DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 11:54 AM IST
DMART 26DEC2024 4150 CE | ||||||||||
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Delta: 0.06
Vega: 0.89
Theta: -1.19
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 3697.80 | 6.85 | -0.85 | 35.99 | 47 | -4 | 58 | |||
11 Dec | 3708.30 | 7.7 | -7.35 | 34.40 | 169 | 14 | 61 | |||
10 Dec | 3816.90 | 15.05 | -4.35 | 32.01 | 23 | -8 | 47 | |||
9 Dec | 3829.05 | 19.4 | 2.15 | 31.80 | 56 | 4 | 55 | |||
6 Dec | 3805.55 | 17.25 | -10.85 | 30.06 | 54 | 26 | 51 | |||
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5 Dec | 3863.95 | 28.1 | 2.35 | 29.26 | 19 | 4 | 24 | |||
4 Dec | 3850.10 | 25.75 | 25.75 | 29.64 | 87 | 19 | 19 | |||
3 Dec | 3829.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
2 Dec | 3678.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
29 Nov | 3709.60 | 0 | 0.00 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4150 expiring on 26DEC2024
Delta for 4150 CE is 0.06
Historical price for 4150 CE is as follows
On 12 Dec DMART was trading at 3697.80. The strike last trading price was 6.85, which was -0.85 lower than the previous day. The implied volatity was 35.99, the open interest changed by -4 which decreased total open position to 58
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 7.7, which was -7.35 lower than the previous day. The implied volatity was 34.40, the open interest changed by 14 which increased total open position to 61
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 15.05, which was -4.35 lower than the previous day. The implied volatity was 32.01, the open interest changed by -8 which decreased total open position to 47
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 19.4, which was 2.15 higher than the previous day. The implied volatity was 31.80, the open interest changed by 4 which increased total open position to 55
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 17.25, which was -10.85 lower than the previous day. The implied volatity was 30.06, the open interest changed by 26 which increased total open position to 51
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 28.1, which was 2.35 higher than the previous day. The implied volatity was 29.26, the open interest changed by 4 which increased total open position to 24
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 25.75, which was 25.75 higher than the previous day. The implied volatity was 29.64, the open interest changed by 19 which increased total open position to 19
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 0, 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 2 Dec DMART was trading at 3678.40. The strike last trading price was 0, 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 29 Nov DMART was trading at 3709.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
DMART 26DEC2024 4150 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 3697.80 | 433.45 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 3708.30 | 433.45 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 3816.90 | 433.45 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 3829.05 | 433.45 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 3805.55 | 433.45 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 3863.95 | 433.45 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 3850.10 | 433.45 | 433.45 | - | 0 | 0 | 0 |
3 Dec | 3829.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Dec | 3678.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
29 Nov | 3709.60 | 0 | 0.00 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4150 expiring on 26DEC2024
Delta for 4150 PE is -
Historical price for 4150 PE is as follows
On 12 Dec DMART was trading at 3697.80. The strike last trading price was 433.45, 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 11 Dec DMART was trading at 3708.30. The strike last trading price was 433.45, 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 10 Dec DMART was trading at 3816.90. The strike last trading price was 433.45, 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 9 Dec DMART was trading at 3829.05. The strike last trading price was 433.45, 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 6 Dec DMART was trading at 3805.55. The strike last trading price was 433.45, 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 5 Dec DMART was trading at 3863.95. The strike last trading price was 433.45, 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 4 Dec DMART was trading at 3850.10. The strike last trading price was 433.45, which was 433.45 higher 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 0, 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 2 Dec DMART was trading at 3678.40. The strike last trading price was 0, 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 29 Nov DMART was trading at 3709.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0