Historical option data for VMM
02 Jun 2026 04:10 PM IST
| VMM 30-Jun-2026 (27d) 123 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 0
Theta: -0.08
Gamma: 0.03571
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 119.28 | 3.14 | 1.14 (57.00%) | 32.78 | 41 | 12 | 76 | |||||||||
| 1 Jun | 118.49 | 2.44 | -1.56 (-39.00%) | 30.68 | 151 | 5 | 66 | |||||||||
| 29 May | 121.77 | 3.85 | -0.15 (-3.75%) | 27.97 | 82 | 38 | 59 | |||||||||
| 27 May | 121.45 | 4.49 | 0.49 (12.25%) | 33.31 | 20 | 0 | 21 | |||||||||
| 26 May | 121.08 | 4.49 | -0.51 (-10.20%) | 33.31 | 20 | 0 | 22 | |||||||||
| 25 May | 121.05 | 4.6 | -0.4 (-8.00%) | 34.21 | 12 | -1 | 22 | |||||||||
| 22 May | 121.66 | 5.05 | -0.95 (-15.83%) | 33.61 | 23 | 12 | 18 | |||||||||
| 21 May | 123.33 | 6.47 | -1.53 (-19.13%) | 38.46 | 3 | 2 | 5 | |||||||||
| 20 May | 122.14 | 8 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 19 May | 121.56 | 8 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 18 May | 121.63 | 8 | 0 (0.00%) | - | 2 | 0 | 3 | |||||||||
| 15 May | 118.99 | 8 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 14 May | 117.78 | 8 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 13 May | 119.50 | 8 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 12 May | 119.65 | 8 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 11 May | 122.00 | 8 | -1.73 (-17.78%) | 0 | 2 | 2 | 3 | |||||||||
| 8 May | 123.93 | 9.73 | -0.38 (-3.76%) | 46.14 | 1 | 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 123 expiring on 30JUN2026
Delta for 123 CE is 0.42
Historical price for 123 CE is as follows
On 2 Jun VMM was trading at 119.28. The strike last trading price was 3.14, which was 1.14 higher than the previous day. The implied volatity was 32.78, the open interest changed by 12 which increased total open position to 76
On 1 Jun VMM was trading at 118.49. The strike last trading price was 2.44, which was -1.56 lower than the previous day. The implied volatity was 30.68, the open interest changed by 5 which increased total open position to 66
On 29 May VMM was trading at 121.77. The strike last trading price was 3.85, which was -0.15 lower than the previous day. The implied volatity was 27.97, the open interest changed by 38 which increased total open position to 59
On 27 May VMM was trading at 121.45. The strike last trading price was 4.49, which was 0.49 higher than the previous day. The implied volatity was 33.31, the open interest changed by 0 which decreased total open position to 21
On 26 May VMM was trading at 121.08. The strike last trading price was 4.49, which was -0.51 lower than the previous day. The implied volatity was 33.31, the open interest changed by 0 which decreased total open position to 22
On 25 May VMM was trading at 121.05. The strike last trading price was 4.6, which was -0.4 lower than the previous day. The implied volatity was 34.21, the open interest changed by -1 which decreased total open position to 22
On 22 May VMM was trading at 121.66. The strike last trading price was 5.05, which was -0.95 lower than the previous day. The implied volatity was 33.61, the open interest changed by 12 which increased total open position to 18
On 21 May VMM was trading at 123.33. The strike last trading price was 6.47, which was -1.53 lower than the previous day. The implied volatity was 38.46, the open interest changed by 2 which increased total open position to 5
On 20 May VMM was trading at 122.14. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May VMM was trading at 121.56. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May VMM was trading at 121.63. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May VMM was trading at 118.99. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May VMM was trading at 117.78. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 13 May VMM was trading at 119.50. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 12 May VMM was trading at 119.65. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 11 May VMM was trading at 122.00. The strike last trading price was 8, which was -1.73 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 3
On 8 May VMM was trading at 123.93. The strike last trading price was 9.73, which was -0.38 lower than the previous day. The implied volatity was 46.14, 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 (27d) 123 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0
Theta: -0.05
Gamma: 0.04214
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 119.28 | 5.39 | 0.32 (6.31%) | 27.22 | 1 | 0 | 1 |
| 1 Jun | 118.49 | 5.07 | -0.7 (-12.13%) | 30 | 2 | 0 | 1 |
| 29 May | 121.77 | 5.77 | 5.77 | - | 1 | 0 | 1 |
| 27 May | 121.45 | 5.77 | 5.77 | - | 1 | 0 | 1 |
| 26 May | 121.08 | 5.77 | 5.77 (-1.87%) | 33.65 | 1 | 0 | 1 |
| 25 May | 121.05 | 5.77 | -0.11 (-1.87%) | 33.65 | 1 | 0 | 0 |
| 22 May | 121.66 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 123.33 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 122.14 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 121.56 | 0 | 0 (-19.02%) | 27.13 | 0 | 0 | 0 |
| 18 May | 121.63 | 4.77 | -1.12 (-19.02%) | 27.13 | 2 | 1 | 1 |
| 15 May | 118.99 | 0 | -5.89 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 117.78 | 0 | -5.89 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 119.50 | 0 | -5.89 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 119.65 | 0 | -5.89 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 122.00 | 0 | -5.89 (-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 123 expiring on 30JUN2026
Delta for 123 PE is -0.62
Historical price for 123 PE is as follows
On 2 Jun VMM was trading at 119.28. The strike last trading price was 5.39, which was 0.32 higher than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 1
On 1 Jun VMM was trading at 118.49. The strike last trading price was 5.07, which was -0.7 lower than the previous day. The implied volatity was 30, the open interest changed by 0 which decreased total open position to 1
On 29 May VMM was trading at 121.77. The strike last trading price was 5.77, which was 5.77 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May VMM was trading at 121.45. The strike last trading price was 5.77, which was 5.77 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May VMM was trading at 121.08. The strike last trading price was 5.77, which was 5.77 higher than the previous day. The implied volatity was 33.65, the open interest changed by 0 which decreased total open position to 1
On 25 May VMM was trading at 121.05. The strike last trading price was 5.77, which was -0.11 lower than the previous day. The implied volatity was 33.65, the open interest changed by 0 which decreased total open position to 0
On 22 May VMM was trading at 121.66. 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 May VMM was trading at 123.33. 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 20 May VMM was trading at 122.14. 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 19 May VMM was trading at 121.56. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 27.13, 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 4.77, which was -1.12 lower than the previous day. The implied volatity was 27.13, the open interest changed by 1 which increased total open position to 1
On 15 May VMM was trading at 118.99. The strike last trading price was 0, which was -5.89 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 -5.89 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 -5.89 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 -5.89 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 -5.89 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
