DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:04 PM IST
DMART 26DEC2024 3200 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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12 Dec | 3688.00 | 539.8 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 3708.30 | 539.8 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 3816.90 | 539.8 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 3829.05 | 539.8 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 3805.55 | 539.8 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 3863.95 | 539.8 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 3850.10 | 539.8 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 3829.85 | 539.8 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 3678.40 | 539.8 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 3709.60 | 539.8 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 3200 expiring on 26DEC2024
Delta for 3200 CE is -
Historical price for 3200 CE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 539.8, 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 539.8, 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 539.8, 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 539.8, 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 539.8, 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 5 Dec DMART was trading at 3863.95. The strike last trading price was 539.8, 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 4 Dec DMART was trading at 3850.10. The strike last trading price was 539.8, 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 3 Dec DMART was trading at 3829.85. The strike last trading price was 539.8, 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 2 Dec DMART was trading at 3678.40. The strike last trading price was 539.8, 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 29 Nov DMART was trading at 3709.60. The strike last trading price was 539.8, 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 3200 PE | |||||||
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Delta: -0.02
Vega: 0.40
Theta: -0.52
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 3688.00 | 2.5 | -0.35 | 38.00 | 25 | -4 | 162 |
11 Dec | 3708.30 | 2.85 | 0.85 | 39.49 | 527 | 130 | 166 |
10 Dec | 3816.90 | 2 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 3829.05 | 2 | -0.50 | 40.84 | 2 | 0 | 36 |
6 Dec | 3805.55 | 2.5 | -1.50 | 37.80 | 6 | -1 | 37 |
5 Dec | 3863.95 | 4 | 0.30 | 43.22 | 1 | 0 | 38 |
4 Dec | 3850.10 | 3.7 | 0.20 | 40.38 | 8 | 1 | 38 |
3 Dec | 3829.85 | 3.5 | -3.10 | 39.35 | 39 | 2 | 37 |
2 Dec | 3678.40 | 6.6 | 0.00 | 35.19 | 50 | 22 | 37 |
29 Nov | 3709.60 | 6.6 | 34.54 | 17 | 14 | 14 |
For Avenue Supermarts Limited - strike price 3200 expiring on 26DEC2024
Delta for 3200 PE is -0.02
Historical price for 3200 PE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 2.5, which was -0.35 lower than the previous day. The implied volatity was 38.00, the open interest changed by -4 which decreased total open position to 162
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 2.85, which was 0.85 higher than the previous day. The implied volatity was 39.49, the open interest changed by 130 which increased total open position to 166
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 2, which was 0.00 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 9 Dec DMART was trading at 3829.05. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 40.84, the open interest changed by 0 which decreased total open position to 36
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 2.5, which was -1.50 lower than the previous day. The implied volatity was 37.80, the open interest changed by -1 which decreased total open position to 37
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 4, which was 0.30 higher than the previous day. The implied volatity was 43.22, the open interest changed by 0 which decreased total open position to 38
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 3.7, which was 0.20 higher than the previous day. The implied volatity was 40.38, the open interest changed by 1 which increased total open position to 38
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 3.5, which was -3.10 lower than the previous day. The implied volatity was 39.35, the open interest changed by 2 which increased total open position to 37
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 35.19, the open interest changed by 22 which increased total open position to 37
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was 34.54, the open interest changed by 14 which increased total open position to 14