M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
17 Aug 2025 12:56 AM IST
M&M 28AUG2025 3000 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.78
Theta: -1.59
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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17 Aug | 3265.40 | 281.7 | -17.6 | 29.89 | 38 | -13 | 643 |
For Mahindra & Mahindra Ltd - strike price 3000 expiring on 28AUG2025
Delta for 3000 CE is 0.94
Historical price for 3000 CE is as follows
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 281.7, which was -17.6 lower than the previous day. The implied volatity was 29.89, the open interest changed by -13 which decreased total open position to 643
M&M 28AUG2025 3000 PE | |||||||
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Delta: -0.07
Vega: 0.90
Theta: -0.96
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
17 Aug | 3265.40 | 7 | 1.25 | 32.01 | 1,401 | -326 | 1,901 |
For Mahindra & Mahindra Ltd - strike price 3000 expiring on 28AUG2025
Delta for 3000 PE is -0.07
Historical price for 3000 PE is as follows
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 7, which was 1.25 higher than the previous day. The implied volatity was 32.01, the open interest changed by -326 which decreased total open position to 1901