M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 1.36
Theta: -4.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3592.10 | 386.55 | -2 | 57.83 | 10 | -4 | 294 | |||||||||
| 14 Sept | 3589.90 | 362 | -5.4 | 29.27 | 30 | -12 | 334 | |||||||||
| 17 Aug | 3265.40 | 173.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3250 expiring on 30SEP2025
Delta for 3250 CE is 0.86
Historical price for 3250 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 386.55, which was -2 lower than the previous day. The implied volatity was 57.83, the open interest changed by -4 which decreased total open position to 294
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 362, which was -5.4 lower than the previous day. The implied volatity was 29.27, the open interest changed by -12 which decreased total open position to 334
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 173.15, 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 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.39
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 2.1 | -0.3 | 32.01 | 192 | -77 | 1,068 |
| 14 Sept | 3589.90 | 5.4 | -0.2 | 29.73 | 609 | -28 | 1,075 |
| 17 Aug | 3265.40 | 83 | -2 | 23.38 | 4 | 3 | 5 |
For Mahindra & Mahindra Ltd - strike price 3250 expiring on 30SEP2025
Delta for 3250 PE is -0.03
Historical price for 3250 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 2.1, which was -0.3 lower than the previous day. The implied volatity was 32.01, the open interest changed by -77 which decreased total open position to 1068
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 5.4, which was -0.2 lower than the previous day. The implied volatity was 29.73, the open interest changed by -28 which decreased total open position to 1075
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 83, which was -2 lower than the previous day. The implied volatity was 23.38, the open interest changed by 3 which increased total open position to 5
