DMART
Avenue Supermarts Limited
Historical option data for DMART
10 Dec 2025 04:13 PM IST
| DMART 30-DEC-2025 3950 CE | ||||||||||||||||
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Delta: 0.27
Vega: 2.97
Theta: -1.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Dec | 3816.30 | 28.55 | -33.6 | 19.56 | 1,260 | 177 | 794 | |||||||||
| 9 Dec | 3910.00 | 61 | 10.65 | 18.24 | 979 | -118 | 618 | |||||||||
| 8 Dec | 3867.60 | 49.65 | -37.1 | 19.83 | 2,682 | 249 | 738 | |||||||||
| 5 Dec | 3952.10 | 85.6 | 8 | 16.61 | 2,122 | 239 | 511 | |||||||||
| 4 Dec | 3913.30 | 77 | 0.05 | 19.20 | 574 | -17 | 273 | |||||||||
| 3 Dec | 3909.70 | 74.55 | -33.05 | 19.32 | 778 | 137 | 289 | |||||||||
| 2 Dec | 3961.80 | 108.5 | -1.75 | 19.45 | 348 | 46 | 151 | |||||||||
| 1 Dec | 3963.30 | 110.8 | -27.6 | 19.95 | 248 | 64 | 106 | |||||||||
| 28 Nov | 3996.50 | 136.5 | -4.9 | 19.41 | 40 | 3 | 41 | |||||||||
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| 27 Nov | 4007.10 | 141.55 | -10.2 | 17.18 | 109 | 12 | 41 | |||||||||
| 26 Nov | 4019.10 | 148.65 | 14.75 | 18.39 | 46 | 10 | 31 | |||||||||
| 25 Nov | 3988.60 | 133.7 | -143.1 | 18.42 | 76 | 14 | 20 | |||||||||
| 24 Nov | 3987.50 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 4038.00 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 4085.00 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 4026.50 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 3997.20 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 4036.20 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 4053.70 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 4062.50 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 4058.00 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 4072.20 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 4019.00 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 4011.00 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 4082.20 | 276.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 4182.40 | 276.8 | 0 | - | 2 | 0 | 6 | |||||||||
| 3 Nov | 4156.00 | 276.8 | -39.75 | 9.10 | 4 | 1 | 6 | |||||||||
| 31 Oct | 4153.50 | 316.55 | -91.7 | - | 0 | 5 | 0 | |||||||||
| 30 Oct | 4161.10 | 316.55 | -91.7 | 22.44 | 5 | 2 | 2 | |||||||||
| 29 Oct | 4229.40 | 408.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 3950 expiring on 30DEC2025
Delta for 3950 CE is 0.27
Historical price for 3950 CE is as follows
On 10 Dec DMART was trading at 3816.30. The strike last trading price was 28.55, which was -33.6 lower than the previous day. The implied volatity was 19.56, the open interest changed by 177 which increased total open position to 794
On 9 Dec DMART was trading at 3910.00. The strike last trading price was 61, which was 10.65 higher than the previous day. The implied volatity was 18.24, the open interest changed by -118 which decreased total open position to 618
On 8 Dec DMART was trading at 3867.60. The strike last trading price was 49.65, which was -37.1 lower than the previous day. The implied volatity was 19.83, the open interest changed by 249 which increased total open position to 738
On 5 Dec DMART was trading at 3952.10. The strike last trading price was 85.6, which was 8 higher than the previous day. The implied volatity was 16.61, the open interest changed by 239 which increased total open position to 511
On 4 Dec DMART was trading at 3913.30. The strike last trading price was 77, which was 0.05 higher than the previous day. The implied volatity was 19.20, the open interest changed by -17 which decreased total open position to 273
On 3 Dec DMART was trading at 3909.70. The strike last trading price was 74.55, which was -33.05 lower than the previous day. The implied volatity was 19.32, the open interest changed by 137 which increased total open position to 289
On 2 Dec DMART was trading at 3961.80. The strike last trading price was 108.5, which was -1.75 lower than the previous day. The implied volatity was 19.45, the open interest changed by 46 which increased total open position to 151
On 1 Dec DMART was trading at 3963.30. The strike last trading price was 110.8, which was -27.6 lower than the previous day. The implied volatity was 19.95, the open interest changed by 64 which increased total open position to 106
On 28 Nov DMART was trading at 3996.50. The strike last trading price was 136.5, which was -4.9 lower than the previous day. The implied volatity was 19.41, the open interest changed by 3 which increased total open position to 41
On 27 Nov DMART was trading at 4007.10. The strike last trading price was 141.55, which was -10.2 lower than the previous day. The implied volatity was 17.18, the open interest changed by 12 which increased total open position to 41
On 26 Nov DMART was trading at 4019.10. The strike last trading price was 148.65, which was 14.75 higher than the previous day. The implied volatity was 18.39, the open interest changed by 10 which increased total open position to 31
