M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
12 Dec 2024 10:32 AM IST
| M&M 26DEC2024 3150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 2.28
Theta: -2.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3080.20 | 36.75 | -4.00 | 25.04 | 1,210 | 55 | 2,175 | |||
| 11 Dec | 3072.05 | 40.75 | 0.20 | 26.74 | 6,605 | 277 | 2,117 | |||
| 10 Dec | 3066.90 | 40.55 | 4.45 | 27.08 | 2,991 | 3 | 1,835 | |||
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| 9 Dec | 3051.25 | 36.1 | -11.30 | 26.85 | 1,875 | 209 | 1,829 | |||
| 6 Dec | 3073.00 | 47.4 | -0.70 | 25.77 | 2,985 | 22 | 1,622 | |||
| 5 Dec | 3071.60 | 48.1 | 9.85 | 25.92 | 3,800 | 11 | 1,601 | |||
| 4 Dec | 3031.75 | 38.25 | -0.90 | 26.68 | 2,441 | 1 | 1,588 | |||
| 3 Dec | 3027.30 | 39.15 | -1.80 | 26.33 | 2,150 | 235 | 1,587 | |||
| 2 Dec | 3016.40 | 40.95 | 2.95 | 26.98 | 2,558 | 126 | 1,361 | |||
| 29 Nov | 2966.10 | 38 | 9.00 | 29.10 | 3,880 | -270 | 1,231 | |||
| 28 Nov | 2898.70 | 29 | -20.00 | 31.41 | 3,197 | 612 | 1,499 | |||
| 27 Nov | 3004.80 | 49 | -3.20 | 28.83 | 4,252 | 69 | 894 | |||
| 26 Nov | 2985.20 | 52.2 | -22.65 | 28.77 | 1,774 | 439 | 822 | |||
| 25 Nov | 3045.60 | 74.85 | 19.20 | 30.27 | 1,704 | 279 | 378 | |||
| 22 Nov | 3012.95 | 55.65 | 16.45 | 27.69 | 243 | 91 | 190 | |||
| 21 Nov | 2936.25 | 39.2 | -1.10 | 29.57 | 105 | 18 | 99 | |||
| 20 Nov | 2948.95 | 40.3 | 0.00 | 28.00 | 151 | 63 | 83 | |||
| 19 Nov | 2948.95 | 40.3 | 19.10 | 28.00 | 151 | 65 | 83 | |||
| 18 Nov | 2846.90 | 21.2 | 0.80 | 27.55 | 6 | 3 | 17 | |||
| 14 Nov | 2807.20 | 20.4 | -33.60 | 27.63 | 13 | 5 | 8 | |||
| 13 Nov | 2798.95 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 2898.55 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 2930.60 | 54 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 2974.90 | 54 | -1.15 | 25.75 | 3 | 1 | 4 | |||
| 7 Nov | 2891.35 | 55.15 | 16.10 | 30.61 | 4 | 2 | 2 | |||
| 6 Nov | 2934.55 | 39.05 | 0.00 | 4.46 | 0 | 0 | 0 | |||
| 5 Nov | 2899.45 | 39.05 | 0.00 | 4.98 | 0 | 0 | 0 | |||
| 4 Nov | 2883.95 | 39.05 | 5.15 | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3150 expiring on 26DEC2024
Delta for 3150 CE is 0.36
Historical price for 3150 CE is as follows
On 12 Dec M&M was trading at 3080.20. The strike last trading price was 36.75, which was -4.00 lower than the previous day. The implied volatity was 25.04, the open interest changed by 55 which increased total open position to 2175
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 40.75, which was 0.20 higher than the previous day. The implied volatity was 26.74, the open interest changed by 277 which increased total open position to 2117
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 40.55, which was 4.45 higher than the previous day. The implied volatity was 27.08, the open interest changed by 3 which increased total open position to 1835
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 36.1, which was -11.30 lower than the previous day. The implied volatity was 26.85, the open interest changed by 209 which increased total open position to 1829
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 47.4, which was -0.70 lower than the previous day. The implied volatity was 25.77, the open interest changed by 22 which increased total open position to 1622
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 48.1, which was 9.85 higher than the previous day. The implied volatity was 25.92, the open interest changed by 11 which increased total open position to 1601
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 38.25, which was -0.90 lower than the previous day. The implied volatity was 26.68, the open interest changed by 1 which increased total open position to 1588
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 39.15, which was -1.80 lower than the previous day. The implied volatity was 26.33, the open interest changed by 235 which increased total open position to 1587
On 2 Dec M&M was trading at 3016.40. The strike last trading price was 40.95, which was 2.95 higher than the previous day. The implied volatity was 26.98, the open interest changed by 126 which increased total open position to 1361
On 29 Nov M&M was trading at 2966.10. The strike last trading price was 38, which was 9.00 higher than the previous day. The implied volatity was 29.10, the open interest changed by -270 which decreased total open position to 1231
On 28 Nov M&M was trading at 2898.70. The strike last trading price was 29, which was -20.00 lower than the previous day. The implied volatity was 31.41, the open interest changed by 612 which increased total open position to 1499
