DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:04 PM IST
| DMART 26DEC2024 4050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 1.18
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3688.00 | 9.9 | -2.85 | 33.32 | 61 | -4 | 187 | |||
| 11 Dec | 3708.30 | 12.75 | -14.40 | 32.13 | 468 | 36 | 192 | |||
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| 10 Dec | 3816.90 | 27.15 | -8.15 | 30.83 | 224 | 63 | 161 | |||
| 9 Dec | 3829.05 | 35.3 | 4.85 | 31.22 | 147 | -15 | 97 | |||
| 6 Dec | 3805.55 | 30.45 | -20.45 | 29.16 | 323 | 62 | 111 | |||
| 5 Dec | 3863.95 | 50.9 | 5.25 | 28.98 | 41 | 3 | 50 | |||
| 4 Dec | 3850.10 | 45.65 | -3.35 | 29.56 | 198 | -2 | 46 | |||
| 3 Dec | 3829.85 | 49 | 27.80 | 29.51 | 253 | 36 | 43 | |||
| 2 Dec | 3678.40 | 21.2 | -3.45 | 31.00 | 10 | -1 | 5 | |||
| 29 Nov | 3709.60 | 24.65 | 29.06 | 17 | 7 | 7 | ||||
For Avenue Supermarts Limited - strike price 4050 expiring on 26DEC2024
Delta for 4050 CE is 0.09
Historical price for 4050 CE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 9.9, which was -2.85 lower than the previous day. The implied volatity was 33.32, the open interest changed by -4 which decreased total open position to 187
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 12.75, which was -14.40 lower than the previous day. The implied volatity was 32.13, the open interest changed by 36 which increased total open position to 192
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 27.15, which was -8.15 lower than the previous day. The implied volatity was 30.83, the open interest changed by 63 which increased total open position to 161
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 35.3, which was 4.85 higher than the previous day. The implied volatity was 31.22, the open interest changed by -15 which decreased total open position to 97
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 30.45, which was -20.45 lower than the previous day. The implied volatity was 29.16, the open interest changed by 62 which increased total open position to 111
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 50.9, which was 5.25 higher than the previous day. The implied volatity was 28.98, the open interest changed by 3 which increased total open position to 50
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 45.65, which was -3.35 lower than the previous day. The implied volatity was 29.56, the open interest changed by -2 which decreased total open position to 46
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 49, which was 27.80 higher than the previous day. The implied volatity was 29.51, the open interest changed by 36 which increased total open position to 43
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 21.2, which was -3.45 lower than the previous day. The implied volatity was 31.00, the open interest changed by -1 which decreased total open position to 5
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was 29.06, the open interest changed by 7 which increased total open position to 7
| DMART 26DEC2024 4050 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 | 3688.00 | 206.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 3708.30 | 206.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 3816.90 | 206.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 3829.05 | 206.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 3805.55 | 206.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 3863.95 | 206.65 | -33.70 | 31.13 | 6 | 0 | 6 |
| 4 Dec | 3850.10 | 240.35 | 0.00 | 0.00 | 0 | 6 | 0 |
| 3 Dec | 3829.85 | 240.35 | -108.10 | 34.20 | 13 | 6 | 6 |
| 2 Dec | 3678.40 | 348.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 3709.60 | 348.45 | - | 0 | 0 | 0 | |
For Avenue Supermarts Limited - strike price 4050 expiring on 26DEC2024
Delta for 4050 PE is 0.00
Historical price for 4050 PE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 206.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 206.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 206.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 206.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 206.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 206.65, which was -33.70 lower than the previous day. The implied volatity was 31.13, the open interest changed by 0 which decreased total open position to 6
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 240.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 240.35, which was -108.10 lower than the previous day. The implied volatity was 34.20, the open interest changed by 6 which increased total open position to 6
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 348.45, 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 348.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
