M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
26 Dec 2024 04:11 PM IST
| M&M 30JAN2025 3300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 1.77
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 2975.65 | 11.55 | 2.85 | 23.54 | 1,265 | 203 | 696 | |||
| 24 Dec | 2928.70 | 8.7 | -1.00 | 25.12 | 493 | 121 | 488 | |||
| 23 Dec | 2909.30 | 9.7 | -3.90 | 25.50 | 399 | 85 | 366 | |||
| 20 Dec | 2906.35 | 13.6 | -10.25 | 26.56 | 267 | 26 | 279 | |||
| 19 Dec | 3014.65 | 23.85 | -11.55 | 24.47 | 340 | 140 | 275 | |||
| 18 Dec | 3051.20 | 35.4 | 0.40 | 25.70 | 71 | 31 | 136 | |||
| 17 Dec | 3041.50 | 35 | -9.60 | 26.15 | 36 | 12 | 105 | |||
| 16 Dec | 3084.85 | 44.6 | -0.40 | 25.05 | 31 | 11 | 93 | |||
| 13 Dec | 3081.40 | 45 | 1.45 | 24.23 | 41 | 5 | 82 | |||
| 12 Dec | 3067.45 | 43.55 | -7.45 | 25.21 | 66 | 44 | 77 | |||
| 11 Dec | 3072.05 | 51 | 1.00 | 25.71 | 45 | 24 | 34 | |||
| 10 Dec | 3066.90 | 50 | 0.90 | 25.83 | 11 | 6 | 6 | |||
| 22 Nov | 3012.95 | 49.1 | 0.00 | 4.69 | 0 | 0 | 0 | |||
| 21 Nov | 2936.25 | 49.1 | 0.00 | 5.90 | 0 | 0 | 0 | |||
| 20 Nov | 2948.95 | 49.1 | 0.00 | 5.83 | 0 | 0 | 0 | |||
| 19 Nov | 2948.95 | 49.1 | 0.00 | 5.83 | 0 | 0 | 0 | |||
| 18 Nov | 2846.90 | 49.1 | 0.00 | 7.43 | 0 | 0 | 0 | |||
| 14 Nov | 2807.20 | 49.1 | 0.00 | 7.67 | 0 | 0 | 0 | |||
| 12 Nov | 2898.55 | 49.1 | 0.00 | 5.76 | 0 | 0 | 0 | |||
| 11 Nov | 2930.60 | 49.1 | 48.45 | 4.56 | 0 | 0 | 0 | |||
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| 8 Nov | 2974.90 | 0.65 | 0.00 | 0.00 | 3,571.429 | 0 | 0 | |||
| 7 Nov | 2891.35 | 0.65 | 0.00 | 0.00 | 3,571.429 | 0 | 0 | |||
| 6 Nov | 2934.55 | 0.65 | 0.00 | 0.00 | 3,571.429 | 0 | 0 | |||
| 5 Nov | 2899.45 | 0.65 | 5.72 | 3,571.429 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3300 expiring on 30JAN2025
Delta for 3300 CE is 0.11
Historical price for 3300 CE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 11.55, which was 2.85 higher than the previous day. The implied volatity was 23.54, the open interest changed by 203 which increased total open position to 696
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 8.7, which was -1.00 lower than the previous day. The implied volatity was 25.12, the open interest changed by 121 which increased total open position to 488
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 9.7, which was -3.90 lower than the previous day. The implied volatity was 25.50, the open interest changed by 85 which increased total open position to 366
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 13.6, which was -10.25 lower than the previous day. The implied volatity was 26.56, the open interest changed by 26 which increased total open position to 279
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 23.85, which was -11.55 lower than the previous day. The implied volatity was 24.47, the open interest changed by 140 which increased total open position to 275
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 35.4, which was 0.40 higher than the previous day. The implied volatity was 25.70, the open interest changed by 31 which increased total open position to 136
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 35, which was -9.60 lower than the previous day. The implied volatity was 26.15, the open interest changed by 12 which increased total open position to 105
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 44.6, which was -0.40 lower than the previous day. The implied volatity was 25.05, the open interest changed by 11 which increased total open position to 93
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 45, which was 1.45 higher than the previous day. The implied volatity was 24.23, the open interest changed by 5 which increased total open position to 82
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 43.55, which was -7.45 lower than the previous day. The implied volatity was 25.21, the open interest changed by 44 which increased total open position to 77
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 51, which was 1.00 higher than the previous day. The implied volatity was 25.71, the open interest changed by 24 which increased total open position to 34
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 50, which was 0.90 higher than the previous day. The implied volatity was 25.83, the open interest changed by 6 which increased total open position to 6
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 49.1, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 49.1, which was 0.00 lower than the previous day. The implied volatity was 5.90, 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 49.1, which was 0.00 lower than the previous day. The implied volatity was 5.83, 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 49.1, which was 0.00 lower than the previous day. The implied volatity was 5.83, 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 49.1, which was 0.00 lower than the previous day. The implied volatity was 7.43, 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 49.1, which was 0.00 lower than the previous day. The implied volatity was 7.67, 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 49.1, which was 0.00 lower than the previous day. The implied volatity was 5.76, 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 49.1, which was 48.45 higher than the previous day. The implied volatity was 4.56, 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 0.65, 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 7 Nov M&M was trading at 2891.35. The strike last trading price was 0.65, 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 6 Nov M&M was trading at 2934.55. The strike last trading price was 0.65, 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 0.65, which was lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
