DMART
Avenue Supermarts Limited
Historical option data for DMART
11 Apr 2025 04:13 PM IST
DMART 24APR2025 4050 CE | ||||||||||
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Delta: 0.70
Vega: 2.72
Theta: -3.23
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 4131.50 | 125.85 | -38.65 | 23.62 | 186 | 23 | 328 | |||
9 Apr | 4139.30 | 165.15 | 53.5 | 32.75 | 588 | -23 | 308 | |||
8 Apr | 4053.85 | 113 | -8.4 | 29.98 | 882 | 47 | 337 | |||
7 Apr | 4023.15 | 123 | 13.35 | 35.18 | 570 | 12 | 291 | |||
4 Apr | 4039.90 | 108.25 | -93.2 | 27.11 | 1,317 | 101 | 282 | |||
3 Apr | 4157.80 | 202.45 | 23.9 | 32.78 | 194 | -13 | 189 | |||
2 Apr | 4121.45 | 169.25 | 47.45 | 31.72 | 728 | 30 | 205 | |||
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1 Apr | 4003.60 | 129.75 | -35.6 | 33.29 | 658 | -32 | 174 | |||
28 Mar | 4083.20 | 163.5 | 6.5 | 31.12 | 734 | 80 | 206 | |||
27 Mar | 4065.00 | 160.8 | 62.5 | 29.95 | 272 | 3 | 128 | |||
26 Mar | 3945.70 | 98.3 | -39.65 | 30.27 | 103 | -4 | 125 | |||
25 Mar | 3998.80 | 132 | 34.75 | 31.90 | 167 | 115 | 129 | |||
24 Mar | 3905.10 | 97.25 | 11.5 | 31.23 | 11 | 8 | 12 | |||
21 Mar | 3892.20 | 85.75 | 15.85 | 27.09 | 4 | 2 | 3 | |||
20 Mar | 3884.40 | 69.9 | 18.35 | 26.26 | 1 | 0 | 0 | |||
19 Mar | 3845.20 | 51.55 | 0 | 3.57 | 0 | 0 | 0 | |||
18 Mar | 3833.85 | 51.55 | 0 | 3.92 | 0 | 0 | 0 | |||
17 Mar | 3825.30 | 51.55 | 0 | 3.80 | 0 | 0 | 0 | |||
13 Mar | 3797.10 | 51.55 | 0 | 4.08 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4050 expiring on 24APR2025
Delta for 4050 CE is 0.70
Historical price for 4050 CE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 125.85, which was -38.65 lower than the previous day. The implied volatity was 23.62, the open interest changed by 23 which increased total open position to 328
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 165.15, which was 53.5 higher than the previous day. The implied volatity was 32.75, the open interest changed by -23 which decreased total open position to 308
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 113, which was -8.4 lower than the previous day. The implied volatity was 29.98, the open interest changed by 47 which increased total open position to 337
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 123, which was 13.35 higher than the previous day. The implied volatity was 35.18, the open interest changed by 12 which increased total open position to 291
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 108.25, which was -93.2 lower than the previous day. The implied volatity was 27.11, the open interest changed by 101 which increased total open position to 282
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 202.45, which was 23.9 higher than the previous day. The implied volatity was 32.78, the open interest changed by -13 which decreased total open position to 189
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 169.25, which was 47.45 higher than the previous day. The implied volatity was 31.72, the open interest changed by 30 which increased total open position to 205
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 129.75, which was -35.6 lower than the previous day. The implied volatity was 33.29, the open interest changed by -32 which decreased total open position to 174
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 163.5, which was 6.5 higher than the previous day. The implied volatity was 31.12, the open interest changed by 80 which increased total open position to 206
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 160.8, which was 62.5 higher than the previous day. The implied volatity was 29.95, the open interest changed by 3 which increased total open position to 128
On 26 Mar DMART was trading at 3945.70. The strike last trading price was 98.3, which was -39.65 lower than the previous day. The implied volatity was 30.27, the open interest changed by -4 which decreased total open position to 125
On 25 Mar DMART was trading at 3998.80. The strike last trading price was 132, which was 34.75 higher than the previous day. The implied volatity was 31.90, the open interest changed by 115 which increased total open position to 129
On 24 Mar DMART was trading at 3905.10. The strike last trading price was 97.25, which was 11.5 higher than the previous day. The implied volatity was 31.23, the open interest changed by 8 which increased total open position to 12
On 21 Mar DMART was trading at 3892.20. The strike last trading price was 85.75, which was 15.85 higher than the previous day. The implied volatity was 27.09, the open interest changed by 2 which increased total open position to 3
On 20 Mar DMART was trading at 3884.40. The strike last trading price was 69.9, which was 18.35 higher than the previous day. The implied volatity was 26.26, the open interest changed by 0 which decreased total open position to 0
On 19 Mar DMART was trading at 3845.20. The strike last trading price was 51.55, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 18 Mar DMART was trading at 3833.85. The strike last trading price was 51.55, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DMART was trading at 3825.30. The strike last trading price was 51.55, which was 0 lower than the previous day. The implied volatity was 3.80, the open interest changed by 0 which decreased total open position to 0
