M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
26 Dec 2024 04:11 PM IST
| M&M 30JAN2025 3400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 1.13
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 2975.65 | 5.95 | 0.60 | 24.74 | 1,005 | 34 | 618 | |||
| 24 Dec | 2928.70 | 5.35 | -0.65 | 27.01 | 440 | 6 | 584 | |||
| 23 Dec | 2909.30 | 6 | -2.85 | 27.32 | 666 | 362 | 579 | |||
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| 20 Dec | 2906.35 | 8.85 | -4.10 | 28.35 | 161 | -47 | 221 | |||
| 19 Dec | 3014.65 | 12.95 | -7.30 | 25.09 | 230 | 146 | 269 | |||
| 18 Dec | 3051.20 | 20.25 | -0.75 | 26.08 | 17 | -2 | 122 | |||
| 17 Dec | 3041.50 | 21 | -5.65 | 26.89 | 31 | 2 | 122 | |||
| 16 Dec | 3084.85 | 26.65 | 0.10 | 25.67 | 18 | 11 | 120 | |||
| 13 Dec | 3081.40 | 26.55 | 1.35 | 24.72 | 32 | 22 | 109 | |||
| 12 Dec | 3067.45 | 25.2 | -7.80 | 25.35 | 70 | 62 | 85 | |||
| 11 Dec | 3072.05 | 33 | 4.05 | 26.64 | 29 | 19 | 22 | |||
| 10 Dec | 3066.90 | 28.95 | -7.35 | 25.62 | 5 | 3 | 3 | |||
| 22 Nov | 3012.95 | 36.3 | 0.00 | 6.81 | 0 | 0 | 0 | |||
| 21 Nov | 2936.25 | 36.3 | 0.00 | 7.48 | 0 | 0 | 0 | |||
| 20 Nov | 2948.95 | 36.3 | 0.00 | 7.44 | 0 | 0 | 0 | |||
| 19 Nov | 2948.95 | 36.3 | 0.00 | 7.44 | 0 | 0 | 0 | |||
| 11 Nov | 2930.60 | 36.3 | 0.00 | 6.87 | 0 | 0 | 0 | |||
| 8 Nov | 2974.90 | 36.3 | 36.25 | 7.14 | 0 | 0 | 0 | |||
| 6 Nov | 2934.55 | 0.05 | 0.00 | 200 | 0 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3400 expiring on 30JAN2025
Delta for 3400 CE is 0.06
Historical price for 3400 CE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 5.95, which was 0.60 higher than the previous day. The implied volatity was 24.74, the open interest changed by 34 which increased total open position to 618
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 5.35, which was -0.65 lower than the previous day. The implied volatity was 27.01, the open interest changed by 6 which increased total open position to 584
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 6, which was -2.85 lower than the previous day. The implied volatity was 27.32, the open interest changed by 362 which increased total open position to 579
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 8.85, which was -4.10 lower than the previous day. The implied volatity was 28.35, the open interest changed by -47 which decreased total open position to 221
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 12.95, which was -7.30 lower than the previous day. The implied volatity was 25.09, the open interest changed by 146 which increased total open position to 269
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 20.25, which was -0.75 lower than the previous day. The implied volatity was 26.08, the open interest changed by -2 which decreased total open position to 122
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 21, which was -5.65 lower than the previous day. The implied volatity was 26.89, the open interest changed by 2 which increased total open position to 122
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 26.65, which was 0.10 higher than the previous day. The implied volatity was 25.67, the open interest changed by 11 which increased total open position to 120
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 26.55, which was 1.35 higher than the previous day. The implied volatity was 24.72, the open interest changed by 22 which increased total open position to 109
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 25.2, which was -7.80 lower than the previous day. The implied volatity was 25.35, the open interest changed by 62 which increased total open position to 85
On 11 Dec M&M was trading at 3072.05. The strike last trading price was 33, which was 4.05 higher than the previous day. The implied volatity was 26.64, the open interest changed by 19 which increased total open position to 22
On 10 Dec M&M was trading at 3066.90. The strike last trading price was 28.95, which was -7.35 lower than the previous day. The implied volatity was 25.62, the open interest changed by 3 which increased total open position to 3
On 22 Nov M&M was trading at 3012.95. The strike last trading price was 36.3, which was 0.00 lower than the previous day. The implied volatity was 6.81, 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 36.3, which was 0.00 lower than the previous day. The implied volatity was 7.48, 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 36.3, which was 0.00 lower than the previous day. The implied volatity was 7.44, 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 36.3, which was 0.00 lower than the previous day. The implied volatity was 7.44, 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 36.3, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 36.3, which was 36.25 higher than the previous day. The implied volatity was 7.14, 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 0.05, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| M&M 30JAN2025 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 2975.65 | 646.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 2928.70 | 646.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 2909.30 | 646.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 2906.35 | 646.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 3014.65 | 646.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 3051.20 | 646.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 3041.50 | 646.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 3084.85 | 646.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 3081.40 | 646.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 3067.45 | 646.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 3072.05 | 646.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 3066.90 | 646.55 | 639.40 | - | 0 | 0 | 0 |
| 22 Nov | 3012.95 | 7.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 2936.25 | 7.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2948.95 | 7.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2948.95 | 7.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2930.60 | 7.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 2974.90 | 7.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 2934.55 | 7.15 | 0.00 | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3400 expiring on 30JAN2025
Delta for 3400 PE is -
Historical price for 3400 PE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 646.55, 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 646.55, 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 646.55, 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 646.55, 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 646.55, 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 646.55, 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 646.55, 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 646.55, 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 646.55, 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 646.55, 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 646.55, 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 646.55, which was 639.40 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 7.15, 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 7.15, 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 7.15, 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 7.15, 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 7.15, 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 7.15, 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 7.15, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
