M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 1.67
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3592.10 | 124.6 | -39.05 | 20.56 | 538 | -93 | 1,972 | |||||||||
| 14 Sept | 3589.90 | 140 | -5.2 | 23.49 | 3,633 | 48 | 2,784 | |||||||||
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| 17 Aug | 3265.40 | 38 | -5.2 | 22.33 | 114 | 20 | 177 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 CE is 0.82
Historical price for 3500 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 124.6, which was -39.05 lower than the previous day. The implied volatity was 20.56, the open interest changed by -93 which decreased total open position to 1972
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 140, which was -5.2 lower than the previous day. The implied volatity was 23.49, the open interest changed by 48 which increased total open position to 2784
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 38, which was -5.2 lower than the previous day. The implied volatity was 22.33, the open interest changed by 20 which increased total open position to 177
| M&M 30SEP2025 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 1.77
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 16.2 | 3.05 | 22.20 | 4,026 | 329 | 3,492 |
| 14 Sept | 3589.90 | 32.25 | -0.65 | 23.66 | 5,192 | -718 | 3,718 |
| 17 Aug | 3265.40 | 376.15 | 0 | - | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 3500 expiring on 30SEP2025
Delta for 3500 PE is -0.20
Historical price for 3500 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 16.2, which was 3.05 higher than the previous day. The implied volatity was 22.20, the open interest changed by 329 which increased total open position to 3492
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 32.25, which was -0.65 lower than the previous day. The implied volatity was 23.66, the open interest changed by -718 which decreased total open position to 3718
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 376.15, 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
