DMART
Avenue Supermarts Limited
Historical option data for DMART
11 Apr 2025 04:13 PM IST
| DMART 24APR2025 4200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 3.01
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 4131.50 | 60 | -27.45 | 27.73 | 2,861 | -98 | 1,330 | |||
| 9 Apr | 4139.30 | 86 | 30.95 | 32.45 | 4,055 | -229 | 1,421 | |||
| 8 Apr | 4053.85 | 55.5 | -7 | 31.15 | 2,777 | -56 | 1,640 | |||
| 7 Apr | 4023.15 | 66.25 | 11.65 | 35.81 | 3,008 | 18 | 1,699 | |||
| 4 Apr | 4039.90 | 54 | -66.2 | 28.45 | 6,939 | 245 | 1,683 | |||
| 3 Apr | 4157.80 | 119.5 | 11.55 | 32.54 | 3,095 | 200 | 1,453 | |||
| 2 Apr | 4121.45 | 103.95 | 33.3 | 33.66 | 1,988 | 72 | 1,257 | |||
| 1 Apr | 4003.60 | 74.25 | -24.35 | 33.93 | 3,063 | 146 | 1,183 | |||
| 28 Mar | 4083.20 | 95 | 0.4 | 31.00 | 7,155 | 475 | 1,037 | |||
| 27 Mar | 4065.00 | 94 | 38.85 | 30.21 | 2,692 | 49 | 562 | |||
| 26 Mar | 3945.70 | 53 | -31.8 | 30.52 | 806 | 17 | 502 | |||
| 25 Mar | 3998.80 | 82.45 | 37.6 | 33.34 | 1,538 | 327 | 478 | |||
| 24 Mar | 3905.10 | 46.4 | 2.25 | 29.71 | 78 | 22 | 151 | |||
| 21 Mar | 3892.20 | 43.8 | -0.65 | 27.17 | 73 | 4 | 130 | |||
| 20 Mar | 3884.40 | 41 | 5 | 28.20 | 262 | -5 | 126 | |||
| 19 Mar | 3845.20 | 35.65 | -2.95 | 28.13 | 135 | -24 | 132 | |||
| 18 Mar | 3833.85 | 38.5 | -8.35 | 29.28 | 562 | 56 | 159 | |||
| 17 Mar | 3825.30 | 49.45 | 5.2 | 32.18 | 827 | 61 | 107 | |||
| 13 Mar | 3797.10 | 44.95 | -27.3 | 30.91 | 98 | 44 | 44 | |||
| 10 Feb | 3722.05 | 0 | 0 | 5.73 | 0 | 0 | 0 | |||
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| 7 Feb | 3743.50 | 0 | 0 | 5.07 | 0 | 0 | 0 | |||
| 6 Feb | 3748.45 | 0 | 0 | 4.88 | 0 | 0 | 0 | |||
| 5 Feb | 3865.70 | 0 | 0 | 3.48 | 0 | 0 | 0 | |||
| 4 Feb | 3919.85 | 0 | 0 | 2.70 | 0 | 0 | 0 | |||
| 3 Feb | 3947.85 | 0 | 0 | 2.28 | 0 | 0 | 0 | |||
| 1 Feb | 4023.75 | 0 | 0 | 1.04 | 0 | 0 | 0 | |||
For Avenue Supermarts Limited - strike price 4200 expiring on 24APR2025
Delta for 4200 CE is 0.40
Historical price for 4200 CE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 60, which was -27.45 lower than the previous day. The implied volatity was 27.73, the open interest changed by -98 which decreased total open position to 1330
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 86, which was 30.95 higher than the previous day. The implied volatity was 32.45, the open interest changed by -229 which decreased total open position to 1421
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 55.5, which was -7 lower than the previous day. The implied volatity was 31.15, the open interest changed by -56 which decreased total open position to 1640
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 66.25, which was 11.65 higher than the previous day. The implied volatity was 35.81, the open interest changed by 18 which increased total open position to 1699
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 54, which was -66.2 lower than the previous day. The implied volatity was 28.45, the open interest changed by 245 which increased total open position to 1683
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 119.5, which was 11.55 higher than the previous day. The implied volatity was 32.54, the open interest changed by 200 which increased total open position to 1453
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 103.95, which was 33.3 higher than the previous day. The implied volatity was 33.66, the open interest changed by 72 which increased total open position to 1257
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 74.25, which was -24.35 lower than the previous day. The implied volatity was 33.93, the open interest changed by 146 which increased total open position to 1183
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 95, which was 0.4 higher than the previous day. The implied volatity was 31.00, the open interest changed by 475 which increased total open position to 1037
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 94, which was 38.85 higher than the previous day. The implied volatity was 30.21, the open interest changed by 49 which increased total open position to 562
On 26 Mar DMART was trading at 3945.70. The strike last trading price was 53, which was -31.8 lower than the previous day. The implied volatity was 30.52, the open interest changed by 17 which increased total open position to 502
On 25 Mar DMART was trading at 3998.80. The strike last trading price was 82.45, which was 37.6 higher than the previous day. The implied volatity was 33.34, the open interest changed by 327 which increased total open position to 478
On 24 Mar DMART was trading at 3905.10. The strike last trading price was 46.4, which was 2.25 higher than the previous day. The implied volatity was 29.71, the open interest changed by 22 which increased total open position to 151
On 21 Mar DMART was trading at 3892.20. The strike last trading price was 43.8, which was -0.65 lower than the previous day. The implied volatity was 27.17, the open interest changed by 4 which increased total open position to 130
On 20 Mar DMART was trading at 3884.40. The strike last trading price was 41, which was 5 higher than the previous day. The implied volatity was 28.20, the open interest changed by -5 which decreased total open position to 126
On 19 Mar DMART was trading at 3845.20. The strike last trading price was 35.65, which was -2.95 lower than the previous day. The implied volatity was 28.13, the open interest changed by -24 which decreased total open position to 132
On 18 Mar DMART was trading at 3833.85. The strike last trading price was 38.5, which was -8.35 lower than the previous day. The implied volatity was 29.28, the open interest changed by 56 which increased total open position to 159
On 17 Mar DMART was trading at 3825.30. The strike last trading price was 49.45, which was 5.2 higher than the previous day. The implied volatity was 32.18, the open interest changed by 61 which increased total open position to 107
