DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:14 PM IST
| DMART 26DEC2024 3900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 2.05
Theta: -2.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3695.00 | 23.7 | -7.40 | 29.55 | 844 | 80 | 1,761 | |||
| 11 Dec | 3708.30 | 31.1 | -30.55 | 29.62 | 4,362 | 510 | 1,703 | |||
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| 10 Dec | 3816.90 | 61.65 | -14.00 | 28.68 | 1,463 | 24 | 1,193 | |||
| 9 Dec | 3829.05 | 75.65 | 7.00 | 29.29 | 3,434 | 136 | 1,171 | |||
| 6 Dec | 3805.55 | 68.65 | -35.50 | 28.11 | 3,675 | 532 | 1,037 | |||
| 5 Dec | 3863.95 | 104.15 | 8.90 | 28.01 | 1,416 | -7 | 522 | |||
| 4 Dec | 3850.10 | 95.25 | -2.75 | 29.17 | 2,441 | -59 | 532 | |||
| 3 Dec | 3829.85 | 98 | 52.80 | 28.64 | 4,051 | 496 | 600 | |||
| 2 Dec | 3678.40 | 45.2 | -7.80 | 29.88 | 168 | 23 | 104 | |||
| 29 Nov | 3709.60 | 53 | 28.28 | 165 | 80 | 80 | ||||
For Avenue Supermarts Limited - strike price 3900 expiring on 26DEC2024
Delta for 3900 CE is 0.20
Historical price for 3900 CE is as follows
On 12 Dec DMART was trading at 3695.00. The strike last trading price was 23.7, which was -7.40 lower than the previous day. The implied volatity was 29.55, the open interest changed by 80 which increased total open position to 1761
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 31.1, which was -30.55 lower than the previous day. The implied volatity was 29.62, the open interest changed by 510 which increased total open position to 1703
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 61.65, which was -14.00 lower than the previous day. The implied volatity was 28.68, the open interest changed by 24 which increased total open position to 1193
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 75.65, which was 7.00 higher than the previous day. The implied volatity was 29.29, the open interest changed by 136 which increased total open position to 1171
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 68.65, which was -35.50 lower than the previous day. The implied volatity was 28.11, the open interest changed by 532 which increased total open position to 1037
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 104.15, which was 8.90 higher than the previous day. The implied volatity was 28.01, the open interest changed by -7 which decreased total open position to 522
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 95.25, which was -2.75 lower than the previous day. The implied volatity was 29.17, the open interest changed by -59 which decreased total open position to 532
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 98, which was 52.80 higher than the previous day. The implied volatity was 28.64, the open interest changed by 496 which increased total open position to 600
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 45.2, which was -7.80 lower than the previous day. The implied volatity was 29.88, the open interest changed by 23 which increased total open position to 104
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 53, which was lower than the previous day. The implied volatity was 28.28, the open interest changed by 80 which increased total open position to 80
| DMART 26DEC2024 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 2.34
Theta: -2.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3695.00 | 230 | 32.50 | 36.95 | 8 | -3 | 110 |
| 11 Dec | 3708.30 | 197.5 | 53.15 | 29.79 | 173 | -25 | 113 |
| 10 Dec | 3816.90 | 144.35 | 0.30 | 33.02 | 39 | 12 | 134 |
| 9 Dec | 3829.05 | 144.05 | -11.35 | 35.88 | 191 | 4 | 122 |
| 6 Dec | 3805.55 | 155.4 | 48.20 | 32.18 | 278 | 70 | 117 |
| 5 Dec | 3863.95 | 107.2 | -36.50 | 28.96 | 72 | 12 | 47 |
| 4 Dec | 3850.10 | 143.7 | -6.30 | 33.68 | 58 | 14 | 34 |
| 3 Dec | 3829.85 | 150 | -84.60 | 34.86 | 28 | 19 | 19 |
| 2 Dec | 3678.40 | 234.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 3709.60 | 234.6 | - | 0 | 0 | 0 | |
For Avenue Supermarts Limited - strike price 3900 expiring on 26DEC2024
Delta for 3900 PE is -0.74
Historical price for 3900 PE is as follows
On 12 Dec DMART was trading at 3695.00. The strike last trading price was 230, which was 32.50 higher than the previous day. The implied volatity was 36.95, the open interest changed by -3 which decreased total open position to 110
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 197.5, which was 53.15 higher than the previous day. The implied volatity was 29.79, the open interest changed by -25 which decreased total open position to 113
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 144.35, which was 0.30 higher than the previous day. The implied volatity was 33.02, the open interest changed by 12 which increased total open position to 134
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 144.05, which was -11.35 lower than the previous day. The implied volatity was 35.88, the open interest changed by 4 which increased total open position to 122
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 155.4, which was 48.20 higher than the previous day. The implied volatity was 32.18, the open interest changed by 70 which increased total open position to 117
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 107.2, which was -36.50 lower than the previous day. The implied volatity was 28.96, the open interest changed by 12 which increased total open position to 47
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 143.7, which was -6.30 lower than the previous day. The implied volatity was 33.68, the open interest changed by 14 which increased total open position to 34
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 150, which was -84.60 lower than the previous day. The implied volatity was 34.86, the open interest changed by 19 which increased total open position to 19
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 234.6, 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 234.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
