DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 11:54 AM IST
| DMART 26DEC2024 3950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 1.74
Theta: -2.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3697.80 | 17.5 | -5.75 | 30.29 | 297 | 46 | 595 | |||
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| 11 Dec | 3708.30 | 23.25 | -22.85 | 30.52 | 1,177 | 190 | 549 | |||
| 10 Dec | 3816.90 | 46.1 | -11.30 | 29.02 | 325 | -71 | 361 | |||
| 9 Dec | 3829.05 | 57.4 | 4.40 | 29.39 | 582 | 45 | 433 | |||
| 6 Dec | 3805.55 | 53 | -29.00 | 28.48 | 593 | 74 | 389 | |||
| 5 Dec | 3863.95 | 82 | 7.80 | 28.06 | 340 | 120 | 303 | |||
| 4 Dec | 3850.10 | 74.2 | -4.10 | 28.93 | 597 | 117 | 183 | |||
| 3 Dec | 3829.85 | 78.3 | 51.30 | 28.86 | 574 | 59 | 68 | |||
| 2 Dec | 3678.40 | 27 | -14.80 | 27.22 | 7 | 3 | 8 | |||
| 29 Nov | 3709.60 | 41.8 | 28.66 | 7 | 5 | 5 | ||||
For Avenue Supermarts Limited - strike price 3950 expiring on 26DEC2024
Delta for 3950 CE is 0.16
Historical price for 3950 CE is as follows
On 12 Dec DMART was trading at 3697.80. The strike last trading price was 17.5, which was -5.75 lower than the previous day. The implied volatity was 30.29, the open interest changed by 46 which increased total open position to 595
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 23.25, which was -22.85 lower than the previous day. The implied volatity was 30.52, the open interest changed by 190 which increased total open position to 549
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 46.1, which was -11.30 lower than the previous day. The implied volatity was 29.02, the open interest changed by -71 which decreased total open position to 361
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 57.4, which was 4.40 higher than the previous day. The implied volatity was 29.39, the open interest changed by 45 which increased total open position to 433
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 53, which was -29.00 lower than the previous day. The implied volatity was 28.48, the open interest changed by 74 which increased total open position to 389
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 82, which was 7.80 higher than the previous day. The implied volatity was 28.06, the open interest changed by 120 which increased total open position to 303
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 74.2, which was -4.10 lower than the previous day. The implied volatity was 28.93, the open interest changed by 117 which increased total open position to 183
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 78.3, which was 51.30 higher than the previous day. The implied volatity was 28.86, the open interest changed by 59 which increased total open position to 68
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 27, which was -14.80 lower than the previous day. The implied volatity was 27.22, the open interest changed by 3 which increased total open position to 8
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 41.8, which was lower than the previous day. The implied volatity was 28.66, the open interest changed by 5 which increased total open position to 5
| DMART 26DEC2024 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3697.80 | 246.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 3708.30 | 246.3 | -24.10 | 33.93 | 1 | 0 | 0 |
| 10 Dec | 3816.90 | 270.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 3829.05 | 270.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 3805.55 | 270.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 3863.95 | 270.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 3850.10 | 270.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 3829.85 | 270.4 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 3678.40 | 270.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 3709.60 | 270.4 | - | 0 | 0 | 0 | |
For Avenue Supermarts Limited - strike price 3950 expiring on 26DEC2024
Delta for 3950 PE is 0.00
Historical price for 3950 PE is as follows
On 12 Dec DMART was trading at 3697.80. The strike last trading price was 246.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 246.3, which was -24.10 lower than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 0
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 270.4, 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 9 Dec DMART was trading at 3829.05. The strike last trading price was 270.4, 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 6 Dec DMART was trading at 3805.55. The strike last trading price was 270.4, 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 5 Dec DMART was trading at 3863.95. The strike last trading price was 270.4, 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 4 Dec DMART was trading at 3850.10. The strike last trading price was 270.4, 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 3 Dec DMART was trading at 3829.85. The strike last trading price was 270.4, 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 2 Dec DMART was trading at 3678.40. The strike last trading price was 270.4, 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 270.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
