VMM
Vishal Mega Mart Limited
Historical option data for VMM
24 Apr 2026 04:10 PM IST
| VMM 28-Apr-2026 (3d) 115 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0
Theta: -0.18
Gamma: 0.02456
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 123.34 | 9.38 | -1.8599999999999994 | 58.86 | 14 | -6 | 212 | |||||||||
| 23 Apr | 126.16 | 11.24 | 1.3399999999999999 | 41.49 | 5 | -1 | 217 | |||||||||
| 22 Apr | 124.56 | 9.9 | 1.2300000000000004 | 35.42 | 13 | -4 | 218 | |||||||||
| 21 Apr | 123.29 | 8.8 | 3.920000000000001 | 37.95 | 115 | -20 | 222 | |||||||||
| 20 Apr | 118.61 | 5.15 | -0.20999999999999996 | 36.62 | 141 | -4 | 242 | |||||||||
| 17 Apr | 118.95 | 5.1 | 0.04999999999999982 | 29.71 | 57 | -2 | 246 | |||||||||
| 16 Apr | 117.55 | 5.28 | 0.020000000000000462 | 44.25 | 52 | -19 | 248 | |||||||||
| 15 Apr | 117.35 | 5.11 | 1.3900000000000001 | 41.02 | 124 | -17 | 268 | |||||||||
| 13 Apr | 114.54 | 3.81 | 0 | 41.41 | 220 | -47 | 284 | |||||||||
| 10 Apr | 114.50 | 3.8 | 0.5099999999999998 | 37.54 | 336 | 159 | 331 | |||||||||
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| 9 Apr | 112.07 | 3.24 | -1.79 | 40.59 | 264 | -17 | 168 | |||||||||
| 8 Apr | 116.59 | 5 | 1.2 | 32.76 | 421 | -34 | 190 | |||||||||
| 7 Apr | 112.52 | 3.5 | -1.01 | 42.27 | 250 | -11 | 227 | |||||||||
| 6 Apr | 113.74 | 4.5 | 2.27 | 43.84 | 995 | 209 | 237 | |||||||||
| 2 Apr | 107.88 | 2.24 | 0.87 | 40.37 | 34 | 5 | 5 | |||||||||
| 1 Apr | 105.11 | 1.37 | 0 | 9.18 | 0 | 0 | 0 | |||||||||
For Vishal Mega Mart Limited - strike price 115 expiring on 28APR2026
Delta for 115 CE is 0.88
Historical price for 115 CE is as follows
On 24 Apr VMM was trading at 123.34. The strike last trading price was 9.38, which was -1.8599999999999994 lower than the previous day. The implied volatity was 58.86, the open interest changed by -6 which decreased total open position to 212
On 23 Apr VMM was trading at 126.16. The strike last trading price was 11.24, which was 1.3399999999999999 higher than the previous day. The implied volatity was 41.49, the open interest changed by -1 which decreased total open position to 217
On 22 Apr VMM was trading at 124.56. The strike last trading price was 9.9, which was 1.2300000000000004 higher than the previous day. The implied volatity was 35.42, the open interest changed by -4 which decreased total open position to 218
On 21 Apr VMM was trading at 123.29. The strike last trading price was 8.8, which was 3.920000000000001 higher than the previous day. The implied volatity was 37.95, the open interest changed by -20 which decreased total open position to 222
On 20 Apr VMM was trading at 118.61. The strike last trading price was 5.15, which was -0.20999999999999996 lower than the previous day. The implied volatity was 36.62, the open interest changed by -4 which decreased total open position to 242
On 17 Apr VMM was trading at 118.95. The strike last trading price was 5.1, which was 0.04999999999999982 higher than the previous day. The implied volatity was 29.71, the open interest changed by -2 which decreased total open position to 246
On 16 Apr VMM was trading at 117.55. The strike last trading price was 5.28, which was 0.020000000000000462 higher than the previous day. The implied volatity was 44.25, the open interest changed by -19 which decreased total open position to 248
On 15 Apr VMM was trading at 117.35. The strike last trading price was 5.11, which was 1.3900000000000001 higher than the previous day. The implied volatity was 41.02, the open interest changed by -17 which decreased total open position to 268
On 13 Apr VMM was trading at 114.54. The strike last trading price was 3.81, which was 0 lower than the previous day. The implied volatity was 41.41, the open interest changed by -47 which decreased total open position to 284
On 10 Apr VMM was trading at 114.50. The strike last trading price was 3.8, which was 0.5099999999999998 higher than the previous day. The implied volatity was 37.54, the open interest changed by 159 which increased total open position to 331
On 9 Apr VMM was trading at 112.07. The strike last trading price was 3.24, which was -1.79 lower than the previous day. The implied volatity was 40.59, the open interest changed by -17 which decreased total open position to 168
On 8 Apr VMM was trading at 116.59. The strike last trading price was 5, which was 1.2 higher than the previous day. The implied volatity was 32.76, the open interest changed by -34 which decreased total open position to 190
On 7 Apr VMM was trading at 112.52. The strike last trading price was 3.5, which was -1.01 lower than the previous day. The implied volatity was 42.27, the open interest changed by -11 which decreased total open position to 227
On 6 Apr VMM was trading at 113.74. The strike last trading price was 4.5, which was 2.27 higher than the previous day. The implied volatity was 43.84, the open interest changed by 209 which increased total open position to 237
