M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Nov 2024 04:11 PM IST
| M&M 28NOV2024 3300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.25
Theta: -0.81
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2936.25 | 1.8 | -0.30 | 43.83 | 552 | -21.5 | 1,143 | |||
| 20 Nov | 2948.95 | 2.1 | 0.00 | 38.47 | 1,990.5 | 95.5 | 1,164 | |||
| 19 Nov | 2948.95 | 2.1 | 0.25 | 38.47 | 1,990.5 | 95 | 1,164 | |||
| 18 Nov | 2846.90 | 1.85 | -0.20 | 43.66 | 218.5 | -46 | 1,069.5 | |||
| 14 Nov | 2807.20 | 2.05 | -0.15 | 39.50 | 447.5 | -77.5 | 1,112.5 | |||
| 13 Nov | 2798.95 | 2.2 | -0.90 | 40.07 | 855 | -35 | 1,190.5 | |||
| 12 Nov | 2898.55 | 3.1 | -0.95 | 34.43 | 692 | -25 | 1,232 | |||
| 11 Nov | 2930.60 | 4.05 | -2.55 | 32.28 | 1,461 | 63 | 1,257 | |||
| 8 Nov | 2974.90 | 6.6 | -0.55 | 29.69 | 3,311 | 41.5 | 1,194.5 | |||
| 7 Nov | 2891.35 | 7.15 | -2.25 | 34.01 | 3,692 | 440 | 1,170.5 | |||
| 6 Nov | 2934.55 | 9.4 | -3.70 | 34.40 | 1,426.5 | 101 | 732 | |||
| 5 Nov | 2899.45 | 13.1 | -3.25 | 38.33 | 1,524 | -212 | 632 | |||
| 4 Nov | 2883.95 | 16.35 | 2.35 | 40.76 | 2,385 | 224.5 | 842.5 | |||
| 1 Nov | 2817.65 | 14 | 4.15 | 40.60 | 763.5 | 155 | 591 | |||
| 31 Oct | 2728.55 | 9.85 | 3.55 | - | 453 | 34 | 454 | |||
| 30 Oct | 2707.70 | 6.3 | -1.85 | - | 385 | 19 | 419 | |||
| 29 Oct | 2746.90 | 8.15 | -1.55 | - | 471 | -42 | 398 | |||
| 28 Oct | 2781.00 | 9.7 | 1.35 | - | 341 | 41 | 434 | |||
| 25 Oct | 2720.85 | 8.35 | -4.55 | - | 346 | 133 | 393 | |||
| 24 Oct | 2826.35 | 12.9 | -0.75 | - | 149 | 44 | 260 | |||
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| 23 Oct | 2793.50 | 13.65 | -8.75 | - | 114 | 34 | 214 | |||
| 22 Oct | 2887.20 | 22.4 | -9.90 | - | 97 | 8 | 179 | |||
| 21 Oct | 2998.20 | 32.3 | 4.20 | - | 163 | 54 | 171 | |||
| 18 Oct | 2964.25 | 28.1 | -1.90 | - | 38 | 6 | 116 | |||
| 17 Oct | 2964.60 | 30 | -14.55 | - | 86 | 42 | 110 | |||
| 16 Oct | 3068.00 | 44.55 | -25.45 | - | 30 | 18 | 67 | |||
| 15 Oct | 3155.80 | 70 | -8.00 | - | 29 | 9 | 50 | |||
| 14 Oct | 3154.90 | 78 | 5.00 | - | 9 | -1 | 41 | |||
| 11 Oct | 3134.35 | 73 | -25.80 | - | 17 | 1 | 41 | |||
| 10 Oct | 3194.30 | 98.8 | 13.80 | - | 38 | 11 | 39 | |||
| 9 Oct | 3153.00 | 85 | -6.15 | - | 17 | 2 | 29 | |||
| 8 Oct | 3165.85 | 91.15 | 34.65 | - | 22 | 9 | 27 | |||
| 7 Oct | 3060.20 | 56.5 | -1.70 | - | 4 | -2 | 18 | |||
| 4 Oct | 3017.45 | 58.2 | -36.80 | - | 30 | 13 | 19 | |||
| 3 Oct | 3129.85 | 95 | 44.05 | - | 7 | 6 | 6 | |||
| 1 Oct | 3165.50 | 50.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3094.90 | 50.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 3183.65 | 50.95 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 3181.10 | 50.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 3091.05 | 50.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 3074.30 | 50.95 | - | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3300 expiring on 28NOV2024
Delta for 3300 CE is 0.03
Historical price for 3300 CE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 1.8, which was -0.30 lower than the previous day. The implied volatity was 43.83, the open interest changed by -43 which decreased total open position to 2286
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 38.47, the open interest changed by 191 which increased total open position to 2328
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was 38.47, the open interest changed by 190 which increased total open position to 2328
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 1.85, which was -0.20 lower than the previous day. The implied volatity was 43.66, the open interest changed by -92 which decreased total open position to 2139
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 39.50, the open interest changed by -155 which decreased total open position to 2225
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 2.2, which was -0.90 lower than the previous day. The implied volatity was 40.07, the open interest changed by -70 which decreased total open position to 2381
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 3.1, which was -0.95 lower than the previous day. The implied volatity was 34.43, the open interest changed by -50 which decreased total open position to 2464
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 4.05, which was -2.55 lower than the previous day. The implied volatity was 32.28, the open interest changed by 126 which increased total open position to 2514
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 6.6, which was -0.55 lower than the previous day. The implied volatity was 29.69, the open interest changed by 83 which increased total open position to 2389
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 7.15, which was -2.25 lower than the previous day. The implied volatity was 34.01, the open interest changed by 880 which increased total open position to 2341
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 9.4, which was -3.70 lower than the previous day. The implied volatity was 34.40, the open interest changed by 202 which increased total open position to 1464
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 13.1, which was -3.25 lower than the previous day. The implied volatity was 38.33, the open interest changed by -424 which decreased total open position to 1264
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 16.35, which was 2.35 higher than the previous day. The implied volatity was 40.76, the open interest changed by 449 which increased total open position to 1685
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 14, which was 4.15 higher than the previous day. The implied volatity was 40.60, the open interest changed by 310 which increased total open position to 1182
