M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
M&M 30SEP2025 3350 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 3592.10 | 260.1 | -45.1 | - | 34 | -9 | 353 | |||||||||
14 Sept | 3589.90 | 267.35 | -5.5 | 26.41 | 45 | -18 | 384 | |||||||||
17 Aug | 3265.40 | 84.9 | -19.85 | 22.25 | 4 | 3 | 4 |
For Mahindra & Mahindra Ltd - strike price 3350 expiring on 30SEP2025
Delta for 3350 CE is -
Historical price for 3350 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 260.1, which was -45.1 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 353
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 267.35, which was -5.5 lower than the previous day. The implied volatity was 26.41, the open interest changed by -18 which decreased total open position to 384
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 84.9, which was -19.85 lower than the previous day. The implied volatity was 22.25, the open interest changed by 3 which increased total open position to 4
M&M 30SEP2025 3350 PE | |||||||
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Delta: -0.05
Vega: 0.66
Theta: -0.76
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 3592.10 | 3.75 | -0.05 | 27.03 | 753 | -110 | 999 |
14 Sept | 3589.90 | 10.05 | -0.45 | 26.54 | 793 | -13 | 1,178 |
17 Aug | 3265.40 | 126 | 0 | 0.00 | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 3350 expiring on 30SEP2025
Delta for 3350 PE is -0.05
Historical price for 3350 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 3.75, which was -0.05 lower than the previous day. The implied volatity was 27.03, the open interest changed by -110 which decreased total open position to 999
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 10.05, which was -0.45 lower than the previous day. The implied volatity was 26.54, the open interest changed by -13 which decreased total open position to 1178
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 126, 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