M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
17 Aug 2025 12:56 AM IST
| M&M 28AUG2025 3400 CE | ||||||||||||||||
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Delta: 0.19
Vega: 1.75
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 3265.40 | 14.15 | -3.75 | 21.12 | 5,112 | 64 | 9,648 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3400 expiring on 28AUG2025
Delta for 3400 CE is 0.19
Historical price for 3400 CE is as follows
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 14.15, which was -3.75 lower than the previous day. The implied volatity was 21.12, the open interest changed by 64 which increased total open position to 9648
| M&M 28AUG2025 3400 PE | |||||||
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Delta: -0.78
Vega: 1.87
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 3265.40 | 139.85 | 14.5 | 23.17 | 116 | 23 | 685 |
For Mahindra & Mahindra Ltd - strike price 3400 expiring on 28AUG2025
Delta for 3400 PE is -0.78
Historical price for 3400 PE is as follows
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 139.85, which was 14.5 higher than the previous day. The implied volatity was 23.17, the open interest changed by 23 which increased total open position to 685
