M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 4000 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.48
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3592.10 | 2.65 | -0.75 | 31.83 | 1,710 | 191 | 4,092 | |||||||||
| 14 Sept | 3589.90 | 4.75 | -0.3 | 27.96 | 1,991 | 227 | 3,310 | |||||||||
For Mahindra & Mahindra Ltd - strike price 4000 expiring on 30SEP2025
Delta for 4000 CE is 0.03
Historical price for 4000 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 2.65, which was -0.75 lower than the previous day. The implied volatity was 31.83, the open interest changed by 191 which increased total open position to 4092
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 4.75, which was -0.3 lower than the previous day. The implied volatity was 27.96, the open interest changed by 227 which increased total open position to 3310
| M&M 30SEP2025 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3592.10 | 369 | 32.3 | - | 1 | 0 | 115 |
| 14 Sept | 3589.90 | 396.15 | 15.85 | 30.17 | 4 | -1 | 116 |
For Mahindra & Mahindra Ltd - strike price 4000 expiring on 30SEP2025
Delta for 4000 PE is -
Historical price for 4000 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 369, which was 32.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 396.15, which was 15.85 higher than the previous day. The implied volatity was 30.17, the open interest changed by -1 which decreased total open position to 116
