DMART
Avenue Supermarts Limited
Historical option data for DMART
11 Apr 2025 04:13 PM IST
DMART 24APR2025 3850 CE | ||||||||||
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Delta: 0.90
Vega: 1.37
Theta: -2.56
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 4131.50 | 300.45 | -0.45 | 30.82 | 3 | 2 | 70 | |||
9 Apr | 4139.30 | 300.9 | 36.45 | 20.15 | 4 | 0 | 69 | |||
8 Apr | 4053.85 | 264.45 | 12.7 | 37.35 | 5 | 0 | 68 | |||
7 Apr | 4023.15 | 253.4 | 19.95 | 38.06 | 67 | -14 | 65 | |||
4 Apr | 4039.90 | 231.7 | -115.25 | 24.28 | 34 | 5 | 80 | |||
3 Apr | 4157.80 | 346.95 | 35.65 | 30.82 | 10 | 0 | 68 | |||
2 Apr | 4121.45 | 311.3 | 63.15 | 32.88 | 32 | 10 | 67 | |||
1 Apr | 4003.60 | 249.05 | -47.45 | 33.85 | 60 | 18 | 53 | |||
28 Mar | 4083.20 | 294.25 | 50.65 | 31.39 | 46 | 14 | 35 | |||
27 Mar | 4065.00 | 243.6 | 48.6 | - | 6 | 4 | 19 | |||
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26 Mar | 3945.70 | 195 | -62 | 29.47 | 6 | 1 | 15 | |||
25 Mar | 3998.80 | 257 | 74.2 | 35.41 | 20 | 5 | 14 | |||
24 Mar | 3905.10 | 182.8 | 12.55 | 29.93 | 8 | 0 | 11 | |||
21 Mar | 3892.20 | 169.45 | 3.9 | 24.53 | 7 | 2 | 11 | |||
20 Mar | 3884.40 | 158 | 16.9 | 26.38 | 9 | 3 | 8 | |||
19 Mar | 3845.20 | 141.1 | 16.75 | 26.21 | 3 | 1 | 4 | |||
18 Mar | 3833.85 | 124.35 | -17.65 | 24.61 | 2 | 1 | 3 | |||
17 Mar | 3825.30 | 142 | 49.7 | 27.47 | 3 | 2 | 2 | |||
13 Mar | 3797.10 | 92.3 | 0 | 0.29 | 0 | 0 | 0 | |||
10 Mar | 3603.75 | 92.3 | 0 | 4.06 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 3850 expiring on 24APR2025
Delta for 3850 CE is 0.90
Historical price for 3850 CE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 300.45, which was -0.45 lower than the previous day. The implied volatity was 30.82, the open interest changed by 2 which increased total open position to 70
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 300.9, which was 36.45 higher than the previous day. The implied volatity was 20.15, the open interest changed by 0 which decreased total open position to 69
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 264.45, which was 12.7 higher than the previous day. The implied volatity was 37.35, the open interest changed by 0 which decreased total open position to 68
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 253.4, which was 19.95 higher than the previous day. The implied volatity was 38.06, the open interest changed by -14 which decreased total open position to 65
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 231.7, which was -115.25 lower than the previous day. The implied volatity was 24.28, the open interest changed by 5 which increased total open position to 80
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 346.95, which was 35.65 higher than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 68
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 311.3, which was 63.15 higher than the previous day. The implied volatity was 32.88, the open interest changed by 10 which increased total open position to 67
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 249.05, which was -47.45 lower than the previous day. The implied volatity was 33.85, the open interest changed by 18 which increased total open position to 53
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 294.25, which was 50.65 higher than the previous day. The implied volatity was 31.39, the open interest changed by 14 which increased total open position to 35
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 243.6, which was 48.6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 19
On 26 Mar DMART was trading at 3945.70. The strike last trading price was 195, which was -62 lower than the previous day. The implied volatity was 29.47, the open interest changed by 1 which increased total open position to 15
On 25 Mar DMART was trading at 3998.80. The strike last trading price was 257, which was 74.2 higher than the previous day. The implied volatity was 35.41, the open interest changed by 5 which increased total open position to 14
On 24 Mar DMART was trading at 3905.10. The strike last trading price was 182.8, which was 12.55 higher than the previous day. The implied volatity was 29.93, the open interest changed by 0 which decreased total open position to 11
On 21 Mar DMART was trading at 3892.20. The strike last trading price was 169.45, which was 3.9 higher than the previous day. The implied volatity was 24.53, the open interest changed by 2 which increased total open position to 11
On 20 Mar DMART was trading at 3884.40. The strike last trading price was 158, which was 16.9 higher than the previous day. The implied volatity was 26.38, the open interest changed by 3 which increased total open position to 8
On 19 Mar DMART was trading at 3845.20. The strike last trading price was 141.1, which was 16.75 higher than the previous day. The implied volatity was 26.21, the open interest changed by 1 which increased total open position to 4
On 18 Mar DMART was trading at 3833.85. The strike last trading price was 124.35, which was -17.65 lower than the previous day. The implied volatity was 24.61, the open interest changed by 1 which increased total open position to 3
On 17 Mar DMART was trading at 3825.30. The strike last trading price was 142, which was 49.7 higher than the previous day. The implied volatity was 27.47, the open interest changed by 2 which increased total open position to 2
