DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:04 PM IST
| DMART 26DEC2024 3850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 2.33
Theta: -2.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3688.00 | 31.55 | -10.75 | 29.09 | 510 | 51 | 816 | |||
| 11 Dec | 3708.30 | 42.3 | -37.70 | 29.00 | 1,875 | 211 | 760 | |||
| 10 Dec | 3816.90 | 80 | -15.55 | 28.00 | 580 | 57 | 551 | |||
| 9 Dec | 3829.05 | 95.55 | 7.55 | 28.95 | 1,042 | 25 | 507 | |||
| 6 Dec | 3805.55 | 88 | -40.70 | 27.79 | 988 | 171 | 483 | |||
| 5 Dec | 3863.95 | 128.7 | 9.45 | 27.57 | 691 | -9 | 319 | |||
| 4 Dec | 3850.10 | 119.25 | -1.70 | 29.26 | 1,405 | 67 | 327 | |||
| 3 Dec | 3829.85 | 120.95 | 69.85 | 28.36 | 1,509 | 255 | 268 | |||
| 2 Dec | 3678.40 | 51.1 | -24.00 | 27.61 | 24 | 11 | 13 | |||
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| 29 Nov | 3709.60 | 75.1 | 30.10 | 2 | 0 | 0 | ||||
For Avenue Supermarts Limited - strike price 3850 expiring on 26DEC2024
Delta for 3850 CE is 0.26
Historical price for 3850 CE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 31.55, which was -10.75 lower than the previous day. The implied volatity was 29.09, the open interest changed by 51 which increased total open position to 816
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 42.3, which was -37.70 lower than the previous day. The implied volatity was 29.00, the open interest changed by 211 which increased total open position to 760
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 80, which was -15.55 lower than the previous day. The implied volatity was 28.00, the open interest changed by 57 which increased total open position to 551
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 95.55, which was 7.55 higher than the previous day. The implied volatity was 28.95, the open interest changed by 25 which increased total open position to 507
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 88, which was -40.70 lower than the previous day. The implied volatity was 27.79, the open interest changed by 171 which increased total open position to 483
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 128.7, which was 9.45 higher than the previous day. The implied volatity was 27.57, the open interest changed by -9 which decreased total open position to 319
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 119.25, which was -1.70 lower than the previous day. The implied volatity was 29.26, the open interest changed by 67 which increased total open position to 327
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 120.95, which was 69.85 higher than the previous day. The implied volatity was 28.36, the open interest changed by 255 which increased total open position to 268
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 51.1, which was -24.00 lower than the previous day. The implied volatity was 27.61, the open interest changed by 11 which increased total open position to 13
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 75.1, which was lower than the previous day. The implied volatity was 30.10, the open interest changed by 0 which decreased total open position to 0
| DMART 26DEC2024 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 2.18
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3688.00 | 171 | 6.00 | 25.52 | 12 | -1 | 167 |
| 11 Dec | 3708.30 | 165 | 52.45 | 31.41 | 264 | -35 | 169 |
| 10 Dec | 3816.90 | 112.55 | -1.00 | 32.10 | 104 | 26 | 205 |
| 9 Dec | 3829.05 | 113.55 | -14.55 | 34.85 | 143 | 6 | 176 |
| 6 Dec | 3805.55 | 128.1 | 41.10 | 32.62 | 473 | 113 | 170 |
| 5 Dec | 3863.95 | 87 | -21.10 | 29.92 | 67 | 16 | 58 |
| 4 Dec | 3850.10 | 108.1 | -16.90 | 31.14 | 120 | 10 | 41 |
| 3 Dec | 3829.85 | 125 | -76.25 | 35.47 | 123 | 29 | 29 |
| 2 Dec | 3678.40 | 201.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 3709.60 | 201.25 | - | 0 | 0 | 0 | |
For Avenue Supermarts Limited - strike price 3850 expiring on 26DEC2024
Delta for 3850 PE is -0.78
Historical price for 3850 PE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 171, which was 6.00 higher than the previous day. The implied volatity was 25.52, the open interest changed by -1 which decreased total open position to 167
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 165, which was 52.45 higher than the previous day. The implied volatity was 31.41, the open interest changed by -35 which decreased total open position to 169
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 112.55, which was -1.00 lower than the previous day. The implied volatity was 32.10, the open interest changed by 26 which increased total open position to 205
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 113.55, which was -14.55 lower than the previous day. The implied volatity was 34.85, the open interest changed by 6 which increased total open position to 176
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 128.1, which was 41.10 higher than the previous day. The implied volatity was 32.62, the open interest changed by 113 which increased total open position to 170
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 87, which was -21.10 lower than the previous day. The implied volatity was 29.92, the open interest changed by 16 which increased total open position to 58
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 108.1, which was -16.90 lower than the previous day. The implied volatity was 31.14, the open interest changed by 10 which increased total open position to 41
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 125, which was -76.25 lower than the previous day. The implied volatity was 35.47, the open interest changed by 29 which increased total open position to 29
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 201.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 201.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
