M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 3950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.59
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3592.10 | 3.35 | -0.95 | 29.88 | 461 | 75 | 1,320 | |||||||||
| 14 Sept | 3589.90 | 6.15 | -0.35 | 26.67 | 723 | 13 | 1,381 | |||||||||
For Mahindra & Mahindra Ltd - strike price 3950 expiring on 30SEP2025
Delta for 3950 CE is 0.04
Historical price for 3950 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 3.35, which was -0.95 lower than the previous day. The implied volatity was 29.88, the open interest changed by 75 which increased total open position to 1320
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 6.15, which was -0.35 lower than the previous day. The implied volatity was 26.67, the open interest changed by 13 which increased total open position to 1381
| M&M 30SEP2025 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 342.65 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3589.90 | 342.65 | 0 | 0.00 | 0 | 0 | 0 |
For Mahindra & Mahindra Ltd - strike price 3950 expiring on 30SEP2025
Delta for 3950 PE is 0.00
Historical price for 3950 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 342.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 342.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
