VMM
Vishal Mega Mart Limited
Historical option data for VMM
14 May 2026 04:10 PM IST
| VMM 26-May-2026 (11d) 120 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0
Theta: -0.17
Gamma: 0.03804
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 117.78 | 3.25 | -1.33 (-29.04%) | 47.93 | 3,066 | 247 | 447 | |||||||||
| 13 May | 119.50 | 4.7 | 0.08000000000000007 (1.73%) | 52.68 | 133 | 13 | 200 | |||||||||
| 12 May | 119.65 | 5.4 | -0.41999999999999993 (-7.22%) | 0 | 144 | 55 | 188 | |||||||||
| 11 May | 122.00 | 5.95 | -0.8300000000000001 (-12.24%) | 0 | 100 | 45 | 133 | |||||||||
| 8 May | 123.93 | 6.83 | -1.04 (-13.21%) | 39.37 | 38 | -1 | 86 | |||||||||
| 7 May | 125.42 | 7.92 | 0.7599999999999998 (10.61%) | 38.28 | 18 | -2 | 86 | |||||||||
| 6 May | 124.20 | 7.22 | -0.6299999999999999 (-8.03%) | 38.94 | 52 | 9 | 86 | |||||||||
| 5 May | 125.08 | 7.8 | -0.8600000000000003 (-9.93%) | 38.41 | 57 | 3 | 77 | |||||||||
| 4 May | 125.29 | 8.93 | 1.83 (25.77%) | 43.89 | 76 | 55 | 74 | |||||||||
| 30 Apr | 122.29 | 7.1 | -0.9000000000000004 (-11.25%) | 42.56 | 141 | 79 | 98 | |||||||||
| 29 Apr | 122.86 | 8 | -2.6099999999999994 (-24.60%) | 47.87 | 12 | -2 | 18 | |||||||||
| 28 Apr | 125.99 | 10.61 | 0 (0.00%) | 45.27 | 1 | 0 | 20 | |||||||||
| 27 Apr | 125.71 | 10.61 | 0.7599999999999998 (7.72%) | 51.79 | 15 | 2 | 15 | |||||||||
| 24 Apr | 123.34 | 9.85 | -3 (-23.35%) | 49.41 | 6 | 3 | 12 | |||||||||
| 23 Apr | 126.16 | 12.85 | 4.1 (46.86%) | 55.16 | 3 | 0 | 7 | |||||||||
| 22 Apr | 124.56 | 8.75 | 0.25 (2.94%) | 39.6 | 1 | 0 | 7 | |||||||||
| 21 Apr | 123.29 | 8.5 | 2.7 (46.55%) | 42.67 | 4 | 1 | 7 | |||||||||
| 20 Apr | 118.61 | 5.8 | -0.20000000000000018 (-3.33%) | 42.16 | 3 | 2 | 5 | |||||||||
| 17 Apr | 118.95 | 6 | 4.09 (214.14%) | 38.91 | 3 | 2 | 2 | |||||||||
| 16 Apr | 117.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 117.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 114.54 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 10 Apr | 114.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 112.07 | 1.91 | 0 (0.00%) | 2.78 | 0 | 0 | 0 | |||||||||
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| 8 Apr | 116.59 | 1.91 | 0 (0.00%) | 1.55 | 0 | 0 | 0 | |||||||||
For Vishal Mega Mart Limited - strike price 120 expiring on 26MAY2026
Delta for 120 CE is 0.44
Historical price for 120 CE is as follows
On 14 May VMM was trading at 117.78. The strike last trading price was 3.25, which was -1.33 lower than the previous day. The implied volatity was 47.93, the open interest changed by 247 which increased total open position to 447
On 13 May VMM was trading at 119.50. The strike last trading price was 4.7, which was 0.08000000000000007 higher than the previous day. The implied volatity was 52.68, the open interest changed by 13 which increased total open position to 200
On 12 May VMM was trading at 119.65. The strike last trading price was 5.4, which was -0.41999999999999993 lower than the previous day. The implied volatity was 0, the open interest changed by 55 which increased total open position to 188
On 11 May VMM was trading at 122.00. The strike last trading price was 5.95, which was -0.8300000000000001 lower than the previous day. The implied volatity was 0, the open interest changed by 45 which increased total open position to 133
On 8 May VMM was trading at 123.93. The strike last trading price was 6.83, which was -1.04 lower than the previous day. The implied volatity was 39.37, the open interest changed by -1 which decreased total open position to 86
On 7 May VMM was trading at 125.42. The strike last trading price was 7.92, which was 0.7599999999999998 higher than the previous day. The implied volatity was 38.28, the open interest changed by -2 which decreased total open position to 86
On 6 May VMM was trading at 124.20. The strike last trading price was 7.22, which was -0.6299999999999999 lower than the previous day. The implied volatity was 38.94, the open interest changed by 9 which increased total open position to 86
On 5 May VMM was trading at 125.08. The strike last trading price was 7.8, which was -0.8600000000000003 lower than the previous day. The implied volatity was 38.41, the open interest changed by 3 which increased total open position to 77
On 4 May VMM was trading at 125.29. The strike last trading price was 8.93, which was 1.83 higher than the previous day. The implied volatity was 43.89, the open interest changed by 55 which increased total open position to 74
