DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:14 PM IST
| DMART 26DEC2024 3100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 3695.00 | 635.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 3708.30 | 635.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 3816.90 | 635.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 3829.05 | 635.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 3805.55 | 635.75 | - | 0 | 0 | 0 | ||||
For Avenue Supermarts Limited - strike price 3100 expiring on 26DEC2024
Delta for 3100 CE is -
Historical price for 3100 CE is as follows
On 12 Dec DMART was trading at 3695.00. The strike last trading price was 635.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 635.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 635.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 635.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 635.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DMART 26DEC2024 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.24
Theta: -0.34
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3695.00 | 1.4 | -0.50 | 41.68 | 7 | 0 | 30 |
| 11 Dec | 3708.30 | 1.9 | 0.15 | 43.54 | 60 | 21 | 30 |
| 10 Dec | 3816.90 | 1.75 | 0.15 | 44.77 | 5 | 2 | 9 |
| 9 Dec | 3829.05 | 1.6 | -2.20 | 45.56 | 8 | 3 | 7 |
| 6 Dec | 3805.55 | 3.8 | 46.50 | 2 | 1 | 4 | |
For Avenue Supermarts Limited - strike price 3100 expiring on 26DEC2024
Delta for 3100 PE is -0.01
Historical price for 3100 PE is as follows
On 12 Dec DMART was trading at 3695.00. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 41.68, the open interest changed by 0 which decreased total open position to 30
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 43.54, the open interest changed by 21 which increased total open position to 30
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 44.77, the open interest changed by 2 which increased total open position to 9
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 1.6, which was -2.20 lower than the previous day. The implied volatity was 45.56, the open interest changed by 3 which increased total open position to 7
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was 46.50, the open interest changed by 1 which increased total open position to 4
