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Related Pages for DMART
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DMART
Avenue Supermarts Limited
3688.1 -20.20 (-0.54%)

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Historical option data for DMART

12 Dec 2024 11:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DMART 26DEC2024 3400 CE
Delta: 0.85
Vega: 1.69
Theta: -3.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3697.80 337.1 -23.40 44.79 7 4 4
11 Dec 3708.30 360.5 0.00 - 0 0 0
10 Dec 3816.90 360.5 0.00 - 0 0 0
9 Dec 3829.05 360.5 0.00 - 0 0 0
6 Dec 3805.55 360.5 0.00 - 0 0 0
5 Dec 3863.95 360.5 0.00 - 0 0 0
4 Dec 3850.10 360.5 0.00 - 0 0 0
3 Dec 3829.85 360.5 0.00 - 0 0 0
2 Dec 3678.40 360.5 0.00 - 0 0 0
29 Nov 3709.60 360.5 - 0 0 0

For Avenue Supermarts Limited - strike price 3400 expiring on 26DEC2024

Delta for 3400 CE is 0.85

Historical price for 3400 CE is as follows

On 12 Dec DMART was trading at 3697.80. The strike last trading price was 337.1, which was -23.40 lower than the previous day. The implied volatity was 44.79, the open interest changed by 4 which increased total open position to 4


On 11 Dec DMART was trading at 3708.30. The strike last trading price was 360.5, 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 360.5, 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 360.5, 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 360.5, 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 360.5, 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 360.5, 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 360.5, 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 360.5, 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 360.5, 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 3400 PE
Delta: -0.07
Vega: 0.99
Theta: -1.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3697.80 7.3 -0.90 31.04 354 -33 666
11 Dec 3708.30 8.2 2.30 32.49 2,744 398 678
10 Dec 3816.90 5.9 -1.85 35.20 152 -13 281
9 Dec 3829.05 7.75 -0.20 37.56 448 73 295
6 Dec 3805.55 7.95 2.00 33.37 124 47 224
5 Dec 3863.95 5.95 -1.85 34.40 272 18 176
4 Dec 3850.10 7.8 -3.40 33.88 188 14 153
3 Dec 3829.85 11.2 -8.70 36.09 338 -3 139
2 Dec 3678.40 19.9 0.95 31.38 632 87 145
29 Nov 3709.60 18.95 30.70 90 67 67

For Avenue Supermarts Limited - strike price 3400 expiring on 26DEC2024

Delta for 3400 PE is -0.07

Historical price for 3400 PE is as follows

On 12 Dec DMART was trading at 3697.80. The strike last trading price was 7.3, which was -0.90 lower than the previous day. The implied volatity was 31.04, the open interest changed by -33 which decreased total open position to 666


On 11 Dec DMART was trading at 3708.30. The strike last trading price was 8.2, which was 2.30 higher than the previous day. The implied volatity was 32.49, the open interest changed by 398 which increased total open position to 678


On 10 Dec DMART was trading at 3816.90. The strike last trading price was 5.9, which was -1.85 lower than the previous day. The implied volatity was 35.20, the open interest changed by -13 which decreased total open position to 281


On 9 Dec DMART was trading at 3829.05. The strike last trading price was 7.75, which was -0.20 lower than the previous day. The implied volatity was 37.56, the open interest changed by 73 which increased total open position to 295


On 6 Dec DMART was trading at 3805.55. The strike last trading price was 7.95, which was 2.00 higher than the previous day. The implied volatity was 33.37, the open interest changed by 47 which increased total open position to 224


On 5 Dec DMART was trading at 3863.95. The strike last trading price was 5.95, which was -1.85 lower than the previous day. The implied volatity was 34.40, the open interest changed by 18 which increased total open position to 176


On 4 Dec DMART was trading at 3850.10. The strike last trading price was 7.8, which was -3.40 lower than the previous day. The implied volatity was 33.88, the open interest changed by 14 which increased total open position to 153


On 3 Dec DMART was trading at 3829.85. The strike last trading price was 11.2, which was -8.70 lower than the previous day. The implied volatity was 36.09, the open interest changed by -3 which decreased total open position to 139


On 2 Dec DMART was trading at 3678.40. The strike last trading price was 19.9, which was 0.95 higher than the previous day. The implied volatity was 31.38, the open interest changed by 87 which increased total open position to 145


On 29 Nov DMART was trading at 3709.60. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was 30.70, the open interest changed by 67 which increased total open position to 67