DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 11:44 AM IST
| DMART 26DEC2024 3550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 2.02
Theta: -2.77
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3702.50 | 189.25 | -10.10 | 28.18 | 1 | 0 | 28 | |||
| 11 Dec | 3708.30 | 199.35 | -46.10 | 25.71 | 52 | 29 | 29 | |||
| 10 Dec | 3816.90 | 245.45 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 9 Dec | 3829.05 | 245.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 3805.55 | 245.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 3863.95 | 245.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 3850.10 | 245.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 3829.85 | 245.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3678.40 | 245.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 3709.60 | 245.45 | - | 0 | 0 | 0 | ||||
For Avenue Supermarts Limited - strike price 3550 expiring on 26DEC2024
Delta for 3550 CE is 0.80
Historical price for 3550 CE is as follows
On 12 Dec DMART was trading at 3702.50. The strike last trading price was 189.25, which was -10.10 lower than the previous day. The implied volatity was 28.18, the open interest changed by 0 which decreased total open position to 28
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 199.35, which was -46.10 lower than the previous day. The implied volatity was 25.71, the open interest changed by 29 which increased total open position to 29
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 245.45, 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 245.45, 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 245.45, 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 245.45, 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 245.45, 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 245.45, 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 245.45, 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 245.45, 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 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 2.01
Theta: -1.78
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3702.50 | 22.5 | 0.35 | 27.95 | 172 | -28 | 333 |
| 11 Dec | 3708.30 | 22.15 | 7.10 | 28.50 | 1,175 | 226 | 360 |
| 10 Dec | 3816.90 | 15.05 | -5.95 | 31.56 | 41 | -3 | 144 |
| 9 Dec | 3829.05 | 21 | -2.25 | 35.74 | 27 | -9 | 146 |
| 6 Dec | 3805.55 | 23.25 | 9.75 | 32.24 | 37 | 22 | 153 |
| 5 Dec | 3863.95 | 13.5 | -4.90 | 31.03 | 29 | -19 | 132 |
| 4 Dec | 3850.10 | 18.4 | -1.00 | 31.12 | 177 | 95 | 152 |
| 3 Dec | 3829.85 | 19.4 | -28.15 | 31.25 | 250 | 43 | 57 |
| 2 Dec | 3678.40 | 47.55 | 1.95 | 29.70 | 29 | 7 | 13 |
| 29 Nov | 3709.60 | 45.6 | 29.47 | 6 | 5 | 5 | |
For Avenue Supermarts Limited - strike price 3550 expiring on 26DEC2024
Delta for 3550 PE is -0.19
Historical price for 3550 PE is as follows
On 12 Dec DMART was trading at 3702.50. The strike last trading price was 22.5, which was 0.35 higher than the previous day. The implied volatity was 27.95, the open interest changed by -28 which decreased total open position to 333
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 22.15, which was 7.10 higher than the previous day. The implied volatity was 28.50, the open interest changed by 226 which increased total open position to 360
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 15.05, which was -5.95 lower than the previous day. The implied volatity was 31.56, the open interest changed by -3 which decreased total open position to 144
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 21, which was -2.25 lower than the previous day. The implied volatity was 35.74, the open interest changed by -9 which decreased total open position to 146
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 23.25, which was 9.75 higher than the previous day. The implied volatity was 32.24, the open interest changed by 22 which increased total open position to 153
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 13.5, which was -4.90 lower than the previous day. The implied volatity was 31.03, the open interest changed by -19 which decreased total open position to 132
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 18.4, which was -1.00 lower than the previous day. The implied volatity was 31.12, the open interest changed by 95 which increased total open position to 152
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 19.4, which was -28.15 lower than the previous day. The implied volatity was 31.25, the open interest changed by 43 which increased total open position to 57
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 47.55, which was 1.95 higher than the previous day. The implied volatity was 29.70, the open interest changed by 7 which increased total open position to 13
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 45.6, which was lower than the previous day. The implied volatity was 29.47, the open interest changed by 5 which increased total open position to 5
