DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:04 PM IST
DMART 26DEC2024 4100 CE | ||||||||||
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Delta: 0.07
Vega: 0.96
Theta: -1.23
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 3688.00 | 7.3 | -2.75 | 34.14 | 924 | -117 | 1,658 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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