M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
27 Dec 2024 09:02 AM IST
| M&M 30JAN2025 3200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 2.64
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 2975.65 | 23.65 | 0.00 | 22.77 | 2,198 | 94 | 1,049 | |||
| 26 Dec | 2975.65 | 23.65 | 8.15 | 22.77 | 2,198 | 95 | 1,049 | |||
| 24 Dec | 2928.70 | 15.5 | -2.00 | 23.52 | 1,010 | 244 | 954 | |||
| 23 Dec | 2909.30 | 17.5 | -6.25 | 24.18 | 1,037 | 154 | 710 | |||
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| 20 Dec | 2906.35 | 23.75 | -18.95 | 25.53 | 822 | 134 | 556 | |||
| 19 Dec | 3014.65 | 42.7 | -16.30 | 23.89 | 567 | 171 | 423 | |||
| 18 Dec | 3051.20 | 59 | 2.00 | 24.97 | 70 | 10 | 252 | |||
| 17 Dec | 3041.50 | 57 | -15.25 | 25.35 | 313 | 120 | 243 | |||
| 16 Dec | 3084.85 | 72.25 | -4.95 | 24.37 | 77 | 32 | 123 | |||
| 13 Dec | 3081.40 | 77.2 | 2.85 | 24.58 | 104 | 20 | 91 | |||
| 12 Dec | 3067.45 | 74.35 | -6.95 | 25.71 | 60 | 40 | 68 | |||
| 11 Dec | 3072.05 | 81.3 | 1.30 | 25.54 | 22 | -4 | 28 | |||
| 10 Dec | 3066.90 | 80 | 0.00 | 25.77 | 23 | 14 | 32 | |||
| 9 Dec | 3051.25 | 80 | -1.00 | 26.92 | 2 | 0 | 18 | |||
| 6 Dec | 3073.00 | 81 | -1.00 | 24.58 | 2 | 0 | 17 | |||
| 5 Dec | 3071.60 | 82 | -1.90 | 24.42 | 19 | 10 | 16 | |||
| 4 Dec | 3031.75 | 83.9 | 18.15 | 28.29 | 7 | 5 | 5 | |||
| 22 Nov | 3012.95 | 65.75 | 0.00 | 2.72 | 0 | 0 | 0 | |||
| 21 Nov | 2936.25 | 65.75 | 0.00 | 4.20 | 0 | 0 | 0 | |||
| 20 Nov | 2948.95 | 65.75 | 0.00 | 4.16 | 0 | 0 | 0 | |||
| 19 Nov | 2948.95 | 65.75 | 0.00 | 4.16 | 0 | 0 | 0 | |||
| 18 Nov | 2846.90 | 65.75 | 0.00 | 5.85 | 0 | 0 | 0 | |||
| 14 Nov | 2807.20 | 65.75 | 0.00 | 6.13 | 0 | 0 | 0 | |||
| 13 Nov | 2798.95 | 65.75 | 0.00 | 6.25 | 0 | 0 | 0 | |||
| 12 Nov | 2898.55 | 65.75 | 0.00 | 4.15 | 0 | 0 | 0 | |||
| 11 Nov | 2930.60 | 65.75 | 0.00 | 3.76 | 0 | 0 | 0 | |||
| 8 Nov | 2974.90 | 65.75 | 0.00 | 2.61 | 0 | 0 | 0 | |||
| 7 Nov | 2891.35 | 65.75 | 0.00 | 4.29 | 0 | 0 | 0 | |||
| 6 Nov | 2934.55 | 65.75 | 0.00 | 3.33 | 0 | 0 | 0 | |||
| 5 Nov | 2899.45 | 65.75 | 3.99 | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3200 expiring on 30JAN2025
Delta for 3200 CE is 0.21
Historical price for 3200 CE is as follows
On 27 Dec M&M was trading at 2975.65. The strike last trading price was 23.65, which was 0.00 lower than the previous day. The implied volatity was 22.77, the open interest changed by 94 which increased total open position to 1049
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 23.65, which was 8.15 higher than the previous day. The implied volatity was 22.77, the open interest changed by 95 which increased total open position to 1049
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 15.5, which was -2.00 lower than the previous day. The implied volatity was 23.52, the open interest changed by 244 which increased total open position to 954
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 17.5, which was -6.25 lower than the previous day. The implied volatity was 24.18, the open interest changed by 154 which increased total open position to 710
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 23.75, which was -18.95 lower than the previous day. The implied volatity was 25.53, the open interest changed by 134 which increased total open position to 556
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 42.7, which was -16.30 lower than the previous day. The implied volatity was 23.89, the open interest changed by 171 which increased total open position to 423
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 59, which was 2.00 higher than the previous day. The implied volatity was 24.97, the open interest changed by 10 which increased total open position to 252
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 57, which was -15.25 lower than the previous day. The implied volatity was 25.35, the open interest changed by 120 which increased total open position to 243
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 72.25, which was -4.95 lower than the previous day. The implied volatity was 24.37, the open interest changed by 32 which increased total open position to 123
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 77.2, which was 2.85 higher than the previous day. The implied volatity was 24.58, the open interest changed by 20 which increased total open position to 91
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 74.35, which was -6.95 lower than the previous day. The implied volatity was 25.71, the open interest changed by 40 which increased total open position to 68
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 81.3, which was 1.30 higher than the previous day. The implied volatity was 25.54, the open interest changed by -4 which decreased total open position to 28
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 25.77, the open interest changed by 14 which increased total open position to 32
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 80, which was -1.00 lower than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 18
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 81, which was -1.00 lower than the previous day. The implied volatity was 24.58, the open interest changed by 0 which decreased total open position to 17
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 82, which was -1.90 lower than the previous day. The implied volatity was 24.42, the open interest changed by 10 which increased total open position to 16
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 83.9, which was 18.15 higher than the previous day. The implied volatity was 28.29, the open interest changed by 5 which increased total open position to 5
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 65.75, which was 0.00 lower than the previous day. The implied volatity was 2.72, 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 65.75, which was 0.00 lower than the previous day. The implied volatity was 4.20, 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 65.75, which was 0.00 lower than the previous day. The implied volatity was 4.16, 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 65.75, which was 0.00 lower than the previous day. The implied volatity was 4.16, 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 65.75, which was 0.00 lower than the previous day. The implied volatity was 5.85, 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 65.75, which was 0.00 lower than the previous day. The implied volatity was 6.13, 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 65.75, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 65.75, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 65.75, which was 0.00 lower than the previous day. The implied volatity was 3.76, 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 65.75, which was 0.00 lower than the previous day. The implied volatity was 2.61, 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 65.75, which was 0.00 lower than the previous day. The implied volatity was 4.29, 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 65.75, which was 0.00 lower than the previous day. The implied volatity was 3.33, 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 65.75, which was lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
