DMART
Avenue Supermarts Limited
Historical option data for DMART
11 Apr 2025 04:13 PM IST
| DMART 24APR2025 4150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 3.10
Theta: -3.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 4131.50 | 76.65 | -31.3 | 26.27 | 966 | 99 | 330 | |||
| 9 Apr | 4139.30 | 109 | 37.1 | 32.61 | 882 | 32 | 229 | |||
| 8 Apr | 4053.85 | 69.3 | -9.35 | 30.19 | 400 | 10 | 200 | |||
| 7 Apr | 4023.15 | 81 | 11.35 | 35.23 | 485 | -34 | 189 | |||
| 4 Apr | 4039.90 | 67.2 | -75.2 | 27.58 | 1,531 | -94 | 226 | |||
| 3 Apr | 4157.80 | 140.25 | 11.5 | 31.64 | 1,277 | 67 | 321 | |||
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| 2 Apr | 4121.45 | 123.4 | 36.4 | 33.18 | 388 | 9 | 254 | |||
| 1 Apr | 4003.60 | 89.55 | -27.4 | 33.57 | 931 | -38 | 239 | |||
| 28 Mar | 4083.20 | 118.45 | 6.65 | 31.82 | 2,672 | 221 | 277 | |||
| 27 Mar | 4065.00 | 124.95 | 57.7 | 32.69 | 160 | 18 | 51 | |||
| 26 Mar | 3945.70 | 67.35 | -32.55 | 30.85 | 39 | 5 | 14 | |||
| 25 Mar | 3998.80 | 100 | 46.2 | 33.62 | 17 | 7 | 9 | |||
| 24 Mar | 3905.10 | 53.8 | 0 | 0.00 | 0 | -1 | 0 | |||
| 21 Mar | 3892.20 | 53.8 | -3.2 | 26.75 | 5 | -2 | 1 | |||
| 20 Mar | 3884.40 | 57 | 19.25 | 29.73 | 3 | 1 | 1 | |||
| 19 Mar | 3845.20 | 37.75 | 0 | 5.47 | 0 | 0 | 0 | |||
| 18 Mar | 3833.85 | 37.75 | 0 | 5.79 | 0 | 0 | 0 | |||
| 17 Mar | 3825.30 | 37.75 | 0 | 5.64 | 0 | 0 | 0 | |||
| 13 Mar | 3797.10 | 37.75 | 0 | 5.83 | 0 | 0 | 0 | |||
For Avenue Supermarts Limited - strike price 4150 expiring on 24APR2025
Delta for 4150 CE is 0.49
Historical price for 4150 CE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 76.65, which was -31.3 lower than the previous day. The implied volatity was 26.27, the open interest changed by 99 which increased total open position to 330
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 109, which was 37.1 higher than the previous day. The implied volatity was 32.61, the open interest changed by 32 which increased total open position to 229
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 69.3, which was -9.35 lower than the previous day. The implied volatity was 30.19, the open interest changed by 10 which increased total open position to 200
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 81, which was 11.35 higher than the previous day. The implied volatity was 35.23, the open interest changed by -34 which decreased total open position to 189
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 67.2, which was -75.2 lower than the previous day. The implied volatity was 27.58, the open interest changed by -94 which decreased total open position to 226
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 140.25, which was 11.5 higher than the previous day. The implied volatity was 31.64, the open interest changed by 67 which increased total open position to 321
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 123.4, which was 36.4 higher than the previous day. The implied volatity was 33.18, the open interest changed by 9 which increased total open position to 254
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 89.55, which was -27.4 lower than the previous day. The implied volatity was 33.57, the open interest changed by -38 which decreased total open position to 239
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 118.45, which was 6.65 higher than the previous day. The implied volatity was 31.82, the open interest changed by 221 which increased total open position to 277
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 124.95, which was 57.7 higher than the previous day. The implied volatity was 32.69, the open interest changed by 18 which increased total open position to 51
On 26 Mar DMART was trading at 3945.70. The strike last trading price was 67.35, which was -32.55 lower than the previous day. The implied volatity was 30.85, the open interest changed by 5 which increased total open position to 14
On 25 Mar DMART was trading at 3998.80. The strike last trading price was 100, which was 46.2 higher than the previous day. The implied volatity was 33.62, the open interest changed by 7 which increased total open position to 9
On 24 Mar DMART was trading at 3905.10. The strike last trading price was 53.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Mar DMART was trading at 3892.20. The strike last trading price was 53.8, which was -3.2 lower than the previous day. The implied volatity was 26.75, the open interest changed by -2 which decreased total open position to 1
On 20 Mar DMART was trading at 3884.40. The strike last trading price was 57, which was 19.25 higher than the previous day. The implied volatity was 29.73, the open interest changed by 1 which increased total open position to 1
