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Related Pages for DMART
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DMART
Avenue Supermarts Limited
3689.35 -18.95 (-0.51%)

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Historical option data for DMART

12 Dec 2024 12:04 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DMART 26DEC2024 4200 CE
Delta: 0.04
Vega: 0.64
Theta: -0.86
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3688.00 4.3 -1.65 36.22 335 -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
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 3688.00. The strike last trading price was 4.3, which was -1.65 lower than the previous day. The implied volatity was 36.22, 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
Date Close Ltp Change IV Volume Change OI OI
12 Dec 3688.00 355 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 3688.00. 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