M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 2.41
Theta: -2.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3592.10 | 39.95 | -22.4 | 22.92 | 8,245 | 232 | 3,842 | |||||||||
| 14 Sept | 3589.90 | 54.95 | -4.2 | 23.02 | 9,941 | 1,000 | 2,729 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3650 expiring on 30SEP2025
Delta for 3650 CE is 0.40
Historical price for 3650 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 39.95, which was -22.4 lower than the previous day. The implied volatity was 22.92, the open interest changed by 232 which increased total open position to 3842
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 54.95, which was -4.2 lower than the previous day. The implied volatity was 23.02, the open interest changed by 1000 which increased total open position to 2729
| M&M 30SEP2025 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 2.43
Theta: -2.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 83.6 | 26.85 | 24.75 | 2,572 | -16 | 919 |
| 14 Sept | 3589.90 | 96.5 | 0.9 | 23.19 | 1,538 | -13 | 988 |
For Mahindra & Mahindra Ltd - strike price 3650 expiring on 30SEP2025
Delta for 3650 PE is -0.59
Historical price for 3650 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 83.6, which was 26.85 higher than the previous day. The implied volatity was 24.75, the open interest changed by -16 which decreased total open position to 919
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 96.5, which was 0.9 higher than the previous day. The implied volatity was 23.19, the open interest changed by -13 which decreased total open position to 988
