DMART
Avenue Supermarts Limited
Historical option data for DMART
24 Dec 2025 04:13 PM IST
| DMART 27-JAN-2026 3900 CE | ||||||||||||||||
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Delta: 0.43
Vega: 4.56
Theta: -2.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 3800.20 | 85 | -13.45 | 23.99 | 422 | 85 | 383 | |||||||||
| 23 Dec | 3828.20 | 98.2 | 0.85 | 23.67 | 600 | 114 | 301 | |||||||||
| 22 Dec | 3818.60 | 96.85 | -3.3 | 23.78 | 130 | 17 | 185 | |||||||||
| 19 Dec | 3819.50 | 101 | 23.4 | 23.20 | 107 | 26 | 169 | |||||||||
| 18 Dec | 3757.20 | 79.5 | -20.8 | 24.04 | 87 | 12 | 142 | |||||||||
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| 17 Dec | 3826.20 | 100 | -20.85 | 22.86 | 77 | 14 | 125 | |||||||||
| 16 Dec | 3856.80 | 120.6 | 7.95 | 22.56 | 213 | 59 | 111 | |||||||||
| 15 Dec | 3825.60 | 112.65 | -8.35 | 23.39 | 26 | 10 | 52 | |||||||||
| 12 Dec | 3843.00 | 123 | 16.05 | 23.14 | 24 | 7 | 42 | |||||||||
| 11 Dec | 3830.80 | 106.95 | -0.65 | 23.16 | 28 | 9 | 35 | |||||||||
| 10 Dec | 3816.30 | 106.75 | -48.8 | 22.03 | 32 | 9 | 26 | |||||||||
| 9 Dec | 3910.00 | 155.55 | 18.7 | 21.34 | 17 | 13 | 17 | |||||||||
| 8 Dec | 3867.60 | 136.85 | -51.3 | 22.24 | 4 | 2 | 3 | |||||||||
| 5 Dec | 3952.10 | 188.15 | -303.9 | - | 0 | 1 | 0 | |||||||||
| 4 Dec | 3913.30 | 188.15 | -303.9 | 24.89 | 1 | 0 | 0 | |||||||||
| 3 Dec | 3909.70 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 3961.80 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 3963.30 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 3996.50 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 4007.10 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 4019.10 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3988.60 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 4038.00 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 4085.00 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 4026.50 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 4036.20 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 4062.50 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 4072.20 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 4019.00 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 4011.00 | 492.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 4182.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 4156.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 4161.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 3900 expiring on 27JAN2026
Delta for 3900 CE is 0.43
Historical price for 3900 CE is as follows
On 24 Dec DMART was trading at 3800.20. The strike last trading price was 85, which was -13.45 lower than the previous day. The implied volatity was 23.99, the open interest changed by 85 which increased total open position to 383
On 23 Dec DMART was trading at 3828.20. The strike last trading price was 98.2, which was 0.85 higher than the previous day. The implied volatity was 23.67, the open interest changed by 114 which increased total open position to 301
On 22 Dec DMART was trading at 3818.60. The strike last trading price was 96.85, which was -3.3 lower than the previous day. The implied volatity was 23.78, the open interest changed by 17 which increased total open position to 185
On 19 Dec DMART was trading at 3819.50. The strike last trading price was 101, which was 23.4 higher than the previous day. The implied volatity was 23.20, the open interest changed by 26 which increased total open position to 169
On 18 Dec DMART was trading at 3757.20. The strike last trading price was 79.5, which was -20.8 lower than the previous day. The implied volatity was 24.04, the open interest changed by 12 which increased total open position to 142
On 17 Dec DMART was trading at 3826.20. The strike last trading price was 100, which was -20.85 lower than the previous day. The implied volatity was 22.86, the open interest changed by 14 which increased total open position to 125
On 16 Dec DMART was trading at 3856.80. The strike last trading price was 120.6, which was 7.95 higher than the previous day. The implied volatity was 22.56, the open interest changed by 59 which increased total open position to 111
On 15 Dec DMART was trading at 3825.60. The strike last trading price was 112.65, which was -8.35 lower than the previous day. The implied volatity was 23.39, the open interest changed by 10 which increased total open position to 52
On 12 Dec DMART was trading at 3843.00. The strike last trading price was 123, which was 16.05 higher than the previous day. The implied volatity was 23.14, the open interest changed by 7 which increased total open position to 42
On 11 Dec DMART was trading at 3830.80. The strike last trading price was 106.95, which was -0.65 lower than the previous day. The implied volatity was 23.16, the open interest changed by 9 which increased total open position to 35
On 10 Dec DMART was trading at 3816.30. The strike last trading price was 106.75, which was -48.8 lower than the previous day. The implied volatity was 22.03, the open interest changed by 9 which increased total open position to 26
On 9 Dec DMART was trading at 3910.00. The strike last trading price was 155.55, which was 18.7 higher than the previous day. The implied volatity was 21.34, the open interest changed by 13 which increased total open position to 17
On 8 Dec DMART was trading at 3867.60. The strike last trading price was 136.85, which was -51.3 lower than the previous day. The implied volatity was 22.24, the open interest changed by 2 which increased total open position to 3
