[--[65.84.65.76]--]

DMART

Avenue Supermarts Limited
3843 +12.20 (0.32%)
L: 3810 H: 3868.6

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Historical option data for DMART

12 Dec 2025 04:13 PM IST
DMART 30-DEC-2025 3500 CE
Delta: 0.98
Vega: 0.47
Theta: -1.23
Gamma: 0.00
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
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
Delta: -0.05
Vega: 0.90
Theta: -0.63
Gamma: 0.00
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