M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 2.48
Theta: -2.88
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3592.10 | 58.25 | -30.95 | 20.96 | 6,308 | 151 | 4,538 | |||||||||
| 14 Sept | 3589.90 | 77.2 | -4.8 | 22.90 | 15,525 | 748 | 6,074 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 3265.40 | 21.4 | -2.95 | 22.72 | 158 | 51 | 295 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3600 expiring on 30SEP2025
Delta for 3600 CE is 0.54
Historical price for 3600 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 58.25, which was -30.95 lower than the previous day. The implied volatity was 20.96, the open interest changed by 151 which increased total open position to 4538
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 77.2, which was -4.8 lower than the previous day. The implied volatity was 22.90, the open interest changed by 748 which increased total open position to 6074
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 21.4, which was -2.95 lower than the previous day. The implied volatity was 22.72, the open interest changed by 51 which increased total open position to 295
| M&M 30SEP2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 2.48
Theta: -2.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 50 | 14.65 | 22.36 | 8,626 | -413 | 3,267 |
| 14 Sept | 3589.90 | 68.8 | -0.45 | 23.00 | 7,866 | -200 | 3,307 |
| 17 Aug | 3265.40 | 445.5 | 0 | - | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 3600 expiring on 30SEP2025
Delta for 3600 PE is -0.46
Historical price for 3600 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 50, which was 14.65 higher than the previous day. The implied volatity was 22.36, the open interest changed by -413 which decreased total open position to 3267
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 68.8, which was -0.45 lower than the previous day. The implied volatity was 23.00, the open interest changed by -200 which decreased total open position to 3307
On 17 Aug M&M was trading at 3265.40. The strike last trading price was 445.5, 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