On 25 Nov DMART was trading at 3988.60. The strike last trading price was 133.7, which was -143.1 lower than the previous day. The implied volatity was 18.42, the open interest changed by 14 which increased total open position to 20
On 24 Nov DMART was trading at 3987.50. The strike last trading price was 276.8, 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 276.8, 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 276.8, 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 276.8, 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 18 Nov DMART was trading at 3997.20. The strike last trading price was 276.8, 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 276.8, 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 14 Nov DMART was trading at 4053.70. The strike last trading price was 276.8, 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 276.8, 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 12 Nov DMART was trading at 4058.00. The strike last trading price was 276.8, 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 276.8, 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 276.8, 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 276.8, 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 6 Nov DMART was trading at 4082.20. The strike last trading price was 276.8, 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 276.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Nov DMART was trading at 4156.00. The strike last trading price was 276.8, which was -39.75 lower than the previous day. The implied volatity was 9.10, the open interest changed by 1 which increased total open position to 6
On 31 Oct DMART was trading at 4153.50. The strike last trading price was 316.55, which was -91.7 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 30 Oct DMART was trading at 4161.10. The strike last trading price was 316.55, which was -91.7 lower than the previous day. The implied volatity was 22.44, the open interest changed by 2 which increased total open position to 2
On 29 Oct DMART was trading at 4229.40. The strike last trading price was 408.25, 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 30DEC2025 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 3.21
Theta: -1.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Dec | 3816.30 | 157.2 | 68.1 | 25.12 | 115 | -49 | 216 |
| 9 Dec | 3910.00 | 88 | -33.7 | 21.36 | 106 | -30 | 266 |
| 8 Dec | 3867.60 | 121.75 | 49.5 | 23.31 | 370 | 7 | 293 |
| 5 Dec | 3952.10 | 71.95 | -17.25 | 21.18 | 156 | 15 | 287 |
| 4 Dec | 3913.30 | 89.1 | -6.3 | 20.60 | 140 | 52 | 277 |
| 3 Dec | 3909.70 | 97.85 | 26.45 | 21.19 | 260 | 7 | 225 |
| 2 Dec | 3961.80 | 70.95 | -3.3 | 20.96 | 165 | 5 | 221 |
| 1 Dec | 3963.30 | 73.4 | 8.1 | 20.95 | 329 | -3 | 216 |
| 28 Nov | 3996.50 | 66.85 | 11.75 | 21.84 | 172 | 54 | 218 |
| 27 Nov | 4007.10 | 55.7 | 1.25 | 20.58 | 331 | 12 | 165 |
| 26 Nov | 4019.10 | 55.8 | -19.2 | 20.39 | 121 | 51 | 154 |
| 25 Nov | 3988.60 | 76.45 | -10.55 | 22.71 | 135 | 76 | 102 |
| 24 Nov | 3987.50 | 87 | 14.25 | 24.33 | 26 | 18 | 25 |
| 21 Nov | 4038.00 | 72.75 | -12.2 | 24.65 | 7 | 3 | 7 |
| 20 Nov | 4085.00 | 84.95 | -21.05 | - | 0 | 1 | 0 |
| 19 Nov | 4026.50 | 84.95 | -21.05 | 26.34 | 1 | 0 | 3 |
| 18 Nov | 3997.20 | 106 | 0 | 27.46 | 1 | 0 | 2 |
| 17 Nov | 4036.20 | 106 | 39 | - | 0 | 0 | 0 |
| 14 Nov | 4053.70 | 106 | 39 | - | 0 | 0 | 0 |
| 13 Nov | 4062.50 | 106 | 39 | - | 0 | 0 | 0 |
| 12 Nov | 4058.00 | 106 | 39 | - | 0 | 0 | 0 |
| 11 Nov | 4072.20 | 106 | 39 | - | 0 | 1 | 0 |
| 10 Nov | 4019.00 | 106 | 39 | 28.41 | 1 | 0 | 1 |
| 7 Nov | 4011.00 | 67 | -28.9 | - | 0 | 0 | 0 |
| 6 Nov | 4082.20 | 67 | -28.9 | - | 0 | 0 | 0 |
| 4 Nov | 4182.40 | 67 | -28.9 | - | 0 | 1 | 0 |
| 3 Nov | 4156.00 | 67 | -28.9 | 26.92 | 1 | 0 | 0 |
| 31 Oct | 4153.50 | 95.9 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 4161.10 | 95.9 | 0 | 4.27 | 0 | 0 | 0 |
| 29 Oct | 4229.40 | 95.9 | 0 | 5.30 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 3950 expiring on 30DEC2025
Delta for 3950 PE is -0.68
Historical price for 3950 PE is as follows
On 10 Dec DMART was trading at 3816.30. The strike last trading price was 157.2, which was 68.1 higher than the previous day. The implied volatity was 25.12, the open interest changed by -49 which decreased total open position to 216
On 9 Dec DMART was trading at 3910.00. The strike last trading price was 88, which was -33.7 lower than the previous day. The implied volatity was 21.36, the open interest changed by -30 which decreased total open position to 266
On 8 Dec DMART was trading at 3867.60. The strike last trading price was 121.75, which was 49.5 higher than the previous day. The implied volatity was 23.31, the open interest changed by 7 which increased total open position to 293
