Historical option data for VMM
11 Jun 2026 04:15 PM IST
| VMM 30-Jun-2026 (18d) 121 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0
Theta: -0.08
Gamma: 0.04969
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 117.65 | 2.01 | -0.99 (-33.00%) | 28.24 | 35 | -18 | 29 | |||||||||
| 10 Jun | 118.84 | 2.6 | 0.6 (30.00%) | 31.47 | 331 | 29 | 51 | |||||||||
| 9 Jun | 118.26 | 2.42 | 0.42 (21.00%) | 30.2 | 5 | -1 | 21 | |||||||||
| 8 Jun | 117.35 | 1.9 | -1.1 (-36.67%) | 27.64 | 8 | 0 | 22 | |||||||||
| 5 Jun | 118.73 | 2.65 | -0.35 (-11.67%) | 27.58 | 32 | 3 | 21 | |||||||||
| 4 Jun | 118.26 | 2.81 | -1.19 (-29.75%) | 30.71 | 14 | 6 | 17 | |||||||||
| 3 Jun | 120.29 | 4.04 | 1.04 (34.67%) | 29.01 | 36 | -9 | 12 | |||||||||
| 2 Jun | 119.28 | 3.36 | 0.36 (12.00%) | 30.91 | 4 | 0 | 21 | |||||||||
| 1 Jun | 118.49 | 3.36 | -1.64 (-32.80%) | 30.91 | 4 | 1 | 21 | |||||||||
| 29 May | 121.77 | 4.8 | -1.2 (-20.00%) | 29.05 | 33 | 11 | 18 | |||||||||
| 27 May | 121.45 | 5.5 | -0.5 (-8.33%) | 34.7 | 4 | 0 | 7 | |||||||||
| 26 May | 121.08 | 5.5 | -0.5 (-8.33%) | 34.7 | 4 | 0 | 7 | |||||||||
| 25 May | 121.05 | 5.53 | -5.47 (-49.73%) | 33.7 | 12 | 6 | 6 | |||||||||
| 18 May | 121.63 | 0 | -11.25 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 118.99 | 0 | -11.25 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 117.78 | 0 | -11 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 119.50 | 0 | -11.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 119.65 | 0 | -11.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 122.00 | 0 | -11.25 (-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 | |||||||||
For Vishal Mega Mart Limited - strike price 121 expiring on 30JUN2026
Delta for 121 CE is 0.39
Historical price for 121 CE is as follows
On 11 Jun VMM was trading at 117.65. The strike last trading price was 2.01, which was -0.99 lower than the previous day. The implied volatity was 28.24, the open interest changed by -18 which decreased total open position to 29
On 10 Jun VMM was trading at 118.84. The strike last trading price was 2.6, which was 0.6 higher than the previous day. The implied volatity was 31.47, the open interest changed by 29 which increased total open position to 51
On 9 Jun VMM was trading at 118.26. The strike last trading price was 2.42, which was 0.42 higher than the previous day. The implied volatity was 30.2, the open interest changed by -1 which decreased total open position to 21
On 8 Jun VMM was trading at 117.35. The strike last trading price was 1.9, which was -1.1 lower than the previous day. The implied volatity was 27.64, the open interest changed by 0 which decreased total open position to 22
On 5 Jun VMM was trading at 118.73. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 27.58, the open interest changed by 3 which increased total open position to 21
On 4 Jun VMM was trading at 118.26. The strike last trading price was 2.81, which was -1.19 lower than the previous day. The implied volatity was 30.71, the open interest changed by 6 which increased total open position to 17
On 3 Jun VMM was trading at 120.29. The strike last trading price was 4.04, which was 1.04 higher than the previous day. The implied volatity was 29.01, the open interest changed by -9 which decreased total open position to 12
On 2 Jun VMM was trading at 119.28. The strike last trading price was 3.36, which was 0.36 higher than the previous day. The implied volatity was 30.91, the open interest changed by 0 which decreased total open position to 21
On 1 Jun VMM was trading at 118.49. The strike last trading price was 3.36, which was -1.64 lower than the previous day. The implied volatity was 30.91, the open interest changed by 1 which increased total open position to 21
On 29 May VMM was trading at 121.77. The strike last trading price was 4.8, which was -1.2 lower than the previous day. The implied volatity was 29.05, the open interest changed by 11 which increased total open position to 18
On 27 May VMM was trading at 121.45. The strike last trading price was 5.5, which was -0.5 lower than the previous day. The implied volatity was 34.7, the open interest changed by 0 which decreased total open position to 7
On 26 May VMM was trading at 121.08. The strike last trading price was 5.5, which was -0.5 lower than the previous day. The implied volatity was 34.7, the open interest changed by 0 which decreased total open position to 7
On 25 May VMM was trading at 121.05. The strike last trading price was 5.53, which was -5.47 lower than the previous day. The implied volatity was 33.7, the open interest changed by 6 which increased total open position to 6
On 18 May VMM was trading at 121.63. The strike last trading price was 0, which was -11.25 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 -11.25 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 -11 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 -11.25 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 -11.25 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 -11.25 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
| VMM 30-Jun-2026 (18d) 121 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 |
| 27 May | 121.45 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 121.08 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 121.05 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 121.63 | 0 | -5 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 118.99 | 0 | -5.05 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 117.78 | 0 | -5.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 119.50 | 0 | -5.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 119.65 | 0 | -5.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 122.00 | 0 | -5.05 (-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 |
For Vishal Mega Mart Limited - strike price 121 expiring on 30JUN2026
Delta for 121 PE is -
Historical price for 121 PE is as follows
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 27 May VMM was trading at 121.45. 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 26 May VMM was trading at 121.08. 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 25 May VMM was trading at 121.05. 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 18 May VMM was trading at 121.63. The strike last trading price was 0, which was -5 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 -5.05 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 -5.05 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 -5.05 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 -5.05 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 -5.05 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
