Related Pages for M&M
[--[65.84.65.76]--]
M&M
Mahindra & Mahindra Ltd
3584.8 -7.30 (-0.20%)

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Historical option data for M&M

21 Sep 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
M&M 30SEP2025 3700 CE
Delta: 0.28
Vega: 2.11
Theta: -2.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3592.10 25.45 -14.9 23.66 5,927 568 5,296
14 Sept 3589.90 37.8 -3.45 23.15 9,192 247 5,343

For Mahindra & Mahindra Ltd - strike price 3700 expiring on 30SEP2025

Delta for 3700 CE is 0.28

Historical price for 3700 CE is as follows

On 21 Sept M&M was trading at 3592.10. The strike last trading price was 25.45, which was -14.9 lower than the previous day. The implied volatity was 23.66, the open interest changed by 568 which increased total open position to 5296


On 14 Sept M&M was trading at 3589.90. The strike last trading price was 37.8, which was -3.45 lower than the previous day. The implied volatity was 23.15, the open interest changed by 247 which increased total open position to 5343


M&M 30SEP2025 3700 PE
Delta: -0.71
Vega: 2.16
Theta: -1.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3592.10 116.15 30.8 24.79 813 -29 1,525
14 Sept 3589.90 128 0.65 22.94 1,071 -107 1,717

For Mahindra & Mahindra Ltd - strike price 3700 expiring on 30SEP2025

Delta for 3700 PE is -0.71

Historical price for 3700 PE is as follows

On 21 Sept M&M was trading at 3592.10. The strike last trading price was 116.15, which was 30.8 higher than the previous day. The implied volatity was 24.79, the open interest changed by -29 which decreased total open position to 1525


On 14 Sept M&M was trading at 3589.90. The strike last trading price was 128, which was 0.65 higher than the previous day. The implied volatity was 22.94, the open interest changed by -107 which decreased total open position to 1717