M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
12 Dec 2024 10:21 AM IST
| M&M 26DEC2024 3250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 1.51
Theta: -1.50
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3077.75 | 13.3 | -3.10 | 25.69 | 374 | 165 | 1,077 | |||
| 11 Dec | 3072.05 | 16.4 | -1.25 | 27.08 | 2,416 | 159 | 907 | |||
| 10 Dec | 3066.90 | 17.65 | 1.60 | 27.86 | 1,406 | 24 | 765 | |||
| 9 Dec | 3051.25 | 16.05 | -5.65 | 27.87 | 865 | -8 | 748 | |||
| 6 Dec | 3073.00 | 21.7 | -0.05 | 26.23 | 1,604 | -63 | 762 | |||
|
|
||||||||||
| 5 Dec | 3071.60 | 21.75 | 3.55 | 25.64 | 1,716 | -30 | 827 | |||
| 4 Dec | 3031.75 | 18.2 | -0.90 | 27.35 | 1,615 | -18 | 862 | |||
| 3 Dec | 3027.30 | 19.1 | -1.20 | 27.14 | 1,713 | 6 | 879 | |||
| 2 Dec | 3016.40 | 20.3 | -0.15 | 27.58 | 1,901 | 181 | 877 | |||
| 29 Nov | 2966.10 | 20.45 | 3.85 | 29.68 | 2,521 | 61 | 698 | |||
| 28 Nov | 2898.70 | 16.6 | -10.70 | 32.51 | 1,157 | 189 | 635 | |||
| 27 Nov | 3004.80 | 27.3 | -2.75 | 29.39 | 1,058 | 142 | 445 | |||
| 26 Nov | 2985.20 | 30.05 | -13.75 | 29.52 | 586 | 121 | 305 | |||
| 25 Nov | 3045.60 | 43.8 | 9.95 | 30.14 | 751 | 148 | 184 | |||
| 22 Nov | 3012.95 | 33.85 | 11.20 | 28.82 | 135 | 54 | 90 | |||
| 21 Nov | 2936.25 | 22.65 | -0.85 | 30.12 | 51 | -19 | 35 | |||
| 20 Nov | 2948.95 | 23.5 | 0.00 | 28.73 | 80 | -39 | 54 | |||
| 19 Nov | 2948.95 | 23.5 | 7.35 | 28.73 | 80 | -39 | 54 | |||
| 18 Nov | 2846.90 | 16.15 | 2.55 | 30.92 | 49 | 41 | 94 | |||
| 14 Nov | 2807.20 | 13.6 | -11.45 | 29.47 | 54 | 51 | 54 | |||
| 13 Nov | 2798.95 | 25.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 2898.55 | 25.05 | -7.55 | 30.20 | 2 | 1 | 3 | |||
| 11 Nov | 2930.60 | 32.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 2974.90 | 32.6 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 7 Nov | 2891.35 | 32.6 | 6.70 | 29.95 | 3 | 2 | 2 | |||
| 6 Nov | 2934.55 | 25.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 2899.45 | 25.9 | 0.00 | 6.96 | 0 | 0 | 0 | |||
| 4 Nov | 2883.95 | 25.9 | 6.96 | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3250 expiring on 26DEC2024
Delta for 3250 CE is 0.16
Historical price for 3250 CE is as follows
On 12 Dec M&M was trading at 3077.75. The strike last trading price was 13.3, which was -3.10 lower than the previous day. The implied volatity was 25.69, the open interest changed by 165 which increased total open position to 1077
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 16.4, which was -1.25 lower than the previous day. The implied volatity was 27.08, the open interest changed by 159 which increased total open position to 907
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 17.65, which was 1.60 higher than the previous day. The implied volatity was 27.86, the open interest changed by 24 which increased total open position to 765
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 16.05, which was -5.65 lower than the previous day. The implied volatity was 27.87, the open interest changed by -8 which decreased total open position to 748
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 21.7, which was -0.05 lower than the previous day. The implied volatity was 26.23, the open interest changed by -63 which decreased total open position to 762
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 21.75, which was 3.55 higher than the previous day. The implied volatity was 25.64, the open interest changed by -30 which decreased total open position to 827
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 18.2, which was -0.90 lower than the previous day. The implied volatity was 27.35, the open interest changed by -18 which decreased total open position to 862
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 19.1, which was -1.20 lower than the previous day. The implied volatity was 27.14, the open interest changed by 6 which increased total open position to 879
On 2 Dec M&M was trading at 3016.40. The strike last trading price was 20.3, which was -0.15 lower than the previous day. The implied volatity was 27.58, the open interest changed by 181 which increased total open position to 877
On 29 Nov M&M was trading at 2966.10. The strike last trading price was 20.45, which was 3.85 higher than the previous day. The implied volatity was 29.68, the open interest changed by 61 which increased total open position to 698
On 28 Nov M&M was trading at 2898.70. The strike last trading price was 16.6, which was -10.70 lower than the previous day. The implied volatity was 32.51, the open interest changed by 189 which increased total open position to 635
