Historical option data for VMM
29 Jun 2026 10:50 AM IST
| VMM 28-Jul-2026 (26d) 120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0
Theta: -0.08
Gamma: 0.03234
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 115.03 | 2.85 | -1.15 (-28.75%) | 35.78 | 69 | 20 | 144 | |||||||||
| 25 Jun | 116.39 | 3.55 | -1.45 (-29.00%) | 34.06 | 95 | 67 | 123 | |||||||||
| 24 Jun | 118.97 | 4.9 | -0.1 (-2.00%) | 34.55 | 38 | 11 | 56 | |||||||||
| 23 Jun | 118.13 | 4.6 | -0.4 (-8.00%) | 35.18 | 44 | 34 | 44 | |||||||||
| 22 Jun | 118.90 | 5.43 | 0.43 (8.60%) | 37.06 | 9 | 4 | 8 | |||||||||
| 19 Jun | 118.66 | 5 | -1 (-16.67%) | 33.83 | 4 | 2 | 4 | |||||||||
| 18 Jun | 117.87 | 5.55 | -0.45 (-7.50%) | 38.33 | 2 | 0 | 2 | |||||||||
| 17 Jun | 118.77 | 5.55 | -0.45 (-7.50%) | 38.33 | 2 | 1 | 2 | |||||||||
| 16 Jun | 116.95 | 6 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 15 Jun | 120.70 | 6 | 0 (0.00%) | 33.93 | 1 | 0 | 1 | |||||||||
| 12 Jun | 119.77 | 6 | -7.62 (-55.95%) | 33.93 | 1 | 1 | 1 | |||||||||
| 11 Jun | 117.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 118.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 118.26 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 117.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 118.73 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 118.26 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 120.29 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 119.28 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 118.49 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 121.77 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 118.99 | 0 | -13.62 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 117.78 | 0 | -13.62 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 119.50 | 0 | -13.62 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 119.65 | 0 | -13.62 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 122.00 | 0 | -13.62 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 123.93 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 125.42 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 124.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 125.08 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 125.29 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 122.29 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 122.86 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Vishal Mega Mart Limited - strike price 120 expiring on 28JUL2026
Delta for 120 CE is 0.37
Historical price for 120 CE is as follows
On 29 Jun VMM was trading at 115.03. The strike last trading price was 2.85, which was -1.15 lower than the previous day. The implied volatity was 35.78, the open interest changed by 20 which increased total open position to 144
On 25 Jun VMM was trading at 116.39. The strike last trading price was 3.55, which was -1.45 lower than the previous day. The implied volatity was 34.06, the open interest changed by 67 which increased total open position to 123
On 24 Jun VMM was trading at 118.97. The strike last trading price was 4.9, which was -0.1 lower than the previous day. The implied volatity was 34.55, the open interest changed by 11 which increased total open position to 56
On 23 Jun VMM was trading at 118.13. The strike last trading price was 4.6, which was -0.4 lower than the previous day. The implied volatity was 35.18, the open interest changed by 34 which increased total open position to 44
On 22 Jun VMM was trading at 118.90. The strike last trading price was 5.43, which was 0.43 higher than the previous day. The implied volatity was 37.06, the open interest changed by 4 which increased total open position to 8
On 19 Jun VMM was trading at 118.66. The strike last trading price was 5, which was -1 lower than the previous day. The implied volatity was 33.83, the open interest changed by 2 which increased total open position to 4
On 18 Jun VMM was trading at 117.87. The strike last trading price was 5.55, which was -0.45 lower than the previous day. The implied volatity was 38.33, the open interest changed by 0 which decreased total open position to 2
On 17 Jun VMM was trading at 118.77. The strike last trading price was 5.55, which was -0.45 lower than the previous day. The implied volatity was 38.33, the open interest changed by 1 which increased total open position to 2
On 16 Jun VMM was trading at 116.95. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Jun VMM was trading at 120.70. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 33.93, the open interest changed by 0 which decreased total open position to 1
On 12 Jun VMM was trading at 119.77. The strike last trading price was 6, which was -7.62 lower than the previous day. The implied volatity was 33.93, the open interest changed by 1 which increased total open position to 1
On 11 Jun VMM was trading at 117.65. 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 Jun VMM was trading at 118.84. 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 9 Jun VMM was trading at 118.26. 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 8 Jun 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 5 Jun VMM was trading at 118.73. 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 4 Jun VMM was trading at 118.26. 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 3 Jun VMM was trading at 120.29. 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 2 Jun VMM was trading at 119.28. 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 1 Jun VMM was trading at 118.49. 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 29 May VMM was trading at 121.77. 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 May VMM was trading at 118.99. The strike last trading price was 0, which was -13.62 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May VMM was trading at 117.78. The strike last trading price was 0, which was -13.62 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May VMM was trading at 119.50. The strike last trading price was 0, which was -13.62 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May VMM was trading at 119.65. The strike last trading price was 0, which was -13.62 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May VMM was trading at 122.00. The strike last trading price was 0, which was -13.62 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 May VMM was trading at 123.93. 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 7 May VMM was trading at 125.42. 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 6 May VMM was trading at 124.20. 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 5 May VMM was trading at 125.08. 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 4 May VMM was trading at 125.29. 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 30 Apr VMM was trading at 122.29. 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 29 Apr VMM was trading at 122.86. 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
