DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:04 PM IST
| DMART 26DEC2024 3300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3688.00 | 434 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 11 Dec | 3708.30 | 434 | -13.40 | 31.94 | 4 | 3 | 3 | |||
|
|
||||||||||
| 10 Dec | 3816.90 | 447.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 3829.05 | 447.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 3805.55 | 447.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 3863.95 | 447.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 3850.10 | 447.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 3829.85 | 447.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3678.40 | 447.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 3709.60 | 447.4 | - | 0 | 0 | 0 | ||||
For Avenue Supermarts Limited - strike price 3300 expiring on 26DEC2024
Delta for 3300 CE is 0.00
Historical price for 3300 CE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 434, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 434, which was -13.40 lower than the previous day. The implied volatity was 31.94, the open interest changed by 3 which increased total open position to 3
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 447.4, 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 447.4, 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 447.4, 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 447.4, 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 447.4, 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 447.4, 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 447.4, 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 447.4, 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 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.58
Theta: -0.65
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3688.00 | 3.6 | -1.55 | 33.20 | 8 | -5 | 327 |
| 11 Dec | 3708.30 | 5.15 | -0.35 | 36.55 | 725 | 288 | 332 |
| 10 Dec | 3816.90 | 5.5 | -0.30 | 41.93 | 13 | 0 | 49 |
| 9 Dec | 3829.05 | 5.8 | 0.85 | 42.07 | 13 | 4 | 48 |
| 6 Dec | 3805.55 | 4.95 | 0.00 | 0.00 | 0 | -3 | 0 |
| 5 Dec | 3863.95 | 4.95 | -0.55 | 39.05 | 9 | -4 | 43 |
| 4 Dec | 3850.10 | 5.5 | -0.50 | 37.60 | 16 | 5 | 48 |
| 3 Dec | 3829.85 | 6 | -5.00 | 37.25 | 240 | 23 | 42 |
| 2 Dec | 3678.40 | 11 | 0.90 | 33.01 | 19 | 15 | 17 |
| 29 Nov | 3709.60 | 10.1 | 31.29 | 2 | 1 | 1 | |
For Avenue Supermarts Limited - strike price 3300 expiring on 26DEC2024
Delta for 3300 PE is -0.04
Historical price for 3300 PE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 3.6, which was -1.55 lower than the previous day. The implied volatity was 33.20, the open interest changed by -5 which decreased total open position to 327
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 5.15, which was -0.35 lower than the previous day. The implied volatity was 36.55, the open interest changed by 288 which increased total open position to 332
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 5.5, which was -0.30 lower than the previous day. The implied volatity was 41.93, the open interest changed by 0 which decreased total open position to 49
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 5.8, which was 0.85 higher than the previous day. The implied volatity was 42.07, the open interest changed by 4 which increased total open position to 48
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 4.95, which was -0.55 lower than the previous day. The implied volatity was 39.05, the open interest changed by -4 which decreased total open position to 43
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 5.5, which was -0.50 lower than the previous day. The implied volatity was 37.60, the open interest changed by 5 which increased total open position to 48
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 6, which was -5.00 lower than the previous day. The implied volatity was 37.25, the open interest changed by 23 which increased total open position to 42
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 11, which was 0.90 higher than the previous day. The implied volatity was 33.01, the open interest changed by 15 which increased total open position to 17
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 10.1, which was lower than the previous day. The implied volatity was 31.29, the open interest changed by 1 which increased total open position to 1