| M&M 30JAN2025 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 2.78
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 2975.65 | 214.05 | 0.00 | 24.66 | 265 | -43 | 418 |
| 26 Dec | 2975.65 | 214.05 | -52.25 | 24.66 | 265 | -43 | 418 |
| 24 Dec | 2928.70 | 266.3 | -15.50 | 23.31 | 135 | 82 | 461 |
| 23 Dec | 2909.30 | 281.8 | -8.05 | 29.25 | 334 | -34 | 377 |
| 20 Dec | 2906.35 | 289.85 | 111.90 | 32.16 | 242 | 203 | 411 |
| 19 Dec | 3014.65 | 177.95 | 0.00 | 0.00 | 0 | 2 | 0 |
| 18 Dec | 3051.20 | 177.95 | -7.05 | 26.22 | 5 | 1 | 207 |
| 17 Dec | 3041.50 | 185 | 5.65 | 26.30 | 3 | 0 | 206 |
| 16 Dec | 3084.85 | 179.35 | 19.35 | 31.37 | 1 | 0 | 206 |
| 13 Dec | 3081.40 | 160 | -14.40 | 26.24 | 7 | 0 | 204 |
| 12 Dec | 3067.45 | 174.4 | 4.40 | 26.26 | 224 | 201 | 204 |
| 11 Dec | 3072.05 | 170 | 0.00 | 27.24 | 2 | 1 | 2 |
| 10 Dec | 3066.90 | 170 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 3051.25 | 170 | -309.65 | 23.22 | 1 | 0 | 0 |
| 6 Dec | 3073.00 | 479.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 3071.60 | 479.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 3031.75 | 479.65 | 479.35 | - | 0 | 0 | 0 |
| 22 Nov | 3012.95 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 21 Nov | 2936.25 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 20 Nov | 2948.95 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 19 Nov | 2948.95 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 18 Nov | 2846.90 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 14 Nov | 2807.20 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 13 Nov | 2798.95 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 12 Nov | 2898.55 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 11 Nov | 2930.60 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 8 Nov | 2974.90 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 7 Nov | 2891.35 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 6 Nov | 2934.55 | 0.3 | 0.00 | - | 57.143 | 0 | 0 |
| 5 Nov | 2899.45 | 0.3 | - | 57.143 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3200 expiring on 30JAN2025
Delta for 3200 PE is -0.77
Historical price for 3200 PE is as follows
On 27 Dec M&M was trading at 2975.65. The strike last trading price was 214.05, which was 0.00 lower than the previous day. The implied volatity was 24.66, the open interest changed by -43 which decreased total open position to 418
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 214.05, which was -52.25 lower than the previous day. The implied volatity was 24.66, the open interest changed by -43 which decreased total open position to 418
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 266.3, which was -15.50 lower than the previous day. The implied volatity was 23.31, the open interest changed by 82 which increased total open position to 461
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 281.8, which was -8.05 lower than the previous day. The implied volatity was 29.25, the open interest changed by -34 which decreased total open position to 377
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 289.85, which was 111.90 higher than the previous day. The implied volatity was 32.16, the open interest changed by 203 which increased total open position to 411
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 177.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 177.95, which was -7.05 lower than the previous day. The implied volatity was 26.22, the open interest changed by 1 which increased total open position to 207
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 185, which was 5.65 higher than the previous day. The implied volatity was 26.30, the open interest changed by 0 which decreased total open position to 206
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 179.35, which was 19.35 higher than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 206
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 160, which was -14.40 lower than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 204
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 174.4, which was 4.40 higher than the previous day. The implied volatity was 26.26, the open interest changed by 201 which increased total open position to 204
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 170, which was 0.00 lower than the previous day. The implied volatity was 27.24, the open interest changed by 1 which increased total open position to 2
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 170, 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 9 Dec M&M was trading at 3051.25. The strike last trading price was 170, which was -309.65 lower than the previous day. The implied volatity was 23.22, 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 479.65, 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 Dec M&M was trading at 3071.60. The strike last trading price was 479.65, 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 Dec M&M was trading at 3031.75. The strike last trading price was 479.65, which was 479.35 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 0.3, 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 0.3, 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 0.3, 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 0.3, 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 0.3, 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 0.3, 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 0.3, 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 0.3, 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 0.3, 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 0.3, 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 0.3, 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 0.3, 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 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