On 5 Dec DMART was trading at 3952.10. The strike last trading price was 188.15, which was -303.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec DMART was trading at 3913.30. The strike last trading price was 188.15, which was -303.9 lower than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 0
On 3 Dec DMART was trading at 3909.70. The strike last trading price was 492.05, 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 2 Dec DMART was trading at 3961.80. The strike last trading price was 492.05, 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 1 Dec DMART was trading at 3963.30. The strike last trading price was 492.05, 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 28 Nov DMART was trading at 3996.50. The strike last trading price was 492.05, 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 27 Nov DMART was trading at 4007.10. The strike last trading price was 492.05, 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 26 Nov DMART was trading at 4019.10. The strike last trading price was 492.05, 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 25 Nov DMART was trading at 3988.60. The strike last trading price was 492.05, 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 21 Nov DMART was trading at 4038.00. The strike last trading price was 492.05, 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 20 Nov DMART was trading at 4085.00. The strike last trading price was 492.05, 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 19 Nov DMART was trading at 4026.50. The strike last trading price was 492.05, 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 17 Nov DMART was trading at 4036.20. The strike last trading price was 492.05, 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 13 Nov DMART was trading at 4062.50. The strike last trading price was 492.05, 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 11 Nov DMART was trading at 4072.20. The strike last trading price was 492.05, 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 Nov DMART was trading at 4019.00. The strike last trading price was 492.05, 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 7 Nov DMART was trading at 4011.00. The strike last trading price was 492.05, 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 4 Nov DMART was trading at 4182.40. The strike last trading price was 0, 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 3 Nov DMART was trading at 4156.00. The strike last trading price was 0, 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 30 Oct DMART was trading at 4161.10. The strike last trading price was 0, 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
| DMART 27JAN2026 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 4.59
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 3800.20 | 158.8 | 12.1 | 27.26 | 70 | 33 | 160 |
| 23 Dec | 3828.20 | 146.7 | -3.55 | 27.61 | 122 | 64 | 128 |
| 22 Dec | 3818.60 | 149.75 | 2.75 | 27.08 | 25 | 13 | 62 |
| 19 Dec | 3819.50 | 147 | -55.3 | 26.04 | 16 | 5 | 51 |
| 18 Dec | 3757.20 | 202.3 | 38.1 | 29.89 | 17 | 7 | 45 |
| 17 Dec | 3826.20 | 167.3 | 22.45 | 28.93 | 27 | 11 | 36 |
| 16 Dec | 3856.80 | 145 | -5 | 28.32 | 21 | -3 | 25 |
| 15 Dec | 3825.60 | 150 | -10 | 26.42 | 1 | 0 | 27 |
| 12 Dec | 3843.00 | 160 | -12.95 | - | 0 | 0 | 27 |
| 11 Dec | 3830.80 | 160 | -12.95 | 25.17 | 7 | 0 | 24 |
| 10 Dec | 3816.30 | 172.95 | 42.95 | 28.22 | 3 | 0 | 24 |
| 9 Dec | 3910.00 | 130 | -28 | 28.20 | 3 | -2 | 25 |
| 8 Dec | 3867.60 | 158 | 56.6 | 29.48 | 5 | 3 | 27 |
| 5 Dec | 3952.10 | 101.4 | -21.6 | 25.42 | 2 | -1 | 23 |
| 4 Dec | 3913.30 | 123 | 13 | 26.35 | 7 | 5 | 23 |
| 3 Dec | 3909.70 | 110 | 12.5 | - | 0 | 0 | 0 |
| 2 Dec | 3961.80 | 110 | 12.5 | - | 0 | 6 | 0 |
| 1 Dec | 3963.30 | 110 | 12.5 | 26.68 | 6 | 4 | 16 |
| 28 Nov | 3996.50 | 99 | -3 | 26.34 | 3 | 0 | 11 |
| 27 Nov | 4007.10 | 102 | 15.6 | 27.75 | 1 | 0 | 10 |
| 26 Nov | 4019.10 | 86.4 | -21.6 | 24.94 | 1 | 0 | 9 |
| 25 Nov | 3988.60 | 108 | 15.65 | - | 0 | 0 | 0 |
| 21 Nov | 4038.00 | 108 | 15.65 | 28.96 | 2 | 1 | 8 |
| 20 Nov | 4085.00 | 92.35 | -28.65 | - | 1 | 0 | 6 |
| 19 Nov | 4026.50 | 121 | 8.8 | - | 0 | 0 | 0 |
| 17 Nov | 4036.20 | 121 | 8.8 | 30.53 | 6 | 5 | 5 |
| 13 Nov | 4062.50 | 112.2 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 4072.20 | 112.2 | 0 | 3.69 | 0 | 0 | 0 |
| 10 Nov | 4019.00 | 112.2 | 0 | 3.05 | 0 | 0 | 0 |
| 7 Nov | 4011.00 | 112.2 | 0 | 2.84 | 0 | 0 | 0 |
| 4 Nov | 4182.40 | 112.2 | 0 | 4.69 | 0 | 0 | 0 |
| 3 Nov | 4156.00 | 112.2 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 4161.10 | 112.2 | 0 | 4.33 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 3900 expiring on 27JAN2026
Delta for 3900 PE is -0.56
Historical price for 3900 PE is as follows
On 24 Dec DMART was trading at 3800.20. The strike last trading price was 158.8, which was 12.1 higher than the previous day. The implied volatity was 27.26, the open interest changed by 33 which increased total open position to 160
On 23 Dec DMART was trading at 3828.20. The strike last trading price was 146.7, which was -3.55 lower than the previous day. The implied volatity was 27.61, the open interest changed by 64 which increased total open position to 128
On 22 Dec DMART was trading at 3818.60. The strike last trading price was 149.75, which was 2.75 higher than the previous day. The implied volatity was 27.08, the open interest changed by 13 which increased total open position to 62
On 19 Dec DMART was trading at 3819.50. The strike last trading price was 147, which was -55.3 lower than the previous day. The implied volatity was 26.04, the open interest changed by 5 which increased total open position to 51
