M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 1.32
Theta: -1.66
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 3592.10 | 10.2 | -5.35 | 25.50 | 3,701 | 207 | 4,642 | |||||||||
| 14 Sept | 3589.90 | 16.85 | -1.8 | 23.75 | 7,016 | 239 | 4,638 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3800 expiring on 30SEP2025
Delta for 3800 CE is 0.13
Historical price for 3800 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 10.2, which was -5.35 lower than the previous day. The implied volatity was 25.50, the open interest changed by 207 which increased total open position to 4642
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 16.85, which was -1.8 lower than the previous day. The implied volatity was 23.75, the open interest changed by 239 which increased total open position to 4638
| M&M 30SEP2025 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 1.49
Theta: -1.02
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 201.6 | 42.45 | 28.15 | 75 | 8 | 636 |
| 14 Sept | 3589.90 | 209 | 4.7 | 24.65 | 124 | -55 | 684 |
For Mahindra & Mahindra Ltd - strike price 3800 expiring on 30SEP2025
Delta for 3800 PE is -0.84
Historical price for 3800 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 201.6, which was 42.45 higher than the previous day. The implied volatity was 28.15, the open interest changed by 8 which increased total open position to 636
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 209, which was 4.7 higher than the previous day. The implied volatity was 24.65, the open interest changed by -55 which decreased total open position to 684
