M&M
Mahindra & Mahindra Ltd
2802.95
4.00 (0.14%)
Option Chain for M&M
14 Nov 2024 12:11 PM IST
Note:- Click on the strike price to open the historical data.
Call |
|
Put
Lot Size : 350 |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | -0.35 | 2.15 | 51.12 | 28.5 | 27 | 734 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 505.00 | 0.00 | 2350 | -0.50 | 2.55 | 47.65 | 108.5 | -12 | 275 | -0.02 |
- | 0 | 0 | 0 | - | 446.25 | 0.00 | 2400 | -0.65 | 3.45 | 45.41 | 340 | 60 | 1,305 | -0.03 |
0.91 | 30 | 0 | 1 | 54.21 | 373.85 | 79.55 | 2450 | -0.55 | 4.70 | 42.84 | 235 | 75 | 250 | -0.05 |
0.90 | 139 | -21 | 15.5 | 49.37 | 327.00 | 20.75 | 2500 | -0.90 | 6.00 | 39.80 | 1,477 | 423 | 3,062 | -0.06 |
0.88 | 46 | 2 | 3.5 | 44.89 | 277.25 | -110.75 | 2550 | -1.60 | 7.90 | 36.85 | 695 | 34 | 666 | -0.08 |
0.89 | 410 | 2 | 48.5 | 34.33 | 224.35 | -0.60 | 2600 | -2.10 | 11.20 | 34.71 | 2,057 | 74 | 2,200 | -0.12 |
0.84 | 188 | 6 | 41 | 31.16 | 176.45 | -0.05 | 2650 | -2.70 | 16.15 | 32.22 | 1,002 | 62 | 1,454 | -0.17 |
0.77 | 949 | 121 | 693 | 29.20 | 135.65 | -2.35 | 2700 | -3.05 | 24.75 | 31.00 | 3,370 | 447 | 3,004 | -0.24 |
0.66 | 916 | 28 | 1,594 | 28.85 | 98.65 | -4.35 | 2750 | -3.10 | 37.50 | 29.34 | 3,548.5 | 277 | 2,168 | -0.34 |
0.55 | 2,928 | 637 | 5,697.5 | 27.78 | 68.00 | -3.60 | 2800 | -3.85 | 56.75 | 28.82 | 4,326 | 570 | 3,520 | -0.45 |
0.42 | 1,871 | 275 | 3,705.5 | 27.76 | 45.00 | -3.00 | 2850 | -3.35 | 83.30 | 28.36 | 817.5 | -96 | 980 | -0.58 |
0.30 | 6,186 | 235 | 4,460 | 27.68 | 27.95 | -3.55 | 2900 | -3.65 | 116.55 | 29.20 | 689 | 342 | 2,722 | -0.69 |
0.21 | 3,605 | -19 | 2,367 | 28.73 | 18.00 | -2.60 | 2950 | -0.05 | 157.60 | 30.29 | 65.5 | -25 | 631 | -0.78 |
0.14 | 10,234 | 150 | 4,221 | 29.76 | 11.85 | -2.15 | 3000 | -4.25 | 196.55 | 29.60 | 53 | -10 | 1,563 | -0.86 |
0.10 | 2,283 | 118 | 1,252.5 | 30.94 | 7.55 | -1.85 | 3050 | -18.05 | 229.45 | - | 8.5 | 2 | 497 | - |
0.07 | 3,447 | 39 | 1,377.5 | 32.24 | 5.10 | -1.40 | 3100 | -3.75 | 292.80 | 34.72 | 13.5 | -13 | 837 | -0.92 |
0.05 | 1,197 | -59 | 457.5 | 33.58 | 3.45 | -1.05 | 3150 | 0.00 | 348.00 | 0.00 | 0 | -4 | 0 | 0.00 |
0.03 | 3,176 | 74 | 537.5 | 35.32 | 2.60 | -0.85 | 3200 | 16.10 | 418.00 | 66.59 | 1 | -1 | 217 | -0.82 |
0.03 | 695 | -49 | 138 | 37.21 | 2.00 | -0.75 | 3250 | 0.00 | 281.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 2,313 | -67 | 259 | 39.29 | 1.70 | -0.50 | 3300 | 0.00 | 500.00 | 0.00 | 0 | -1 | 0 | 0.00 |
0.02 | 468 | -6 | 14.5 | 40.55 | 1.25 | -0.70 | 3350 | 0.00 | 258.95 | 0.00 | 0 | 0 | 0 | 0.00 |
|
||||||||||||||
0.01 | 1,043 | -57 | 132.5 | 42.46 | 1.05 | -0.40 | 3400 | 0.00 | 618.65 | - | 0 | 0 | 0 | - |
0.01 | 55 | 1 | 1.5 | 45.06 | 1.00 | -0.55 | 3450 | 0.00 | 325.20 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 831 | -1 | 8.5 | 44.80 | 0.60 | -0.15 | 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 |
- | 417 | 18 | 34.5 | - | 0.70 | 0.05 | 3600 | 0.00 | 797.20 | 0.00 | 0 | 0 | 0 | 0.00 |
43,427 | 26,085 |
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.