On 27 Nov M&M was trading at 3004.80. The strike last trading price was 49, which was -3.20 lower than the previous day. The implied volatity was 28.83, the open interest changed by 69 which increased total open position to 894
On 26 Nov M&M was trading at 2985.20. The strike last trading price was 52.2, which was -22.65 lower than the previous day. The implied volatity was 28.77, the open interest changed by 439 which increased total open position to 822
On 25 Nov M&M was trading at 3045.60. The strike last trading price was 74.85, which was 19.20 higher than the previous day. The implied volatity was 30.27, the open interest changed by 279 which increased total open position to 378
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 55.65, which was 16.45 higher than the previous day. The implied volatity was 27.69, the open interest changed by 91 which increased total open position to 190
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 39.2, which was -1.10 lower than the previous day. The implied volatity was 29.57, the open interest changed by 18 which increased total open position to 99
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 40.3, which was 0.00 lower than the previous day. The implied volatity was 28.00, the open interest changed by 63 which increased total open position to 83
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 40.3, which was 19.10 higher than the previous day. The implied volatity was 28.00, the open interest changed by 65 which increased total open position to 83
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 21.2, which was 0.80 higher than the previous day. The implied volatity was 27.55, the open interest changed by 3 which increased total open position to 17
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 20.4, which was -33.60 lower than the previous day. The implied volatity was 27.63, the open interest changed by 5 which increased total open position to 8
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 54, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 54, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 54, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 54, which was -1.15 lower than the previous day. The implied volatity was 25.75, the open interest changed by 1 which increased total open position to 4
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 55.15, which was 16.10 higher than the previous day. The implied volatity was 30.61, the open interest changed by 2 which increased total open position to 2
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 39.05, which was 0.00 lower than the previous day. The implied volatity was 4.46, 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 39.05, which was 0.00 lower than the previous day. The implied volatity was 4.98, 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 39.05, which was lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
| M&M 26DEC2024 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 2.32
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3080.20 | 103.85 | -0.45 | 29.20 | 88 | 12 | 583 |
| 11 Dec | 3072.05 | 104.3 | -9.70 | 27.49 | 604 | 54 | 571 |
| 10 Dec | 3066.90 | 114 | -16.05 | 28.43 | 63 | -14 | 517 |
| 9 Dec | 3051.25 | 130.05 | 18.50 | 29.60 | 107 | 15 | 530 |
| 6 Dec | 3073.00 | 111.55 | -4.80 | 26.27 | 455 | -20 | 515 |
| 5 Dec | 3071.60 | 116.35 | -36.90 | 27.32 | 547 | 22 | 534 |
| 4 Dec | 3031.75 | 153.25 | -0.75 | 30.03 | 149 | 7 | 517 |
| 3 Dec | 3027.30 | 154 | -6.00 | 29.85 | 55 | -22 | 509 |
| 2 Dec | 3016.40 | 160 | -34.40 | 30.24 | 115 | 7 | 531 |
| 29 Nov | 2966.10 | 194.4 | -62.65 | 30.12 | 113 | 17 | 523 |
| 28 Nov | 2898.70 | 257.05 | 79.70 | 33.98 | 72 | 21 | 502 |
| 27 Nov | 3004.80 | 177.35 | -20.30 | 29.91 | 467 | 75 | 481 |
| 26 Nov | 2985.20 | 197.65 | 46.00 | 36.94 | 197 | -19 | 406 |
| 25 Nov | 3045.60 | 151.65 | -23.00 | 30.57 | 1,065 | 425 | 425 |
| 22 Nov | 3012.95 | 174.65 | -250.85 | 28.78 | 117 | 48 | 48 |
| 21 Nov | 2936.25 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2948.95 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2948.95 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2846.90 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2807.20 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2798.95 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2898.55 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2930.60 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2974.90 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2891.35 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 2934.55 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 2899.45 | 425.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2883.95 | 425.5 | - | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3150 expiring on 26DEC2024
