DMART
Avenue Supermarts Limited
Historical option data for DMART
11 Apr 2025 04:13 PM IST
| DMART 24APR2025 4400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 1.93
Theta: -2.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 4131.50 | 21.15 | -10.75 | 32.08 | 912 | 82 | 603 | |||
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| 9 Apr | 4139.30 | 32.65 | 13.85 | 34.14 | 1,107 | -72 | 532 | |||
| 8 Apr | 4053.85 | 18.95 | -5.3 | 32.84 | 1,016 | 14 | 601 | |||
| 7 Apr | 4023.15 | 25 | 5.55 | 36.40 | 906 | -72 | 588 | |||
| 4 Apr | 4039.90 | 19.1 | -35.75 | 30.15 | 1,822 | -132 | 661 | |||
| 3 Apr | 4157.80 | 55.5 | 4.2 | 33.96 | 1,006 | 113 | 789 | |||
| 2 Apr | 4121.45 | 49 | 16.9 | 35.15 | 881 | 94 | 680 | |||
| 1 Apr | 4003.60 | 34.5 | -11.95 | 35.72 | 1,510 | 46 | 586 | |||
| 28 Mar | 4083.20 | 45.3 | -1.4 | 32.55 | 2,633 | 128 | 540 | |||
| 27 Mar | 4065.00 | 50 | 25.3 | 33.33 | 1,140 | -29 | 410 | |||
| 26 Mar | 3945.70 | 24.9 | -16.4 | 32.64 | 506 | 124 | 437 | |||
| 25 Mar | 3998.80 | 40 | 22.35 | 34.31 | 590 | 207 | 312 | |||
| 24 Mar | 3905.10 | 18.4 | 0.25 | 30.37 | 69 | 30 | 102 | |||
| 21 Mar | 3892.20 | 18.15 | -0.85 | 28.50 | 20 | 9 | 70 | |||
| 20 Mar | 3884.40 | 19 | 1 | 30.16 | 47 | 3 | 61 | |||
| 19 Mar | 3845.20 | 18 | 1.5 | 30.80 | 60 | 15 | 57 | |||
| 18 Mar | 3833.85 | 16 | -5.35 | 30.01 | 24 | -3 | 35 | |||
| 17 Mar | 3825.30 | 22.25 | 2.55 | 32.54 | 32 | 9 | 38 | |||
| 13 Mar | 3797.10 | 21.65 | -22.5 | 31.91 | 293 | 28 | 28 | |||
| 4 Feb | 3919.85 | 0 | 0 | 4.91 | 0 | 0 | 0 | |||
| 3 Feb | 3947.85 | 0 | 0 | 4.52 | 0 | 0 | 0 | |||
| 1 Feb | 4023.75 | 0 | 0 | 3.37 | 0 | 0 | 0 | |||
For Avenue Supermarts Limited - strike price 4400 expiring on 24APR2025
Delta for 4400 CE is 0.16
Historical price for 4400 CE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 21.15, which was -10.75 lower than the previous day. The implied volatity was 32.08, the open interest changed by 82 which increased total open position to 603
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 32.65, which was 13.85 higher than the previous day. The implied volatity was 34.14, the open interest changed by -72 which decreased total open position to 532
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 18.95, which was -5.3 lower than the previous day. The implied volatity was 32.84, the open interest changed by 14 which increased total open position to 601
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 25, which was 5.55 higher than the previous day. The implied volatity was 36.40, the open interest changed by -72 which decreased total open position to 588
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 19.1, which was -35.75 lower than the previous day. The implied volatity was 30.15, the open interest changed by -132 which decreased total open position to 661
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 55.5, which was 4.2 higher than the previous day. The implied volatity was 33.96, the open interest changed by 113 which increased total open position to 789
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 49, which was 16.9 higher than the previous day. The implied volatity was 35.15, the open interest changed by 94 which increased total open position to 680
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 34.5, which was -11.95 lower than the previous day. The implied volatity was 35.72, the open interest changed by 46 which increased total open position to 586
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 45.3, which was -1.4 lower than the previous day. The implied volatity was 32.55, the open interest changed by 128 which increased total open position to 540
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 50, which was 25.3 higher than the previous day. The implied volatity was 33.33, the open interest changed by -29 which decreased total open position to 410
On 26 Mar DMART was trading at 3945.70. The strike last trading price was 24.9, which was -16.4 lower than the previous day. The implied volatity was 32.64, the open interest changed by 124 which increased total open position to 437
On 25 Mar DMART was trading at 3998.80. The strike last trading price was 40, which was 22.35 higher than the previous day. The implied volatity was 34.31, the open interest changed by 207 which increased total open position to 312
On 24 Mar DMART was trading at 3905.10. The strike last trading price was 18.4, which was 0.25 higher than the previous day. The implied volatity was 30.37, the open interest changed by 30 which increased total open position to 102
On 21 Mar DMART was trading at 3892.20. The strike last trading price was 18.15, which was -0.85 lower than the previous day. The implied volatity was 28.50, the open interest changed by 9 which increased total open position to 70
On 20 Mar DMART was trading at 3884.40. The strike last trading price was 19, which was 1 higher than the previous day. The implied volatity was 30.16, the open interest changed by 3 which increased total open position to 61