| M&M 30JAN2025 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 2.27
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 2975.65 | 306 | -24.00 | 28.53 | 113 | 90 | 96 |
| 24 Dec | 2928.70 | 330 | 59.90 | - | 1 | 0 | 5 |
| 23 Dec | 2909.30 | 270.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 2906.35 | 270.1 | 0.00 | 0.00 | 0 | 2 | 0 |
| 19 Dec | 3014.65 | 270.1 | 13.10 | 22.54 | 2 | 1 | 4 |
| 18 Dec | 3051.20 | 257 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 3041.50 | 257 | 32.00 | 25.47 | 5 | 1 | 3 |
| 16 Dec | 3084.85 | 225 | -336.20 | 26.18 | 2 | 0 | 0 |
| 13 Dec | 3081.40 | 561.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 3067.45 | 561.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 3072.05 | 561.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 3066.90 | 561.2 | 560.55 | - | 0 | 0 | 0 |
| 22 Nov | 3012.95 | 0.65 | 0.00 | - | 2,142.857 | 0 | 0 |
| 21 Nov | 2936.25 | 0.65 | 0.00 | - | 2,142.857 | 0 | 0 |
| 20 Nov | 2948.95 | 0.65 | 0.00 | - | 2,142.857 | 0 | 0 |
| 19 Nov | 2948.95 | 0.65 | 0.00 | - | 2,142.857 | 0 | 0 |
| 18 Nov | 2846.90 | 0.65 | 0.00 | - | 2,142.857 | 0 | 0 |
| 14 Nov | 2807.20 | 0.65 | 0.00 | - | 2,142.857 | 0 | 0 |
| 12 Nov | 2898.55 | 0.65 | 0.00 | - | 2,142.857 | 0 | 0 |
| 11 Nov | 2930.60 | 0.65 | 0.00 | - | 2,142.857 | 0 | 0 |
| 8 Nov | 2974.90 | 0.65 | 0.00 | 0.00 | 2,142.857 | 0 | 0 |
| 7 Nov | 2891.35 | 0.65 | 0.00 | 0.00 | 2,142.857 | 0 | 0 |
| 6 Nov | 2934.55 | 0.65 | 0.00 | 0.00 | 2,142.857 | 0 | 0 |
| 5 Nov | 2899.45 | 0.65 | - | 2,142.857 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3300 expiring on 30JAN2025
Delta for 3300 PE is -0.84
Historical price for 3300 PE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 306, which was -24.00 lower than the previous day. The implied volatity was 28.53, the open interest changed by 90 which increased total open position to 96
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 330, which was 59.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 270.1, 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 20 Dec M&M was trading at 2906.35. The strike last trading price was 270.1, 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 19 Dec M&M was trading at 3014.65. The strike last trading price was 270.1, which was 13.10 higher than the previous day. The implied volatity was 22.54, the open interest changed by 1 which increased total open position to 4
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 257, 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 17 Dec M&M was trading at 3041.50. The strike last trading price was 257, which was 32.00 higher than the previous day. The implied volatity was 25.47, the open interest changed by 1 which increased total open position to 3
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 225, which was -336.20 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 0
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 561.2, 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 Dec M&M was trading at 3067.45. The strike last trading price was 561.2, 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 Dec M&M was trading at 3072.05. The strike last trading price was 561.2, 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 10 Dec M&M was trading at 3066.90. The strike last trading price was 561.2, which was 560.55 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 0.65, 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 21 Nov M&M was trading at 2936.25. The strike last trading price was 0.65, 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 20 Nov M&M was trading at 2948.95. The strike last trading price was 0.65, 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 19 Nov M&M was trading at 2948.95. The strike last trading price was 0.65, 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 18 Nov M&M was trading at 2846.90. The strike last trading price was 0.65, 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 14 Nov M&M was trading at 2807.20. The strike last trading price was 0.65, 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 12 Nov M&M was trading at 2898.55. The strike last trading price was 0.65, 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 11 Nov M&M was trading at 2930.60. The strike last trading price was 0.65, 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 8 Nov M&M was trading at 2974.90. The strike last trading price was 0.65, 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 7 Nov M&M was trading at 2891.35. The strike last trading price was 0.65, 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 6 Nov M&M was trading at 2934.55. The strike last trading price was 0.65, 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 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