On 5 Dec DMART was trading at 3952.10. The strike last trading price was 71.95, which was -17.25 lower than the previous day. The implied volatity was 21.18, the open interest changed by 15 which increased total open position to 287
On 4 Dec DMART was trading at 3913.30. The strike last trading price was 89.1, which was -6.3 lower than the previous day. The implied volatity was 20.60, the open interest changed by 52 which increased total open position to 277
On 3 Dec DMART was trading at 3909.70. The strike last trading price was 97.85, which was 26.45 higher than the previous day. The implied volatity was 21.19, the open interest changed by 7 which increased total open position to 225
On 2 Dec DMART was trading at 3961.80. The strike last trading price was 70.95, which was -3.3 lower than the previous day. The implied volatity was 20.96, the open interest changed by 5 which increased total open position to 221
On 1 Dec DMART was trading at 3963.30. The strike last trading price was 73.4, which was 8.1 higher than the previous day. The implied volatity was 20.95, the open interest changed by -3 which decreased total open position to 216
On 28 Nov DMART was trading at 3996.50. The strike last trading price was 66.85, which was 11.75 higher than the previous day. The implied volatity was 21.84, the open interest changed by 54 which increased total open position to 218
On 27 Nov DMART was trading at 4007.10. The strike last trading price was 55.7, which was 1.25 higher than the previous day. The implied volatity was 20.58, the open interest changed by 12 which increased total open position to 165
On 26 Nov DMART was trading at 4019.10. The strike last trading price was 55.8, which was -19.2 lower than the previous day. The implied volatity was 20.39, the open interest changed by 51 which increased total open position to 154
On 25 Nov DMART was trading at 3988.60. The strike last trading price was 76.45, which was -10.55 lower than the previous day. The implied volatity was 22.71, the open interest changed by 76 which increased total open position to 102
On 24 Nov DMART was trading at 3987.50. The strike last trading price was 87, which was 14.25 higher than the previous day. The implied volatity was 24.33, the open interest changed by 18 which increased total open position to 25
On 21 Nov DMART was trading at 4038.00. The strike last trading price was 72.75, which was -12.2 lower than the previous day. The implied volatity was 24.65, the open interest changed by 3 which increased total open position to 7
On 20 Nov DMART was trading at 4085.00. The strike last trading price was 84.95, which was -21.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov DMART was trading at 4026.50. The strike last trading price was 84.95, which was -21.05 lower than the previous day. The implied volatity was 26.34, the open interest changed by 0 which decreased total open position to 3
On 18 Nov DMART was trading at 3997.20. The strike last trading price was 106, which was 0 lower than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 2
On 17 Nov DMART was trading at 4036.20. The strike last trading price was 106, which was 39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DMART was trading at 4053.70. The strike last trading price was 106, which was 39 higher 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 106, which was 39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DMART was trading at 4058.00. The strike last trading price was 106, which was 39 higher 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 106, which was 39 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 10 Nov DMART was trading at 4019.00. The strike last trading price was 106, which was 39 higher than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 1
On 7 Nov DMART was trading at 4011.00. The strike last trading price was 67, which was -28.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DMART was trading at 4082.20. The strike last trading price was 67, which was -28.9 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 67, which was -28.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Nov DMART was trading at 4156.00. The strike last trading price was 67, which was -28.9 lower than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DMART was trading at 4153.50. The strike last trading price was 95.9, 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 95.9, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 29 Oct DMART was trading at 4229.40. The strike last trading price was 95.9, which was 0 lower than the previous day. The implied volatity was 5.30, the open interest changed by 0 which decreased total open position to 0































































































































































































