On 13 Mar DMART was trading at 3797.10. The strike last trading price was 44.95, which was -27.3 lower than the previous day. The implied volatity was 30.91, the open interest changed by 44 which increased total open position to 44
On 10 Feb DMART was trading at 3722.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 7 Feb DMART was trading at 3743.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
On 6 Feb DMART was trading at 3748.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0
On 5 Feb DMART was trading at 3865.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
On 4 Feb DMART was trading at 3919.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
On 3 Feb DMART was trading at 3947.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 1 Feb DMART was trading at 4023.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0
| DMART 24APR2025 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 3.07
Theta: -4.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 4131.50 | 162.9 | 7.55 | 41.78 | 277 | -71 | 335 |
| 9 Apr | 4139.30 | 157.4 | -46.6 | 38.97 | 94 | 5 | 406 |
| 8 Apr | 4053.85 | 204 | -20.9 | 38.12 | 126 | -17 | 402 |
| 7 Apr | 4023.15 | 220.9 | -0.15 | 38.05 | 52 | 4 | 420 |
| 4 Apr | 4039.90 | 215.45 | 46.55 | 35.47 | 264 | -18 | 416 |
| 3 Apr | 4157.80 | 170.35 | -27.8 | 40.08 | 462 | 168 | 428 |
| 2 Apr | 4121.45 | 203.85 | -43.75 | 40.98 | 102 | -6 | 259 |
| 1 Apr | 4003.60 | 245 | 42.15 | 37.45 | 329 | -28 | 265 |
| 28 Mar | 4083.20 | 205.55 | -421.45 | 33.90 | 1,056 | 293 | 293 |
| 27 Mar | 4065.00 | 627 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 3945.70 | 627 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 3998.80 | 627 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 3905.10 | 627 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 3892.20 | 627 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3884.40 | 627 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3845.20 | 627 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3833.85 | 627 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3825.30 | 627 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3797.10 | 627 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 3722.05 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 3743.50 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 3748.45 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 3865.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 3919.85 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 3947.85 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 4023.75 | 0 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4200 expiring on 24APR2025
Delta for 4200 PE is -0.56
Historical price for 4200 PE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 162.9, which was 7.55 higher than the previous day. The implied volatity was 41.78, the open interest changed by -71 which decreased total open position to 335
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 157.4, which was -46.6 lower than the previous day. The implied volatity was 38.97, the open interest changed by 5 which increased total open position to 406
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 204, which was -20.9 lower than the previous day. The implied volatity was 38.12, the open interest changed by -17 which decreased total open position to 402
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 220.9, which was -0.15 lower than the previous day. The implied volatity was 38.05, the open interest changed by 4 which increased total open position to 420
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 215.45, which was 46.55 higher than the previous day. The implied volatity was 35.47, the open interest changed by -18 which decreased total open position to 416
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 170.35, which was -27.8 lower than the previous day. The implied volatity was 40.08, the open interest changed by 168 which increased total open position to 428
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 203.85, which was -43.75 lower than the previous day. The implied volatity was 40.98, the open interest changed by -6 which decreased total open position to 259
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 245, which was 42.15 higher than the previous day. The implied volatity was 37.45, the open interest changed by -28 which decreased total open position to 265
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 205.55, which was -421.45 lower than the previous day. The implied volatity was 33.90, the open interest changed by 293 which increased total open position to 293
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 627, 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 627, 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 627, 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 627, 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 627, 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 627, 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 627, 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 627, 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 627, 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 627, 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 10 Feb DMART was trading at 3722.05. The strike last trading price was 0, 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 7 Feb DMART was trading at 3743.50. The strike last trading price was 0, 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 6 Feb DMART was trading at 3748.45. The strike last trading price was 0, 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 5 Feb DMART was trading at 3865.70. The strike last trading price was 0, 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 4 Feb DMART was trading at 3919.85. The strike last trading price was 0, 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 3 Feb DMART was trading at 3947.85. The strike last trading price was 0, 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 1 Feb DMART was trading at 4023.75. The strike last trading price was 0, 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
