Historical option data for VMM
23 Jun 2026 01:23 PM IST
| VMM 28-Jul-2026 (35d) 120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0
Theta: -0.08
Gamma: 0.03128
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 118.17 | 4.74 | -0.26 (-5.20%) | 34.5 | 12 | 6 | 16 | |||||||||
| 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 0.5
Historical price for 120 CE is as follows
On 23 Jun VMM was trading at 118.17. The strike last trading price was 4.74, which was -0.26 lower than the previous day. The implied volatity was 34.5, the open interest changed by 6 which increased total open position to 16
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 (35d) 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0
Theta: -0.06
Gamma: 0.03358
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 118.17 | 5.32 | -1.13 (-17.52%) | 32.19 | 3 | 0 | 4 |
| 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 -0.52
Historical price for 120 PE is as follows
On 23 Jun VMM was trading at 118.17. The strike last trading price was 5.32, which was -1.13 lower than the previous day. The implied volatity was 32.19, the open interest changed by 0 which decreased total open position to 4
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
