the open interest changed by 67 which increased total open position to 253
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 163.65, which was -11.40 lower than the previous day. The implied volatity was 27.21, the open interest changed by 155 which increased total open position to 186
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 175.05, which was 71.05 higher than the previous day. The implied volatity was 30.04, the open interest changed by -2 which decreased total open position to 31
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 104, which was 12.25 higher than the previous day. The implied volatity was 25.10, the open interest changed by -8 which decreased total open position to 32
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 91.75, which was -5.00 lower than the previous day. The implied volatity was 26.11, the open interest changed by 15 which increased total open position to 41
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 96.75, which was 14.45 higher than the previous day. The implied volatity was 25.62, the open interest changed by 19 which increased total open position to 29
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 82.3, which was 2.30 higher than the previous day. The implied volatity was 26.75, the open interest changed by 6 which increased total open position to 10
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 80, which was -20.75 lower than the previous day. The implied volatity was 25.55, the open interest changed by 3 which increased total open position to 4
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 100.75, which was -140.55 lower than the previous day. The implied volatity was 28.04, 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 241.3, which was 0.00 lower than the previous day. The implied volatity was 1.58, 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 241.3, which was 0.00 lower than the previous day. The implied volatity was 1.47, 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 241.3, which was 0.00 lower than the previous day. The implied volatity was 1.03, 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 241.3, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 241.3, which was 0.00 lower than the previous day. The implied volatity was 1.75, 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 241.3, which was 0.00 lower than the previous day. The implied volatity was 0.71, 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 241.3, which was lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
