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[--[65.84.65.76]--]
M&M
Mahindra & Mahindra Ltd

2906.35 -108.30 (-3.59%)

Option Chain for M&M

20 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
- 11 0 1 - 502.90 -137.10 2400 0.05 0.40 - 36 -1 404 -
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 0.50 0.75 53.66 62 -21 577 -0.01
0.00 0 0 0 0.00 274.20 0.00 2550 -2.65 1.00 49.62 23 5 135 -0.01
- 48 1 3 - 312.25 -157.75 2600 0.15 1.60 46.69 397 -24 628 -0.02
0.00 0 0 0 0.00 341.15 0.00 2650 0.50 1.90 41.38 478 36 313 -0.03
0.71 152 0 1 127.74 314.65 33.40 2700 0.10 2.35 36.13 1,744 -138 725 -0.04
0.80 234 -1 5 59.67 197.85 -92.15 2750 0.65 3.85 32.53 1,743 -212 417 -0.07
0.86 504 196 535 31.43 130.15 -96.85 2800 2.75 7.25 29.76 5,282 220 2,034 -0.13
0.79 262 26 238 24.01 82.15 -90.05 2850 7.10 14.25 27.38 4,338 -82 721 -0.23
0.60 898 112 3,975 26.02 50.50 -73.00 2900 18.75 29.00 26.17 7,445 -78 1,961 -0.41
0.39 1,323 662 6,521 26.18 26.75 -56.15 2950 33.65 55.35 26.46 7,050 -441 1,142 -0.61
0.24 3,465 789 15,032 27.96 14.20 -36.80 3000 55.95 95.45 30.61 6,272 -722 1,893 -0.74
0.14 3,291 487 8,207 31.07 8.50 -22.50 3050 70.05 138.15 32.90 1,024 -196 963 -0.84
0.10 5,681 -373 12,013 34.95 5.85 -12.00 3100 80.20 185.55 37.50 1,059 -351 1,255 -0.89
0.06 2,315 -324 4,367 37.87 3.85 -5.75 3150 90.95 236.95 46.73 74 -7 470 -0.89
0.04 3,754 -41 4,899 40.94 2.70 -3.00 3200 92.20 287.10 53.95 602 -357 281 -0.90
0.03 999 -41 1,810 44.44 2.10 -1.60 3250 59.40 261.95 - 16 5 117 -
0.02 1,959 -385 1,943 46.99 1.50 -1.30 3300 131.90 388.50 - 76 -59 141 -
0.02 1,114 -16 763 50.71 1.30 -0.70 3350 0.00 276.30 0.00 0 0 0 0.00
0.01 1,094 -305 1,329 53.32 1.00 -0.65 3400 0.00 311.50 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
- 238 -15 190 - 0.75 -0.35 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
- 996 -152 336 - 0.30 -0.40 3600 0.00 452.90 0.00 0 0 0 0.00
28,338 14,177
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.