On 13 Mar DMART was trading at 3797.10. The strike last trading price was 92.3, which was 0 lower than the previous day. The implied volatity was 0.29, 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 92.3, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0
DMART 24APR2025 3850 PE | |||||||
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Delta: -0.15
Vega: 1.79
Theta: -2.44
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 4131.50 | 23.05 | -11.4 | 37.90 | 252 | 14 | 181 |
9 Apr | 4139.30 | 34.65 | -5.75 | 41.75 | 124 | 10 | 169 |
8 Apr | 4053.85 | 40.4 | -23 | 36.48 | 69 | -4 | 160 |
7 Apr | 4023.15 | 61.2 | 10.9 | 41.13 | 255 | 20 | 165 |
4 Apr | 4039.90 | 50.05 | 11.65 | 35.13 | 228 | 4 | 143 |
3 Apr | 4157.80 | 38.4 | -15.15 | 38.74 | 44 | -13 | 139 |
2 Apr | 4121.45 | 55.2 | -15.85 | 40.25 | 134 | 19 | 152 |
1 Apr | 4003.60 | 70.35 | 14.4 | 37.25 | 272 | 12 | 132 |
28 Mar | 4083.20 | 58.15 | -13.25 | 35.35 | 434 | 48 | 120 |
27 Mar | 4065.00 | 71.4 | -24.95 | 38.50 | 36 | 18 | 72 |
26 Mar | 3945.70 | 95.8 | 14.65 | 33.67 | 23 | 7 | 54 |
25 Mar | 3998.80 | 81.15 | -12.15 | 33.85 | 72 | 26 | 38 |
24 Mar | 3905.10 | 92.95 | -5.4 | 29.47 | 12 | 2 | 10 |
21 Mar | 3892.20 | 96.5 | -16.8 | 29.60 | 21 | -3 | 8 |
20 Mar | 3884.40 | 113.3 | -13.5 | 29.85 | 6 | 4 | 11 |
19 Mar | 3845.20 | 126.8 | -266.15 | 29.46 | 8 | 7 | 7 |
18 Mar | 3833.85 | 392.95 | 0 | 0.42 | 0 | 0 | 0 |
17 Mar | 3825.30 | 392.95 | 0 | 0.35 | 0 | 0 | 0 |
13 Mar | 3797.10 | 392.95 | 0 | - | 0 | 0 | 0 |
10 Mar | 3603.75 | 392.95 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 3850 expiring on 24APR2025
Delta for 3850 PE is -0.15
Historical price for 3850 PE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 23.05, which was -11.4 lower than the previous day. The implied volatity was 37.90, the open interest changed by 14 which increased total open position to 181
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 34.65, which was -5.75 lower than the previous day. The implied volatity was 41.75, the open interest changed by 10 which increased total open position to 169
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 40.4, which was -23 lower than the previous day. The implied volatity was 36.48, the open interest changed by -4 which decreased total open position to 160
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 61.2, which was 10.9 higher than the previous day. The implied volatity was 41.13, the open interest changed by 20 which increased total open position to 165
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 50.05, which was 11.65 higher than the previous day. The implied volatity was 35.13, the open interest changed by 4 which increased total open position to 143
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 38.4, which was -15.15 lower than the previous day. The implied volatity was 38.74, the open interest changed by -13 which decreased total open position to 139
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 55.2, which was -15.85 lower than the previous day. The implied volatity was 40.25, the open interest changed by 19 which increased total open position to 152
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 70.35, which was 14.4 higher than the previous day. The implied volatity was 37.25, the open interest changed by 12 which increased total open position to 132
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 58.15, which was -13.25 lower than the previous day. The implied volatity was 35.35, the open interest changed by 48 which increased total open position to 120
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 71.4, which was -24.95 lower than the previous day. The implied volatity was 38.50, the open interest changed by 18 which increased total open position to 72
On 26 Mar DMART was trading at 3945.70. The strike last trading price was 95.8, which was 14.65 higher than the previous day. The implied volatity was 33.67, the open interest changed by 7 which increased total open position to 54
On 25 Mar DMART was trading at 3998.80. The strike last trading price was 81.15, which was -12.15 lower than the previous day. The implied volatity was 33.85, the open interest changed by 26 which increased total open position to 38
On 24 Mar DMART was trading at 3905.10. The strike last trading price was 92.95, which was -5.4 lower than the previous day. The implied volatity was 29.47, the open interest changed by 2 which increased total open position to 10
On 21 Mar DMART was trading at 3892.20. The strike last trading price was 96.5, which was -16.8 lower than the previous day. The implied volatity was 29.60, the open interest changed by -3 which decreased total open position to 8
On 20 Mar DMART was trading at 3884.40. The strike last trading price was 113.3, which was -13.5 lower than the previous day. The implied volatity was 29.85, the open interest changed by 4 which increased total open position to 11
On 19 Mar DMART was trading at 3845.20. The strike last trading price was 126.8, which was -266.15 lower than the previous day. The implied volatity was 29.46, the open interest changed by 7 which increased total open position to 7
On 18 Mar DMART was trading at 3833.85. The strike last trading price was 392.95, which was 0 lower than the previous day. The implied volatity was 0.42, 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 392.95, which was 0 lower than the previous day. The implied volatity was 0.35, 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 392.95, 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 392.95, 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