M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
26 Dec 2024 04:11 PM IST
| M&M 30JAN2025 3500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.79
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 2975.65 | 3.85 | 0.35 | 26.92 | 520 | 227 | 635 | |||
| 24 Dec | 2928.70 | 3.5 | -0.40 | 28.94 | 159 | 24 | 410 | |||
| 23 Dec | 2909.30 | 3.9 | -1.65 | 29.13 | 515 | 298 | 386 | |||
| 20 Dec | 2906.35 | 5.55 | -1.25 | 29.70 | 10 | 2 | 87 | |||
| 19 Dec | 3014.65 | 6.8 | -7.15 | 25.80 | 34 | 14 | 83 | |||
| 18 Dec | 3051.20 | 13.95 | 2.95 | 28.06 | 27 | 21 | 68 | |||
| 17 Dec | 3041.50 | 11 | -5.25 | 26.80 | 49 | 10 | 56 | |||
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| 16 Dec | 3084.85 | 16.25 | -2.25 | 26.61 | 41 | 25 | 36 | |||
| 13 Dec | 3081.40 | 18.5 | -2.35 | 26.41 | 9 | 6 | 10 | |||
| 12 Dec | 3067.45 | 20.85 | 20.80 | 28.57 | 4 | 2 | 3 | |||
| 22 Nov | 3012.95 | 0.05 | 0.00 | 85.714 | 28.571 | 0 | ||||
For Mahindra & Mahindra Ltd - strike price 3500 expiring on 30JAN2025
Delta for 3500 CE is 0.04
Historical price for 3500 CE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 3.85, which was 0.35 higher than the previous day. The implied volatity was 26.92, the open interest changed by 227 which increased total open position to 635
On 24 Dec M&M was trading at 2928.70. The strike last trading price was 3.5, which was -0.40 lower than the previous day. The implied volatity was 28.94, the open interest changed by 24 which increased total open position to 410
On 23 Dec M&M was trading at 2909.30. The strike last trading price was 3.9, which was -1.65 lower than the previous day. The implied volatity was 29.13, the open interest changed by 298 which increased total open position to 386
On 20 Dec M&M was trading at 2906.35. The strike last trading price was 5.55, which was -1.25 lower than the previous day. The implied volatity was 29.70, the open interest changed by 2 which increased total open position to 87
On 19 Dec M&M was trading at 3014.65. The strike last trading price was 6.8, which was -7.15 lower than the previous day. The implied volatity was 25.80, the open interest changed by 14 which increased total open position to 83
On 18 Dec M&M was trading at 3051.20. The strike last trading price was 13.95, which was 2.95 higher than the previous day. The implied volatity was 28.06, the open interest changed by 21 which increased total open position to 68
On 17 Dec M&M was trading at 3041.50. The strike last trading price was 11, which was -5.25 lower than the previous day. The implied volatity was 26.80, the open interest changed by 10 which increased total open position to 56
On 16 Dec M&M was trading at 3084.85. The strike last trading price was 16.25, which was -2.25 lower than the previous day. The implied volatity was 26.61, the open interest changed by 25 which increased total open position to 36
On 13 Dec M&M was trading at 3081.40. The strike last trading price was 18.5, which was -2.35 lower than the previous day. The implied volatity was 26.41, the open interest changed by 6 which increased total open position to 10
On 12 Dec M&M was trading at 3067.45. The strike last trading price was 20.85, which was 20.80 higher than the previous day. The implied volatity was 28.57, the open interest changed by 2 which increased total open position to 3
On 22 Nov M&M was trading at 3012.95. 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 28.571428571428573 which increased total open position to 0
| M&M 30JAN2025 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 2975.65 | 735 | 0.00 | - | 0 | 0 | 0 |
| 24 Dec | 2928.70 | 735 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 2909.30 | 735 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 2906.35 | 735 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 3014.65 | 735 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 3051.20 | 735 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 3041.50 | 735 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 3084.85 | 735 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 3081.40 | 735 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 3067.45 | 735 | 726.80 | - | 0 | 0 | 0 |
| 22 Nov | 3012.95 | 8.2 | 0.00 | 0 | 0 | 0 | |
For Mahindra & Mahindra Ltd - strike price 3500 expiring on 30JAN2025
Delta for 3500 PE is -
Historical price for 3500 PE is as follows
On 26 Dec M&M was trading at 2975.65. The strike last trading price was 735, 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 735, 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 735, 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 735, 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 735, 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 735, 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 735, 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 735, 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 735, 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 735, which was 726.80 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 8.2, 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
