`
[--[65.84.65.76]--]
DMART
Avenue Supermarts Limited

3685 -23.30 (-0.63%)

Back to Option Chain


Historical option data for DMART

12 Dec 2024 12:04 PM IST
DMART 26DEC2024 4100 CE
Delta: 0.07
Vega: 0.96
Theta: -1.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3688.00 7.3 -2.75 34.14 924 -117 1,658
11 Dec 3708.30 10.05 -9.55 33.42 4,810 356 1,913
10 Dec 3816.90 19.6 -5.95 31.08 1,137 134 1,556
9 Dec 3829.05 25.55 2.20 31.17 1,829 166 1,425
6 Dec 3805.55 23.35 -16.15 29.77 3,714 746 1,269
5 Dec 3863.95 39.5 4.75 29.38 873 -60 519
4 Dec 3850.10 34.75 -2.80 29.68 2,399 344 581
3 Dec 3829.85 37.55 20.35 29.60 1,338 230 235
2 Dec 3678.40 17.2 -7.75 31.93 2 1 4
29 Nov 3709.60 24.95 32.01 4 2 2


For Avenue Supermarts Limited - strike price 4100 expiring on 26DEC2024

Delta for 4100 CE is 0.07

Historical price for 4100 CE is as follows

On 12 Dec DMART was trading at 3688.00. The strike last trading price was 7.3, which was -2.75 lower than the previous day. The implied volatity was 34.14, the open interest changed by -117 which decreased total open position to 1658


On 11 Dec DMART was trading at 3708.30. The strike last trading price was 10.05, which was -9.55 lower than the previous day. The implied volatity was 33.42, the open interest changed by 356 which increased total open position to 1913


On 10 Dec DMART was trading at 3816.90. The strike last trading price was 19.6, which was -5.95 lower than the previous day. The implied volatity was 31.08, the open interest changed by 134 which increased total open position to 1556


On 9 Dec DMART was trading at 3829.05. The strike last trading price was 25.55, which was 2.20 higher than the previous day. The implied volatity was 31.17, the open interest changed by 166 which increased total open position to 1425


On 6 Dec DMART was trading at 3805.55. The strike last trading price was 23.35, which was -16.15 lower than the previous day. The implied volatity was 29.77, the open interest changed by 746 which increased total open position to 1269


On 5 Dec DMART was trading at 3863.95. The strike last trading price was 39.5, which was 4.75 higher than the previous day. The implied volatity was 29.38, the open interest changed by -60 which decreased total open position to 519


On 4 Dec DMART was trading at 3850.10. The strike last trading price was 34.75, which was -2.80 lower than the previous day. The implied volatity was 29.68, the open interest changed by 344 which increased total open position to 581


On 3 Dec DMART was trading at 3829.85. The strike last trading price was 37.55, which was 20.35 higher than the previous day. The implied volatity was 29.60, the open interest changed by 230 which increased total open position to 235


On 2 Dec DMART was trading at 3678.40. The strike last trading price was 17.2, which was -7.75 lower than the previous day. The implied volatity was 31.93, the open interest changed by 1 which increased total open position to 4


On 29 Nov DMART was trading at 3709.60. The strike last trading price was 24.95, which was lower than the previous day. The implied volatity was 32.01, the open interest changed by 2 which increased total open position to 2


DMART 26DEC2024 4100 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3688.00 390.2 0.00 - 0 0 0
11 Dec 3708.30 390.2 0.00 - 0 0 0
10 Dec 3816.90 390.2 0.00 - 0 0 0
9 Dec 3829.05 390.2 0.00 - 0 0 0
6 Dec 3805.55 390.2 0.00 - 0 0 0
5 Dec 3863.95 390.2 0.00 - 0 0 0
4 Dec 3850.10 390.2 0.00 - 0 0 0
3 Dec 3829.85 390.2 0.00 - 0 0 0
2 Dec 3678.40 390.2 0.00 - 0 0 0
29 Nov 3709.60 390.2 - 0 0 0


For Avenue Supermarts Limited - strike price 4100 expiring on 26DEC2024

Delta for 4100 PE is -

Historical price for 4100 PE is as follows

On 12 Dec DMART was trading at 3688.00. The strike last trading price was 390.2, 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 11 Dec DMART was trading at 3708.30. The strike last trading price was 390.2, 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 10 Dec DMART was trading at 3816.90. The strike last trading price was 390.2, 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 390.2, 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 390.2, 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 390.2, 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 390.2, 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 390.2, 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 390.2, 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 390.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0