M&M
Mahindra & Mahindra Ltd
3049.45
73.80 (2.48%)
Option Chain for M&M
27 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
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 | 12 | 0 | 0.00 | 502.00 | 0.00 | 2500 | -1.95 | 2.40 | 33.69 | 521 | 125 | 400 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2550 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 352.00 | 0.00 | 2600 | -3.15 | 4.25 | 31.07 | 813 | 196 | 477 | -0.04 |
| - | 0 | 0 | 0 | - | 344.60 | 0.00 | 2650 | -4.30 | 5.75 | 29.85 | 550 | 102 | 157 | -0.05 |
| - | 133 | 0 | 8 | - | 365.75 | 55.75 | 2700 | -5.20 | 7.75 | 28.60 | 1,430 | 33 | 699 | -0.06 |
| 0.00 | 0 | 3 | 0 | 0.00 | 270.85 | 0.00 | 2750 | -7.85 | 10.90 | 27.64 | 832 | 60 | 387 | -0.09 |
| 0.90 | 58 | 0 | 39 | 24.36 | 279.10 | 50.35 | 2800 | -10.65 | 15.30 | 26.73 | 2,175 | 287 | 1,687 | -0.12 |
| 0.00 | 0 | 38 | 0 | 0.00 | 191.30 | 0.00 | 2850 | -14.65 | 21.30 | 25.81 | 1,463 | 185 | 486 | -0.16 |
| 0.80 | 496 | -40 | 853 | 23.68 | 195.00 | 40.70 | 2900 | -18.70 | 30.40 | 25.28 | 3,593 | 299 | 1,614 | -0.22 |
| 0.72 | 250 | -108 | 951 | 24.10 | 159.80 | 39.55 | 2950 | -22.80 | 41.90 | 24.56 | 2,269 | 216 | 692 | -0.28 |
| 0.64 | 1,964 | 17 | 9,673 | 23.10 | 124.00 | 32.95 | 3000 | -27.70 | 57.45 | 24.04 | 5,497 | 379 | 1,675 | -0.36 |
| 0.55 | 1,067 | 590 | 10,021 | 22.76 | 94.55 | 26.55 | 3050 | -33.00 | 78.00 | 23.78 | 3,737 | 385 | 599 | -0.45 |
| 0.46 | 1,977 | 683 | 11,081 | 22.62 | 70.35 | 21.40 | 3100 | -37.35 | 103.55 | 23.69 | 1,855 | 249 | 801 | -0.54 |
| 0.37 | 566 | 159 | 3,174 | 22.56 | 51.00 | 16.75 | 3150 | -46.70 | 134.50 | 23.90 | 253 | 82 | 165 | -0.62 |
| 0.29 | 1,531 | 483 | 5,265 | 22.70 | 36.50 | 12.85 | 3200 | -44.55 | 169.50 | 24.16 | 380 | 65 | 483 | -0.70 |
| 0.22 | 489 | 78 | 1,842 | 22.83 | 25.50 | 10.10 | 3250 | 0.00 | 380.45 | - | 0 | 0 | 0 | - |
| 0.16 | 926 | 231 | 3,282 | 23.04 | 17.60 | 6.05 | 3300 | -57.50 | 248.50 | 24.53 | 95 | 55 | 161 | -0.82 |
| 0.12 | 271 | 154 | 1,443 | 23.45 | 12.30 | 4.05 | 3350 | -164.45 | 295.00 | 26.33 | 29 | 18 | 18 | -0.85 |
| 0.09 | 950 | 334 | 2,276 | 24.07 | 8.85 | 2.90 | 3400 | 0.00 | 646.55 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3450 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
|
|
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| 0.05 | 1,251 | 616 | 3,059 | 25.68 | 5.00 | 1.15 | 3500 | 0.00 | 735.00 | - | 0 | 0 | 0 | - |
| 11,929 | 10,501 | |||||||||||||
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.
