M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3900 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.77
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3592.10 | 4.7 | -1.65 | 28.35 | 1,244 | 59 | 2,358 | |||||||||
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| 14 Sept | 3589.90 | 8.2 | -0.85 | 25.45 | 2,123 | -33 | 2,666 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3900 expiring on 30SEP2025
Delta for 3900 CE is 0.06
Historical price for 3900 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 4.7, which was -1.65 lower than the previous day. The implied volatity was 28.35, the open interest changed by 59 which increased total open position to 2358
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 8.2, which was -0.85 lower than the previous day. The implied volatity was 25.45, the open interest changed by -33 which decreased total open position to 2666
| M&M 30SEP2025 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 1.22
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 299.9 | 44.9 | 36.14 | 17 | 0 | 41 |
| 14 Sept | 3589.90 | 300.4 | 7.05 | 27.19 | 22 | 0 | 30 |
For Mahindra & Mahindra Ltd - strike price 3900 expiring on 30SEP2025
Delta for 3900 PE is -0.88
Historical price for 3900 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 299.9, which was 44.9 higher than the previous day. The implied volatity was 36.14, the open interest changed by 0 which decreased total open position to 41
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 300.4, which was 7.05 higher than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 30