On 31 Oct M&M was trading at 2728.55. The strike last trading price was 9.85, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct M&M was trading at 2707.70. The strike last trading price was 6.3, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct M&M was trading at 2746.90. The strike last trading price was 8.15, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct M&M was trading at 2781.00. The strike last trading price was 9.7, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct M&M was trading at 2720.85. The strike last trading price was 8.35, which was -4.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct M&M was trading at 2826.35. The strike last trading price was 12.9, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct M&M was trading at 2793.50. The strike last trading price was 13.65, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct M&M was trading at 2887.20. The strike last trading price was 22.4, which was -9.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct M&M was trading at 2998.20. The strike last trading price was 32.3, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct M&M was trading at 2964.25. The strike last trading price was 28.1, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct M&M was trading at 2964.60. The strike last trading price was 30, which was -14.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct M&M was trading at 3068.00. The strike last trading price was 44.55, which was -25.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct M&M was trading at 3155.80. The strike last trading price was 70, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct M&M was trading at 3154.90. The strike last trading price was 78, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct M&M was trading at 3134.35. The strike last trading price was 73, which was -25.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct M&M was trading at 3194.30. The strike last trading price was 98.8, which was 13.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct M&M was trading at 3153.00. The strike last trading price was 85, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct M&M was trading at 3165.85. The strike last trading price was 91.15, which was 34.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct M&M was trading at 3060.20. The strike last trading price was 56.5, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct M&M was trading at 3017.45. The strike last trading price was 58.2, which was -36.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct M&M was trading at 3129.85. The strike last trading price was 95, which was 44.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct M&M was trading at 3165.50. The strike last trading price was 50.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept M&M was trading at 3094.90. The strike last trading price was 50.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept M&M was trading at 3183.65. The strike last trading price was 50.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept M&M was trading at 3181.10. The strike last trading price was 50.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept M&M was trading at 3091.05. The strike last trading price was 50.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept M&M was trading at 3074.30. The strike last trading price was 50.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| M&M 28NOV2024 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.39
Theta: -0.47
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2936.25 | 361.9 | 1.90 | 48.22 | 16 | -9 | 38 |
| 20 Nov | 2948.95 | 360 | 0.00 | 52.41 | 0.5 | -0.5 | 47.5 |
| 19 Nov | 2948.95 | 360 | -70.00 | 52.41 | 0.5 | 0 | 47.5 |
| 18 Nov | 2846.90 | 430 | -70.00 | - | 0.5 | 0 | 48 |
| 14 Nov | 2807.20 | 500 | 0.00 | 0.00 | 0 | -0.5 | 0 |
| 13 Nov | 2798.95 | 500 | 114.00 | 55.32 | 1 | 0 | 48.5 |
| 12 Nov | 2898.55 | 386 | -14.00 | - | 5.5 | 0 | 52 |
| 11 Nov | 2930.60 | 400 | 60.60 | 57.55 | 0.5 | 0 | 52 |
| 8 Nov | 2974.90 | 339.4 | -59.50 | 38.74 | 1.5 | 0 | 53.5 |
| 7 Nov | 2891.35 | 398.9 | 41.25 | 42.92 | 1 | 0 | 54 |
| 6 Nov | 2934.55 | 357.65 | -48.40 | - | 18 | 8 | 54 |
| 5 Nov | 2899.45 | 406.05 | -22.75 | 41.01 | 2.5 | 0.5 | 47 |
| 4 Nov | 2883.95 | 428.8 | -121.20 | 48.17 | 32.5 | 21 | 45 |
| 1 Nov | 2817.65 | 550 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 2728.55 | 550 | 0.00 | - | 1 | 0 | 23 |
| 30 Oct | 2707.70 | 550 | 0.00 | - | 0 | 8 | 0 |
| 29 Oct | 2746.90 | 550 | 70.00 | - | 8 | 0 | 15 |
| 28 Oct | 2781.00 | 480 | -105.00 | - | 22 | 8 | 10 |
| 25 Oct | 2720.85 | 585 | 125.00 | - | 4 | 1 | 2 |
| 24 Oct | 2826.35 | 460 | -74.00 | - | 1 | 0 | 0 |
| 23 Oct | 2793.50 | 534 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2887.20 | 534 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2998.20 | 534 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 2964.25 | 534 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 2964.60 | 534 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3068.00 | 534 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 3155.80 | 534 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3154.90 | 534 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3134.35 | 534 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3194.30 | 534 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3153.00 | 534 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3165.85 | 534 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3060.20 | 534 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3017.45 | 534 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3129.85 | 534 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3165.50 | 534 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3094.90 | 534 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 3183.65 | 534 | 534.00 | - | 0 | 0 | 0 |
