M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3850 CE | ||||||||||||||||
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Delta: 0.09
Vega: 1.02
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3592.10 | 6.95 | -2.8 | 27.02 | 1,507 | -12 | 1,727 | |||||||||
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| 14 Sept | 3589.90 | 11.7 | -1.1 | 24.58 | 2,140 | 33 | 1,577 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3850 expiring on 30SEP2025
Delta for 3850 CE is 0.09
Historical price for 3850 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 6.95, which was -2.8 lower than the previous day. The implied volatity was 27.02, the open interest changed by -12 which decreased total open position to 1727
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 11.7, which was -1.1 lower than the previous day. The implied volatity was 24.58, the open interest changed by 33 which increased total open position to 1577
| M&M 30SEP2025 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 1.26
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 248.7 | 48.7 | 30.73 | 85 | -18 | 114 |
| 14 Sept | 3589.90 | 250.7 | -1.55 | 23.92 | 18 | 8 | 146 |
For Mahindra & Mahindra Ltd - strike price 3850 expiring on 30SEP2025
Delta for 3850 PE is -0.88
Historical price for 3850 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 248.7, which was 48.7 higher than the previous day. The implied volatity was 30.73, the open interest changed by -18 which decreased total open position to 114
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 250.7, which was -1.55 lower than the previous day. The implied volatity was 23.92, the open interest changed by 8 which increased total open position to 146
