VMM
Vishal Mega Mart Limited
Historical option data for VMM
08 Apr 2026 10:21 AM IST
| VMM 28-Apr-2026 (20d) 110 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0.09
Theta: -0.1
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 114.88 | 7.24 | 0.54 | 36.87 | 3 | 0 | 76 | |||||||||
| 7 Apr | 112.52 | 6.56 | -0.7 | 48.54 | 31 | 0 | 78 | |||||||||
| 6 Apr | 113.74 | 7.33 | 3.4 | 45.56 | 441 | -22 | 81 | |||||||||
| 2 Apr | 107.88 | 4 | 1.48 | 40.49 | 310 | 55 | 102 | |||||||||
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| 1 Apr | 105.11 | 2.42 | -0.26 | 35.02 | 133 | 45 | 45 | |||||||||
For Vishal Mega Mart Limited - strike price 110 expiring on 28APR2026
Delta for 110 CE is 0.73
Historical price for 110 CE is as follows
On 8 Apr VMM was trading at 114.88. The strike last trading price was 7.24, which was 0.54 higher than the previous day. The implied volatity was 36.87, the open interest changed by 0 which decreased total open position to 76
On 7 Apr VMM was trading at 112.52. The strike last trading price was 6.56, which was -0.7 lower than the previous day. The implied volatity was 48.54, the open interest changed by 0 which decreased total open position to 78
On 6 Apr VMM was trading at 113.74. The strike last trading price was 7.33, which was 3.4 higher than the previous day. The implied volatity was 45.56, the open interest changed by -22 which decreased total open position to 81
On 2 Apr VMM was trading at 107.88. The strike last trading price was 4, which was 1.48 higher than the previous day. The implied volatity was 40.49, the open interest changed by 55 which increased total open position to 102
On 1 Apr VMM was trading at 105.11. The strike last trading price was 2.42, which was -0.26 lower than the previous day. The implied volatity was 35.02, the open interest changed by 45 which increased total open position to 45
| VMM 28-Apr-2026 (20d) 110 PE | |||||||
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Delta: -0.29
Vega: 0.09
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 114.88 | 2.2 | -1.26 | 41.99 | 37 | -10 | 146 |
| 7 Apr | 112.52 | 3.46 | 0.42 | 44.34 | 121 | 31 | 157 |
| 6 Apr | 113.74 | 3.05 | -1.04 | 44.5 | 182 | 120 | 126 |
| 2 Apr | 107.88 | 5.91 | -0.86 | 44.77 | 8 | 6 | 6 |
| 1 Apr | 105.11 | 6.77 | 0 | 0 | 0 | 0 | 0 |
For Vishal Mega Mart Limited - strike price 110 expiring on 28APR2026
Delta for 110 PE is -0.29
Historical price for 110 PE is as follows
On 8 Apr VMM was trading at 114.88. The strike last trading price was 2.2, which was -1.26 lower than the previous day. The implied volatity was 41.99, the open interest changed by -10 which decreased total open position to 146
On 7 Apr VMM was trading at 112.52. The strike last trading price was 3.46, which was 0.42 higher than the previous day. The implied volatity was 44.34, the open interest changed by 31 which increased total open position to 157
On 6 Apr VMM was trading at 113.74. The strike last trading price was 3.05, which was -1.04 lower than the previous day. The implied volatity was 44.5, the open interest changed by 120 which increased total open position to 126
On 2 Apr VMM was trading at 107.88. The strike last trading price was 5.91, which was -0.86 lower than the previous day. The implied volatity was 44.77, the open interest changed by 6 which increased total open position to 6
On 1 Apr VMM was trading at 105.11. The strike last trading price was 6.77, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
