DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2025 04:13 PM IST
| DMART 30-DEC-2025 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.47
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 3843.00 | 363.95 | 33.95 | 22.71 | 2 | -1 | 1 | |||||||||
| 11 Dec | 3830.80 | 330 | -714.3 | - | 0 | 0 | 2 | |||||||||
| 10 Dec | 3816.30 | 330 | -714.3 | - | 3 | 1 | 1 | |||||||||
| 9 Dec | 3910.00 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3867.60 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 3952.10 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 3913.30 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Dec | 3909.70 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 3961.80 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 3963.30 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 3996.50 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 4007.10 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 4019.10 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3988.60 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 3987.50 | 1044.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 3500 expiring on 30DEC2025
Delta for 3500 CE is 0.98
Historical price for 3500 CE is as follows
On 12 Dec DMART was trading at 3843.00. The strike last trading price was 363.95, which was 33.95 higher than the previous day. The implied volatity was 22.71, the open interest changed by -1 which decreased total open position to 1
On 11 Dec DMART was trading at 3830.80. The strike last trading price was 330, which was -714.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec DMART was trading at 3816.30. The strike last trading price was 330, which was -714.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 9 Dec DMART was trading at 3910.00. The strike last trading price was 1044.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec DMART was trading at 3867.60. The strike last trading price was 1044.3, which was 0 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 3952.10. The strike last trading price was 1044.3, which was 0 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 3913.30. The strike last trading price was 1044.3, which was 0 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 3909.70. The strike last trading price was 1044.3, which was 0 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 3961.80. The strike last trading price was 1044.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec DMART was trading at 3963.30. The strike last trading price was 1044.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov DMART was trading at 3996.50. The strike last trading price was 1044.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov DMART was trading at 4007.10. The strike last trading price was 1044.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov DMART was trading at 4019.10. The strike last trading price was 1044.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov DMART was trading at 3988.60. The strike last trading price was 1044.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov DMART was trading at 3987.50. The strike last trading price was 1044.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DMART 30DEC2025 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.90
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 3843.00 | 5.2 | -2.3 | 27.67 | 444 | 11 | 828 |
| 11 Dec | 3830.80 | 7.55 | 0 | 27.22 | 1,231 | 163 | 816 |
| 10 Dec | 3816.30 | 8 | 4.35 | 27.49 | 1,215 | 376 | 654 |
| 9 Dec | 3910.00 | 4.1 | -0.6 | 28.03 | 377 | 183 | 274 |
| 8 Dec | 3867.60 | 4.6 | 1.6 | 25.82 | 64 | 36 | 96 |
| 5 Dec | 3952.10 | 3 | -0.3 | 26.30 | 4 | -1 | 59 |
| 4 Dec | 3913.30 | 3.3 | -0.6 | 24.60 | 9 | -1 | 61 |
| 3 Dec | 3909.70 | 3.8 | 0.25 | 24.37 | 199 | -43 | 78 |
| 2 Dec | 3961.80 | 3.7 | -0.05 | 26.27 | 32 | 14 | 120 |
| 1 Dec | 3963.30 | 4 | -0.05 | 26.15 | 34 | -10 | 106 |
| 28 Nov | 3996.50 | 4.35 | 0.6 | 26.71 | 97 | -12 | 117 |
| 27 Nov | 4007.10 | 4 | 0.05 | 26.65 | 78 | 45 | 129 |
| 26 Nov | 4019.10 | 4 | -2.1 | 26.30 | 64 | 8 | 68 |
| 25 Nov | 3988.60 | 6.5 | -1.1 | 27.47 | 60 | 49 | 50 |
| 24 Nov | 3987.50 | 7.6 | -8.3 | 27.75 | 2 | 1 | 1 |
For Avenue Supermarts Limited - strike price 3500 expiring on 30DEC2025
Delta for 3500 PE is -0.05
Historical price for 3500 PE is as follows
On 12 Dec DMART was trading at 3843.00. The strike last trading price was 5.2, which was -2.3 lower than the previous day. The implied volatity was 27.67, the open interest changed by 11 which increased total open position to 828
On 11 Dec DMART was trading at 3830.80. The strike last trading price was 7.55, which was 0 lower than the previous day. The implied volatity was 27.22, the open interest changed by 163 which increased total open position to 816
On 10 Dec DMART was trading at 3816.30. The strike last trading price was 8, which was 4.35 higher than the previous day. The implied volatity was 27.49, the open interest changed by 376 which increased total open position to 654
On 9 Dec DMART was trading at 3910.00. The strike last trading price was 4.1, which was -0.6 lower than the previous day. The implied volatity was 28.03, the open interest changed by 183 which increased total open position to 274
On 8 Dec DMART was trading at 3867.60. The strike last trading price was 4.6, which was 1.6 higher than the previous day. The implied volatity was 25.82, the open interest changed by 36 which increased total open position to 96
On 5 Dec DMART was trading at 3952.10. The strike last trading price was 3, which was -0.3 lower than the previous day. The implied volatity was 26.30, the open interest changed by -1 which decreased total open position to 59
On 4 Dec DMART was trading at 3913.30. The strike last trading price was 3.3, which was -0.6 lower than the previous day. The implied volatity was 24.60, the open interest changed by -1 which decreased total open position to 61
On 3 Dec DMART was trading at 3909.70. The strike last trading price was 3.8, which was 0.25 higher than the previous day. The implied volatity was 24.37, the open interest changed by -43 which decreased total open position to 78
On 2 Dec DMART was trading at 3961.80. The strike last trading price was 3.7, which was -0.05 lower than the previous day. The implied volatity was 26.27, the open interest changed by 14 which increased total open position to 120
On 1 Dec DMART was trading at 3963.30. The strike last trading price was 4, which was -0.05 lower than the previous day. The implied volatity was 26.15, the open interest changed by -10 which decreased total open position to 106
On 28 Nov DMART was trading at 3996.50. The strike last trading price was 4.35, which was 0.6 higher than the previous day. The implied volatity was 26.71, the open interest changed by -12 which decreased total open position to 117
On 27 Nov DMART was trading at 4007.10. The strike last trading price was 4, which was 0.05 higher than the previous day. The implied volatity was 26.65, the open interest changed by 45 which increased total open position to 129
On 26 Nov DMART was trading at 4019.10. The strike last trading price was 4, which was -2.1 lower than the previous day. The implied volatity was 26.30, the open interest changed by 8 which increased total open position to 68
On 25 Nov DMART was trading at 3988.60. The strike last trading price was 6.5, which was -1.1 lower than the previous day. The implied volatity was 27.47, the open interest changed by 49 which increased total open position to 50
On 24 Nov DMART was trading at 3987.50. The strike last trading price was 7.6, which was -8.3 lower than the previous day. The implied volatity was 27.75, the open interest changed by 1 which increased total open position to 1































































































































































































