On 2 Apr VMM was trading at 107.88. The strike last trading price was 2.24, which was 0.87 higher than the previous day. The implied volatity was 40.37, the open interest changed by 5 which increased total open position to 5
On 1 Apr VMM was trading at 105.11. The strike last trading price was 1.37, which was 0 lower than the previous day. The implied volatity was 9.18, the open interest changed by 0 which decreased total open position to 0
| VMM 28-Apr-2026 (3d) 115 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0
Theta: -0.09
Gamma: 0.02278
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 123.34 | 0.22 | 0.07999999999999999 | 46.71 | 70 | -22 | 94 |
| 23 Apr | 126.16 | 0.11 | -0.33 | 44.09 | 47 | -5 | 136 |
| 22 Apr | 124.56 | 0.44 | 0 | 50.58 | 97 | 12 | 142 |
| 21 Apr | 123.29 | 0.44 | -1.09 | 44.01 | 142 | 39 | 129 |
| 20 Apr | 118.61 | 1.5 | -0.1299999999999999 | 43.23 | 58 | -7 | 91 |
| 17 Apr | 118.95 | 1.57 | -0.7699999999999998 | 39.37 | 57 | -5 | 98 |
| 16 Apr | 117.55 | 2.34 | -0.41000000000000014 | 42.36 | 29 | -4 | 103 |
| 15 Apr | 117.35 | 2.8 | -1.1900000000000004 | 44.15 | 66 | 14 | 104 |
| 13 Apr | 114.54 | 3.93 | 0.18000000000000016 | 41.15 | 143 | 6 | 90 |
| 10 Apr | 114.50 | 3.75 | -2.05 | 35.71 | 59 | 35 | 86 |
| 9 Apr | 112.07 | 5.78 | 2.56 | 45.39 | 171 | -12 | 51 |
| 8 Apr | 116.59 | 3.2 | -7.23 | 40.61 | 70 | 60 | 60 |
| 7 Apr | 112.52 | 10.43 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 113.74 | 10.43 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 107.88 | 10.43 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 105.11 | 10.43 | 0 | - | 0 | 0 | 0 |
For Vishal Mega Mart Limited - strike price 115 expiring on 28APR2026
Delta for 115 PE is -0.08
Historical price for 115 PE is as follows
On 24 Apr VMM was trading at 123.34. The strike last trading price was 0.22, which was 0.07999999999999999 higher than the previous day. The implied volatity was 46.71, the open interest changed by -22 which decreased total open position to 94
On 23 Apr VMM was trading at 126.16. The strike last trading price was 0.11, which was -0.33 lower than the previous day. The implied volatity was 44.09, the open interest changed by -5 which decreased total open position to 136
On 22 Apr VMM was trading at 124.56. The strike last trading price was 0.44, which was 0 lower than the previous day. The implied volatity was 50.58, the open interest changed by 12 which increased total open position to 142
On 21 Apr VMM was trading at 123.29. The strike last trading price was 0.44, which was -1.09 lower than the previous day. The implied volatity was 44.01, the open interest changed by 39 which increased total open position to 129
On 20 Apr VMM was trading at 118.61. The strike last trading price was 1.5, which was -0.1299999999999999 lower than the previous day. The implied volatity was 43.23, the open interest changed by -7 which decreased total open position to 91
On 17 Apr VMM was trading at 118.95. The strike last trading price was 1.57, which was -0.7699999999999998 lower than the previous day. The implied volatity was 39.37, the open interest changed by -5 which decreased total open position to 98
On 16 Apr VMM was trading at 117.55. The strike last trading price was 2.34, which was -0.41000000000000014 lower than the previous day. The implied volatity was 42.36, the open interest changed by -4 which decreased total open position to 103
On 15 Apr VMM was trading at 117.35. The strike last trading price was 2.8, which was -1.1900000000000004 lower than the previous day. The implied volatity was 44.15, the open interest changed by 14 which increased total open position to 104
On 13 Apr VMM was trading at 114.54. The strike last trading price was 3.93, which was 0.18000000000000016 higher than the previous day. The implied volatity was 41.15, the open interest changed by 6 which increased total open position to 90
On 10 Apr VMM was trading at 114.50. The strike last trading price was 3.75, which was -2.05 lower than the previous day. The implied volatity was 35.71, the open interest changed by 35 which increased total open position to 86
On 9 Apr VMM was trading at 112.07. The strike last trading price was 5.78, which was 2.56 higher than the previous day. The implied volatity was 45.39, the open interest changed by -12 which decreased total open position to 51
On 8 Apr VMM was trading at 116.59. The strike last trading price was 3.2, which was -7.23 lower than the previous day. The implied volatity was 40.61, the open interest changed by 60 which increased total open position to 60
On 7 Apr VMM was trading at 112.52. The strike last trading price was 10.43, 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 6 Apr VMM was trading at 113.74. The strike last trading price was 10.43, 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 2 Apr VMM was trading at 107.88. The strike last trading price was 10.43, 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 10.43, 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
