DMART
Avenue Supermarts Limited
Historical option data for DMART
11 Apr 2025 04:13 PM IST
| DMART 24APR2025 4350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 2.20
Theta: -2.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 4131.50 | 26.45 | -14.9 | 30.59 | 161 | 21 | 158 | |||
| 9 Apr | 4139.30 | 40.95 | 16.15 | 33.28 | 205 | -27 | 140 | |||
| 8 Apr | 4053.85 | 25.65 | -6.15 | 32.68 | 132 | 20 | 167 | |||
| 7 Apr | 4023.15 | 31.55 | 5.9 | 35.91 | 73 | -5 | 146 | |||
| 4 Apr | 4039.90 | 25.5 | -42.05 | 29.94 | 330 | 31 | 151 | |||
| 3 Apr | 4157.80 | 67.35 | 4.15 | 33.48 | 179 | 2 | 122 | |||
| 2 Apr | 4121.45 | 58.65 | 19.75 | 34.52 | 155 | -41 | 124 | |||
| 1 Apr | 4003.60 | 40.5 | -15.1 | 34.78 | 175 | 83 | 166 | |||
| 28 Mar | 4083.20 | 54.7 | 0.6 | 32.14 | 513 | 16 | 83 | |||
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| 27 Mar | 4065.00 | 56.15 | 23 | 31.87 | 46 | 0 | 68 | |||
| 26 Mar | 3945.70 | 33.15 | -18.05 | 33.21 | 33 | -4 | 68 | |||
| 25 Mar | 3998.80 | 50.3 | 27.1 | 34.68 | 33 | -16 | 72 | |||
| 24 Mar | 3905.10 | 23.2 | -0.3 | 30.12 | 89 | 1 | 90 | |||
| 21 Mar | 3892.20 | 23.5 | -0.3 | 28.47 | 22 | 8 | 88 | |||
| 20 Mar | 3884.40 | 22.95 | 1.25 | 29.65 | 66 | 5 | 82 | |||
| 19 Mar | 3845.20 | 21.7 | 0.95 | 30.32 | 46 | 25 | 77 | |||
| 18 Mar | 3833.85 | 20.75 | -4.2 | 30.12 | 68 | 18 | 50 | |||
| 17 Mar | 3825.30 | 24.95 | -1.6 | 31.56 | 15 | -8 | 32 | |||
| 13 Mar | 3797.10 | 28 | 8.55 | 32.35 | 398 | 39 | 39 | |||
For Avenue Supermarts Limited - strike price 4350 expiring on 24APR2025
Delta for 4350 CE is 0.20
Historical price for 4350 CE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 26.45, which was -14.9 lower than the previous day. The implied volatity was 30.59, the open interest changed by 21 which increased total open position to 158
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 40.95, which was 16.15 higher than the previous day. The implied volatity was 33.28, the open interest changed by -27 which decreased total open position to 140
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 25.65, which was -6.15 lower than the previous day. The implied volatity was 32.68, the open interest changed by 20 which increased total open position to 167
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 31.55, which was 5.9 higher than the previous day. The implied volatity was 35.91, the open interest changed by -5 which decreased total open position to 146
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 25.5, which was -42.05 lower than the previous day. The implied volatity was 29.94, the open interest changed by 31 which increased total open position to 151
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 67.35, which was 4.15 higher than the previous day. The implied volatity was 33.48, the open interest changed by 2 which increased total open position to 122
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 58.65, which was 19.75 higher than the previous day. The implied volatity was 34.52, the open interest changed by -41 which decreased total open position to 124
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 40.5, which was -15.1 lower than the previous day. The implied volatity was 34.78, the open interest changed by 83 which increased total open position to 166
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 54.7, which was 0.6 higher than the previous day. The implied volatity was 32.14, the open interest changed by 16 which increased total open position to 83
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 56.15, which was 23 higher than the previous day. The implied volatity was 31.87, the open interest changed by 0 which decreased total open position to 68
On 26 Mar DMART was trading at 3945.70. The strike last trading price was 33.15, which was -18.05 lower than the previous day. The implied volatity was 33.21, the open interest changed by -4 which decreased total open position to 68
On 25 Mar DMART was trading at 3998.80. The strike last trading price was 50.3, which was 27.1 higher than the previous day. The implied volatity was 34.68, the open interest changed by -16 which decreased total open position to 72
On 24 Mar DMART was trading at 3905.10. The strike last trading price was 23.2, which was -0.3 lower than the previous day. The implied volatity was 30.12, the open interest changed by 1 which increased total open position to 90
On 21 Mar DMART was trading at 3892.20. The strike last trading price was 23.5, which was -0.3 lower than the previous day. The implied volatity was 28.47, the open interest changed by 8 which increased total open position to 88
On 20 Mar DMART was trading at 3884.40. The strike last trading price was 22.95, which was 1.25 higher than the previous day. The implied volatity was 29.65, the open interest changed by 5 which increased total open position to 82
