DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:14 PM IST
| DMART 26DEC2024 3800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 2.66
Theta: -2.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3695.00 | 44.25 | -12.90 | 27.79 | 893 | 87 | 1,485 | |||
| 11 Dec | 3708.30 | 57.15 | -44.35 | 28.46 | 7,883 | 575 | 1,427 | |||
| 10 Dec | 3816.90 | 101.5 | -20.00 | 26.96 | 1,421 | 60 | 854 | |||
| 9 Dec | 3829.05 | 121.5 | 10.50 | 28.31 | 2,781 | 134 | 797 | |||
| 6 Dec | 3805.55 | 111 | -45.00 | 27.40 | 1,442 | 212 | 662 | |||
| 5 Dec | 3863.95 | 156 | 11.50 | 26.78 | 563 | -43 | 466 | |||
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| 4 Dec | 3850.10 | 144.5 | -2.20 | 28.71 | 1,549 | -4 | 515 | |||
| 3 Dec | 3829.85 | 146.7 | 72.15 | 28.36 | 5,723 | 214 | 523 | |||
| 2 Dec | 3678.40 | 74.55 | -12.40 | 29.66 | 661 | 150 | 302 | |||
| 29 Nov | 3709.60 | 86.95 | 28.41 | 561 | 149 | 149 | ||||
For Avenue Supermarts Limited - strike price 3800 expiring on 26DEC2024
Delta for 3800 CE is 0.34
Historical price for 3800 CE is as follows
On 12 Dec DMART was trading at 3695.00. The strike last trading price was 44.25, which was -12.90 lower than the previous day. The implied volatity was 27.79, the open interest changed by 87 which increased total open position to 1485
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 57.15, which was -44.35 lower than the previous day. The implied volatity was 28.46, the open interest changed by 575 which increased total open position to 1427
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 101.5, which was -20.00 lower than the previous day. The implied volatity was 26.96, the open interest changed by 60 which increased total open position to 854
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 121.5, which was 10.50 higher than the previous day. The implied volatity was 28.31, the open interest changed by 134 which increased total open position to 797
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 111, which was -45.00 lower than the previous day. The implied volatity was 27.40, the open interest changed by 212 which increased total open position to 662
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 156, which was 11.50 higher than the previous day. The implied volatity was 26.78, the open interest changed by -43 which decreased total open position to 466
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 144.5, which was -2.20 lower than the previous day. The implied volatity was 28.71, the open interest changed by -4 which decreased total open position to 515
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 146.7, which was 72.15 higher than the previous day. The implied volatity was 28.36, the open interest changed by 214 which increased total open position to 523
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 74.55, which was -12.40 lower than the previous day. The implied volatity was 29.66, the open interest changed by 150 which increased total open position to 302
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 86.95, which was lower than the previous day. The implied volatity was 28.41, the open interest changed by 149 which increased total open position to 149
| DMART 26DEC2024 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 2.73
Theta: -2.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3695.00 | 147.55 | 23.55 | 32.60 | 106 | -5 | 505 |
| 11 Dec | 3708.30 | 124 | 39.00 | 28.61 | 1,870 | -73 | 509 |
| 10 Dec | 3816.90 | 85 | 0.00 | 31.34 | 645 | 42 | 581 |
| 9 Dec | 3829.05 | 85 | -17.40 | 33.34 | 909 | 216 | 538 |
| 6 Dec | 3805.55 | 102.4 | 35.40 | 32.56 | 879 | 86 | 321 |
| 5 Dec | 3863.95 | 67 | -17.70 | 29.98 | 239 | 8 | 235 |
| 4 Dec | 3850.10 | 84.7 | -5.40 | 30.95 | 878 | 54 | 234 |
| 3 Dec | 3829.85 | 90.1 | -105.65 | 32.26 | 862 | 170 | 179 |
| 2 Dec | 3678.40 | 195.75 | 47.15 | 38.67 | 2 | 0 | 9 |
| 29 Nov | 3709.60 | 148.6 | 28.33 | 9 | 5 | 5 | |
For Avenue Supermarts Limited - strike price 3800 expiring on 26DEC2024
Delta for 3800 PE is -0.63
Historical price for 3800 PE is as follows
On 12 Dec DMART was trading at 3695.00. The strike last trading price was 147.55, which was 23.55 higher than the previous day. The implied volatity was 32.60, the open interest changed by -5 which decreased total open position to 505
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 124, which was 39.00 higher than the previous day. The implied volatity was 28.61, the open interest changed by -73 which decreased total open position to 509
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was 31.34, the open interest changed by 42 which increased total open position to 581
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 85, which was -17.40 lower than the previous day. The implied volatity was 33.34, the open interest changed by 216 which increased total open position to 538
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 102.4, which was 35.40 higher than the previous day. The implied volatity was 32.56, the open interest changed by 86 which increased total open position to 321
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 67, which was -17.70 lower than the previous day. The implied volatity was 29.98, the open interest changed by 8 which increased total open position to 235
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 84.7, which was -5.40 lower than the previous day. The implied volatity was 30.95, the open interest changed by 54 which increased total open position to 234
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 90.1, which was -105.65 lower than the previous day. The implied volatity was 32.26, the open interest changed by 170 which increased total open position to 179
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 195.75, which was 47.15 higher than the previous day. The implied volatity was 38.67, the open interest changed by 0 which decreased total open position to 9
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 148.6, which was lower than the previous day. The implied volatity was 28.33, the open interest changed by 5 which increased total open position to 5
