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

4131.5 -7.80 (-0.19%)

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Historical option data for DMART

11 Apr 2025 04:13 PM IST
DMART 24APR2025 3850 CE
Delta: 0.90
Vega: 1.37
Theta: -2.56
Gamma: 0.00
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
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
Delta: -0.15
Vega: 1.79
Theta: -2.44
Gamma: 0.00
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