Historical option data for VMM
05 Jun 2026 11:55 AM IST
| VMM 30-Jun-2026 (25d) 122 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 0
Theta: -0.08
Gamma: 0.04208
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 119.09 | 2.66 | 0.66 (33.00%) | 29.42 | 38 | -17 | 74 | |||||||||
| 4 Jun | 118.26 | 2.4 | -1.6 (-40.00%) | 29.19 | 59 | -9 | 66 | |||||||||
| 3 Jun | 120.29 | 3.4 | 0.4 (13.33%) | 29.37 | 52 | 23 | 75 | |||||||||
| 2 Jun | 119.28 | 3.38 | 0.38 (12.67%) | 32.71 | 61 | 41 | 52 | |||||||||
| 1 Jun | 118.49 | 2.82 | -1.18 (-29.50%) | 31 | 18 | 5 | 10 | |||||||||
| 29 May | 121.77 | 4.1 | -0.9 (-18.00%) | 28.14 | 1 | 0 | 4 | |||||||||
| 27 May | 121.45 | 4.82 | -0.18 (-3.60%) | - | 6 | 0 | 4 | |||||||||
| 26 May | 121.08 | 4.82 | -0.18 (-3.60%) | 32.23 | 6 | 0 | 4 | |||||||||
| 25 May | 121.05 | 4.82 | 1.82 (60.67%) | 32.23 | 6 | 5 | 5 | |||||||||
| 18 May | 121.63 | 0 | -3.04 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 118.99 | 0 | -3.04 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 117.78 | 0 | -3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 119.50 | 0 | -3.04 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 119.65 | 0 | -3.04 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 122.00 | 0 | -3.04 (-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 | |||||||||
| 29 Apr | 122.86 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 125.99 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 125.71 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 123.34 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 126.16 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 124.56 | - | - | - | 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 Apr | 114.50 | 3.04 | 0 (0.00%) | 3.5 | 0 | 0 | 0 | |||||||||
| 9 Apr | 112.07 | 3.04 | 0 (0.00%) | 2.06 | 0 | 0 | 0 | |||||||||
| 8 Apr | 116.59 | 3.04 | 0 (0.00%) | 2.72 | 0 | 0 | 0 | |||||||||
| 7 Apr | 112.52 | 3.04 | 0 (0.00%) | 3.14 | 0 | 0 | 0 | |||||||||
| 6 Apr | 113.74 | 0 | 0 (0.00%) | 3.51 | 0 | 0 | 0 | |||||||||
For Vishal Mega Mart Limited - strike price 122 expiring on 30JUN2026
Delta for 122 CE is 0.41
Historical price for 122 CE is as follows
On 5 Jun VMM was trading at 119.09. The strike last trading price was 2.66, which was 0.66 higher than the previous day. The implied volatity was 29.42, the open interest changed by -17 which decreased total open position to 74
On 4 Jun VMM was trading at 118.26. The strike last trading price was 2.4, which was -1.6 lower than the previous day. The implied volatity was 29.19, the open interest changed by -9 which decreased total open position to 66
On 3 Jun VMM was trading at 120.29. The strike last trading price was 3.4, which was 0.4 higher than the previous day. The implied volatity was 29.37, the open interest changed by 23 which increased total open position to 75
On 2 Jun VMM was trading at 119.28. The strike last trading price was 3.38, which was 0.38 higher than the previous day. The implied volatity was 32.71, the open interest changed by 41 which increased total open position to 52
On 1 Jun VMM was trading at 118.49. The strike last trading price was 2.82, which was -1.18 lower than the previous day. The implied volatity was 31, the open interest changed by 5 which increased total open position to 10
On 29 May VMM was trading at 121.77. The strike last trading price was 4.1, which was -0.9 lower than the previous day. The implied volatity was 28.14, the open interest changed by 0 which decreased total open position to 4
On 27 May VMM was trading at 121.45. The strike last trading price was 4.82, which was -0.18 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 May VMM was trading at 121.08. The strike last trading price was 4.82, which was -0.18 lower than the previous day. The implied volatity was 32.23, the open interest changed by 0 which decreased total open position to 4
On 25 May VMM was trading at 121.05. The strike last trading price was 4.82, which was 1.82 higher than the previous day. The implied volatity was 32.23, the open interest changed by 5 which increased total open position to 5
On 18 May VMM was trading at 121.63. The strike last trading price was 0, which was -3.04 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 -3.04 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 -3 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 -3.04 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 -3.04 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 -3.04 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 29 Apr VMM was trading at 122.86. 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 28 Apr VMM was trading at 125.99. 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 27 Apr VMM was trading at 125.71. 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 24 Apr VMM was trading at 123.34. 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 23 Apr VMM was trading at 126.16. 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 22 Apr VMM was trading at 124.56. 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 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 -, 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 10 Apr VMM was trading at 114.50. The strike last trading price was 3.04, which was 0 lower than the previous day. The implied volatity was 3.5, 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 3.04, which was 0 lower than the previous day. The implied volatity was 2.06, 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 3.04, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