| VMM 28-Jul-2026 (26d) 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0
Theta: -0.05
Gamma: 0.03415
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 115.03 | 7.37 | 1.39 (23.24%) | 32.89 | 3 | 0 | 26 |
| 25 Jun | 116.39 | 5.98 | 0.55 (10.13%) | 33.13 | 3 | 0 | 25 |
| 24 Jun | 118.97 | 5.43 | -0.13 (-2.34%) | 31.65 | 5 | 3 | 25 |
| 23 Jun | 118.13 | 5.57 | -0.88 (-13.64%) | 32.19 | 22 | 17 | 21 |
| 22 Jun | 118.90 | 6.45 | 6.45 | - | 1 | 0 | 4 |
| 19 Jun | 118.66 | 6.45 | 6.45 | - | 1 | 0 | 4 |
| 18 Jun | 117.87 | 6.45 | 6.45 | - | 1 | 0 | 4 |
| 17 Jun | 118.77 | 6.45 | 6.45 | - | 1 | 0 | 4 |
| 16 Jun | 116.95 | 6.45 | 6.45 | - | 1 | 0 | 4 |
| 15 Jun | 120.70 | 6.45 | 6.45 (0.00%) | - | 1 | 0 | 4 |
| 12 Jun | 119.77 | 6.45 | 0 (0.00%) | - | 1 | 0 | 4 |
| 11 Jun | 117.65 | 6.45 | 0 (0.00%) | - | 1 | 0 | 4 |
| 10 Jun | 118.84 | 6.45 | 0 (0.00%) | - | 1 | 0 | 4 |
| 9 Jun | 118.26 | 6.45 | 0 (0.00%) | - | 1 | 0 | 4 |
| 8 Jun | 117.35 | 6.45 | 0 (0.00%) | - | 1 | 0 | 4 |
| 5 Jun | 118.73 | 6.45 | -0.25 (-3.73%) | 34.9 | 1 | 0 | 4 |
| 4 Jun | 118.26 | 6.7 | 1.75 (35.35%) | 35.37 | 1 | 0 | 4 |
| 3 Jun | 120.29 | 4.95 | 0 (0.00%) | - | 4 | 0 | 4 |
| 2 Jun | 119.28 | 4.95 | 0 (0.00%) | - | 4 | 0 | 4 |
| 1 Jun | 118.49 | 4.95 | 0 (0.00%) | 32.24 | 4 | 0 | 4 |
| 29 May | 121.77 | 4.95 | -0.96 (-16.24%) | 32.24 | 4 | 2 | 2 |
| 15 May | 118.99 | 0 | 0 | - | 0 | 0 | 0 |
| 14 May | 117.78 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 119.50 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 119.65 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 122.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 123.93 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 125.42 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 124.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 125.08 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 125.29 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 122.29 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 122.86 | 0 | 0 | - | 0 | 0 | 0 |
For Vishal Mega Mart Limited - strike price 120 expiring on 28JUL2026
Delta for 120 PE is -0.66
Historical price for 120 PE is as follows
On 29 Jun VMM was trading at 115.03. The strike last trading price was 7.37, which was 1.39 higher than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 26
On 25 Jun VMM was trading at 116.39. The strike last trading price was 5.98, which was 0.55 higher than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 25
On 24 Jun VMM was trading at 118.97. The strike last trading price was 5.43, which was -0.13 lower than the previous day. The implied volatity was 31.65, the open interest changed by 3 which increased total open position to 25
On 23 Jun VMM was trading at 118.13. The strike last trading price was 5.57, which was -0.88 lower than the previous day. The implied volatity was 32.19, the open interest changed by 17 which increased total open position to 21
On 22 Jun VMM was trading at 118.90. The strike last trading price was 6.45, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Jun VMM was trading at 118.66. The strike last trading price was 6.45, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Jun VMM was trading at 117.87. The strike last trading price was 6.45, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Jun VMM was trading at 118.77. The strike last trading price was 6.45, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Jun VMM was trading at 116.95. The strike last trading price was 6.45, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Jun VMM was trading at 120.70. The strike last trading price was 6.45, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Jun VMM was trading at 119.77. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Jun VMM was trading at 117.65. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Jun VMM was trading at 118.84. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Jun VMM was trading at 118.26. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Jun VMM was trading at 117.35. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Jun VMM was trading at 118.73. The strike last trading price was 6.45, which was -0.25 lower than the previous day. The implied volatity was 34.9, the open interest changed by 0 which decreased total open position to 4
On 4 Jun VMM was trading at 118.26. The strike last trading price was 6.7, which was 1.75 higher than the previous day. The implied volatity was 35.37, the open interest changed by 0 which decreased total open position to 4
On 3 Jun VMM was trading at 120.29. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Jun VMM was trading at 119.28. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Jun VMM was trading at 118.49. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 4
On 29 May VMM was trading at 121.77. The strike last trading price was 4.95, which was -0.96 lower than the previous day. The implied volatity was 32.24, the open interest changed by 2 which increased total open position to 2
On 15 May VMM was trading at 118.99. 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 14 May VMM was trading at 117.78. 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 May VMM was trading at 119.50. 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 12 May VMM was trading at 119.65. 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 11 May VMM was trading at 122.00. 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 8 May VMM was trading at 123.93. 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 7 May VMM was trading at 125.42. 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 6 May VMM was trading at 124.20. 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 5 May VMM was trading at 125.08. 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 4 May VMM was trading at 125.29. 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 30 Apr VMM was trading at 122.29. 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 29 Apr VMM was trading at 122.86. 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
