M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 1.23
Theta: -4.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3592.10 | 487 | 21.85 | 70.01 | 2 | -1 | 72 | |||||||||
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| 14 Sept | 3589.90 | 465.2 | 0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 3265.40 | 223 | 0 | - | 0 | 0 | 0 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3150 expiring on 30SEP2025
Delta for 3150 CE is 0.88
Historical price for 3150 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 487, which was 21.85 higher than the previous day. The implied volatity was 70.01, the open interest changed by -1 which decreased total open position to 72
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 465.2, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 223, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| M&M 30SEP2025 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.26
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 1.45 | -0.2 | 37.65 | 41 | -9 | 666 |
| 14 Sept | 3589.90 | 3.65 | 0.4 | 34.07 | 50 | -1 | 851 |
| 17 Aug | 3265.40 | 50.95 | 0 | 0.00 | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 3150 expiring on 30SEP2025
Delta for 3150 PE is -0.02
Historical price for 3150 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 37.65, the open interest changed by -9 which decreased total open position to 666
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 3.65, which was 0.4 higher than the previous day. The implied volatity was 34.07, the open interest changed by -1 which decreased total open position to 851
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 50.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