On 18 Dec DMART was trading at 3757.20. The strike last trading price was 202.3, which was 38.1 higher than the previous day. The implied volatity was 29.89, the open interest changed by 7 which increased total open position to 45
On 17 Dec DMART was trading at 3826.20. The strike last trading price was 167.3, which was 22.45 higher than the previous day. The implied volatity was 28.93, the open interest changed by 11 which increased total open position to 36
On 16 Dec DMART was trading at 3856.80. The strike last trading price was 145, which was -5 lower than the previous day. The implied volatity was 28.32, the open interest changed by -3 which decreased total open position to 25
On 15 Dec DMART was trading at 3825.60. The strike last trading price was 150, which was -10 lower than the previous day. The implied volatity was 26.42, the open interest changed by 0 which decreased total open position to 27
On 12 Dec DMART was trading at 3843.00. The strike last trading price was 160, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 11 Dec DMART was trading at 3830.80. The strike last trading price was 160, which was -12.95 lower than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 24
On 10 Dec DMART was trading at 3816.30. The strike last trading price was 172.95, which was 42.95 higher than the previous day. The implied volatity was 28.22, the open interest changed by 0 which decreased total open position to 24
On 9 Dec DMART was trading at 3910.00. The strike last trading price was 130, which was -28 lower than the previous day. The implied volatity was 28.20, the open interest changed by -2 which decreased total open position to 25
On 8 Dec DMART was trading at 3867.60. The strike last trading price was 158, which was 56.6 higher than the previous day. The implied volatity was 29.48, the open interest changed by 3 which increased total open position to 27
On 5 Dec DMART was trading at 3952.10. The strike last trading price was 101.4, which was -21.6 lower than the previous day. The implied volatity was 25.42, the open interest changed by -1 which decreased total open position to 23
On 4 Dec DMART was trading at 3913.30. The strike last trading price was 123, which was 13 higher than the previous day. The implied volatity was 26.35, the open interest changed by 5 which increased total open position to 23
On 3 Dec DMART was trading at 3909.70. The strike last trading price was 110, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec DMART was trading at 3961.80. The strike last trading price was 110, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 1 Dec DMART was trading at 3963.30. The strike last trading price was 110, which was 12.5 higher than the previous day. The implied volatity was 26.68, the open interest changed by 4 which increased total open position to 16
On 28 Nov DMART was trading at 3996.50. The strike last trading price was 99, which was -3 lower than the previous day. The implied volatity was 26.34, the open interest changed by 0 which decreased total open position to 11
On 27 Nov DMART was trading at 4007.10. The strike last trading price was 102, which was 15.6 higher than the previous day. The implied volatity was 27.75, the open interest changed by 0 which decreased total open position to 10
On 26 Nov DMART was trading at 4019.10. The strike last trading price was 86.4, which was -21.6 lower than the previous day. The implied volatity was 24.94, the open interest changed by 0 which decreased total open position to 9
On 25 Nov DMART was trading at 3988.60. The strike last trading price was 108, which was 15.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DMART was trading at 4038.00. The strike last trading price was 108, which was 15.65 higher than the previous day. The implied volatity was 28.96, the open interest changed by 1 which increased total open position to 8
On 20 Nov DMART was trading at 4085.00. The strike last trading price was 92.35, which was -28.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Nov DMART was trading at 4026.50. The strike last trading price was 121, which was 8.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov DMART was trading at 4036.20. The strike last trading price was 121, which was 8.8 higher than the previous day. The implied volatity was 30.53, the open interest changed by 5 which increased total open position to 5
On 13 Nov DMART was trading at 4062.50. The strike last trading price was 112.2, 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 11 Nov DMART was trading at 4072.20. The strike last trading price was 112.2, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 10 Nov DMART was trading at 4019.00. The strike last trading price was 112.2, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DMART was trading at 4011.00. The strike last trading price was 112.2, which was 0 lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DMART was trading at 4182.40. The strike last trading price was 112.2, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
On 3 Nov DMART was trading at 4156.00. The strike last trading price was 112.2, 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 30 Oct DMART was trading at 4161.10. The strike last trading price was 112.2, which was 0 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0































































































































































































































