VMM
Vishal Mega Mart Limited
Historical option data for VMM
27 Apr 2026 04:10 PM IST
| VMM 28-Apr-2026 114 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0
Theta: -0.36
Gamma: 0.01508
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Apr | 125.71 | 11.78 | -0.15000000000000036 | 104.98 | 19 | -2 | 19 | |||||||||
| 24 Apr | 123.34 | 11.93 | 0 | 53.02 | 0 | 0 | 21 | |||||||||
| 23 Apr | 126.16 | 11.93 | 2.4299999999999997 | 53.02 | 16 | 0 | 37 | |||||||||
| 22 Apr | 124.56 | 9.5 | 0 | 34.21 | 0 | 0 | 37 | |||||||||
| 21 Apr | 123.29 | 9.5 | 3.5 | 34.21 | 2 | -1 | 37 | |||||||||
| 20 Apr | 118.61 | 6 | 0.5499999999999998 | - | 0 | 0 | 38 | |||||||||
| 17 Apr | 118.95 | 6 | 0.5499999999999998 | 43.89 | 0 | 0 | 38 | |||||||||
| 16 Apr | 117.55 | 6 | 0.40000000000000036 | 43.89 | 1 | 0 | 39 | |||||||||
| 15 Apr | 117.35 | 5.6 | 1.4799999999999995 | 39.43 | 6 | 0 | 40 | |||||||||
| 13 Apr | 114.54 | 4.06 | -0.29000000000000004 | 40.46 | 41 | 3 | 42 | |||||||||
| 10 Apr | 114.50 | 4.1 | 0.5099999999999998 | 36.06 | 51 | 13 | 39 | |||||||||
| 9 Apr | 112.07 | 3.77 | -1.38 | 41.66 | 102 | 10 | 26 | |||||||||
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| 8 Apr | 116.59 | 4.95 | 0.8 | 27.23 | 43 | -4 | 16 | |||||||||
| 7 Apr | 112.52 | 4.15 | -0.95 | 44.48 | 35 | 14 | 19 | |||||||||
| 6 Apr | 113.74 | 5.23 | 3.64 | 46.22 | 7 | 4 | 4 | |||||||||
| 2 Apr | 107.88 | 1.59 | 0 | 5.9 | 0 | 0 | 0 | |||||||||
| 1 Apr | 105.11 | 1.59 | 0 | 8.32 | 0 | 0 | 0 | |||||||||
For Vishal Mega Mart Limited - strike price 114 expiring on 28APR2026
Delta for 114 CE is 0.94
Historical price for 114 CE is as follows
On 27 Apr VMM was trading at 125.71. The strike last trading price was 11.78, which was -0.15000000000000036 lower than the previous day. The implied volatity was 104.98, the open interest changed by -2 which decreased total open position to 19
On 24 Apr VMM was trading at 123.34. The strike last trading price was 11.93, which was 0 lower than the previous day. The implied volatity was 53.02, the open interest changed by 0 which decreased total open position to 21
On 23 Apr VMM was trading at 126.16. The strike last trading price was 11.93, which was 2.4299999999999997 higher than the previous day. The implied volatity was 53.02, the open interest changed by 0 which decreased total open position to 37
On 22 Apr VMM was trading at 124.56. The strike last trading price was 9.5, which was 0 lower than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 37
On 21 Apr VMM was trading at 123.29. The strike last trading price was 9.5, which was 3.5 higher than the previous day. The implied volatity was 34.21, the open interest changed by -1 which decreased total open position to 37
On 20 Apr VMM was trading at 118.61. The strike last trading price was 6, which was 0.5499999999999998 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 17 Apr VMM was trading at 118.95. The strike last trading price was 6, which was 0.5499999999999998 higher than the previous day. The implied volatity was 43.89, the open interest changed by 0 which decreased total open position to 38
On 16 Apr VMM was trading at 117.55. The strike last trading price was 6, which was 0.40000000000000036 higher than the previous day. The implied volatity was 43.89, the open interest changed by 0 which decreased total open position to 39
On 15 Apr VMM was trading at 117.35. The strike last trading price was 5.6, which was 1.4799999999999995 higher than the previous day. The implied volatity was 39.43, the open interest changed by 0 which decreased total open position to 40
On 13 Apr VMM was trading at 114.54. The strike last trading price was 4.06, which was -0.29000000000000004 lower than the previous day. The implied volatity was 40.46, the open interest changed by 3 which increased total open position to 42
On 10 Apr VMM was trading at 114.50. The strike last trading price was 4.1, which was 0.5099999999999998 higher than the previous day. The implied volatity was 36.06, the open interest changed by 13 which increased total open position to 39
On 9 Apr VMM was trading at 112.07. The strike last trading price was 3.77, which was -1.38 lower than the previous day. The implied volatity was 41.66, the open interest changed by 10 which increased total open position to 26
On 8 Apr VMM was trading at 116.59. The strike last trading price was 4.95, which was 0.8 higher than the previous day. The implied volatity was 27.23, the open interest changed by -4 which decreased total open position to 16
On 7 Apr VMM was trading at 112.52. The strike last trading price was 4.15, which was -0.95 lower than the previous day. The implied volatity was 44.48, the open interest changed by 14 which increased total open position to 19
On 6 Apr VMM was trading at 113.74. The strike last trading price was 5.23, which was 3.64 higher than the previous day. The implied volatity was 46.22, the open interest changed by 4 which increased total open position to 4
On 2 Apr VMM was trading at 107.88. The strike last trading price was 1.59, which was 0 lower than the previous day. The implied volatity was 5.9, 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 1.59, which was 0 lower than the previous day. The implied volatity was 8.32, the open interest changed by 0 which decreased total open position to 0
| VMM 28-Apr-2026 114 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Apr | 125.71 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 123.34 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 126.16 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 124.56 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 123.29 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 118.61 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 118.95 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 117.55 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 117.35 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 114.54 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 114.50 | 0 | 0 | 0.45 | 0 | 0 | 0 |
| 9 Apr | 112.07 | 9.65 | 0 | 1.01 | 0 | 0 | 0 |
| 8 Apr | 116.59 | 9.65 | 0 | 4.41 | 0 | 0 | 0 |
| 7 Apr | 112.52 | 9.65 | 0 | 0.19 | 0 | 0 | 0 |
| 6 Apr | 113.74 | 9.65 | 0 | 0.82 | 0 | 0 | 0 |
| 2 Apr | 107.88 | 9.65 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 105.11 | 9.65 | 0 | - | 0 | 0 | 0 |
For Vishal Mega Mart Limited - strike price 114 expiring on 28APR2026
Delta for 114 PE is -
Historical price for 114 PE is as follows
On 27 Apr VMM was trading at 125.71. 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
On 24 Apr VMM was trading at 123.34. 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
On 23 Apr VMM was trading at 126.16. 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
On 22 Apr VMM was trading at 124.56. 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
On 21 Apr VMM was trading at 123.29. 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
On 20 Apr VMM was trading at 118.61. 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
On 17 Apr VMM was trading at 118.95. 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
On 16 Apr VMM was trading at 117.55. 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
On 15 Apr VMM was trading at 117.35. 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
On 13 Apr VMM was trading at 114.54. 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
On 10 Apr VMM was trading at 114.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 9 Apr VMM was trading at 112.07. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 8 Apr VMM was trading at 116.59. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
On 7 Apr VMM was trading at 112.52. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
On 6 Apr VMM was trading at 113.74. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 2 Apr VMM was trading at 107.88. The strike last trading price was 9.65, 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 VMM was trading at 105.11. The strike last trading price was 9.65, 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
