DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 11:44 AM IST
| DMART 26DEC2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 1.47
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3702.50 | 13.25 | -4.45 | 31.11 | 1,564 | -37 | 3,418 | |||
| 11 Dec | 3708.30 | 17.7 | -18.05 | 31.61 | 8,297 | 477 | 3,484 | |||
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| 10 Dec | 3816.90 | 35.75 | -8.75 | 30.07 | 3,341 | 165 | 3,015 | |||
| 9 Dec | 3829.05 | 44.5 | 4.20 | 30.41 | 6,933 | 1,375 | 2,902 | |||
| 6 Dec | 3805.55 | 40.3 | -25.80 | 28.79 | 5,131 | 341 | 1,527 | |||
| 5 Dec | 3863.95 | 66.1 | 6.45 | 28.87 | 3,426 | -136 | 1,171 | |||
| 4 Dec | 3850.10 | 59.65 | -2.35 | 29.58 | 5,341 | 401 | 1,311 | |||
| 3 Dec | 3829.85 | 62 | 34.65 | 29.12 | 8,773 | 239 | 900 | |||
| 2 Dec | 3678.40 | 27.35 | -4.65 | 30.64 | 1,553 | 241 | 649 | |||
| 29 Nov | 3709.60 | 32 | 28.77 | 1,316 | 400 | 400 | ||||
For Avenue Supermarts Limited - strike price 4000 expiring on 26DEC2024
Delta for 4000 CE is 0.12
Historical price for 4000 CE is as follows
On 12 Dec DMART was trading at 3702.50. The strike last trading price was 13.25, which was -4.45 lower than the previous day. The implied volatity was 31.11, the open interest changed by -37 which decreased total open position to 3418
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 17.7, which was -18.05 lower than the previous day. The implied volatity was 31.61, the open interest changed by 477 which increased total open position to 3484
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 35.75, which was -8.75 lower than the previous day. The implied volatity was 30.07, the open interest changed by 165 which increased total open position to 3015
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 44.5, which was 4.20 higher than the previous day. The implied volatity was 30.41, the open interest changed by 1375 which increased total open position to 2902
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 40.3, which was -25.80 lower than the previous day. The implied volatity was 28.79, the open interest changed by 341 which increased total open position to 1527
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 66.1, which was 6.45 higher than the previous day. The implied volatity was 28.87, the open interest changed by -136 which decreased total open position to 1171
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 59.65, which was -2.35 lower than the previous day. The implied volatity was 29.58, the open interest changed by 401 which increased total open position to 1311
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 62, which was 34.65 higher than the previous day. The implied volatity was 29.12, the open interest changed by 239 which increased total open position to 900
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 27.35, which was -4.65 lower than the previous day. The implied volatity was 30.64, the open interest changed by 241 which increased total open position to 649
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 32, which was lower than the previous day. The implied volatity was 28.77, the open interest changed by 400 which increased total open position to 400
| DMART 26DEC2024 4000 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 | 3702.50 | 284.6 | 0.00 | 0.00 | 0 | 18 | 0 |
| 11 Dec | 3708.30 | 284.6 | 68.40 | 32.34 | 51 | 18 | 57 |
| 10 Dec | 3816.90 | 216.2 | 0.00 | 0.00 | 0 | 3 | 0 |
| 9 Dec | 3829.05 | 216.2 | -13.80 | 38.68 | 6 | 2 | 38 |
| 6 Dec | 3805.55 | 230 | 33.00 | 34.57 | 19 | 1 | 40 |
| 5 Dec | 3863.95 | 197 | 0.00 | 0.00 | 0 | 30 | 0 |
| 4 Dec | 3850.10 | 197 | -12.80 | 31.44 | 53 | 31 | 40 |
| 3 Dec | 3829.85 | 209.8 | -98.65 | 35.19 | 13 | 8 | 8 |
| 2 Dec | 3678.40 | 308.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 3709.60 | 308.45 | - | 0 | 0 | 0 | |
For Avenue Supermarts Limited - strike price 4000 expiring on 26DEC2024
Delta for 4000 PE is 0.00
Historical price for 4000 PE is as follows
On 12 Dec DMART was trading at 3702.50. The strike last trading price was 284.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 284.6, which was 68.40 higher than the previous day. The implied volatity was 32.34, the open interest changed by 18 which increased total open position to 57
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 216.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 216.2, which was -13.80 lower than the previous day. The implied volatity was 38.68, the open interest changed by 2 which increased total open position to 38
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 230, which was 33.00 higher than the previous day. The implied volatity was 34.57, the open interest changed by 1 which increased total open position to 40
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 197, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 30 which increased total open position to 0
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 197, which was -12.80 lower than the previous day. The implied volatity was 31.44, the open interest changed by 31 which increased total open position to 40
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 209.8, which was -98.65 lower than the previous day. The implied volatity was 35.19, the open interest changed by 8 which increased total open position to 8
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 308.45, 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 308.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
