M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
17 Aug 2025 12:56 AM IST
| M&M 28AUG2025 3450 CE | ||||||||||||||||
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Delta: 0.12
Vega: 1.26
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 3265.40 | 7.85 | -2.2 | 21.68 | 2,350 | 343 | 2,296 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3450 expiring on 28AUG2025
Delta for 3450 CE is 0.12
Historical price for 3450 CE is as follows
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 7.85, which was -2.2 lower than the previous day. The implied volatity was 21.68, the open interest changed by 343 which increased total open position to 2296
| M&M 28AUG2025 3450 PE | |||||||
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Delta: -0.86
Vega: 1.43
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 3265.40 | 182.6 | 17.4 | 23.87 | 162 | 107 | 161 |
For Mahindra & Mahindra Ltd - strike price 3450 expiring on 28AUG2025
Delta for 3450 PE is -0.86
Historical price for 3450 PE is as follows
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 182.6, which was 17.4 higher than the previous day. The implied volatity was 23.87, the open interest changed by 107 which increased total open position to 161
