M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3550 CE | ||||||||||||||||
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Delta: 0.69
Vega: 2.20
Theta: -2.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3592.10 | 87.5 | -37.25 | 20.58 | 1,104 | 47 | 1,826 | |||||||||
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| 14 Sept | 3589.90 | 104.7 | -6.15 | 22.73 | 2,095 | -147 | 1,934 | |||||||||
| 17 Aug | 3265.40 | 72.4 | 0 | 5.07 | 0 | 0 | 0 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3550 expiring on 30SEP2025
Delta for 3550 CE is 0.69
Historical price for 3550 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 87.5, which was -37.25 lower than the previous day. The implied volatity was 20.58, the open interest changed by 47 which increased total open position to 1826
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 104.7, which was -6.15 lower than the previous day. The implied volatity was 22.73, the open interest changed by -147 which decreased total open position to 1934
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 72.4, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
| M&M 30SEP2025 3550 PE | |||||||
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Delta: -0.32
Vega: 2.23
Theta: -1.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 29 | 7.85 | 21.98 | 3,374 | 21 | 1,746 |
| 14 Sept | 3589.90 | 47.45 | -0.7 | 23.13 | 3,797 | -209 | 1,869 |
| 17 Aug | 3265.40 | 383.3 | 0 | - | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 3550 expiring on 30SEP2025
Delta for 3550 PE is -0.32
Historical price for 3550 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 29, which was 7.85 higher than the previous day. The implied volatity was 21.98, the open interest changed by 21 which increased total open position to 1746
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 47.45, which was -0.7 lower than the previous day. The implied volatity was 23.13, the open interest changed by -209 which decreased total open position to 1869
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 383.3, 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