On 19 Mar DMART was trading at 3845.20. The strike last trading price was 37.75, which was 0 lower than the previous day. The implied volatity was 5.47, 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 37.75, which was 0 lower than the previous day. The implied volatity was 5.79, 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 37.75, which was 0 lower than the previous day. The implied volatity was 5.64, 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 37.75, which was 0 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0
| DMART 24APR2025 4150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 3.11
Theta: -4.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 4131.50 | 127.75 | 0.45 | 39.42 | 315 | 14 | 181 |
| 9 Apr | 4139.30 | 128.25 | -45.55 | 38.38 | 252 | 34 | 171 |
| 8 Apr | 4053.85 | 173.1 | -20.9 | 38.36 | 104 | 11 | 137 |
| 7 Apr | 4023.15 | 187.3 | 3.6 | 37.79 | 160 | -46 | 125 |
| 4 Apr | 4039.90 | 181 | 38.25 | 34.83 | 301 | -37 | 173 |
| 3 Apr | 4157.80 | 142 | -28.1 | 39.38 | 390 | 101 | 209 |
| 2 Apr | 4121.45 | 166.55 | -48.8 | 38.67 | 78 | -13 | 109 |
| 1 Apr | 4003.60 | 209.6 | 37.15 | 36.69 | 307 | 45 | 122 |
| 28 Mar | 4083.20 | 178.75 | -456.35 | 34.52 | 542 | 77 | 77 |
| 27 Mar | 4065.00 | 635.1 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 3945.70 | 635.1 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 3998.80 | 635.1 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 3905.10 | 635.1 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 3892.20 | 635.1 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3884.40 | 635.1 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3845.20 | 635.1 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3833.85 | 635.1 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3825.30 | 635.1 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3797.10 | 635.1 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4150 expiring on 24APR2025
Delta for 4150 PE is -0.50
Historical price for 4150 PE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 127.75, which was 0.45 higher than the previous day. The implied volatity was 39.42, the open interest changed by 14 which increased total open position to 181
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 128.25, which was -45.55 lower than the previous day. The implied volatity was 38.38, the open interest changed by 34 which increased total open position to 171
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 173.1, which was -20.9 lower than the previous day. The implied volatity was 38.36, the open interest changed by 11 which increased total open position to 137
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 187.3, which was 3.6 higher than the previous day. The implied volatity was 37.79, the open interest changed by -46 which decreased total open position to 125
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 181, which was 38.25 higher than the previous day. The implied volatity was 34.83, the open interest changed by -37 which decreased total open position to 173
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 142, which was -28.1 lower than the previous day. The implied volatity was 39.38, the open interest changed by 101 which increased total open position to 209
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 166.55, which was -48.8 lower than the previous day. The implied volatity was 38.67, the open interest changed by -13 which decreased total open position to 109
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 209.6, which was 37.15 higher than the previous day. The implied volatity was 36.69, the open interest changed by 45 which increased total open position to 122
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 178.75, which was -456.35 lower than the previous day. The implied volatity was 34.52, the open interest changed by 77 which increased total open position to 77
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 635.1, 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 26 Mar DMART was trading at 3945.70. The strike last trading price was 635.1, 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 25 Mar DMART was trading at 3998.80. The strike last trading price was 635.1, 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 24 Mar DMART was trading at 3905.10. The strike last trading price was 635.1, 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 635.1, 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 635.1, 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 635.1, 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 635.1, 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 635.1, 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 635.1, 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
