DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 11:54 AM IST
| DMART 26DEC2024 3750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 2.87
Theta: -3.18
Gamma: 0.00
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 2.87
Theta: -2.28
Gamma: 0.00
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| 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
