M&M
Mahindra & Mahindra Ltd
Historical option data for M&M
21 Sep 2025 04:11 PM IST
| M&M 30SEP2025 4100 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.31
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3592.10 | 1.6 | -0.15 | 35.12 | 424 | -126 | 1,527 | |||||||||
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| 14 Sept | 3589.90 | 3 | 0 | 30.53 | 1,042 | -124 | 1,633 | |||||||||
For Mahindra & Mahindra Ltd - strike price 4100 expiring on 30SEP2025
Delta for 4100 CE is 0.02
Historical price for 4100 CE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 35.12, the open interest changed by -126 which decreased total open position to 1527
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 30.53, the open interest changed by -124 which decreased total open position to 1633
| M&M 30SEP2025 4100 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 | 477 | -2 | - | 1 | -1 | 1 |
| 14 Sept | 3589.90 | 479 | -375.05 | - | 1 | 1 | 0 |
For Mahindra & Mahindra Ltd - strike price 4100 expiring on 30SEP2025
Delta for 4100 PE is -
Historical price for 4100 PE is as follows
On 21 Sept M&M was trading at 3592.10. The strike last trading price was 477, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 14 Sept M&M was trading at 3589.90. The strike last trading price was 479, which was -375.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
