DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:14 PM IST
| DMART 26DEC2024 3650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 2.72
Theta: -2.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3695.00 | 102.95 | -27.05 | 24.13 | 96 | -6 | 97 | |||
| 11 Dec | 3708.30 | 130 | -60.00 | 27.56 | 351 | 101 | 115 | |||
| 10 Dec | 3816.90 | 190 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 3829.05 | 190 | -55.80 | - | 5 | -2 | 13 | |||
| 6 Dec | 3805.55 | 245.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 3863.95 | 245.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 4 Dec | 3850.10 | 245.8 | 0.80 | 28.13 | 2 | 0 | 15 | |||
| 3 Dec | 3829.85 | 245 | 108.55 | 26.60 | 23 | 0 | 15 | |||
| 2 Dec | 3678.40 | 136.45 | -45.25 | 27.58 | 68 | 16 | 16 | |||
| 29 Nov | 3709.60 | 181.7 | - | 0 | 0 | 0 | ||||
For Avenue Supermarts Limited - strike price 3650 expiring on 26DEC2024
Delta for 3650 CE is 0.64
Historical price for 3650 CE is as follows
On 12 Dec DMART was trading at 3695.00. The strike last trading price was 102.95, which was -27.05 lower than the previous day. The implied volatity was 24.13, the open interest changed by -6 which decreased total open position to 97
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 130, which was -60.00 lower than the previous day. The implied volatity was 27.56, the open interest changed by 101 which increased total open position to 115
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 190, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 190, which was -55.80 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 13
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 245.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 245.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 245.8, which was 0.80 higher than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 15
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 245, which was 108.55 higher than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 15
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 136.45, which was -45.25 lower than the previous day. The implied volatity was 27.58, the open interest changed by 16 which increased total open position to 16
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 181.7, 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 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 2.76
Theta: -2.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3695.00 | 55.55 | 8.20 | 28.40 | 180 | -19 | 315 |
| 11 Dec | 3708.30 | 47.35 | 14.35 | 27.67 | 1,967 | 175 | 337 |
| 10 Dec | 3816.90 | 33 | -5.00 | 31.40 | 41 | 5 | 163 |
| 9 Dec | 3829.05 | 38 | -6.55 | 34.53 | 135 | 73 | 160 |
| 6 Dec | 3805.55 | 44.55 | 18.95 | 32.00 | 173 | 37 | 80 |
| 5 Dec | 3863.95 | 25.6 | -11.40 | 29.83 | 26 | 2 | 42 |
| 4 Dec | 3850.10 | 37 | -3.70 | 31.21 | 60 | -13 | 39 |
| 3 Dec | 3829.85 | 40.7 | -43.85 | 32.22 | 152 | 10 | 52 |
| 2 Dec | 3678.40 | 84.55 | 5.55 | 30.06 | 186 | 37 | 41 |
| 29 Nov | 3709.60 | 79 | 29.51 | 13 | 4 | 4 | |
For Avenue Supermarts Limited - strike price 3650 expiring on 26DEC2024
Delta for 3650 PE is -0.38
Historical price for 3650 PE is as follows
On 12 Dec DMART was trading at 3695.00. The strike last trading price was 55.55, which was 8.20 higher than the previous day. The implied volatity was 28.40, the open interest changed by -19 which decreased total open position to 315
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 47.35, which was 14.35 higher than the previous day. The implied volatity was 27.67, the open interest changed by 175 which increased total open position to 337
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 33, which was -5.00 lower than the previous day. The implied volatity was 31.40, the open interest changed by 5 which increased total open position to 163
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 38, which was -6.55 lower than the previous day. The implied volatity was 34.53, the open interest changed by 73 which increased total open position to 160
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 44.55, which was 18.95 higher than the previous day. The implied volatity was 32.00, the open interest changed by 37 which increased total open position to 80
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 25.6, which was -11.40 lower than the previous day. The implied volatity was 29.83, the open interest changed by 2 which increased total open position to 42
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 37, which was -3.70 lower than the previous day. The implied volatity was 31.21, the open interest changed by -13 which decreased total open position to 39
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 40.7, which was -43.85 lower than the previous day. The implied volatity was 32.22, the open interest changed by 10 which increased total open position to 52
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 84.55, which was 5.55 higher than the previous day. The implied volatity was 30.06, the open interest changed by 37 which increased total open position to 41
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 79, which was lower than the previous day. The implied volatity was 29.51, the open interest changed by 4 which increased total open position to 4
