DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2025 04:13 PM IST
| DMART 30-DEC-2025 3750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 2.54
Theta: -2.06
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 3843.00 | 133.65 | 13 | 18.13 | 4 | 1 | 117 | |||||||||
| 11 Dec | 3830.80 | 120.7 | -437.3 | 22.08 | 188 | 118 | 118 | |||||||||
| 10 Dec | 3816.30 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 3910.00 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3867.60 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 3952.10 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 3913.30 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 3909.70 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 3961.80 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 3963.30 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 3996.50 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 4007.10 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 4019.10 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3988.60 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 3987.50 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 4038.00 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 4085.00 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 4026.50 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 3997.20 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 4036.20 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 4053.70 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 13 Nov | 4062.50 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 4058.00 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 4072.20 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 4019.00 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 4011.00 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 4182.40 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 4156.00 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 4153.50 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 4161.10 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 4229.40 | 558 | 0 | - | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 3750 expiring on 30DEC2025
Delta for 3750 CE is 0.78
Historical price for 3750 CE is as follows
On 12 Dec DMART was trading at 3843.00. The strike last trading price was 133.65, which was 13 higher than the previous day. The implied volatity was 18.13, the open interest changed by 1 which increased total open position to 117
On 11 Dec DMART was trading at 3830.80. The strike last trading price was 120.7, which was -437.3 lower than the previous day. The implied volatity was 22.08, the open interest changed by 118 which increased total open position to 118
On 10 Dec DMART was trading at 3816.30. The strike last trading price was 558, which was 0 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 3910.00. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec DMART was trading at 3867.60. The strike last trading price was 558, which was 0 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 3952.10. The strike last trading price was 558, which was 0 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 3913.30. The strike last trading price was 558, which was 0 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 3909.70. The strike last trading price was 558, which was 0 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 3961.80. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec DMART was trading at 3963.30. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov DMART was trading at 3996.50. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov DMART was trading at 4007.10. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov DMART was trading at 4019.10. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov DMART was trading at 3988.60. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov DMART was trading at 3987.50. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DMART was trading at 4038.00. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov DMART was trading at 4085.00. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DMART was trading at 4026.50. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DMART was trading at 3997.20. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov DMART was trading at 4036.20. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DMART was trading at 4053.70. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DMART was trading at 4062.50. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DMART was trading at 4058.00. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DMART was trading at 4072.20. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov DMART was trading at 4019.00. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DMART was trading at 4011.00. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DMART was trading at 4182.40. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov DMART was trading at 4156.00. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DMART was trading at 4153.50. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct DMART was trading at 4161.10. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct DMART was trading at 4229.40. The strike last trading price was 558, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DMART 30DEC2025 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 2.64
Theta: -1.17
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 3843.00 | 23.8 | -12.6 | 19.51 | 406 | -5 | 230 |
| 11 Dec | 3830.80 | 36.1 | -8.85 | 19.80 | 1,118 | 63 | 203 |
| 10 Dec | 3816.30 | 46.3 | 26.5 | 23.50 | 549 | 128 | 135 |
| 9 Dec | 3910.00 | 19.95 | -27.8 | 22.04 | 11 | 6 | 6 |
| 8 Dec | 3867.60 | 47.75 | 0 | 3.89 | 0 | 0 | 0 |
