DMART
Avenue Supermarts Limited
Historical option data for DMART
12 Dec 2024 11:54 AM IST
| DMART 26DEC2024 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.21
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 3697.80 | 1.15 | -0.70 | 42.10 | 128 | -30 | 358 | |||
| 11 Dec | 3708.30 | 1.85 | -1.75 | 42.40 | 594 | 154 | 388 | |||
| 10 Dec | 3816.90 | 3.6 | -0.40 | 40.01 | 59 | -18 | 233 | |||
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| 9 Dec | 3829.05 | 4 | -0.55 | 38.29 | 323 | 69 | 247 | |||
| 6 Dec | 3805.55 | 4.55 | 37.43 | 395 | 175 | 176 | ||||
For Avenue Supermarts Limited - strike price 4500 expiring on 26DEC2024
Delta for 4500 CE is 0.01
Historical price for 4500 CE is as follows
On 12 Dec DMART was trading at 3697.80. The strike last trading price was 1.15, which was -0.70 lower than the previous day. The implied volatity was 42.10, the open interest changed by -30 which decreased total open position to 358
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 1.85, which was -1.75 lower than the previous day. The implied volatity was 42.40, the open interest changed by 154 which increased total open position to 388
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 3.6, which was -0.40 lower than the previous day. The implied volatity was 40.01, the open interest changed by -18 which decreased total open position to 233
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 4, which was -0.55 lower than the previous day. The implied volatity was 38.29, the open interest changed by 69 which increased total open position to 247
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was 37.43, the open interest changed by 175 which increased total open position to 176
| DMART 26DEC2024 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 3697.80 | 761.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 3708.30 | 761.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 3816.90 | 761.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 3829.05 | 761.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 3805.55 | 761.95 | - | 0 | 0 | 0 | |
For Avenue Supermarts Limited - strike price 4500 expiring on 26DEC2024
Delta for 4500 PE is -
Historical price for 4500 PE is as follows
On 12 Dec DMART was trading at 3697.80. The strike last trading price was 761.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec DMART was trading at 3708.30. The strike last trading price was 761.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec DMART was trading at 3816.90. The strike last trading price was 761.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec DMART was trading at 3829.05. The strike last trading price was 761.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec DMART was trading at 3805.55. The strike last trading price was 761.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