On 13 Mar DMART was trading at 3797.10. The strike last trading price was 51.55, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0
DMART 24APR2025 4050 PE | |||||||
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Delta: -0.37
Vega: 2.93
Theta: -3.83
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 4131.50 | 76.95 | -5.5 | 37.84 | 304 | -14 | 258 |
9 Apr | 4139.30 | 83.5 | -32.05 | 38.51 | 488 | -100 | 272 |
8 Apr | 4053.85 | 112.8 | -23.65 | 36.67 | 1,278 | 193 | 375 |
7 Apr | 4023.15 | 130.7 | 7.4 | 37.92 | 666 | 20 | 180 |
4 Apr | 4039.90 | 123.4 | 25.8 | 34.35 | 870 | -44 | 160 |
3 Apr | 4157.80 | 97.55 | -21.45 | 39.15 | 301 | -99 | 204 |
2 Apr | 4121.45 | 120.85 | -33.1 | 39.43 | 425 | 106 | 304 |
1 Apr | 4003.60 | 151.45 | 29.55 | 36.56 | 582 | 23 | 198 |
28 Mar | 4083.20 | 124.55 | -10.25 | 33.86 | 480 | 84 | 175 |
27 Mar | 4065.00 | 129.7 | -64.35 | 34.53 | 51 | 31 | 90 |
26 Mar | 3945.70 | 194.05 | 29.9 | 33.45 | 1 | 0 | 60 |
25 Mar | 3998.80 | 167.2 | -382.85 | 33.29 | 80 | 59 | 59 |
24 Mar | 3905.10 | 550.05 | 0 | - | 0 | 0 | 0 |
21 Mar | 3892.20 | 550.05 | 0 | - | 0 | 0 | 0 |
20 Mar | 3884.40 | 550.05 | 0 | - | 0 | 0 | 0 |
19 Mar | 3845.20 | 550.05 | 0 | - | 0 | 0 | 0 |
18 Mar | 3833.85 | 550.05 | 0 | - | 0 | 0 | 0 |
17 Mar | 3825.30 | 550.05 | 0 | - | 0 | 0 | 0 |
13 Mar | 3797.10 | 550.05 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4050 expiring on 24APR2025
Delta for 4050 PE is -0.37
Historical price for 4050 PE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 76.95, which was -5.5 lower than the previous day. The implied volatity was 37.84, the open interest changed by -14 which decreased total open position to 258
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 83.5, which was -32.05 lower than the previous day. The implied volatity was 38.51, the open interest changed by -100 which decreased total open position to 272
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 112.8, which was -23.65 lower than the previous day. The implied volatity was 36.67, the open interest changed by 193 which increased total open position to 375
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 130.7, which was 7.4 higher than the previous day. The implied volatity was 37.92, the open interest changed by 20 which increased total open position to 180
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 123.4, which was 25.8 higher than the previous day. The implied volatity was 34.35, the open interest changed by -44 which decreased total open position to 160
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 97.55, which was -21.45 lower than the previous day. The implied volatity was 39.15, the open interest changed by -99 which decreased total open position to 204
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 120.85, which was -33.1 lower than the previous day. The implied volatity was 39.43, the open interest changed by 106 which increased total open position to 304
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 151.45, which was 29.55 higher than the previous day. The implied volatity was 36.56, the open interest changed by 23 which increased total open position to 198
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 124.55, which was -10.25 lower than the previous day. The implied volatity was 33.86, the open interest changed by 84 which increased total open position to 175
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 129.7, which was -64.35 lower than the previous day. The implied volatity was 34.53, the open interest changed by 31 which increased total open position to 90
On 26 Mar DMART was trading at 3945.70. The strike last trading price was 194.05, which was 29.9 higher than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 60
On 25 Mar DMART was trading at 3998.80. The strike last trading price was 167.2, which was -382.85 lower than the previous day. The implied volatity was 33.29, the open interest changed by 59 which increased total open position to 59
On 24 Mar DMART was trading at 3905.10. The strike last trading price was 550.05, 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 Mar DMART was trading at 3892.20. The strike last trading price was 550.05, 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 Mar DMART was trading at 3884.40. The strike last trading price was 550.05, 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 Mar DMART was trading at 3845.20. The strike last trading price was 550.05, 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 18 Mar DMART was trading at 3833.85. The strike last trading price was 550.05, 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 Mar DMART was trading at 3825.30. The strike last trading price was 550.05, 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 Mar DMART was trading at 3797.10. The strike last trading price was 550.05, 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