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 |
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Put
Lot Size : 175 |
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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 |
|
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- | 996 | -152 | 336 | - | 0.30 | -0.40 | 3600 | 0.00 | 452.90 | 0.00 | 0 | 0 | 0 | 0.00 |
28,338 | 14,177 |
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.