M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3750 CE | ||||||||||||||||
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Delta: 0.19
Vega: 1.70
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3592.10 | 15.5 | -9.95 | 24.11 | 3,442 | 212 | 2,296 | |||||||||
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| 14 Sept | 3589.90 | 25.2 | -2.7 | 23.31 | 4,229 | -16 | 1,937 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3750 expiring on 30SEP2025
Delta for 3750 CE is 0.19
Historical price for 3750 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 15.5, which was -9.95 lower than the previous day. The implied volatity was 24.11, the open interest changed by 212 which increased total open position to 2296
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 25.2, which was -2.7 lower than the previous day. The implied volatity was 23.31, the open interest changed by -16 which decreased total open position to 1937
| M&M 30SEP2025 3750 PE | |||||||
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Delta: -0.77
Vega: 1.88
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 160.2 | 39.7 | 27.95 | 69 | -5 | 232 |
| 14 Sept | 3589.90 | 167.1 | 3.3 | 23.85 | 121 | -26 | 370 |
For Mahindra & Mahindra Ltd - strike price 3750 expiring on 30SEP2025
Delta for 3750 PE is -0.77
Historical price for 3750 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 160.2, which was 39.7 higher than the previous day. The implied volatity was 27.95, the open interest changed by -5 which decreased total open position to 232
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 167.1, which was 3.3 higher than the previous day. The implied volatity was 23.85, the open interest changed by -26 which decreased total open position to 370
