M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
26 Dec 2024 04:11 PM IST
| M&M 30JAN2025 3100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 3.44
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 2975.65 | 48.95 | 15.55 | 22.80 | 2,974 | 29 | 1,285 | |||
| 24 Dec | 2928.70 | 33.4 | -0.75 | 23.61 | 1,383 | 446 | 1,232 | |||
| 23 Dec | 2909.30 | 34.15 | -6.45 | 23.61 | 1,303 | 179 | 786 | |||
| 20 Dec | 2906.35 | 40.6 | -31.40 | 24.35 | 784 | 271 | 602 | |||
| 19 Dec | 3014.65 | 72 | -24.60 | 23.03 | 442 | 44 | 325 | |||
| 18 Dec | 3051.20 | 96.6 | 2.20 | 24.77 | 163 | 48 | 281 | |||
| 17 Dec | 3041.50 | 94.4 | -20.65 | 25.50 | 177 | 38 | 233 | |||
| 16 Dec | 3084.85 | 115.05 | -2.95 | 24.18 | 137 | 35 | 195 | |||
| 13 Dec | 3081.40 | 118 | 6.60 | 23.87 | 114 | 6 | 160 | |||
| 12 Dec | 3067.45 | 111.4 | -13.15 | 24.81 | 126 | 80 | 154 | |||
| 11 Dec | 3072.05 | 124.55 | 5.55 | 25.54 | 109 | 20 | 75 | |||
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| 10 Dec | 3066.90 | 119 | 9.00 | 25.08 | 31 | 7 | 50 | |||
| 9 Dec | 3051.25 | 110 | -18.00 | 24.82 | 13 | 5 | 42 | |||
| 6 Dec | 3073.00 | 128 | -1.80 | 25.24 | 25 | 5 | 38 | |||
| 5 Dec | 3071.60 | 129.8 | 17.80 | 25.42 | 58 | -9 | 35 | |||
| 4 Dec | 3031.75 | 112 | -3.00 | 26.11 | 45 | 27 | 44 | |||
| 3 Dec | 3027.30 | 115 | 27.95 | 26.43 | 18 | 14 | 16 | |||
| 22 Nov | 3012.95 | 87.05 | 0.00 | 0.44 | 0 | 0 | 0 | |||
| 21 Nov | 2936.25 | 87.05 | 75.45 | 2.37 | 0 | 0 | 0 | |||
| 20 Nov | 2948.95 | 11.6 | 0.00 | 1.65 | 0 | 0 | 0 | |||
| 19 Nov | 2948.95 | 11.6 | 0.00 | 1.65 | 0 | 0 | 0 | |||
| 18 Nov | 2846.90 | 11.6 | 0.00 | 3.68 | 0 | 0 | 0 | |||
| 14 Nov | 2807.20 | 11.6 | 0.00 | 4.47 | 0 | 0 | 0 | |||
| 13 Nov | 2798.95 | 11.6 | 0.00 | 4.60 | 0 | 0 | 0 | |||
| 12 Nov | 2898.55 | 11.6 | 0.00 | 2.43 | 0 | 0 | 0 | |||
| 11 Nov | 2930.60 | 11.6 | 0.00 | 2.03 | 0 | 0 | 0 | |||
| 8 Nov | 2974.90 | 11.6 | 0.00 | 0.93 | 0 | 0 | 0 | |||
| 7 Nov | 2891.35 | 11.6 | 0.00 | 2.62 | 0 | 0 | 0 | |||
| 6 Nov | 2934.55 | 11.6 | 0.00 | 1.64 | 0 | 0 | 0 | |||
| 5 Nov | 2899.45 | 11.6 | 2.33 | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3100 expiring on 30JAN2025
Delta for 3100 CE is 0.36
Historical price for 3100 CE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 48.95, which was 15.55 higher than the previous day. The implied volatity was 22.80, the open interest changed by 29 which increased total open position to 1285
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 33.4, which was -0.75 lower than the previous day. The implied volatity was 23.61, the open interest changed by 446 which increased total open position to 1232
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 34.15, which was -6.45 lower than the previous day. The implied volatity was 23.61, the open interest changed by 179 which increased total open position to 786
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 40.6, which was -31.40 lower than the previous day. The implied volatity was 24.35, the open interest changed by 271 which increased total open position to 602
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 72, which was -24.60 lower than the previous day. The implied volatity was 23.03, the open interest changed by 44 which increased total open position to 325
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 96.6, which was 2.20 higher than the previous day. The implied volatity was 24.77, the open interest changed by 48 which increased total open position to 281
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 94.4, which was -20.65 lower than the previous day. The implied volatity was 25.50, the open interest changed by 38 which increased total open position to 233
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 115.05, which was -2.95 lower than the previous day. The implied volatity was 24.18, the open interest changed by 35 which increased total open position to 195
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 118, which was 6.60 higher than the previous day. The implied volatity was 23.87, the open interest changed by 6 which increased total open position to 160
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 111.4, which was -13.15 lower than the previous day. The implied volatity was 24.81, the open interest changed by 80 which increased total open position to 154
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 124.55, which was 5.55 higher than the previous day. The implied volatity was 25.54, the open interest changed by 20 which increased total open position to 75
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 119, which was 9.00 higher than the previous day. The implied volatity was 25.08, the open interest changed by 7 which increased total open position to 50
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 110, which was -18.00 lower than the previous day. The implied volatity was 24.82, the open interest changed by 5 which increased total open position to 42
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 128, which was -1.80 lower than the previous day. The implied volatity was 25.24, the open interest changed by 5 which increased total open position to 38
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 129.8, which was 17.80 higher than the previous day. The implied volatity was 25.42, the open interest changed by -9 which decreased total open position to 35
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 112, which was -3.00 lower than the previous day. The implied volatity was 26.11, the open interest changed by 27 which increased total open position to 44
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 115, which was 27.95 higher than the previous day. The implied volatity was 26.43, the open interest changed by 14 which increased total open position to 16
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 87.05, which was 0.00 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 87.05, which was 75.45 higher than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 11.6, which was 0.00 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 11.6, which was 0.00 lower than the previous day. The implied volatity was 1.65, 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 11.6, which was 0.00 lower than the previous day. The implied volatity was 3.68, 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 11.6, which was 0.00 lower than the previous day. The implied volatity was 4.47, 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 11.6, which was 0.00 lower than the previous day. The implied volatity was 4.60, 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 11.6, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 11.6, which was 0.00 lower than the previous day. The implied volatity was 2.03, 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 11.6, which was 0.00 lower than the previous day. The implied volatity was 0.93, 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 11.6, which was 0.00 lower than the previous day. The implied volatity was 2.62, 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 11.6, which was 0.00 lower than the previous day. The implied volatity was 1.64, 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 11.6, which was lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
