DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:04 PM IST
| DMART 26DEC2024 3500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 2.22
Theta: -3.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 3688.00 | 243.3 | 4.75 | 41.22 | 1 | 0 | 11 | |||
| 11 Dec | 3708.30 | 238.55 | -86.45 | 22.84 | 24 | 5 | 12 | |||
| 10 Dec | 3816.90 | 325 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 9 Dec | 3829.05 | 325 | -60.00 | - | 3 | 1 | 6 | |||
| 6 Dec | 3805.55 | 385 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 3863.95 | 385 | 26.70 | - | 1 | 0 | 4 | |||
| 4 Dec | 3850.10 | 358.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 3829.85 | 358.3 | 97.30 | - | 4 | 2 | 5 | |||
| 2 Dec | 3678.40 | 261 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 29 Nov | 3709.60 | 261 | 26.40 | 5 | 3 | 3 | ||||
For Avenue Supermarts Limited - strike price 3500 expiring on 26DEC2024
Delta for 3500 CE is 0.77
Historical price for 3500 CE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 243.3, which was 4.75 higher than the previous day. The implied volatity was 41.22, the open interest changed by 0 which decreased total open position to 11
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 238.55, which was -86.45 lower than the previous day. The implied volatity was 22.84, the open interest changed by 5 which increased total open position to 12
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 325, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 325, which was -60.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 385, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 385, which was 26.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 358.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 358.3, which was 97.30 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 261, 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 29 Nov DMART was trading at 3709.60. The strike last trading price was 261, which was lower than the previous day. The implied volatity was 26.40, the open interest changed by 3 which increased total open position to 3
| DMART 26DEC2024 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 1.72
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3688.00 | 17.1 | 1.70 | 28.70 | 552 | 7 | 1,239 |
| 11 Dec | 3708.30 | 15.4 | 4.65 | 29.51 | 5,673 | 357 | 1,245 |
| 10 Dec | 3816.90 | 10.75 | -3.25 | 32.55 | 608 | 92 | 894 |
| 9 Dec | 3829.05 | 14 | -2.40 | 35.47 | 1,092 | 359 | 802 |
| 6 Dec | 3805.55 | 16.4 | 6.40 | 32.51 | 412 | 144 | 443 |
| 5 Dec | 3863.95 | 10 | -3.90 | 31.94 | 224 | 32 | 301 |
| 4 Dec | 3850.10 | 13.9 | -3.00 | 32.05 | 407 | 93 | 268 |
| 3 Dec | 3829.85 | 16.9 | -21.10 | 33.41 | 640 | 12 | 173 |
| 2 Dec | 3678.40 | 38 | 1.00 | 30.95 | 287 | 52 | 156 |
| 29 Nov | 3709.60 | 37 | 30.74 | 197 | 100 | 100 | |
For Avenue Supermarts Limited - strike price 3500 expiring on 26DEC2024
Delta for 3500 PE is -0.15
Historical price for 3500 PE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 17.1, which was 1.70 higher than the previous day. The implied volatity was 28.70, the open interest changed by 7 which increased total open position to 1239
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 15.4, which was 4.65 higher than the previous day. The implied volatity was 29.51, the open interest changed by 357 which increased total open position to 1245
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 10.75, which was -3.25 lower than the previous day. The implied volatity was 32.55, the open interest changed by 92 which increased total open position to 894
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 14, which was -2.40 lower than the previous day. The implied volatity was 35.47, the open interest changed by 359 which increased total open position to 802
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 16.4, which was 6.40 higher than the previous day. The implied volatity was 32.51, the open interest changed by 144 which increased total open position to 443
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 10, which was -3.90 lower than the previous day. The implied volatity was 31.94, the open interest changed by 32 which increased total open position to 301
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 13.9, which was -3.00 lower than the previous day. The implied volatity was 32.05, the open interest changed by 93 which increased total open position to 268
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 16.9, which was -21.10 lower than the previous day. The implied volatity was 33.41, the open interest changed by 12 which increased total open position to 173
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 38, which was 1.00 higher than the previous day. The implied volatity was 30.95, the open interest changed by 52 which increased total open position to 156
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 37, which was lower than the previous day. The implied volatity was 30.74, the open interest changed by 100 which increased total open position to 100
