DMART
Avenue Supermarts Limited
Historical option data for DMART
11 Apr 2025 04:13 PM IST
| DMART 24APR2025 4450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 1.62
Theta: -2.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 4131.50 | 15.7 | -8.25 | 32.70 | 130 | 23 | 127 | |||
| 9 Apr | 4139.30 | 24.25 | 9.35 | 34.13 | 80 | -2 | 109 | |||
| 8 Apr | 4053.85 | 15.35 | -3.6 | 33.94 | 185 | 24 | 111 | |||
| 7 Apr | 4023.15 | 20 | 5.15 | 37.02 | 151 | -3 | 87 | |||
| 4 Apr | 4039.90 | 14.85 | -32.25 | 30.75 | 253 | 29 | 96 | |||
| 3 Apr | 4157.80 | 47.1 | 4.2 | 34.93 | 63 | 8 | 67 | |||
| 2 Apr | 4121.45 | 43.25 | 17.3 | 36.58 | 35 | 2 | 60 | |||
| 1 Apr | 4003.60 | 26.35 | -15.9 | 35.33 | 78 | 54 | 58 | |||
| 28 Mar | 4083.20 | 42.25 | 28.55 | 34.52 | 11 | 4 | 4 | |||
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| 27 Mar | 4065.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 3945.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Avenue Supermarts Limited - strike price 4450 expiring on 24APR2025
Delta for 4450 CE is 0.13
Historical price for 4450 CE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 15.7, which was -8.25 lower than the previous day. The implied volatity was 32.70, the open interest changed by 23 which increased total open position to 127
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 24.25, which was 9.35 higher than the previous day. The implied volatity was 34.13, the open interest changed by -2 which decreased total open position to 109
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 15.35, which was -3.6 lower than the previous day. The implied volatity was 33.94, the open interest changed by 24 which increased total open position to 111
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 20, which was 5.15 higher than the previous day. The implied volatity was 37.02, the open interest changed by -3 which decreased total open position to 87
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 14.85, which was -32.25 lower than the previous day. The implied volatity was 30.75, the open interest changed by 29 which increased total open position to 96
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 47.1, which was 4.2 higher than the previous day. The implied volatity was 34.93, the open interest changed by 8 which increased total open position to 67
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 43.25, which was 17.3 higher than the previous day. The implied volatity was 36.58, the open interest changed by 2 which increased total open position to 60
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 26.35, which was -15.9 lower than the previous day. The implied volatity was 35.33, the open interest changed by 54 which increased total open position to 58
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 42.25, which was 28.55 higher than the previous day. The implied volatity was 34.52, the open interest changed by 4 which increased total open position to 4
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 0, which was 0 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 26 Mar DMART was trading at 3945.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| DMART 24APR2025 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 4131.50 | 359.9 | 0 | 0.00 | 0 | 11 | 0 |
| 9 Apr | 4139.30 | 359.9 | -70.75 | 49.27 | 17 | 10 | 16 |
| 8 Apr | 4053.85 | 427.7 | -2.95 | 0.00 | 0 | 3 | 0 |
| 7 Apr | 4023.15 | 427.7 | -46.4 | 42.70 | 6 | 2 | 5 |
| 4 Apr | 4039.90 | 474.1 | 53.85 | 58.78 | 2 | 0 | 1 |
| 3 Apr | 4157.80 | 420.25 | 0 | 0.00 | 0 | 1 | 0 |
| 2 Apr | 4121.45 | 420.25 | -487.6 | 54.09 | 1 | 0 | 0 |
| 1 Apr | 4003.60 | 907.85 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 4083.20 | 907.85 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 4065.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 3945.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4450 expiring on 24APR2025
Delta for 4450 PE is 0.00
Historical price for 4450 PE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 359.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 359.9, which was -70.75 lower than the previous day. The implied volatity was 49.27, the open interest changed by 10 which increased total open position to 16
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 427.7, which was -2.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 427.7, which was -46.4 lower than the previous day. The implied volatity was 42.70, the open interest changed by 2 which increased total open position to 5
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 474.1, which was 53.85 higher than the previous day. The implied volatity was 58.78, the open interest changed by 0 which decreased total open position to 1
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 420.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 420.25, which was -487.6 lower than the previous day. The implied volatity was 54.09, the open interest changed by 0 which decreased total open position to 0
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 907.85, 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 28 Mar DMART was trading at 4083.20. The strike last trading price was 907.85, 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 0, which was 0 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 26 Mar DMART was trading at 3945.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
