DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:04 PM IST
DMART 26DEC2024 3350 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
||||||||||
12 Dec | 3688.00 | 403.1 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 3708.30 | 403.1 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 3816.90 | 403.1 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 3829.05 | 403.1 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 3805.55 | 403.1 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 3863.95 | 403.1 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 3850.10 | 403.1 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 3829.85 | 403.1 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 3678.40 | 403.1 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 3709.60 | 403.1 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 3350 expiring on 26DEC2024
Delta for 3350 CE is -
Historical price for 3350 CE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 403.1, 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 403.1, 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 403.1, 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 403.1, 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 403.1, 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 403.1, 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 403.1, 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 403.1, 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 403.1, 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 403.1, 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 3350 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.05
Vega: 0.75
Theta: -0.78
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 3688.00 | 4.85 | -1.85 | 31.40 | 10 | -8 | 137 |
11 Dec | 3708.30 | 6.7 | -3.45 | 34.79 | 317 | 118 | 144 |
10 Dec | 3816.90 | 10.15 | 0.00 | 0.00 | 0 | 6 | 0 |
9 Dec | 3829.05 | 10.15 | 5.15 | 43.59 | 18 | 6 | 26 |
6 Dec | 3805.55 | 5 | -0.20 | 33.32 | 22 | -3 | 20 |
5 Dec | 3863.95 | 5.2 | -0.10 | 35.73 | 2 | 0 | 23 |
4 Dec | 3850.10 | 5.3 | -2.25 | 34.42 | 2 | 0 | 24 |
3 Dec | 3829.85 | 7.55 | -7.60 | 36.15 | 57 | -4 | 24 |
2 Dec | 3678.40 | 15.15 | -0.35 | 32.34 | 493 | 28 | 28 |
29 Nov | 3709.60 | 15.5 | 32.15 | 2 | 1 | 1 |
For Avenue Supermarts Limited - strike price 3350 expiring on 26DEC2024
Delta for 3350 PE is -0.05
Historical price for 3350 PE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 4.85, which was -1.85 lower than the previous day. The implied volatity was 31.40, the open interest changed by -8 which decreased total open position to 137
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 6.7, which was -3.45 lower than the previous day. The implied volatity was 34.79, the open interest changed by 118 which increased total open position to 144
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 10.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 10.15, which was 5.15 higher than the previous day. The implied volatity was 43.59, the open interest changed by 6 which increased total open position to 26
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 5, which was -0.20 lower than the previous day. The implied volatity was 33.32, the open interest changed by -3 which decreased total open position to 20
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 5.2, which was -0.10 lower than the previous day. The implied volatity was 35.73, the open interest changed by 0 which decreased total open position to 23
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 5.3, which was -2.25 lower than the previous day. The implied volatity was 34.42, the open interest changed by 0 which decreased total open position to 24
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 7.55, which was -7.60 lower than the previous day. The implied volatity was 36.15, the open interest changed by -4 which decreased total open position to 24
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 15.15, which was -0.35 lower than the previous day. The implied volatity was 32.34, the open interest changed by 28 which increased total open position to 28
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 15.5, which was lower than the previous day. The implied volatity was 32.15, the open interest changed by 1 which increased total open position to 1