On 27 Nov M&M was trading at 3004.80. The strike last trading price was 27.3, which was -2.75 lower than the previous day. The implied volatity was 29.39, the open interest changed by 142 which increased total open position to 445
On 26 Nov M&M was trading at 2985.20. The strike last trading price was 30.05, which was -13.75 lower than the previous day. The implied volatity was 29.52, the open interest changed by 121 which increased total open position to 305
On 25 Nov M&M was trading at 3045.60. The strike last trading price was 43.8, which was 9.95 higher than the previous day. The implied volatity was 30.14, the open interest changed by 148 which increased total open position to 184
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 33.85, which was 11.20 higher than the previous day. The implied volatity was 28.82, the open interest changed by 54 which increased total open position to 90
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 22.65, which was -0.85 lower than the previous day. The implied volatity was 30.12, the open interest changed by -19 which decreased total open position to 35
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 23.5, which was 0.00 lower than the previous day. The implied volatity was 28.73, the open interest changed by -39 which decreased total open position to 54
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 23.5, which was 7.35 higher than the previous day. The implied volatity was 28.73, the open interest changed by -39 which decreased total open position to 54
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 16.15, which was 2.55 higher than the previous day. The implied volatity was 30.92, the open interest changed by 41 which increased total open position to 94
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 13.6, which was -11.45 lower than the previous day. The implied volatity was 29.47, the open interest changed by 51 which increased total open position to 54
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 25.05, 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 12 Nov M&M was trading at 2898.55. The strike last trading price was 25.05, which was -7.55 lower than the previous day. The implied volatity was 30.20, the open interest changed by 1 which increased total open position to 3
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 32.6, 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 32.6, 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 7 Nov M&M was trading at 2891.35. The strike last trading price was 32.6, which was 6.70 higher than the previous day. The implied volatity was 29.95, 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 25.9, 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 5 Nov M&M was trading at 2899.45. The strike last trading price was 25.9, which was 0.00 lower than the previous day. The implied volatity was 6.96, 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 25.9, which was lower than the previous day. The implied volatity was 6.96, the open interest changed by 0 which decreased total open position to 0
| M&M 26DEC2024 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3077.75 | 176.25 | 0.00 | 0.00 | 0 | -4 | 0 |
| 11 Dec | 3072.05 | 176.25 | -12.75 | 26.14 | 48 | -3 | 119 |
| 10 Dec | 3066.90 | 189 | -13.60 | 28.76 | 2 | 0 | 122 |
| 9 Dec | 3051.25 | 202.6 | 12.00 | 27.66 | 5 | 0 | 122 |
| 6 Dec | 3073.00 | 190.6 | 1.75 | 29.33 | 1 | 0 | 122 |
| 5 Dec | 3071.60 | 188.85 | -32.00 | 27.82 | 26 | 18 | 121 |
| 4 Dec | 3031.75 | 220.85 | -11.55 | 25.82 | 2 | 0 | 103 |
| 3 Dec | 3027.30 | 232.4 | -10.70 | 31.29 | 1 | 0 | 103 |
| 2 Dec | 3016.40 | 243.1 | -35.75 | 33.69 | 2 | 0 | 103 |
| 29 Nov | 2966.10 | 278.85 | -42.15 | 32.50 | 3 | 1 | 103 |
| 28 Nov | 2898.70 | 321 | 67.25 | - | 19 | 4 | 101 |
| 27 Nov | 3004.80 | 253.75 | -42.25 | 30.29 | 40 | 7 | 96 |
| 26 Nov | 2985.20 | 296 | 79.10 | 46.16 | 18 | 10 | 88 |
| 25 Nov | 3045.60 | 216.9 | -294.35 | 29.53 | 164 | 81 | 81 |
| 22 Nov | 3012.95 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2936.25 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2948.95 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2948.95 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2846.90 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2807.20 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2798.95 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2898.55 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2930.60 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2974.90 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 2891.35 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 2934.55 | 511.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 2899.45 | 511.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2883.95 | 511.25 | - | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3250 expiring on 26DEC2024