Delta for 3150 PE is -0.61
Historical price for 3150 PE is as follows
On 12 Dec M&M was trading at 3080.20. The strike last trading price was 103.85, which was -0.45 lower than the previous day. The implied volatity was 29.20, the open interest changed by 12 which increased total open position to 583
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 104.3, which was -9.70 lower than the previous day. The implied volatity was 27.49, the open interest changed by 54 which increased total open position to 571
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 114, which was -16.05 lower than the previous day. The implied volatity was 28.43, the open interest changed by -14 which decreased total open position to 517
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 130.05, which was 18.50 higher than the previous day. The implied volatity was 29.60, the open interest changed by 15 which increased total open position to 530
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 111.55, which was -4.80 lower than the previous day. The implied volatity was 26.27, the open interest changed by -20 which decreased total open position to 515
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 116.35, which was -36.90 lower than the previous day. The implied volatity was 27.32, the open interest changed by 22 which increased total open position to 534
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 153.25, which was -0.75 lower than the previous day. The implied volatity was 30.03, the open interest changed by 7 which increased total open position to 517
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 154, which was -6.00 lower than the previous day. The implied volatity was 29.85, the open interest changed by -22 which decreased total open position to 509
On 2 Dec M&M was trading at 3016.40. The strike last trading price was 160, which was -34.40 lower than the previous day. The implied volatity was 30.24, the open interest changed by 7 which increased total open position to 531
On 29 Nov M&M was trading at 2966.10. The strike last trading price was 194.4, which was -62.65 lower than the previous day. The implied volatity was 30.12, the open interest changed by 17 which increased total open position to 523
On 28 Nov M&M was trading at 2898.70. The strike last trading price was 257.05, which was 79.70 higher than the previous day. The implied volatity was 33.98, the open interest changed by 21 which increased total open position to 502
On 27 Nov M&M was trading at 3004.80. The strike last trading price was 177.35, which was -20.30 lower than the previous day. The implied volatity was 29.91, the open interest changed by 75 which increased total open position to 481
On 26 Nov M&M was trading at 2985.20. The strike last trading price was 197.65, which was 46.00 higher than the previous day. The implied volatity was 36.94, the open interest changed by -19 which decreased total open position to 406
On 25 Nov M&M was trading at 3045.60. The strike last trading price was 151.65, which was -23.00 lower than the previous day. The implied volatity was 30.57, the open interest changed by 425 which increased total open position to 425
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 174.65, which was -250.85 lower than the previous day. The implied volatity was 28.78, the open interest changed by 48 which increased total open position to 48
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 425.5, 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 425.5, 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 425.5, 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 425.5, 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 425.5, 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 425.5, 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 425.5, 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 425.5, 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 425.5, 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 425.5, 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 425.5, 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 425.5, 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 425.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
