M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 1.10
Theta: -1.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3592.10 | 167.6 | -42.4 | 20.93 | 43 | -4 | 272 | |||||||||
| 14 Sept | 3589.90 | 179.55 | -4.95 | 24.36 | 235 | -64 | 520 | |||||||||
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| 17 Aug | 3265.40 | 51 | -47.5 | 22.42 | 33 | 31 | 30 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3450 expiring on 30SEP2025
Delta for 3450 CE is 0.90
Historical price for 3450 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 167.6, which was -42.4 lower than the previous day. The implied volatity was 20.93, the open interest changed by -4 which decreased total open position to 272
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 179.55, which was -4.95 lower than the previous day. The implied volatity was 24.36, the open interest changed by -64 which decreased total open position to 520
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 51, which was -47.5 lower than the previous day. The implied volatity was 22.42, the open interest changed by 31 which increased total open position to 30
| M&M 30SEP2025 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 1.28
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 9.05 | 1.15 | 23.12 | 1,882 | -93 | 1,530 |
| 14 Sept | 3589.90 | 21.45 | -0.95 | 24.30 | 1,577 | -176 | 1,658 |
| 17 Aug | 3265.40 | 310.4 | 0 | - | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 3450 expiring on 30SEP2025
Delta for 3450 PE is -0.12
Historical price for 3450 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 9.05, which was 1.15 higher than the previous day. The implied volatity was 23.12, the open interest changed by -93 which decreased total open position to 1530
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 21.45, which was -0.95 lower than the previous day. The implied volatity was 24.30, the open interest changed by -176 which decreased total open position to 1658
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 310.4, 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