On 30 Apr VMM was trading at 122.29. The strike last trading price was 7.1, which was -0.9000000000000004 lower than the previous day. The implied volatity was 42.56, the open interest changed by 79 which increased total open position to 98
On 29 Apr VMM was trading at 122.86. The strike last trading price was 8, which was -2.6099999999999994 lower than the previous day. The implied volatity was 47.87, the open interest changed by -2 which decreased total open position to 18
On 28 Apr VMM was trading at 125.99. The strike last trading price was 10.61, which was 0 lower than the previous day. The implied volatity was 45.27, the open interest changed by 0 which decreased total open position to 20
On 27 Apr VMM was trading at 125.71. The strike last trading price was 10.61, which was 0.7599999999999998 higher than the previous day. The implied volatity was 51.79, the open interest changed by 2 which increased total open position to 15
On 24 Apr VMM was trading at 123.34. The strike last trading price was 9.85, which was -3 lower than the previous day. The implied volatity was 49.41, the open interest changed by 3 which increased total open position to 12
On 23 Apr VMM was trading at 126.16. The strike last trading price was 12.85, which was 4.1 higher than the previous day. The implied volatity was 55.16, the open interest changed by 0 which decreased total open position to 7
On 22 Apr VMM was trading at 124.56. The strike last trading price was 8.75, which was 0.25 higher than the previous day. The implied volatity was 39.6, the open interest changed by 0 which decreased total open position to 7
On 21 Apr VMM was trading at 123.29. The strike last trading price was 8.5, which was 2.7 higher than the previous day. The implied volatity was 42.67, the open interest changed by 1 which increased total open position to 7
On 20 Apr VMM was trading at 118.61. The strike last trading price was 5.8, which was -0.20000000000000018 lower than the previous day. The implied volatity was 42.16, the open interest changed by 2 which increased total open position to 5
On 17 Apr VMM was trading at 118.95. The strike last trading price was 6, which was 4.09 higher than the previous day. The implied volatity was 38.91, the open interest changed by 2 which increased total open position to 2
On 16 Apr VMM was trading at 117.55. The strike last trading price was -, which was - 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 -, which was - 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 10 which increased total open position to 10
On 10 Apr VMM was trading at 114.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 1.91, which was 0 lower than the previous day. The implied volatity was 2.78, 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 1.91, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
| VMM 26-May-2026 (11d) 120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0
Theta: -0.14
Gamma: 0.04252
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 117.78 | 4.8 | 0.3700000000000001 (8.35%) | 42.68 | 360 | -52 | 193 |
| 13 May | 119.50 | 4.41 | -0.16999999999999993 (-3.71%) | 0 | 44 | 19 | 241 |
| 12 May | 119.65 | 4.53 | 1.2700000000000005 (38.96%) | 0 | 99 | 29 | 221 |
| 11 May | 122.00 | 3.31 | 0.8300000000000001 (33.47%) | 0 | 199 | 53 | 191 |
| 8 May | 123.93 | 2.46 | 0.6799999999999999 (38.20%) | 39.32 | 94 | 41 | 137 |
| 7 May | 125.42 | 1.75 | -0.3900000000000001 (-18.22%) | 35.97 | 23 | -1 | 96 |
| 6 May | 124.20 | 2.14 | -0.3500000000000001 (-14.06%) | 35.3 | 63 | -12 | 97 |
| 5 May | 125.08 | 2.5 | -0.18999999999999995 (-7.06%) | 40.25 | 69 | 13 | 108 |
| 4 May | 125.29 | 2.67 | -1.4800000000000004 (-35.66%) | 42.72 | 93 | -4 | 92 |
| 30 Apr | 122.29 | 4.15 | -0.3199999999999994 (-7.16%) | 41.67 | 60 | 6 | 102 |
| 29 Apr | 122.86 | 4.53 | 0.56 (14.11%) | 45.38 | 57 | 4 | 91 |
| 28 Apr | 125.99 | 3.95 | -0.17999999999999972 (-4.36%) | 49.69 | 25 | 1 | 86 |
| 27 Apr | 125.71 | 4.25 | -0.75 (-15.00%) | 49.73 | 86 | 70 | 84 |
| 24 Apr | 123.34 | 5 | 1 (25.00%) | 49.65 | 7 | 4 | 13 |
| 23 Apr | 126.16 | 4 | 0 (0.00%) | 46.43 | 7 | 5 | 10 |
| 22 Apr | 124.56 | 4 | -11.28 (-73.82%) | 41.78 | 6 | 4 | 4 |
| 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 |
| 15 Apr | 117.35 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 114.54 | 0 | 0 | - | 0 | 10 | 10 |
