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Related Pages for DMART
[--[65.84.65.76]--]
DMART
Avenue Supermarts Limited
3701.7 -6.60 (-0.18%)

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Historical option data for DMART

12 Dec 2024 11:44 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DMART 26DEC2024 3450 CE
Delta: 0.84
Vega: 1.75
Theta: -3.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3702.50 290.1 3.55 39.03 3 0 15
11 Dec 3708.30 286.55 -33.35 24.70 15 7 7
10 Dec 3816.90 319.9 0.00 - 0 0 0
9 Dec 3829.05 319.9 0.00 - 0 0 0
6 Dec 3805.55 319.9 0.00 - 0 0 0
5 Dec 3863.95 319.9 0.00 - 0 0 0
4 Dec 3850.10 319.9 0.00 - 0 0 0
3 Dec 3829.85 319.9 0.00 - 0 0 0
2 Dec 3678.40 319.9 0.00 - 0 0 0
29 Nov 3709.60 319.9 - 0 0 0

For Avenue Supermarts Limited - strike price 3450 expiring on 26DEC2024

Delta for 3450 CE is 0.84

Historical price for 3450 CE is as follows

On 12 Dec DMART was trading at 3702.50. The strike last trading price was 290.1, which was 3.55 higher than the previous day. The implied volatity was 39.03, the open interest changed by 0 which decreased total open position to 15


On 11 Dec DMART was trading at 3708.30. The strike last trading price was 286.55, which was -33.35 lower than the previous day. The implied volatity was 24.70, the open interest changed by 7 which increased total open position to 7


On 10 Dec DMART was trading at 3816.90. The strike last trading price was 319.9, 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 319.9, 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 319.9, 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 319.9, 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 319.9, 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 319.9, 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 319.9, 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 319.9, 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 3450 PE
Delta: -0.09
Vega: 1.21
Theta: -1.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3702.50 9.35 -2.45 29.14 68 4 82
11 Dec 3708.30 11.8 1.80 31.44 549 50 79
10 Dec 3816.90 10 0.00 0.00 0 0 0
9 Dec 3829.05 10 0.00 0.00 0 0 0
6 Dec 3805.55 10 0.00 0.00 0 0 0
5 Dec 3863.95 10 0.00 0.00 0 -1 0
4 Dec 3850.10 10 -2.50 32.62 18 2 32
3 Dec 3829.85 12.5 -18.45 34.00 85 27 30
2 Dec 3678.40 30.95 -3.65 32.46 7 1 2
29 Nov 3709.60 34.6 33.77 1 0 0

For Avenue Supermarts Limited - strike price 3450 expiring on 26DEC2024

Delta for 3450 PE is -0.09

Historical price for 3450 PE is as follows

On 12 Dec DMART was trading at 3702.50. The strike last trading price was 9.35, which was -2.45 lower than the previous day. The implied volatity was 29.14, the open interest changed by 4 which increased total open position to 82


On 11 Dec DMART was trading at 3708.30. The strike last trading price was 11.8, which was 1.80 higher than the previous day. The implied volatity was 31.44, the open interest changed by 50 which increased total open position to 79


On 10 Dec DMART was trading at 3816.90. The strike last trading price was 10, 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 10, 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 6 Dec DMART was trading at 3805.55. The strike last trading price was 10, 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 5 Dec DMART was trading at 3863.95. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 4 Dec DMART was trading at 3850.10. The strike last trading price was 10, which was -2.50 lower than the previous day. The implied volatity was 32.62, the open interest changed by 2 which increased total open position to 32


On 3 Dec DMART was trading at 3829.85. The strike last trading price was 12.5, which was -18.45 lower than the previous day. The implied volatity was 34.00, the open interest changed by 27 which increased total open position to 30


On 2 Dec DMART was trading at 3678.40. The strike last trading price was 30.95, which was -3.65 lower than the previous day. The implied volatity was 32.46, the open interest changed by 1 which increased total open position to 2


On 29 Nov DMART was trading at 3709.60. The strike last trading price was 34.6, which was lower than the previous day. The implied volatity was 33.77, the open interest changed by 0 which decreased total open position to 0