| M&M 30JAN2025 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 3.48
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 2975.65 | 140.9 | -44.40 | 24.45 | 555 | 96 | 554 |
| 24 Dec | 2928.70 | 185.3 | -14.50 | 23.50 | 592 | 284 | 457 |
| 23 Dec | 2909.30 | 199.8 | -9.35 | 27.63 | 121 | 43 | 172 |
| 20 Dec | 2906.35 | 209.15 | 81.15 | 30.20 | 77 | 15 | 129 |
| 19 Dec | 3014.65 | 128 | 11.35 | 24.18 | 38 | 9 | 114 |
| 18 Dec | 3051.20 | 116.65 | -4.45 | 26.12 | 1 | 0 | 104 |
| 17 Dec | 3041.50 | 121.1 | 16.10 | 25.27 | 38 | 27 | 104 |
| 16 Dec | 3084.85 | 105 | 3.00 | 26.81 | 12 | 8 | 76 |
| 13 Dec | 3081.40 | 102 | -13.00 | 25.49 | 8 | 7 | 68 |
| 12 Dec | 3067.45 | 115 | 5.00 | 25.84 | 53 | 41 | 60 |
| 11 Dec | 3072.05 | 110 | -30.00 | 26.19 | 14 | 8 | 17 |
| 10 Dec | 3066.90 | 140 | 20.00 | 31.66 | 6 | 5 | 8 |
| 9 Dec | 3051.25 | 120 | 0.00 | 25.22 | 1 | 0 | 2 |
| 6 Dec | 3073.00 | 120 | 2.00 | 26.91 | 1 | 0 | 1 |
| 5 Dec | 3071.60 | 118 | -284.75 | 25.99 | 2 | 1 | 1 |
| 4 Dec | 3031.75 | 402.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 3027.30 | 402.75 | 402.50 | - | 0 | 0 | 0 |
| 22 Nov | 3012.95 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2936.25 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2948.95 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2948.95 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2846.90 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2807.20 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2798.95 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2898.55 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2930.60 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2974.90 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2891.35 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 2934.55 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 2899.45 | 0.25 | - | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3100 expiring on 30JAN2025
Delta for 3100 PE is -0.63
Historical price for 3100 PE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 140.9, which was -44.40 lower than the previous day. The implied volatity was 24.45, the open interest changed by 96 which increased total open position to 554
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 185.3, which was -14.50 lower than the previous day. The implied volatity was 23.50, the open interest changed by 284 which increased total open position to 457
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 199.8, which was -9.35 lower than the previous day. The implied volatity was 27.63, the open interest changed by 43 which increased total open position to 172
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 209.15, which was 81.15 higher than the previous day. The implied volatity was 30.20, the open interest changed by 15 which increased total open position to 129
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 128, which was 11.35 higher than the previous day. The implied volatity was 24.18, the open interest changed by 9 which increased total open position to 114
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 116.65, which was -4.45 lower than the previous day. The implied volatity was 26.12, the open interest changed by 0 which decreased total open position to 104
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 121.1, which was 16.10 higher than the previous day. The implied volatity was 25.27, the open interest changed by 27 which increased total open position to 104
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 105, which was 3.00 higher than the previous day. The implied volatity was 26.81, the open interest changed by 8 which increased total open position to 76
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 102, which was -13.00 lower than the previous day. The implied volatity was 25.49, the open interest changed by 7 which increased total open position to 68
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 115, which was 5.00 higher than the previous day. The implied volatity was 25.84, the open interest changed by 41 which increased total open position to 60
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 110, which was -30.00 lower than the previous day. The implied volatity was 26.19, the open interest changed by 8 which increased total open position to 17
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 140, which was 20.00 higher than the previous day. The implied volatity was 31.66, the open interest changed by 5 which increased total open position to 8
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 120, which was 0.00 lower than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 2
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 120, which was 2.00 higher than the previous day. The implied volatity was 26.91, the open interest changed by 0 which decreased total open position to 1
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 118, which was -284.75 lower than the previous day. The implied volatity was 25.99, the open interest changed by 1 which increased total open position to 1
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 402.75, 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 402.75, which was 402.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 0.25, 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 21 Nov M&M was trading at 2936.25. The strike last trading price was 0.25, 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 20 Nov M&M was trading at 2948.95. The strike last trading price was 0.25, 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 19 Nov M&M was trading at 2948.95. The strike last trading price was 0.25, 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 Nov M&M was trading at 2846.90. The strike last trading price was 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