| 10 Apr | 114.50 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 112.07 | 15.28 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 116.59 | 15.28 | 0 (0.00%) | - | 0 | 0 | 0 |
For Vishal Mega Mart Limited - strike price 120 expiring on 26MAY2026
Delta for 120 PE is -0.57
Historical price for 120 PE is as follows
On 14 May VMM was trading at 117.78. The strike last trading price was 4.8, which was 0.3700000000000001 higher than the previous day. The implied volatity was 42.68, the open interest changed by -52 which decreased total open position to 193
On 13 May VMM was trading at 119.50. The strike last trading price was 4.41, which was -0.16999999999999993 lower than the previous day. The implied volatity was 0, the open interest changed by 19 which increased total open position to 241
On 12 May VMM was trading at 119.65. The strike last trading price was 4.53, which was 1.2700000000000005 higher than the previous day. The implied volatity was 0, the open interest changed by 29 which increased total open position to 221
On 11 May VMM was trading at 122.00. The strike last trading price was 3.31, which was 0.8300000000000001 higher than the previous day. The implied volatity was 0, the open interest changed by 53 which increased total open position to 191
On 8 May VMM was trading at 123.93. The strike last trading price was 2.46, which was 0.6799999999999999 higher than the previous day. The implied volatity was 39.32, the open interest changed by 41 which increased total open position to 137
On 7 May VMM was trading at 125.42. The strike last trading price was 1.75, which was -0.3900000000000001 lower than the previous day. The implied volatity was 35.97, the open interest changed by -1 which decreased total open position to 96
On 6 May VMM was trading at 124.20. The strike last trading price was 2.14, which was -0.3500000000000001 lower than the previous day. The implied volatity was 35.3, the open interest changed by -12 which decreased total open position to 97
On 5 May VMM was trading at 125.08. The strike last trading price was 2.5, which was -0.18999999999999995 lower than the previous day. The implied volatity was 40.25, the open interest changed by 13 which increased total open position to 108
On 4 May VMM was trading at 125.29. The strike last trading price was 2.67, which was -1.4800000000000004 lower than the previous day. The implied volatity was 42.72, the open interest changed by -4 which decreased total open position to 92
On 30 Apr VMM was trading at 122.29. The strike last trading price was 4.15, which was -0.3199999999999994 lower than the previous day. The implied volatity was 41.67, the open interest changed by 6 which increased total open position to 102
On 29 Apr VMM was trading at 122.86. The strike last trading price was 4.53, which was 0.56 higher than the previous day. The implied volatity was 45.38, the open interest changed by 4 which increased total open position to 91
On 28 Apr VMM was trading at 125.99. The strike last trading price was 3.95, which was -0.17999999999999972 lower than the previous day. The implied volatity was 49.69, the open interest changed by 1 which increased total open position to 86
On 27 Apr VMM was trading at 125.71. The strike last trading price was 4.25, which was -0.75 lower than the previous day. The implied volatity was 49.73, the open interest changed by 70 which increased total open position to 84
On 24 Apr VMM was trading at 123.34. The strike last trading price was 5, which was 1 higher than the previous day. The implied volatity was 49.65, the open interest changed by 4 which increased total open position to 13
On 23 Apr VMM was trading at 126.16. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 46.43, the open interest changed by 5 which increased total open position to 10
On 22 Apr VMM was trading at 124.56. The strike last trading price was 4, which was -11.28 lower than the previous day. The implied volatity was 41.78, the open interest changed by 4 which increased total open position to 4
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 -, which was - 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 -, which was - 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 10 which increased total open position to 10
On 10 Apr VMM was trading at 114.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 15.28, 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 8 Apr VMM was trading at 116.59. The strike last trading price was 15.28, 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
