DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 12:04 PM IST
DMART 26DEC2024 4300 CE | ||||||||||
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Delta: 0.03
Vega: 0.43
Theta: -0.60
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 3688.00 | 2.55 | -1.05 | 37.95 | 61 | -6 | 330 | |||
11 Dec | 3708.30 | 3.6 | -3.95 | 37.28 | 1,135 | -183 | 333 | |||
10 Dec | 3816.90 | 7.55 | -1.20 | 35.32 | 391 | -39 | 514 | |||
9 Dec | 3829.05 | 8.75 | 0.50 | 33.97 | 1,153 | -72 | 554 | |||
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6 Dec | 3805.55 | 8.25 | -5.65 | 32.41 | 2,257 | 150 | 627 | |||
5 Dec | 3863.95 | 13.9 | 2.75 | 31.27 | 868 | 125 | 495 | |||
4 Dec | 3850.10 | 11.15 | -2.85 | 30.73 | 957 | 65 | 368 | |||
3 Dec | 3829.85 | 14 | 8.00 | 31.54 | 1,751 | 279 | 306 | |||
2 Dec | 3678.40 | 6 | -2.00 | 33.48 | 25 | 17 | 27 | |||
29 Nov | 3709.60 | 8 | 32.14 | 12 | 6 | 6 |
For Avenue Supermarts Limited - strike price 4300 expiring on 26DEC2024
Delta for 4300 CE is 0.03
Historical price for 4300 CE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 2.55, which was -1.05 lower than the previous day. The implied volatity was 37.95, the open interest changed by -6 which decreased total open position to 330
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 3.6, which was -3.95 lower than the previous day. The implied volatity was 37.28, the open interest changed by -183 which decreased total open position to 333
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 7.55, which was -1.20 lower than the previous day. The implied volatity was 35.32, the open interest changed by -39 which decreased total open position to 514
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 8.75, which was 0.50 higher than the previous day. The implied volatity was 33.97, the open interest changed by -72 which decreased total open position to 554
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 8.25, which was -5.65 lower than the previous day. The implied volatity was 32.41, the open interest changed by 150 which increased total open position to 627
On 5 Dec DMART was trading at 3863.95. The strike last trading price was 13.9, which was 2.75 higher than the previous day. The implied volatity was 31.27, the open interest changed by 125 which increased total open position to 495
On 4 Dec DMART was trading at 3850.10. The strike last trading price was 11.15, which was -2.85 lower than the previous day. The implied volatity was 30.73, the open interest changed by 65 which increased total open position to 368
On 3 Dec DMART was trading at 3829.85. The strike last trading price was 14, which was 8.00 higher than the previous day. The implied volatity was 31.54, the open interest changed by 279 which increased total open position to 306
On 2 Dec DMART was trading at 3678.40. The strike last trading price was 6, which was -2.00 lower than the previous day. The implied volatity was 33.48, the open interest changed by 17 which increased total open position to 27
On 29 Nov DMART was trading at 3709.60. The strike last trading price was 8, which was lower than the previous day. The implied volatity was 32.14, the open interest changed by 6 which increased total open position to 6
DMART 26DEC2024 4300 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 3688.00 | 570.05 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 3708.30 | 570.05 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 3816.90 | 570.05 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 3829.05 | 570.05 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 3805.55 | 570.05 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 3863.95 | 570.05 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 3850.10 | 570.05 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 3829.85 | 570.05 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 3678.40 | 570.05 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 3709.60 | 570.05 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4300 expiring on 26DEC2024
Delta for 4300 PE is -
Historical price for 4300 PE is as follows
On 12 Dec DMART was trading at 3688.00. The strike last trading price was 570.05, 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 570.05, 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 570.05, 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 570.05, 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 570.05, 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 570.05, 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 570.05, 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 3 Dec DMART was trading at 3829.85. The strike last trading price was 570.05, 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 570.05, 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 570.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0