On 19 Mar DMART was trading at 3845.20. The strike last trading price was 18, which was 1.5 higher than the previous day. The implied volatity was 30.80, the open interest changed by 15 which increased total open position to 57
On 18 Mar DMART was trading at 3833.85. The strike last trading price was 16, which was -5.35 lower than the previous day. The implied volatity was 30.01, the open interest changed by -3 which decreased total open position to 35
On 17 Mar DMART was trading at 3825.30. The strike last trading price was 22.25, which was 2.55 higher than the previous day. The implied volatity was 32.54, the open interest changed by 9 which increased total open position to 38
On 13 Mar DMART was trading at 3797.10. The strike last trading price was 21.65, which was -22.5 lower than the previous day. The implied volatity was 31.91, the open interest changed by 28 which increased total open position to 28
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 4.91, 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 4.52, 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 3.37, the open interest changed by 0 which decreased total open position to 0
| DMART 24APR2025 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 2.53
Theta: -3.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 4131.50 | 315.25 | 16.95 | 47.35 | 7 | 1 | 54 |
| 9 Apr | 4139.30 | 299.95 | -52.75 | 41.30 | 9 | -3 | 53 |
| 8 Apr | 4053.85 | 352.7 | -31.35 | 36.82 | 5 | 3 | 57 |
| 7 Apr | 4023.15 | 384.05 | 1.3 | 41.97 | 4 | 0 | 53 |
| 4 Apr | 4039.90 | 378.95 | 76.1 | 39.97 | 6 | 0 | 54 |
| 3 Apr | 4157.80 | 302.85 | -103.15 | 41.92 | 7 | 0 | 54 |
| 2 Apr | 4121.45 | 406 | 0 | 0.00 | 0 | 8 | 0 |
| 1 Apr | 4003.60 | 406 | 84.2 | 41.06 | 15 | 10 | 55 |
| 28 Mar | 4083.20 | 321.8 | -473.75 | 26.05 | 52 | 45 | 45 |
| 27 Mar | 4065.00 | 795.55 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 3945.70 | 795.55 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 3998.80 | 795.55 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 3905.10 | 795.55 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 3892.20 | 795.55 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3884.40 | 795.55 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3845.20 | 795.55 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3833.85 | 795.55 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3825.30 | 795.55 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3797.10 | 795.55 | 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 4400 expiring on 24APR2025
Delta for 4400 PE is -0.74
Historical price for 4400 PE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 315.25, which was 16.95 higher than the previous day. The implied volatity was 47.35, the open interest changed by 1 which increased total open position to 54
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 299.95, which was -52.75 lower than the previous day. The implied volatity was 41.30, the open interest changed by -3 which decreased total open position to 53
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 352.7, which was -31.35 lower than the previous day. The implied volatity was 36.82, the open interest changed by 3 which increased total open position to 57
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 384.05, which was 1.3 higher than the previous day. The implied volatity was 41.97, the open interest changed by 0 which decreased total open position to 53
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 378.95, which was 76.1 higher than the previous day. The implied volatity was 39.97, the open interest changed by 0 which decreased total open position to 54
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 302.85, which was -103.15 lower than the previous day. The implied volatity was 41.92, the open interest changed by 0 which decreased total open position to 54
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 406, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 406, which was 84.2 higher than the previous day. The implied volatity was 41.06, the open interest changed by 10 which increased total open position to 55
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 321.8, which was -473.75 lower than the previous day. The implied volatity was 26.05, the open interest changed by 45 which increased total open position to 45
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 795.55, 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 795.55, 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 795.55, 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 795.55, 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 795.55, 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 795.55, 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 795.55, 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 795.55, 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 795.55, 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 795.55, 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
