M&M
Mahindra & Mahindra Ltd
2936.25
-12.70 (-0.43%)
Option Chain for M&M
21 Nov 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 350 |
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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 | 460.00 | 0.00 | 2300 | 0.00 | 0.80 | - | 46 | -28 | 801 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 505.00 | 0.00 | 2350 | 0.40 | 1.10 | - | 6 | -4 | 251 | - |
| - | 0 | 0 | 0 | - | 446.25 | 0.00 | 2400 | 0.05 | 1.25 | - | 516.5 | -71 | 1,037 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 373.85 | 0.00 | 2450 | -0.15 | 1.40 | - | 2 | -1 | 163 | - |
| - | 132 | -1 | 1 | - | 445.85 | -34.15 | 2500 | -0.20 | 1.75 | 57.02 | 436.5 | -35 | 2,416 | -0.02 |
| 0.00 | 0 | -2 | 0 | 0.00 | 385.40 | 0.00 | 2550 | -0.55 | 2.30 | 53.25 | 452.5 | -42 | 541 | -0.03 |
| 0.92 | 385 | 0 | 0.5 | 64.01 | 340.00 | -32.00 | 2600 | -0.70 | 3.05 | 49.41 | 1,309 | 11 | 2,389 | -0.04 |
| 0.89 | 184 | -3 | 6.5 | 60.43 | 293.10 | -31.70 | 2650 | -0.85 | 4.20 | 45.74 | 1,113.5 | -56 | 1,203 | -0.05 |
| 0.89 | 757 | -125 | 133 | 48.96 | 240.70 | -7.15 | 2700 | -1.30 | 6.10 | 42.41 | 1,645.5 | 84 | 3,167 | -0.08 |
| 0.86 | 853 | 50 | 56 | 43.53 | 193.10 | -7.90 | 2750 | -2.00 | 8.50 | 38.38 | 1,654.5 | 178 | 1,979 | -0.11 |
| 0.81 | 1,620 | -89 | 334 | 39.22 | 147.80 | -8.40 | 2800 | -3.05 | 12.90 | 35.00 | 3,992.5 | -745 | 4,306 | -0.17 |
| 0.73 | 823 | -62 | 404 | 34.61 | 104.50 | -9.80 | 2850 | -4.00 | 19.50 | 31.21 | 2,175.5 | 169 | 1,999 | -0.25 |
| 0.60 | 4,076 | 217 | 4,682.5 | 32.36 | 68.75 | -7.10 | 2900 | -3.30 | 33.40 | 29.32 | 5,386.5 | -92 | 2,857 | -0.39 |
| 0.45 | 3,158 | 440 | 6,182 | 31.88 | 42.60 | -7.05 | 2950 | -2.45 | 55.95 | 28.16 | 3,529 | 3 | 1,471 | -0.56 |
| 0.31 | 8,152 | 551 | 6,505.5 | 32.36 | 25.35 | -4.65 | 3000 | 0.35 | 89.75 | 28.94 | 1,492 | -125 | 1,685 | -0.71 |
| 0.19 | 2,701 | -68 | 4,333.5 | 31.58 | 12.80 | -4.35 | 3050 | -2.65 | 125.60 | 25.14 | 239 | -50 | 392 | -0.87 |
| 0.12 | 3,273 | -174 | 3,655 | 33.37 | 7.55 | -2.70 | 3100 | 5.45 | 170.00 | 21.37 | 60 | -20 | 726 | -0.97 |
| 0.07 | 1,357 | -315 | 1,604.5 | 35.33 | 4.60 | -1.80 | 3150 | 1.25 | 216.25 | - | 54.5 | -22 | 72 | - |
| 0.05 | 3,333 | 203 | 1,961 | 37.74 | 3.05 | -1.10 | 3200 | 3.70 | 263.70 | - | 48 | 45 | 225 | - |
| 0.04 | 938 | -149 | 703.5 | 40.80 | 2.30 | -0.80 | 3250 | 0.00 | 281.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.03 | 2,286 | -43 | 552 | 43.83 | 1.80 | -0.30 | 3300 | 1.90 | 361.90 | 48.22 | 16 | -18 | 76 | -0.95 |
| 0.02 | 442 | -80 | 138 | 46.05 | 1.30 | -0.35 | 3350 | 0.00 | 258.95 | - | 0 | 0 | 0 | - |
| 0.01 | 1,111 | -89 | 105 | 48.50 | 1.00 | -0.25 | 3400 | 0.00 | 618.65 | - | 0 | 0 | 0 | - |
| 0.01 | 48 | -2 | 2.5 | 48.25 | 0.50 | -0.40 | 3450 | 0.00 | 325.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 767 | -39 | 82 | - | 0.65 | -0.20 | 3500 | 0.00 | 747.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3550 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
|
|
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| - | 540 | 7 | 9.5 | - | 0.70 | -0.05 | 3600 | 0.00 | 797.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 36,936 | 27,756 | |||||||||||||
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.