On 7 Apr VMM was trading at 112.52. The strike last trading price was 3.04, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
On 6 Apr VMM was trading at 113.74. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
| VMM 30-Jun-2026 (25d) 122 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0
Theta: -0.06
Gamma: 0.04106
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 119.09 | 4.91 | -0.56 (-10.24%) | 30.34 | 15 | -6 | 197 |
| 4 Jun | 118.26 | 5.47 | 1.28 (30.55%) | 28.83 | 5 | -3 | 204 |
| 3 Jun | 120.29 | 4.47 | -0.31 (-6.49%) | 29.91 | 30 | -5 | 207 |
| 2 Jun | 119.28 | 4.88 | -0.6 (-10.95%) | 27.79 | 281 | 207 | 211 |
| 1 Jun | 118.49 | 5.48 | -12.07 (-68.77%) | 27.67 | 5 | 3 | 3 |
| 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 | -18 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 118.99 | 0 | -17.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 117.78 | 0 | -17.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 119.50 | 0 | -17.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 119.65 | 0 | -17.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 122.00 | 0 | -17.55 (-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 |
| 29 Apr | 122.86 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 125.99 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 125.71 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 123.34 | - | - | - | 0 | 0 | 0 |
| 23 Apr | 126.16 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 124.56 | - | - | - | 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 Apr | 114.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 112.07 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 116.59 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 112.52 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 113.74 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Vishal Mega Mart Limited - strike price 122 expiring on 30JUN2026
Delta for 122 PE is -0.56
Historical price for 122 PE is as follows
On 5 Jun VMM was trading at 119.09. The strike last trading price was 4.91, which was -0.56 lower than the previous day. The implied volatity was 30.34, the open interest changed by -6 which decreased total open position to 197
On 4 Jun VMM was trading at 118.26. The strike last trading price was 5.47, which was 1.28 higher than the previous day. The implied volatity was 28.83, the open interest changed by -3 which decreased total open position to 204
On 3 Jun VMM was trading at 120.29. The strike last trading price was 4.47, which was -0.31 lower than the previous day. The implied volatity was 29.91, the open interest changed by -5 which decreased total open position to 207
On 2 Jun VMM was trading at 119.28. The strike last trading price was 4.88, which was -0.6 lower than the previous day. The implied volatity was 27.79, the open interest changed by 207 which increased total open position to 211
On 1 Jun VMM was trading at 118.49. The strike last trading price was 5.48, which was -12.07 lower than the previous day. The implied volatity was 27.67, the open interest changed by 3 which increased total open position to 3
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 -18 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 -17.55 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 -17.55 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 -17.55 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 -17.55 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 -17.55 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 29 Apr VMM was trading at 122.86. 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 28 Apr VMM was trading at 125.99. 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 27 Apr VMM was trading at 125.71. 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 24 Apr VMM was trading at 123.34. 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 23 Apr VMM was trading at 126.16. 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 22 Apr VMM was trading at 124.56. 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 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 -, 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 10 Apr VMM was trading at 114.50. 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 9 Apr VMM was trading at 112.07. 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 Apr VMM was trading at 116.59. 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 Apr VMM was trading at 112.52. 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 Apr VMM was trading at 113.74. 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
