Historical option data for DMART
29 Jun 2026 10:49 AM IST
| DMART 28-Jul-2026 (27d) 4350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.05
Theta: -2.88
Gamma: 0.00102
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 4359.30 | 170 | 24 (16.44%) | 31.46 | 81 | 21 | 42 | |||||||||
| 25 Jun | 4294.60 | 145.65 | -16.35 (-10.09%) | 30.86 | 36 | 10 | 21 | |||||||||
| 24 Jun | 4336.00 | 162.35 | -7.65 (-4.50%) | 29.04 | 33 | 10 | 12 | |||||||||
| 23 Jun | 4392.90 | 170.25 | 34.25 (25.18%) | 25.33 | 2 | 2 | 2 | |||||||||
For Avenue Supermarts Limited - strike price 4350 expiring on 28JUL2026
Delta for 4350 CE is 0.55
Historical price for 4350 CE is as follows
On 29 Jun DMART was trading at 4359.30. The strike last trading price was 170, which was 24 higher than the previous day. The implied volatity was 31.46, the open interest changed by 21 which increased total open position to 42
On 25 Jun DMART was trading at 4294.60. The strike last trading price was 145.65, which was -16.35 lower than the previous day. The implied volatity was 30.86, the open interest changed by 10 which increased total open position to 21
On 24 Jun DMART was trading at 4336.00. The strike last trading price was 162.35, which was -7.65 lower than the previous day. The implied volatity was 29.04, the open interest changed by 10 which increased total open position to 12
On 23 Jun DMART was trading at 4392.90. The strike last trading price was 170.25, which was 34.25 higher than the previous day. The implied volatity was 25.33, the open interest changed by 2 which increased total open position to 2
| DMART 28-Jul-2026 (27d) 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.05
Theta: -2.33
Gamma: 0.00098
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 4359.30 | 145.8 | -24.55 (-14.41%) | 32.7 | 2 | 0 | 22 |
| 25 Jun | 4294.60 | 170.35 | -167.95 (-49.65%) | 29.9 | 22 | 1 | 1 |
| 24 Jun | 4336.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jun | 4392.90 | 0 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4350 expiring on 28JUL2026
Delta for 4350 PE is -0.45
Historical price for 4350 PE is as follows
On 29 Jun DMART was trading at 4359.30. The strike last trading price was 145.8, which was -24.55 lower than the previous day. The implied volatity was 32.7, the open interest changed by 0 which decreased total open position to 22
On 25 Jun DMART was trading at 4294.60. The strike last trading price was 170.35, which was -167.95 lower than the previous day. The implied volatity was 29.9, the open interest changed by 1 which increased total open position to 1
On 24 Jun DMART was trading at 4336.00. 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 23 Jun DMART was trading at 4392.90. 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
