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[--[65.84.65.76]--]
DMART
Avenue Supermarts Limited

3714.1 5.80 (0.16%)

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Historical option data for DMART

12 Dec 2024 01:04 PM IST
DMART 26DEC2024 3700 CE
Delta: 0.57
Vega: 2.87
Theta: -3.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3714.00 87.45 -12.65 24.97 1,278 59 1,187
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
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 0.57

Historical price for 3700 CE is as follows

On 12 Dec DMART was trading at 3714.00. The strike last trading price was 87.45, which was -12.65 lower than the previous day. The implied volatity was 24.97, the open interest changed by 59 which increased total open position to 1187


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
Delta: -0.44
Vega: 2.87
Theta: -2.47
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3714.00 70 0.65 28.74 676 19 1,080
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 -0.44

Historical price for 3700 PE is as follows

On 12 Dec DMART was trading at 3714.00. The strike last trading price was 70, which was 0.65 higher than the previous day. The implied volatity was 28.74, the open interest changed by 19 which increased total open position to 1080


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