DMART
Avenue Supermarts Limited
Historical option data for DMART
11 Apr 2025 04:13 PM IST
| DMART 24APR2025 3750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 4131.50 | 356.7 | 34.3 | - | 1 | 0 | 29 | |||
| 9 Apr | 4139.30 | 322.4 | -12.55 | - | 1 | 0 | 28 | |||
| 8 Apr | 4053.85 | 334.95 | 29.1 | 31.92 | 5 | 1 | 30 | |||
| 7 Apr | 4023.15 | 305.85 | -8.15 | 23.50 | 2 | 0 | 30 | |||
| 4 Apr | 4039.90 | 314 | -96.8 | 20.35 | 18 | 0 | 31 | |||
| 3 Apr | 4157.80 | 410.8 | 12.95 | - | 9 | 5 | 31 | |||
| 2 Apr | 4121.45 | 397.85 | 73.75 | 34.59 | 6 | 0 | 24 | |||
| 1 Apr | 4003.60 | 323.9 | -99.65 | 33.91 | 26 | -1 | 23 | |||
| 28 Mar | 4083.20 | 423.55 | 123.5 | 48.19 | 16 | 10 | 24 | |||
| 27 Mar | 4065.00 | 300.05 | 44.95 | - | 11 | 8 | 12 | |||
| 26 Mar | 3945.70 | 255.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 3998.80 | 255.1 | 0 | 0.00 | 0 | 4 | 0 | |||
| 24 Mar | 3905.10 | 255.1 | 134.1 | 32.17 | 4 | 0 | 0 | |||
| 21 Mar | 3892.20 | 121 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 3884.40 | 121 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 3845.20 | 121 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 3833.85 | 121 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 3825.30 | 121 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 3797.10 | 121 | 0 | - | 0 | 0 | 0 | |||
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| 10 Mar | 3603.75 | 121 | 0 | 2.15 | 0 | 0 | 0 | |||
| 7 Mar | 3593.60 | 121 | 0 | 2.18 | 0 | 0 | 0 | |||
For Avenue Supermarts Limited - strike price 3750 expiring on 24APR2025
Delta for 3750 CE is -
Historical price for 3750 CE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 356.7, which was 34.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 322.4, which was -12.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 334.95, which was 29.1 higher than the previous day. The implied volatity was 31.92, the open interest changed by 1 which increased total open position to 30
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 305.85, which was -8.15 lower than the previous day. The implied volatity was 23.50, the open interest changed by 0 which decreased total open position to 30
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 314, which was -96.8 lower than the previous day. The implied volatity was 20.35, the open interest changed by 0 which decreased total open position to 31
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 410.8, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 31
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 397.85, which was 73.75 higher than the previous day. The implied volatity was 34.59, the open interest changed by 0 which decreased total open position to 24
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 323.9, which was -99.65 lower than the previous day. The implied volatity was 33.91, the open interest changed by -1 which decreased total open position to 23
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 423.55, which was 123.5 higher than the previous day. The implied volatity was 48.19, the open interest changed by 10 which increased total open position to 24
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 300.05, which was 44.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 12
On 26 Mar DMART was trading at 3945.70. The strike last trading price was 255.1, which was 0 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 25 Mar DMART was trading at 3998.80. The strike last trading price was 255.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 24 Mar DMART was trading at 3905.10. The strike last trading price was 255.1, which was 134.1 higher than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 0
On 21 Mar DMART was trading at 3892.20. The strike last trading price was 121, 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 Mar DMART was trading at 3884.40. The strike last trading price was 121, 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 Mar DMART was trading at 3845.20. The strike last trading price was 121, 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 Mar DMART was trading at 3833.85. The strike last trading price was 121, 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 Mar DMART was trading at 3825.30. The strike last trading price was 121, 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 Mar DMART was trading at 3797.10. The strike last trading price was 121, 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 Mar DMART was trading at 3603.75. The strike last trading price was 121, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
On 7 Mar DMART was trading at 3593.60. The strike last trading price was 121, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
| DMART 24APR2025 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 1.26
Theta: -1.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 4131.50 | 13.45 | -8.7 | 40.19 | 114 | -29 | 303 |
| 9 Apr | 4139.30 | 22.55 | -7.7 | 44.12 | 81 | -8 | 334 |
| 8 Apr | 4053.85 | 30.45 | -17.3 | 41.28 | 82 | 2 | 342 |
| 7 Apr | 4023.15 | 45.05 | 13.1 | 44.82 | 135 | 0 | 341 |