| 5 Dec | 3952.10 | 47.75 | 0 | 5.85 | 0 | 0 | 0 |
| 4 Dec | 3913.30 | 47.75 | 0 | 4.86 | 0 | 0 | 0 |
| 3 Dec | 3909.70 | 47.75 | 0 | 4.56 | 0 | 0 | 0 |
| 2 Dec | 3961.80 | 47.75 | 0 | 5.80 | 0 | 0 | 0 |
| 1 Dec | 3963.30 | 47.75 | 0 | 5.75 | 0 | 0 | 0 |
| 28 Nov | 3996.50 | 47.75 | 0 | 6.18 | 0 | 0 | 0 |
| 27 Nov | 4007.10 | 47.75 | 0 | 6.49 | 0 | 0 | 0 |
| 26 Nov | 4019.10 | 47.75 | 0 | 6.42 | 0 | 0 | 0 |
| 25 Nov | 3988.60 | 47.75 | 0 | 5.80 | 0 | 0 | 0 |
| 24 Nov | 3987.50 | 47.75 | 0 | 5.69 | 0 | 0 | 0 |
| 21 Nov | 4038.00 | 47.75 | 0 | 6.57 | 0 | 0 | 0 |
| 20 Nov | 4085.00 | 47.75 | 0 | 7.31 | 0 | 0 | 0 |
| 19 Nov | 4026.50 | 47.75 | 0 | 6.35 | 0 | 0 | 0 |
| 18 Nov | 3997.20 | 47.75 | 0 | 5.64 | 0 | 0 | 0 |
| 17 Nov | 4036.20 | 47.75 | 0 | 6.32 | 0 | 0 | 0 |
| 14 Nov | 4053.70 | 47.75 | 0 | 6.42 | 0 | 0 | 0 |
| 13 Nov | 4062.50 | 47.75 | 0 | 6.49 | 0 | 0 | 0 |
| 12 Nov | 4058.00 | 47.75 | 0 | 6.35 | 0 | 0 | 0 |
| 11 Nov | 4072.20 | 47.75 | 0 | 6.63 | 0 | 0 | 0 |
| 10 Nov | 4019.00 | 47.75 | 0 | 5.97 | 0 | 0 | 0 |
| 7 Nov | 4011.00 | 47.75 | 0 | 5.56 | 0 | 0 | 0 |
| 4 Nov | 4182.40 | 47.75 | 0 | 7.85 | 0 | 0 | 0 |
| 3 Nov | 4156.00 | 47.75 | 0 | 7.57 | 0 | 0 | 0 |
| 31 Oct | 4153.50 | 47.75 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 4161.10 | 47.75 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 4229.40 | 47.75 | 0 | 8.20 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 3750 expiring on 30DEC2025
Delta for 3750 PE is -0.24
Historical price for 3750 PE is as follows
On 12 Dec DMART was trading at 3843.00. The strike last trading price was 23.8, which was -12.6 lower than the previous day. The implied volatity was 19.51, the open interest changed by -5 which decreased total open position to 230
On 11 Dec DMART was trading at 3830.80. The strike last trading price was 36.1, which was -8.85 lower than the previous day. The implied volatity was 19.80, the open interest changed by 63 which increased total open position to 203
On 10 Dec DMART was trading at 3816.30. The strike last trading price was 46.3, which was 26.5 higher than the previous day. The implied volatity was 23.50, the open interest changed by 128 which increased total open position to 135
On 9 Dec DMART was trading at 3910.00. The strike last trading price was 19.95, which was -27.8 lower than the previous day. The implied volatity was 22.04, the open interest changed by 6 which increased total open position to 6
On 8 Dec DMART was trading at 3867.60. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 5 Dec DMART was trading at 3952.10. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0
On 4 Dec DMART was trading at 3913.30. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 3 Dec DMART was trading at 3909.70. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
On 2 Dec DMART was trading at 3961.80. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 5.80, the open interest changed by 0 which decreased total open position to 0
On 1 Dec DMART was trading at 3963.30. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0
On 28 Nov DMART was trading at 3996.50. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0
On 27 Nov DMART was trading at 4007.10. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 6.49, the open interest changed by 0 which decreased total open position to 0
On 26 Nov DMART was trading at 4019.10. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
On 25 Nov DMART was trading at 3988.60. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 5.80, the open interest changed by 0 which decreased total open position to 0
On 24 Nov DMART was trading at 3987.50. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DMART was trading at 4038.00. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0
On 20 Nov DMART was trading at 4085.00. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 7.31, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DMART was trading at 4026.50. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DMART was trading at 3997.20. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0
On 17 Nov DMART was trading at 4036.20. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 6.32, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DMART was trading at 4053.70. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DMART was trading at 4062.50. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 6.49, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DMART was trading at 4058.00. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DMART was trading at 4072.20. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 6.63, the open interest changed by 0 which decreased total open position to 0
On 10 Nov DMART was trading at 4019.00. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DMART was trading at 4011.00. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DMART was trading at 4182.40. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 7.85, the open interest changed by 0 which decreased total open position to 0
On 3 Nov DMART was trading at 4156.00. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 7.57, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DMART was trading at 4153.50. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct DMART was trading at 4161.10. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct DMART was trading at 4229.40. The strike last trading price was 47.75, which was 0 lower than the previous day. The implied volatity was 8.20, the open interest changed by 0 which decreased total open position to 0































































































































































































