Delta for 3250 PE is 0.00
Historical price for 3250 PE is as follows
On 12 Dec M&M was trading at 3077.75. The strike last trading price was 176.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 176.25, which was -12.75 lower than the previous day. The implied volatity was 26.14, the open interest changed by -3 which decreased total open position to 119
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 189, which was -13.60 lower than the previous day. The implied volatity was 28.76, the open interest changed by 0 which decreased total open position to 122
On 9 Dec M&M was trading at 3051.25. The strike last trading price was 202.6, which was 12.00 higher than the previous day. The implied volatity was 27.66, the open interest changed by 0 which decreased total open position to 122
On 6 Dec M&M was trading at 3073.00. The strike last trading price was 190.6, which was 1.75 higher than the previous day. The implied volatity was 29.33, the open interest changed by 0 which decreased total open position to 122
On 5 Dec M&M was trading at 3071.60. The strike last trading price was 188.85, which was -32.00 lower than the previous day. The implied volatity was 27.82, the open interest changed by 18 which increased total open position to 121
On 4 Dec M&M was trading at 3031.75. The strike last trading price was 220.85, which was -11.55 lower than the previous day. The implied volatity was 25.82, the open interest changed by 0 which decreased total open position to 103
On 3 Dec M&M was trading at 3027.30. The strike last trading price was 232.4, which was -10.70 lower than the previous day. The implied volatity was 31.29, the open interest changed by 0 which decreased total open position to 103
On 2 Dec M&M was trading at 3016.40. The strike last trading price was 243.1, which was -35.75 lower than the previous day. The implied volatity was 33.69, the open interest changed by 0 which decreased total open position to 103
On 29 Nov M&M was trading at 2966.10. The strike last trading price was 278.85, which was -42.15 lower than the previous day. The implied volatity was 32.50, the open interest changed by 1 which increased total open position to 103
On 28 Nov M&M was trading at 2898.70. The strike last trading price was 321, which was 67.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 101
On 27 Nov M&M was trading at 3004.80. The strike last trading price was 253.75, which was -42.25 lower than the previous day. The implied volatity was 30.29, the open interest changed by 7 which increased total open position to 96
On 26 Nov M&M was trading at 2985.20. The strike last trading price was 296, which was 79.10 higher than the previous day. The implied volatity was 46.16, the open interest changed by 10 which increased total open position to 88
On 25 Nov M&M was trading at 3045.60. The strike last trading price was 216.9, which was -294.35 lower than the previous day. The implied volatity was 29.53, the open interest changed by 81 which increased total open position to 81
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 511.25, 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 511.25, 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 511.25, 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 511.25, 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 511.25, 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 511.25, 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 511.25, 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 511.25, 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 511.25, 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 511.25, 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 511.25, 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 511.25, 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 5 Nov M&M was trading at 2899.45. The strike last trading price was 511.25, 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 4 Nov M&M was trading at 2883.95. The strike last trading price was 511.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
