DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 11:54 AM IST
| DMART 26DEC2024 4200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.67
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3697.80 | 4.5 | -1.45 | 35.86 | 330 | -39 | 637 | |||
| 11 Dec | 3708.30 | 5.95 | -5.95 | 35.39 | 2,586 | 31 | 673 | |||
| 10 Dec | 3816.90 | 11.9 | -2.15 | 33.15 | 636 | 66 | 645 | |||
| 9 Dec | 3829.05 | 14.05 | 1.55 | 32.03 | 959 | 58 | 581 | |||
| 6 Dec | 3805.55 | 12.5 | -11.15 | 30.26 | 1,185 | 204 | 524 | |||
| 5 Dec | 3863.95 | 23.65 | 3.25 | 30.35 | 464 | 46 | 319 | |||
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| 4 Dec | 3850.10 | 20.4 | -2.60 | 30.39 | 717 | 87 | 289 | |||
| 3 Dec | 3829.85 | 23 | 13.50 | 30.55 | 909 | 174 | 204 | |||
| 2 Dec | 3678.40 | 9.5 | -3.70 | 32.18 | 28 | 5 | 28 | |||
| 29 Nov | 3709.60 | 13.2 | 31.36 | 37 | 21 | 21 | ||||
For Avenue Supermarts Limited - strike price 4200 expiring on 26DEC2024
Delta for 4200 CE is 0.04
Historical price for 4200 CE is as follows
On 12 Dec DMART was trading at 3697.80. The strike last trading price was 4.5, which was -1.45 lower than the previous day. The implied volatity was 35.86, the open interest changed by -39 which decreased total open position to 637
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 5.95, which was -5.95 lower than the previous day. The implied volatity was 35.39, the open interest changed by 31 which increased total open position to 673
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 11.9, which was -2.15 lower than the previous day. The implied volatity was 33.15, the open interest changed by 66 which increased total open position to 645
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 14.05, which was 1.55 higher than the previous day. The implied volatity was 32.03, the open interest changed by 58 which increased total open position to 581
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 12.5, which was -11.15 lower than the previous day. The implied volatity was 30.26, the open interest changed by 204 which increased total open position to 524
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 23.65, which was 3.25 higher than the previous day. The implied volatity was 30.35, the open interest changed by 46 which increased total open position to 319
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 20.4, which was -2.60 lower than the previous day. The implied volatity was 30.39, the open interest changed by 87 which increased total open position to 289
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 23, which was 13.50 higher than the previous day. The implied volatity was 30.55, the open interest changed by 174 which increased total open position to 204
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 9.5, which was -3.70 lower than the previous day. The implied volatity was 32.18, the open interest changed by 5 which increased total open position to 28
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 13.2, which was lower than the previous day. The implied volatity was 31.36, the open interest changed by 21 which increased total open position to 21
| DMART 26DEC2024 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3697.80 | 355 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 3708.30 | 355 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 3816.90 | 355 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 3829.05 | 355 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 3805.55 | 355 | 0.00 | 0.00 | 0 | -1 | 0 |
| 5 Dec | 3863.95 | 355 | -10.00 | 42.88 | 1 | 0 | 1 |
| 4 Dec | 3850.10 | 365 | -112.95 | 36.67 | 1 | 0 | 0 |
| 3 Dec | 3829.85 | 477.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 3678.40 | 477.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 3709.60 | 477.95 | - | 0 | 0 | 0 | |
For Avenue Supermarts Limited - strike price 4200 expiring on 26DEC2024
Delta for 4200 PE is 0.00
Historical price for 4200 PE is as follows
On 12 Dec DMART was trading at 3697.80. The strike last trading price was 355, 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 11 Dec DMART was trading at 3708.30. The strike last trading price was 355, 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 10 Dec DMART was trading at 3816.90. The strike last trading price was 355, 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 9 Dec DMART was trading at 3829.05. The strike last trading price was 355, 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 6 Dec DMART was trading at 3805.55. The strike last trading price was 355, which was 0.00 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 5 Dec DMART was trading at 3863.95. The strike last trading price was 355, which was -10.00 lower than the previous day. The implied volatity was 42.88, the open interest changed by 0 which decreased total open position to 1
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 365, which was -112.95 lower than the previous day. The implied volatity was 36.67, 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 477.95, 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 477.95, 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 477.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
