M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
28 Sep 2025 10:07 PM IST
| M&M 28-OCT-2025 3500 CE | ||||||||||||||||
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Delta: 0.42
Vega: 3.94
Theta: -2.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 3396.50 | 83.65 | -68.5 | 28.37 | 2,872 | 735 | 3,368 | |||||||||
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| 21 Sept | 3592.10 | 192.6 | -41.4 | 23.90 | 164 | 5 | 2,285 | |||||||||
| 14 Sept | 3589.90 | 196.5 | -2.5 | 23.44 | 12 | 1 | 65 | |||||||||
| 17 Aug | 3265.40 | 0 | 0 | 2.79 | 0 | 0 | 0 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3500 expiring on 28OCT2025
Delta for 3500 CE is 0.42
Historical price for 3500 CE is as follows
On 28 Sept M&M was trading at 3396.50. The strike last trading price was 83.65, which was -68.5 lower than the previous day. The implied volatity was 28.37, the open interest changed by 735 which increased total open position to 3368
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 192.6, which was -41.4 lower than the previous day. The implied volatity was 23.90, the open interest changed by 5 which increased total open position to 2285
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 196.5, which was -2.5 lower than the previous day. The implied volatity was 23.44, the open interest changed by 1 which increased total open position to 65
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
| M&M 28OCT2025 3500 PE | |||||||
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Delta: -0.57
Vega: 3.95
Theta: -1.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 3396.50 | 160 | 69.5 | 30.12 | 2,429 | 364 | 1,441 |
| 21 Sept | 3592.10 | 73.95 | 18.75 | 28.59 | 260 | 125 | 567 |
| 14 Sept | 3589.90 | 70 | 2 | 25.28 | 62 | -4 | 204 |
| 17 Aug | 3265.40 | 0 | 0 | - | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 3500 expiring on 28OCT2025
Delta for 3500 PE is -0.57
Historical price for 3500 PE is as follows
On 28 Sept M&M was trading at 3396.50. The strike last trading price was 160, which was 69.5 higher than the previous day. The implied volatity was 30.12, the open interest changed by 364 which increased total open position to 1441
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 73.95, which was 18.75 higher than the previous day. The implied volatity was 28.59, the open interest changed by 125 which increased total open position to 567
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 70, which was 2 higher than the previous day. The implied volatity was 25.28, the open interest changed by -4 which decreased total open position to 204
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 0, 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