| 26 Sept | 3181.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 3091.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 3074.30 | 0 | - | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3300 expiring on 28NOV2024
Delta for 3300 PE is -0.95
Historical price for 3300 PE is as follows
On 21 Nov M&M was trading at 2936.25. The strike last trading price was 361.9, which was 1.90 higher than the previous day. The implied volatity was 48.22, the open interest changed by -18 which decreased total open position to 76
On 20 Nov M&M was trading at 2948.95. The strike last trading price was 360, which was 0.00 lower than the previous day. The implied volatity was 52.41, the open interest changed by -1 which decreased total open position to 95
On 19 Nov M&M was trading at 2948.95. The strike last trading price was 360, which was -70.00 lower than the previous day. The implied volatity was 52.41, the open interest changed by 0 which decreased total open position to 95
On 18 Nov M&M was trading at 2846.90. The strike last trading price was 430, which was -70.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 14 Nov M&M was trading at 2807.20. The strike last trading price was 500, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Nov M&M was trading at 2798.95. The strike last trading price was 500, which was 114.00 higher than the previous day. The implied volatity was 55.32, the open interest changed by 0 which decreased total open position to 97
On 12 Nov M&M was trading at 2898.55. The strike last trading price was 386, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 104
On 11 Nov M&M was trading at 2930.60. The strike last trading price was 400, which was 60.60 higher than the previous day. The implied volatity was 57.55, the open interest changed by 0 which decreased total open position to 104
On 8 Nov M&M was trading at 2974.90. The strike last trading price was 339.4, which was -59.50 lower than the previous day. The implied volatity was 38.74, the open interest changed by 0 which decreased total open position to 107
On 7 Nov M&M was trading at 2891.35. The strike last trading price was 398.9, which was 41.25 higher than the previous day. The implied volatity was 42.92, the open interest changed by 0 which decreased total open position to 108
On 6 Nov M&M was trading at 2934.55. The strike last trading price was 357.65, which was -48.40 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 108
On 5 Nov M&M was trading at 2899.45. The strike last trading price was 406.05, which was -22.75 lower than the previous day. The implied volatity was 41.01, the open interest changed by 1 which increased total open position to 94
On 4 Nov M&M was trading at 2883.95. The strike last trading price was 428.8, which was -121.20 lower than the previous day. The implied volatity was 48.17, the open interest changed by 42 which increased total open position to 90
On 1 Nov M&M was trading at 2817.65. The strike last trading price was 550, 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 31 Oct M&M was trading at 2728.55. The strike last trading price was 550, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct M&M was trading at 2707.70. The strike last trading price was 550, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct M&M was trading at 2746.90. The strike last trading price was 550, which was 70.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct M&M was trading at 2781.00. The strike last trading price was 480, which was -105.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct M&M was trading at 2720.85. The strike last trading price was 585, which was 125.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct M&M was trading at 2826.35. The strike last trading price was 460, which was -74.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct M&M was trading at 2793.50. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct M&M was trading at 2887.20. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct M&M was trading at 2998.20. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct M&M was trading at 2964.25. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct M&M was trading at 2964.60. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct M&M was trading at 3068.00. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct M&M was trading at 3155.80. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct M&M was trading at 3154.90. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct M&M was trading at 3134.35. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct M&M was trading at 3194.30. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct M&M was trading at 3153.00. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct M&M was trading at 3165.85. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct M&M was trading at 3060.20. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct M&M was trading at 3017.45. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct M&M was trading at 3129.85. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct M&M was trading at 3165.50. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept M&M was trading at 3094.90. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept M&M was trading at 3183.65. The strike last trading price was 534, which was 534.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept M&M was trading at 3181.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept M&M was trading at 3091.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept M&M was trading at 3074.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
