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[--[65.84.65.76]--]
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
Put

Lot Size : 175

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
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
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        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.