| 4 Apr | 4039.90 | 30.05 | 3.4 | 36.02 | 754 | 119 | 342 |
| 3 Apr | 4157.80 | 26.25 | -9.1 | 40.89 | 14 | 3 | 223 |
| 2 Apr | 4121.45 | 35.9 | -10.8 | 41.12 | 274 | 157 | 222 |
| 1 Apr | 4003.60 | 46.5 | 3.15 | 38.33 | 106 | 23 | 65 |
| 28 Mar | 4083.20 | 43.35 | -11.5 | 38.14 | 53 | 13 | 42 |
| 27 Mar | 4065.00 | 54.85 | -19.35 | 41.22 | 21 | 1 | 29 |
| 26 Mar | 3945.70 | 74.2 | 22.05 | 37.05 | 12 | 7 | 28 |
| 25 Mar | 3998.80 | 52.15 | -2.3 | 33.99 | 29 | 15 | 20 |
| 24 Mar | 3905.10 | 54.45 | -31.15 | 28.58 | 2 | 0 | 3 |
| 21 Mar | 3892.20 | 85.6 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Mar | 3884.40 | 85.6 | -13.05 | 32.53 | 1 | 0 | 2 |
| 19 Mar | 3845.20 | 98.65 | 0 | 0.00 | 0 | 2 | 0 |
| 18 Mar | 3833.85 | 98.65 | -224.1 | 30.69 | 2 | 0 | 0 |
| 17 Mar | 3825.30 | 322.75 | 0 | 2.45 | 0 | 0 | 0 |
| 13 Mar | 3797.10 | 322.75 | 0 | 1.82 | 0 | 0 | 0 |
| 10 Mar | 3603.75 | 322.75 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 3593.60 | 322.75 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 3750 expiring on 24APR2025
Delta for 3750 PE is -0.09
Historical price for 3750 PE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 13.45, which was -8.7 lower than the previous day. The implied volatity was 40.19, the open interest changed by -29 which decreased total open position to 303
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 22.55, which was -7.7 lower than the previous day. The implied volatity was 44.12, the open interest changed by -8 which decreased total open position to 334
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 30.45, which was -17.3 lower than the previous day. The implied volatity was 41.28, the open interest changed by 2 which increased total open position to 342
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 45.05, which was 13.1 higher than the previous day. The implied volatity was 44.82, the open interest changed by 0 which decreased total open position to 341
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 30.05, which was 3.4 higher than the previous day. The implied volatity was 36.02, the open interest changed by 119 which increased total open position to 342
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 26.25, which was -9.1 lower than the previous day. The implied volatity was 40.89, the open interest changed by 3 which increased total open position to 223
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 35.9, which was -10.8 lower than the previous day. The implied volatity was 41.12, the open interest changed by 157 which increased total open position to 222
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 46.5, which was 3.15 higher than the previous day. The implied volatity was 38.33, the open interest changed by 23 which increased total open position to 65
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 43.35, which was -11.5 lower than the previous day. The implied volatity was 38.14, the open interest changed by 13 which increased total open position to 42
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 54.85, which was -19.35 lower than the previous day. The implied volatity was 41.22, the open interest changed by 1 which increased total open position to 29
On 26 Mar DMART was trading at 3945.70. The strike last trading price was 74.2, which was 22.05 higher than the previous day. The implied volatity was 37.05, the open interest changed by 7 which increased total open position to 28
On 25 Mar DMART was trading at 3998.80. The strike last trading price was 52.15, which was -2.3 lower than the previous day. The implied volatity was 33.99, the open interest changed by 15 which increased total open position to 20
On 24 Mar DMART was trading at 3905.10. The strike last trading price was 54.45, which was -31.15 lower than the previous day. The implied volatity was 28.58, the open interest changed by 0 which decreased total open position to 3
On 21 Mar DMART was trading at 3892.20. The strike last trading price was 85.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Mar DMART was trading at 3884.40. The strike last trading price was 85.6, which was -13.05 lower than the previous day. The implied volatity was 32.53, the open interest changed by 0 which decreased total open position to 2
On 19 Mar DMART was trading at 3845.20. The strike last trading price was 98.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Mar DMART was trading at 3833.85. The strike last trading price was 98.65, which was -224.1 lower than the previous day. The implied volatity was 30.69, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DMART was trading at 3825.30. The strike last trading price was 322.75, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 13 Mar DMART was trading at 3797.10. The strike last trading price was 322.75, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 10 Mar DMART was trading at 3603.75. The strike last trading price was 322.75, 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 7 Mar DMART was trading at 3593.60. The strike last trading price was 322.75, 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
