M&M
Mahindra & Mahindra Ltd
3072.05
5.15 (0.17%)
Option Chain for M&M
11 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 175 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 640.00 | 0.00 | 2400 | -0.30 | 0.65 | - | 82 | -11 | 593 | - |
0.00 | 0 | 0 | 0 | 0.00 | 346.80 | 0.00 | 2450 | 0.00 | 41.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 493.00 | 0.00 | 2500 | 0.00 | 1.50 | 48.33 | 107 | 0 | 772 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 274.20 | 0.00 | 2550 | 0.00 | 1.55 | 44.55 | 31 | -14 | 143 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 483.00 | 0.00 | 2600 | -0.65 | 2.20 | 42.87 | 498 | -171 | 1,201 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 341.15 | 0.00 | 2650 | -0.55 | 2.95 | 40.76 | 355 | -56 | 255 | -0.03 |
- | 170 | -1 | 3 | - | 381.70 | 4.25 | 2700 | -1.00 | 3.90 | 38.49 | 706 | -82 | 1,247 | -0.04 |
0.93 | 235 | 0 | 1 | 39.27 | 344.05 | 13.05 | 2750 | -1.30 | 5.30 | 36.36 | 944 | -77 | 552 | -0.05 |
0.97 | 344 | -6 | 10 | 26.71 | 289.00 | 0.75 | 2800 | -1.70 | 7.70 | 34.71 | 1,895 | -54 | 2,250 | -0.08 |
0.88 | 242 | -4 | 12 | 34.29 | 249.65 | 2.80 | 2850 | -2.45 | 10.65 | 32.60 | 2,075 | -28 | 1,011 | -0.11 |
0.85 | 1,175 | -2 | 66 | 30.61 | 202.25 | 7.95 | 2900 | -3.20 | 15.85 | 31.16 | 3,015 | -126 | 2,355 | -0.15 |
0.79 | 660 | 0 | 125 | 29.25 | 159.95 | 7.30 | 2950 | -4.60 | 23.40 | 29.72 | 1,699 | 6 | 1,399 | -0.22 |
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0.70 | 2,176 | -71 | 2,574 | 28.49 | 122.20 | 7.20 | 3000 | -5.40 | 35.20 | 28.77 | 3,525 | -52 | 2,891 | -0.30 |
0.60 | 1,821 | -92 | 4,551 | 28.04 | 89.85 | 3.90 | 3050 | -7.85 | 51.30 | 27.74 | 3,355 | 128 | 1,142 | -0.40 |
0.48 | 4,839 | 26 | 17,177 | 27.28 | 62.15 | 1.75 | 3100 | -9.55 | 74.45 | 27.41 | 4,012 | 147 | 1,760 | -0.52 |
0.37 | 2,117 | 277 | 6,605 | 26.74 | 40.75 | 0.20 | 3150 | -9.70 | 104.30 | 27.49 | 604 | 54 | 571 | -0.63 |
0.27 | 3,524 | 72 | 6,975 | 26.84 | 26.25 | -0.15 | 3200 | -11.45 | 137.90 | 26.88 | 546 | 315 | 709 | -0.73 |
0.18 | 907 | 159 | 2,416 | 27.08 | 16.40 | -1.25 | 3250 | -12.75 | 176.25 | 26.14 | 48 | -3 | 119 | -0.83 |
0.12 | 2,548 | 14 | 3,548 | 27.76 | 10.45 | -0.55 | 3300 | -2.70 | 223.30 | 29.03 | 33 | 10 | 199 | -0.86 |
0.08 | 902 | 68 | 1,042 | 28.51 | 6.65 | -0.50 | 3350 | 0.00 | 276.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.06 | 2,149 | -215 | 2,315 | 29.94 | 4.70 | -0.30 | 3400 | 0.00 | 323.40 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3450 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 261 | 65 | 632 | 32.78 | 2.50 | -0.15 | 3500 | 0.00 | 381.20 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3550 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 1,826 | 106 | 410 | 36.31 | 1.65 | -0.20 | 3600 | 0.00 | 452.90 | 0.00 | 0 | 0 | 0 | 0.00 |
25,896 | 19,169 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.