M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
26 Dec 2024 04:11 PM IST
| M&M 30JAN2025 3350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 1.42
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 2975.65 | 8.25 | 1.75 | 24.12 | 173 | 33 | 115 | |||
| 24 Dec | 2928.70 | 6.5 | -0.40 | 25.83 | 89 | 78 | 80 | |||
| 23 Dec | 2909.30 | 6.9 | -43.20 | 25.86 | 3 | 1 | 1 | |||
| 20 Dec | 2906.35 | 50.1 | 0.00 | 9.19 | 0 | 0 | 0 | |||
| 19 Dec | 3014.65 | 50.1 | 0.00 | 7.01 | 0 | 0 | 0 | |||
| 18 Dec | 3051.20 | 50.1 | 0.00 | 6.08 | 0 | 0 | 0 | |||
| 17 Dec | 3041.50 | 50.1 | 0.00 | 6.31 | 0 | 0 | 0 | |||
| 16 Dec | 3084.85 | 50.1 | 0.00 | 5.16 | 0 | 0 | 0 | |||
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| 13 Dec | 3081.40 | 50.1 | 0.00 | 4.97 | 0 | 0 | 0 | |||
| 12 Dec | 3067.45 | 50.1 | 0.00 | 5.39 | 0 | 0 | 0 | |||
| 11 Dec | 3072.05 | 50.1 | 0.00 | 4.99 | 0 | 0 | 0 | |||
| 10 Dec | 3066.90 | 50.1 | 5.15 | 0 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3350 expiring on 30JAN2025
Delta for 3350 CE is 0.08
Historical price for 3350 CE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 8.25, which was 1.75 higher than the previous day. The implied volatity was 24.12, the open interest changed by 33 which increased total open position to 115
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 6.5, which was -0.40 lower than the previous day. The implied volatity was 25.83, the open interest changed by 78 which increased total open position to 80
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 6.9, which was -43.20 lower than the previous day. The implied volatity was 25.86, the open interest changed by 1 which increased total open position to 1
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 50.1, which was 0.00 lower than the previous day. The implied volatity was 9.19, the open interest changed by 0 which decreased total open position to 0
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 50.1, which was 0.00 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 50.1, which was 0.00 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 50.1, which was 0.00 lower than the previous day. The implied volatity was 6.31, the open interest changed by 0 which decreased total open position to 0
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 50.1, which was 0.00 lower than the previous day. The implied volatity was 5.16, 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 50.1, which was 0.00 lower than the previous day. The implied volatity was 4.97, 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 50.1, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 50.1, which was 0.00 lower than the previous day. The implied volatity was 4.99, 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 50.1, 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 30JAN2025 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 2975.65 | 459.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 2928.70 | 459.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 2909.30 | 459.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 2906.35 | 459.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 3014.65 | 459.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 3051.20 | 459.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 3041.50 | 459.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 3084.85 | 459.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 3081.40 | 459.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 3067.45 | 459.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 3072.05 | 459.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 3066.90 | 459.45 | - | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3350 expiring on 30JAN2025
Delta for 3350 PE is -
Historical price for 3350 PE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 459.45, 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 24 Dec M&M was trading at 2928.70. The strike last trading price was 459.45, 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 23 Dec M&M was trading at 2909.30. The strike last trading price was 459.45, 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 Dec M&M was trading at 2906.35. The strike last trading price was 459.45, 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 Dec M&M was trading at 3014.65. The strike last trading price was 459.45, 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 Dec M&M was trading at 3051.20. The strike last trading price was 459.45, 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 17 Dec M&M was trading at 3041.50. The strike last trading price was 459.45, 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 16 Dec M&M was trading at 3084.85. The strike last trading price was 459.45, 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 Dec M&M was trading at 3081.40. The strike last trading price was 459.45, 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 459.45, 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 459.45, 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 459.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
