VMM
Vishal Mega Mart Limited
Historical option data for VMM
06 Apr 2026 04:14 PM IST
| VMM 28-Apr-2026 (21d) 108 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.09
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 6 Apr | 113.74 | 8.25 | 3.35 | 41.81 | 82 | 3 | 25 | |||||||||
| 2 Apr | 107.88 | 4.9 | 1.78 | 40.3 | 125 | -11 | 22 | |||||||||
| 1 Apr | 105.11 | 3.17 | -0.25 | 35.15 | 66 | 32 | 32 | |||||||||
For Vishal Mega Mart Limited - strike price 108 expiring on 28APR2026
Delta for 108 CE is 0.72
Historical price for 108 CE is as follows
On 6 Apr VMM was trading at 113.74. The strike last trading price was 8.25, which was 3.35 higher than the previous day. The implied volatity was 41.81, the open interest changed by 3 which increased total open position to 25
On 2 Apr VMM was trading at 107.88. The strike last trading price was 4.9, which was 1.78 higher than the previous day. The implied volatity was 40.3, the open interest changed by -11 which decreased total open position to 22
On 1 Apr VMM was trading at 105.11. The strike last trading price was 3.17, which was -0.25 lower than the previous day. The implied volatity was 35.15, the open interest changed by 32 which increased total open position to 32
| VMM 28-Apr-2026 (21d) 108 PE | |||||||
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Delta: -0.29
Vega: 0.1
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 113.74 | 2.6 | -1.9 | 47.19 | 55 | 33 | 34 |
| 2 Apr | 107.88 | 4.5 | -1.02 | 41.76 | 1 | 0 | 0 |
| 1 Apr | 105.11 | 5.52 | 0 | 0.32 | 0 | 0 | 0 |
For Vishal Mega Mart Limited - strike price 108 expiring on 28APR2026
Delta for 108 PE is -0.29
Historical price for 108 PE is as follows
On 6 Apr VMM was trading at 113.74. The strike last trading price was 2.6, which was -1.9 lower than the previous day. The implied volatity was 47.19, the open interest changed by 33 which increased total open position to 34
On 2 Apr VMM was trading at 107.88. The strike last trading price was 4.5, which was -1.02 lower than the previous day. The implied volatity was 41.76, the open interest changed by 0 which decreased total open position to 0
On 1 Apr VMM was trading at 105.11. The strike last trading price was 5.52, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
