DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:04 PM IST
| DMART 26DEC2024 3700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 2.89
Theta: -3.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3688.00 | 80.8 | -19.30 | 27.58 | 989 | 50 | 1,178 | |||
| 11 Dec | 3708.30 | 100.1 | -66.20 | 27.55 | 6,998 | 937 | 1,142 | |||
| 10 Dec | 3816.90 | 166.3 | -18.50 | 27.56 | 32 | 9 | 204 | |||
| 9 Dec | 3829.05 | 184.8 | 14.80 | 27.41 | 197 | -8 | 196 | |||
| 6 Dec | 3805.55 | 170 | -58.60 | 26.81 | 62 | 11 | 204 | |||
| 5 Dec | 3863.95 | 228.6 | 21.65 | 27.24 | 18 | 0 | 194 | |||
| 4 Dec | 3850.10 | 206.95 | -2.05 | 27.77 | 95 | -9 | 195 | |||
| 3 Dec | 3829.85 | 209 | 92.00 | 26.60 | 1,506 | 33 | 204 | |||
| 2 Dec | 3678.40 | 117 | -11.35 | 29.56 | 633 | 93 | 173 | |||
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| 29 Nov | 3709.60 | 128.35 | 27.15 | 260 | 83 | 83 | ||||
For Avenue Supermarts Limited - strike price 3700 expiring on 26DEC2024
Delta for 3700 CE is 0.51
Historical price for 3700 CE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 80.8, which was -19.30 lower than the previous day. The implied volatity was 27.58, the open interest changed by 50 which increased total open position to 1178
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 100.1, which was -66.20 lower than the previous day. The implied volatity was 27.55, the open interest changed by 937 which increased total open position to 1142
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 166.3, which was -18.50 lower than the previous day. The implied volatity was 27.56, the open interest changed by 9 which increased total open position to 204
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 184.8, which was 14.80 higher than the previous day. The implied volatity was 27.41, the open interest changed by -8 which decreased total open position to 196
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 170, which was -58.60 lower than the previous day. The implied volatity was 26.81, the open interest changed by 11 which increased total open position to 204
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 228.6, which was 21.65 higher than the previous day. The implied volatity was 27.24, the open interest changed by 0 which decreased total open position to 194
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 206.95, which was -2.05 lower than the previous day. The implied volatity was 27.77, the open interest changed by -9 which decreased total open position to 195
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 209, which was 92.00 higher than the previous day. The implied volatity was 26.60, the open interest changed by 33 which increased total open position to 204
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 117, which was -11.35 lower than the previous day. The implied volatity was 29.56, the open interest changed by 93 which increased total open position to 173
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 128.35, which was lower than the previous day. The implied volatity was 27.15, the open interest changed by 83 which increased total open position to 83
| DMART 26DEC2024 3700 PE | |||||||
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Delta: -0.48
Vega: 2.89
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3688.00 | 78.95 | 9.60 | 27.67 | 520 | 36 | 1,097 |
| 11 Dec | 3708.30 | 69.35 | 25.50 | 28.37 | 7,859 | 700 | 1,176 |
| 10 Dec | 3816.90 | 43.85 | -3.45 | 30.34 | 388 | 58 | 430 |
| 9 Dec | 3829.05 | 47.3 | -12.70 | 32.94 | 381 | 67 | 369 |
| 6 Dec | 3805.55 | 60 | 24.35 | 32.05 | 437 | 28 | 304 |
| 5 Dec | 3863.95 | 35.65 | -13.10 | 29.63 | 169 | 30 | 250 |
| 4 Dec | 3850.10 | 48.75 | -3.25 | 30.76 | 451 | 47 | 213 |
| 3 Dec | 3829.85 | 52 | -56.00 | 31.53 | 941 | 88 | 165 |
| 2 Dec | 3678.40 | 108 | 5.05 | 30.16 | 194 | 31 | 78 |
| 29 Nov | 3709.60 | 102.95 | 30.14 | 201 | 46 | 46 | |
For Avenue Supermarts Limited - strike price 3700 expiring on 26DEC2024
Delta for 3700 PE is -0.48
Historical price for 3700 PE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 78.95, which was 9.60 higher than the previous day. The implied volatity was 27.67, the open interest changed by 36 which increased total open position to 1097
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 69.35, which was 25.50 higher than the previous day. The implied volatity was 28.37, the open interest changed by 700 which increased total open position to 1176
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 43.85, which was -3.45 lower than the previous day. The implied volatity was 30.34, the open interest changed by 58 which increased total open position to 430
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 47.3, which was -12.70 lower than the previous day. The implied volatity was 32.94, the open interest changed by 67 which increased total open position to 369
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 60, which was 24.35 higher than the previous day. The implied volatity was 32.05, the open interest changed by 28 which increased total open position to 304
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 35.65, which was -13.10 lower than the previous day. The implied volatity was 29.63, the open interest changed by 30 which increased total open position to 250
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 48.75, which was -3.25 lower than the previous day. The implied volatity was 30.76, the open interest changed by 47 which increased total open position to 213
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 52, which was -56.00 lower than the previous day. The implied volatity was 31.53, the open interest changed by 88 which increased total open position to 165
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 108, which was 5.05 higher than the previous day. The implied volatity was 30.16, the open interest changed by 31 which increased total open position to 78
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 102.95, which was lower than the previous day. The implied volatity was 30.14, the open interest changed by 46 which increased total open position to 46
