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

3695.95 -12.35 (-0.33%)

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Historical option data for DMART

12 Dec 2024 11:54 AM IST
DMART 26DEC2024 3750 CE
Delta: 0.44
Vega: 2.87
Theta: -3.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3697.80 62 -12.30 27.22 793 -52 807
11 Dec 3708.30 74.3 -55.05 27.33 4,868 813 863
10 Dec 3816.90 129.35 -19.60 26.42 74 9 50
9 Dec 3829.05 148.95 11.95 27.16 124 0 44
6 Dec 3805.55 137 -53.00 26.67 34 1 44
5 Dec 3863.95 190 18.10 26.79 9 0 43
4 Dec 3850.10 171.9 1.05 27.66 74 -2 44
3 Dec 3829.85 170.85 89.15 26.35 450 34 46
2 Dec 3678.40 81.7 -33.30 26.19 29 14 15
29 Nov 3709.60 115 30.04 1 0 0


For Avenue Supermarts Limited - strike price 3750 expiring on 26DEC2024

Delta for 3750 CE is 0.44

Historical price for 3750 CE is as follows

On 12 Dec DMART was trading at 3697.80. The strike last trading price was 62, which was -12.30 lower than the previous day. The implied volatity was 27.22, the open interest changed by -52 which decreased total open position to 807


On 11 Dec DMART was trading at 3708.30. The strike last trading price was 74.3, which was -55.05 lower than the previous day. The implied volatity was 27.33, the open interest changed by 813 which increased total open position to 863


On 10 Dec DMART was trading at 3816.90. The strike last trading price was 129.35, which was -19.60 lower than the previous day. The implied volatity was 26.42, the open interest changed by 9 which increased total open position to 50


On 9 Dec DMART was trading at 3829.05. The strike last trading price was 148.95, which was 11.95 higher than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 44


On 6 Dec DMART was trading at 3805.55. The strike last trading price was 137, which was -53.00 lower than the previous day. The implied volatity was 26.67, the open interest changed by 1 which increased total open position to 44


On 5 Dec DMART was trading at 3863.95. The strike last trading price was 190, which was 18.10 higher than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 43


On 4 Dec DMART was trading at 3850.10. The strike last trading price was 171.9, which was 1.05 higher than the previous day. The implied volatity was 27.66, the open interest changed by -2 which decreased total open position to 44


On 3 Dec DMART was trading at 3829.85. The strike last trading price was 170.85, which was 89.15 higher than the previous day. The implied volatity was 26.35, the open interest changed by 34 which increased total open position to 46


On 2 Dec DMART was trading at 3678.40. The strike last trading price was 81.7, which was -33.30 lower than the previous day. The implied volatity was 26.19, the open interest changed by 14 which increased total open position to 15


On 29 Nov DMART was trading at 3709.60. The strike last trading price was 115, which was lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 0


DMART 26DEC2024 3750 PE
Delta: -0.56
Vega: 2.87
Theta: -2.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3697.80 103.05 7.60 28.37 229 34 400
11 Dec 3708.30 95.45 32.80 28.84 4,790 267 367
10 Dec 3816.90 62.65 -3.35 30.94 89 -3 101
9 Dec 3829.05 66 -14.00 33.68 201 61 103
6 Dec 3805.55 80 30.00 32.46 93 6 43
5 Dec 3863.95 50 -20.65 29.92 29 2 30
4 Dec 3850.10 70.65 1.65 32.48 77 2 29
3 Dec 3829.85 69 -105.00 31.49 81 20 22
2 Dec 3678.40 174 51.55 40.64 2 -1 1
29 Nov 3709.60 122.45 28.82 2 0 0


For Avenue Supermarts Limited - strike price 3750 expiring on 26DEC2024

Delta for 3750 PE is -0.56

Historical price for 3750 PE is as follows

On 12 Dec DMART was trading at 3697.80. The strike last trading price was 103.05, which was 7.60 higher than the previous day. The implied volatity was 28.37, the open interest changed by 34 which increased total open position to 400


On 11 Dec DMART was trading at 3708.30. The strike last trading price was 95.45, which was 32.80 higher than the previous day. The implied volatity was 28.84, the open interest changed by 267 which increased total open position to 367


On 10 Dec DMART was trading at 3816.90. The strike last trading price was 62.65, which was -3.35 lower than the previous day. The implied volatity was 30.94, the open interest changed by -3 which decreased total open position to 101


On 9 Dec DMART was trading at 3829.05. The strike last trading price was 66, which was -14.00 lower than the previous day. The implied volatity was 33.68, the open interest changed by 61 which increased total open position to 103


On 6 Dec DMART was trading at 3805.55. The strike last trading price was 80, which was 30.00 higher than the previous day. The implied volatity was 32.46, the open interest changed by 6 which increased total open position to 43


On 5 Dec DMART was trading at 3863.95. The strike last trading price was 50, which was -20.65 lower than the previous day. The implied volatity was 29.92, the open interest changed by 2 which increased total open position to 30


On 4 Dec DMART was trading at 3850.10. The strike last trading price was 70.65, which was 1.65 higher than the previous day. The implied volatity was 32.48, the open interest changed by 2 which increased total open position to 29


On 3 Dec DMART was trading at 3829.85. The strike last trading price was 69, which was -105.00 lower than the previous day. The implied volatity was 31.49, the open interest changed by 20 which increased total open position to 22


On 2 Dec DMART was trading at 3678.40. The strike last trading price was 174, which was 51.55 higher than the previous day. The implied volatity was 40.64, the open interest changed by -1 which decreased total open position to 1


On 29 Nov DMART was trading at 3709.60. The strike last trading price was 122.45, which was lower than the previous day. The implied volatity was 28.82, the open interest changed by 0 which decreased total open position to 0