On 19 Mar DMART was trading at 3845.20. The strike last trading price was 21.7, which was 0.95 higher than the previous day. The implied volatity was 30.32, the open interest changed by 25 which increased total open position to 77
On 18 Mar DMART was trading at 3833.85. The strike last trading price was 20.75, which was -4.2 lower than the previous day. The implied volatity was 30.12, the open interest changed by 18 which increased total open position to 50
On 17 Mar DMART was trading at 3825.30. The strike last trading price was 24.95, which was -1.6 lower than the previous day. The implied volatity was 31.56, the open interest changed by -8 which decreased total open position to 32
On 13 Mar DMART was trading at 3797.10. The strike last trading price was 28, which was 8.55 higher than the previous day. The implied volatity was 32.35, the open interest changed by 39 which increased total open position to 39
| DMART 24APR2025 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 2.33
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 4131.50 | 242.25 | -22.6 | 33.35 | 8 | 4 | 19 |
| 9 Apr | 4139.30 | 264.85 | -39.2 | 42.05 | 4 | 1 | 16 |
| 8 Apr | 4053.85 | 304.05 | -37.15 | 33.77 | 14 | 3 | 13 |
| 7 Apr | 4023.15 | 341.2 | 0 | 0.00 | 0 | -1 | 0 |
| 4 Apr | 4039.90 | 341.2 | 65.55 | 40.64 | 3 | 0 | 11 |
| 3 Apr | 4157.80 | 275.65 | -32.05 | 43.86 | 24 | 1 | 17 |
| 2 Apr | 4121.45 | 306.8 | 41.1 | 42.52 | 19 | 13 | 16 |
| 1 Apr | 4003.60 | 265.7 | -548.95 | - | 3 | 0 | 0 |
| 28 Mar | 4083.20 | 814.65 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 4065.00 | 814.65 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 3945.70 | 814.65 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 3998.80 | 814.65 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 3905.10 | 814.65 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 3892.20 | 814.65 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3884.40 | 814.65 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3845.20 | 814.65 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3833.85 | 814.65 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3825.30 | 814.65 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3797.10 | 814.65 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4350 expiring on 24APR2025
Delta for 4350 PE is -0.78
Historical price for 4350 PE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 242.25, which was -22.6 lower than the previous day. The implied volatity was 33.35, the open interest changed by 4 which increased total open position to 19
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 264.85, which was -39.2 lower than the previous day. The implied volatity was 42.05, the open interest changed by 1 which increased total open position to 16
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 304.05, which was -37.15 lower than the previous day. The implied volatity was 33.77, the open interest changed by 3 which increased total open position to 13
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 341.2, which was 0 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 4 Apr DMART was trading at 4039.90. The strike last trading price was 341.2, which was 65.55 higher than the previous day. The implied volatity was 40.64, the open interest changed by 0 which decreased total open position to 11
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 275.65, which was -32.05 lower than the previous day. The implied volatity was 43.86, the open interest changed by 1 which increased total open position to 17
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 306.8, which was 41.1 higher than the previous day. The implied volatity was 42.52, the open interest changed by 13 which increased total open position to 16
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 265.7, which was -548.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 814.65, 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 27 Mar DMART was trading at 4065.00. The strike last trading price was 814.65, 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 814.65, 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 814.65, 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 814.65, 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 814.65, 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 814.65, 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 814.65, 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 814.65, 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 814.65, 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 814.65, 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
