M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 1.00
Vega: 0.06
Theta: -0.96
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3592.10 | 211.2 | -45.9 | 12.66 | 218 | -40 | 1,177 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 3589.90 | 222.25 | -4.75 | 25.31 | 415 | -145 | 1,447 | |||||||||
| 17 Aug | 3265.40 | 65 | -9.85 | 22.04 | 46 | 4 | 137 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3400 expiring on 30SEP2025
Delta for 3400 CE is 1.00
Historical price for 3400 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 211.2, which was -45.9 lower than the previous day. The implied volatity was 12.66, the open interest changed by -40 which decreased total open position to 1177
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 222.25, which was -4.75 lower than the previous day. The implied volatity was 25.31, the open interest changed by -145 which decreased total open position to 1447
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 65, which was -9.85 lower than the previous day. The implied volatity was 22.04, the open interest changed by 4 which increased total open position to 137
| M&M 30SEP2025 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.92
Theta: -0.97
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 5.7 | 0.45 | 25.05 | 1,550 | -76 | 2,854 |
| 14 Sept | 3589.90 | 14.45 | -0.95 | 25.26 | 2,766 | -304 | 3,256 |
| 17 Aug | 3265.40 | 312.2 | 0 | - | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 3400 expiring on 30SEP2025
Delta for 3400 PE is -0.08
Historical price for 3400 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 5.7, which was 0.45 higher than the previous day. The implied volatity was 25.05, the open interest changed by -76 which decreased total open position to 2854
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 14.45, which was -0.95 lower than the previous day. The implied volatity was 25.26, the open interest changed by -304 which decreased total open position to 3256
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 312.2, 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
