DMART
Avenue Supermarts Limited
Historical option data for DMART
11 Apr 2025 04:13 PM IST
| DMART 24APR2025 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 1.34
Theta: -1.81
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 4131.50 | 11.5 | -7 | 33.23 | 1,882 | 243 | 1,175 | |||
| 9 Apr | 4139.30 | 18.85 | 7.05 | 34.75 | 1,286 | 15 | 936 | |||
| 8 Apr | 4053.85 | 12.15 | -3.15 | 34.78 | 793 | 122 | 942 | |||
| 7 Apr | 4023.15 | 16.4 | 3.95 | 37.89 | 1,050 | -54 | 821 | |||
| 4 Apr | 4039.90 | 12 | -24.5 | 31.64 | 2,479 | 120 | 881 | |||
| 3 Apr | 4157.80 | 36.8 | 1.8 | 34.72 | 1,360 | 136 | 759 | |||
| 2 Apr | 4121.45 | 33.95 | 11.65 | 36.32 | 720 | 3 | 623 | |||
| 1 Apr | 4003.60 | 23.65 | -8.2 | 36.81 | 950 | 104 | 619 | |||
| 28 Mar | 4083.20 | 32.3 | -1 | 33.89 | 2,723 | 218 | 515 | |||
| 27 Mar | 4065.00 | 35.45 | 21.1 | 34.37 | 761 | 290 | 296 | |||
| 26 Mar | 3945.70 | 14.35 | -19.75 | 32.22 | 12 | 5 | 5 | |||
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| 1 Feb | 4023.75 | 34.1 | 0 | 4.36 | 0 | 0 | 0 | |||
For Avenue Supermarts Limited - strike price 4500 expiring on 24APR2025
Delta for 4500 CE is 0.10
Historical price for 4500 CE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 11.5, which was -7 lower than the previous day. The implied volatity was 33.23, the open interest changed by 243 which increased total open position to 1175
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 18.85, which was 7.05 higher than the previous day. The implied volatity was 34.75, the open interest changed by 15 which increased total open position to 936
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 12.15, which was -3.15 lower than the previous day. The implied volatity was 34.78, the open interest changed by 122 which increased total open position to 942
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 16.4, which was 3.95 higher than the previous day. The implied volatity was 37.89, the open interest changed by -54 which decreased total open position to 821
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 12, which was -24.5 lower than the previous day. The implied volatity was 31.64, the open interest changed by 120 which increased total open position to 881
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 36.8, which was 1.8 higher than the previous day. The implied volatity was 34.72, the open interest changed by 136 which increased total open position to 759
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 33.95, which was 11.65 higher than the previous day. The implied volatity was 36.32, the open interest changed by 3 which increased total open position to 623
On 1 Apr DMART was trading at 4003.60. The strike last trading price was 23.65, which was -8.2 lower than the previous day. The implied volatity was 36.81, the open interest changed by 104 which increased total open position to 619
On 28 Mar DMART was trading at 4083.20. The strike last trading price was 32.3, which was -1 lower than the previous day. The implied volatity was 33.89, the open interest changed by 218 which increased total open position to 515
On 27 Mar DMART was trading at 4065.00. The strike last trading price was 35.45, which was 21.1 higher than the previous day. The implied volatity was 34.37, the open interest changed by 290 which increased total open position to 296
On 26 Mar DMART was trading at 3945.70. The strike last trading price was 14.35, which was -19.75 lower than the previous day. The implied volatity was 32.22, the open interest changed by 5 which increased total open position to 5
On 1 Feb DMART was trading at 4023.75. The strike last trading price was 34.1, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
| DMART 24APR2025 4500 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 | 389.9 | 0 | 0.00 | 0 | 4 | 0 |
| 9 Apr | 4139.30 | 389.9 | -43.6 | 45.44 | 6 | 4 | 6 |
| 8 Apr | 4053.85 | 433.5 | -66.5 | 31.66 | 1 | 0 | 2 |
| 7 Apr | 4023.15 | 500 | -21.5 | 55.72 | 1 | 0 | 2 |
| 4 Apr | 4039.90 | 521.5 | 129.3 | 61.61 | 1 | 0 | 2 |
| 3 Apr | 4157.80 | 392.2 | -491.65 | 46.51 | 2 | 0 | 0 |
| 2 Apr | 4121.45 | 883.85 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 4003.60 | 883.85 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 4083.20 | 883.85 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 4065.00 | 883.85 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 3945.70 | 883.85 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 4023.75 | 0 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4500 expiring on 24APR2025
Delta for 4500 PE is 0.00
Historical price for 4500 PE is as follows
On 11 Apr DMART was trading at 4131.50. The strike last trading price was 389.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 9 Apr DMART was trading at 4139.30. The strike last trading price was 389.9, which was -43.6 lower than the previous day. The implied volatity was 45.44, the open interest changed by 4 which increased total open position to 6
On 8 Apr DMART was trading at 4053.85. The strike last trading price was 433.5, which was -66.5 lower than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 2
On 7 Apr DMART was trading at 4023.15. The strike last trading price was 500, which was -21.5 lower than the previous day. The implied volatity was 55.72, the open interest changed by 0 which decreased total open position to 2
On 4 Apr DMART was trading at 4039.90. The strike last trading price was 521.5, which was 129.3 higher than the previous day. The implied volatity was 61.61, the open interest changed by 0 which decreased total open position to 2
On 3 Apr DMART was trading at 4157.80. The strike last trading price was 392.2, which was -491.65 lower than the previous day. The implied volatity was 46.51, the open interest changed by 0 which decreased total open position to 0
On 2 Apr DMART was trading at 4121.45. The strike last trading price was 883.85, 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 1 Apr DMART was trading at 4003.60. The strike last trading price was 883.85, 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 883.85, 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 883.85, 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 26 Mar DMART was trading at 3945.70. The strike last trading price was 883.85, 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 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
