Historical option data for VMM
22 May 2026 04:10 PM IST
| VMM 26-May-2026 (3d) 121 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 0
Theta: -0.21
Gamma: 0.08185
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 121.66 | 2.49 | -1.01 (-28.86%) | 35.14 | 4 | -1 | 40 | |||||||||
| 21 May | 123.33 | 3.5 | 0.25 (7.69%) | 34.49 | 53 | 0 | 42 | |||||||||
| 20 May | 122.14 | 3.45 | 0.08 (2.37%) | 40.06 | 90 | -20 | 44 | |||||||||
| 19 May | 121.56 | 3.34 | -0.66 (-16.50%) | 46.71 | 29 | 2 | 62 | |||||||||
| 18 May | 121.63 | 4.2 | 1.63 (63.42%) | 50.43 | 222 | 37 | 63 | |||||||||
| 15 May | 118.99 | 2.52 | -1.08 (-30.00%) | 38.75 | 166 | 16 | 26 | |||||||||
| 14 May | 117.78 | 2.85 | 1.12 (64.74%) | 47.79 | 13 | 1 | 1 | |||||||||
| 13 May | 119.50 | 0 | -1.73 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 119.65 | 0 | -1.73 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 122.00 | 0 | -1.73 (-100.00%) | 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 | |||||||||
| 28 Apr | 125.99 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 20 Apr | 118.61 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 118.95 | - | - | - | 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 | 1.73 | 0 (0.00%) | 2.74 | 0 | 0 | 0 | |||||||||
| 8 Apr | 116.59 | 1.73 | 0 (0.00%) | 2.15 | 0 | 0 | 0 | |||||||||
For Vishal Mega Mart Limited - strike price 121 expiring on 26MAY2026
Delta for 121 CE is 0.6
Historical price for 121 CE is as follows
On 22 May VMM was trading at 121.66. The strike last trading price was 2.49, which was -1.01 lower than the previous day. The implied volatity was 35.14, the open interest changed by -1 which decreased total open position to 40
On 21 May VMM was trading at 123.33. The strike last trading price was 3.5, which was 0.25 higher than the previous day. The implied volatity was 34.49, the open interest changed by 0 which decreased total open position to 42
On 20 May VMM was trading at 122.14. The strike last trading price was 3.45, which was 0.08 higher than the previous day. The implied volatity was 40.06, the open interest changed by -20 which decreased total open position to 44
On 19 May VMM was trading at 121.56. The strike last trading price was 3.34, which was -0.66 lower than the previous day. The implied volatity was 46.71, the open interest changed by 2 which increased total open position to 62
On 18 May VMM was trading at 121.63. The strike last trading price was 4.2, which was 1.63 higher than the previous day. The implied volatity was 50.43, the open interest changed by 37 which increased total open position to 63
On 15 May VMM was trading at 118.99. The strike last trading price was 2.52, which was -1.08 lower than the previous day. The implied volatity was 38.75, the open interest changed by 16 which increased total open position to 26
On 14 May VMM was trading at 117.78. The strike last trading price was 2.85, which was 1.12 higher than the previous day. The implied volatity was 47.79, the open interest changed by 1 which increased total open position to 1
On 13 May VMM was trading at 119.50. The strike last trading price was 0, which was -1.73 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 -1.73 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 -1.73 lower than the previous day. The implied volatity was 0, 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
On 28 Apr VMM was trading at 125.99. 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 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 -, 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 20 Apr VMM was trading at 118.61. 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 17 Apr VMM was trading at 118.95. 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 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 1.73, which was 0 lower than the previous day. The implied volatity was 2.74, 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 1.73, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
| VMM 26-May-2026 (3d) 121 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0
Theta: -0.16
Gamma: 0.10478
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 121.66 | 1 | -1 (-50.00%) | 28.67 | 69 | 16 | 35 |
| 21 May | 123.33 | 2 | 0 (0.00%) | 39.25 | 51 | -6 | 19 |
| 20 May | 122.14 | 2 | 0 (0.00%) | 39.53 | 53 | 12 | 26 |
| 19 May | 121.56 | 2.29 | -0.61 (-21.03%) | 44.83 | 14 | 7 | 13 |
| 18 May | 121.63 | 3 | -13 (-81.25%) | 47.09 | 13 | 6 | 6 |
| 15 May | 118.99 | 0 | -16.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 117.78 | 0 | -16.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 119.50 | 0 | -16.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 119.65 | 0 | -16.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 122.00 | 0 | -16.1 (-100.00%) | 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 |
| 28 Apr | 125.99 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 20 Apr | 118.61 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 118.95 | - | - | - | 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 | 16.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 116.59 | 16.1 | 0 (0.00%) | - | 0 | 0 | 0 |
For Vishal Mega Mart Limited - strike price 121 expiring on 26MAY2026
Delta for 121 PE is -0.46
Historical price for 121 PE is as follows
On 22 May VMM was trading at 121.66. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 28.67, the open interest changed by 16 which increased total open position to 35
On 21 May VMM was trading at 123.33. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 39.25, the open interest changed by -6 which decreased total open position to 19
On 20 May VMM was trading at 122.14. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 39.53, the open interest changed by 12 which increased total open position to 26
On 19 May VMM was trading at 121.56. The strike last trading price was 2.29, which was -0.61 lower than the previous day. The implied volatity was 44.83, the open interest changed by 7 which increased total open position to 13
On 18 May VMM was trading at 121.63. The strike last trading price was 3, which was -13 lower than the previous day. The implied volatity was 47.09, the open interest changed by 6 which increased total open position to 6
On 15 May VMM was trading at 118.99. The strike last trading price was 0, which was -16.1 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 -16.1 lower than the previous day. The implied volatity was 0, 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 -16.1 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 -16.1 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 -16.1 lower than the previous day. The implied volatity was 0, 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
On 28 Apr VMM was trading at 125.99. 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 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 -, 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 20 Apr VMM was trading at 118.61. 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 17 Apr VMM was trading at 118.95. 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 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 16.1, 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 16.1, 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
