M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
17 Aug 2025 12:56 AM IST
| M&M 28AUG2025 3350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.31
Vega: 2.26
Theta: -2.03
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 17 Aug | 3265.40 | 27.2 | -6.3 | 21.73 | 3,485 | 150 | 1,465 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3350 expiring on 28AUG2025
Delta for 3350 CE is 0.31
Historical price for 3350 CE is as follows
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 27.2, which was -6.3 lower than the previous day. The implied volatity was 21.73, the open interest changed by 150 which increased total open position to 1465
| M&M 28AUG2025 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 2.28
Theta: -1.21
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 3265.40 | 101.55 | 11.05 | 22.69 | 440 | 27 | 304 |
For Mahindra & Mahindra Ltd - strike price 3350 expiring on 28AUG2025
Delta for 3350 PE is -0.68
Historical price for 3350 PE is as follows
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 101.55, which was 11.05 higher than the previous day. The implied volatity was 22.69, the open interest changed by 27 which increased total open position to 304
