DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:14 PM IST
| DMART 26DEC2024 3600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 2.38
Theta: -2.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3695.00 | 139.3 | -23.60 | 25.24 | 165 | 80 | 195 | |||
| 11 Dec | 3708.30 | 162.9 | -57.10 | 26.93 | 300 | 82 | 114 | |||
| 10 Dec | 3816.90 | 220 | -30.00 | - | 6 | -3 | 32 | |||
| 9 Dec | 3829.05 | 250 | 10.00 | - | 8 | -1 | 34 | |||
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| 6 Dec | 3805.55 | 240 | -58.00 | 23.87 | 23 | 6 | 32 | |||
| 5 Dec | 3863.95 | 298 | 18.00 | - | 6 | -3 | 26 | |||
| 4 Dec | 3850.10 | 280 | 0.00 | 24.88 | 20 | -1 | 29 | |||
| 3 Dec | 3829.85 | 280 | 106.05 | 23.38 | 71 | -9 | 32 | |||
| 2 Dec | 3678.40 | 173.95 | -7.05 | 29.59 | 165 | 35 | 41 | |||
| 29 Nov | 3709.60 | 181 | 24.80 | 12 | 5 | 5 | ||||
For Avenue Supermarts Limited - strike price 3600 expiring on 26DEC2024
Delta for 3600 CE is 0.73
Historical price for 3600 CE is as follows
On 12 Dec DMART was trading at 3695.00. The strike last trading price was 139.3, which was -23.60 lower than the previous day. The implied volatity was 25.24, the open interest changed by 80 which increased total open position to 195
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 162.9, which was -57.10 lower than the previous day. The implied volatity was 26.93, the open interest changed by 82 which increased total open position to 114
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 220, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 32
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 250, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 34
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 240, which was -58.00 lower than the previous day. The implied volatity was 23.87, the open interest changed by 6 which increased total open position to 32
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 298, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 26
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 24.88, the open interest changed by -1 which decreased total open position to 29
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 280, which was 106.05 higher than the previous day. The implied volatity was 23.38, the open interest changed by -9 which decreased total open position to 32
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 173.95, which was -7.05 lower than the previous day. The implied volatity was 29.59, the open interest changed by 35 which increased total open position to 41
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 181, which was lower than the previous day. The implied volatity was 24.80, the open interest changed by 5 which increased total open position to 5
| DMART 26DEC2024 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 2.48
Theta: -2.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3695.00 | 38.7 | 6.45 | 28.66 | 604 | 68 | 1,261 |
| 11 Dec | 3708.30 | 32.25 | 10.25 | 27.81 | 4,762 | 512 | 1,211 |
| 10 Dec | 3816.90 | 22 | -4.95 | 31.14 | 476 | 52 | 696 |
| 9 Dec | 3829.05 | 26.95 | -6.45 | 34.42 | 954 | 207 | 643 |
| 6 Dec | 3805.55 | 33.4 | 15.85 | 32.44 | 699 | 115 | 433 |
| 5 Dec | 3863.95 | 17.55 | -8.75 | 29.82 | 356 | 14 | 319 |
| 4 Dec | 3850.10 | 26.3 | -3.25 | 31.08 | 618 | 120 | 303 |
| 3 Dec | 3829.85 | 29.55 | -33.95 | 32.09 | 771 | 50 | 187 |
| 2 Dec | 3678.40 | 63.5 | 0.50 | 29.64 | 531 | 60 | 155 |
| 29 Nov | 3709.60 | 63 | 30.13 | 240 | 93 | 93 | |
For Avenue Supermarts Limited - strike price 3600 expiring on 26DEC2024
Delta for 3600 PE is -0.29
Historical price for 3600 PE is as follows
On 12 Dec DMART was trading at 3695.00. The strike last trading price was 38.7, which was 6.45 higher than the previous day. The implied volatity was 28.66, the open interest changed by 68 which increased total open position to 1261
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 32.25, which was 10.25 higher than the previous day. The implied volatity was 27.81, the open interest changed by 512 which increased total open position to 1211
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 22, which was -4.95 lower than the previous day. The implied volatity was 31.14, the open interest changed by 52 which increased total open position to 696
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 26.95, which was -6.45 lower than the previous day. The implied volatity was 34.42, the open interest changed by 207 which increased total open position to 643
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 33.4, which was 15.85 higher than the previous day. The implied volatity was 32.44, the open interest changed by 115 which increased total open position to 433
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 17.55, which was -8.75 lower than the previous day. The implied volatity was 29.82, the open interest changed by 14 which increased total open position to 319
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 26.3, which was -3.25 lower than the previous day. The implied volatity was 31.08, the open interest changed by 120 which increased total open position to 303
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 29.55, which was -33.95 lower than the previous day. The implied volatity was 32.09, the open interest changed by 50 which increased total open position to 187
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 63.5, which was 0.50 higher than the previous day. The implied volatity was 29.64, the open interest changed by 60 which increased total open position to 155
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 63, which was lower than the previous day. The implied volatity was 30.13, the open interest changed by 93 which increased total open position to 93
