VMM
Vishal Mega Mart Limited
Historical option data for VMM
07 May 2026 11:50 AM IST
| VMM 26-May-2026 (19d) 125 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0
Theta: -0.11
Gamma: 0.038
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 124.55 | 4.21 | -0.1900000000000004 (-4.32%) | 36.38 | 42 | -10 | 189 | |||||||||
| 6 May | 124.20 | 4.27 | -0.6000000000000005 (-12.32%) | 38.44 | 267 | 80 | 199 | |||||||||
| 5 May | 125.08 | 4.64 | -1.0600000000000005 (-18.60%) | 36.87 | 220 | 15 | 121 | |||||||||
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| 4 May | 125.29 | 5.89 | 1.33 (29.17%) | 42.89 | 266 | 81 | 108 | |||||||||
| 30 Apr | 122.29 | 4.63 | -0.7999999999999998 (-14.73%) | 42.53 | 40 | 5 | 32 | |||||||||
| 29 Apr | 122.86 | 5.41 | -2.789999999999999 (-34.02%) | 47.02 | 26 | 14 | 26 | |||||||||
| 28 Apr | 125.99 | 9.39 | 1.4600000000000009 (18.41%) | 60.73 | 16 | -2 | 12 | |||||||||
| 27 Apr | 125.71 | 7.9 | 0.6800000000000006 (9.42%) | 51.54 | 34 | 11 | 14 | |||||||||
| 24 Apr | 123.34 | 7.22 | 6.06 (522.41%) | 52.89 | 4 | 2 | 2 | |||||||||
| 23 Apr | 126.16 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 124.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 117.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 114.54 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Vishal Mega Mart Limited - strike price 125 expiring on 26MAY2026
Delta for 125 CE is 0.52
Historical price for 125 CE is as follows
On 7 May VMM was trading at 124.55. The strike last trading price was 4.21, which was -0.1900000000000004 lower than the previous day. The implied volatity was 36.38, the open interest changed by -10 which decreased total open position to 189
On 6 May VMM was trading at 124.20. The strike last trading price was 4.27, which was -0.6000000000000005 lower than the previous day. The implied volatity was 38.44, the open interest changed by 80 which increased total open position to 199
On 5 May VMM was trading at 125.08. The strike last trading price was 4.64, which was -1.0600000000000005 lower than the previous day. The implied volatity was 36.87, the open interest changed by 15 which increased total open position to 121
On 4 May VMM was trading at 125.29. The strike last trading price was 5.89, which was 1.33 higher than the previous day. The implied volatity was 42.89, the open interest changed by 81 which increased total open position to 108
On 30 Apr VMM was trading at 122.29. The strike last trading price was 4.63, which was -0.7999999999999998 lower than the previous day. The implied volatity was 42.53, the open interest changed by 5 which increased total open position to 32
On 29 Apr VMM was trading at 122.86. The strike last trading price was 5.41, which was -2.789999999999999 lower than the previous day. The implied volatity was 47.02, the open interest changed by 14 which increased total open position to 26
On 28 Apr VMM was trading at 125.99. The strike last trading price was 9.39, which was 1.4600000000000009 higher than the previous day. The implied volatity was 60.73, the open interest changed by -2 which decreased total open position to 12
On 27 Apr VMM was trading at 125.71. The strike last trading price was 7.9, which was 0.6800000000000006 higher than the previous day. The implied volatity was 51.54, the open interest changed by 11 which increased total open position to 14
On 24 Apr VMM was trading at 123.34. The strike last trading price was 7.22, which was 6.06 higher than the previous day. The implied volatity was 52.89, the open interest changed by 2 which increased total open position to 2
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 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
| VMM 26-May-2026 (19d) 125 PE | |||||||
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Delta: -0.48
Vega: 0
Theta: -0.1
Gamma: 0.03633
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 124.55 | 4.34 | 0.14999999999999947 (3.58%) | 38.04 | 8 | 3 | 147 |
| 6 May | 124.20 | 4.23 | -0.22999999999999954 (-5.16%) | 34.95 | 109 | 41 | 142 |
| 5 May | 125.08 | 4.46 | -0.1200000000000001 (-2.62%) | 38.91 | 68 | 12 | 100 |
| 4 May | 125.29 | 4.6 | -1.8500000000000005 (-28.68%) | 42.36 | 85 | 26 | 76 |
| 30 Apr | 122.29 | 6.35 | -0.5200000000000005 (-7.57%) | 40.22 | 27 | 0 | 50 |
| 29 Apr | 122.86 | 7 | 0.7000000000000002 (11.11%) | 45.01 | 56 | 25 | 49 |
| 28 Apr | 125.99 | 6.3 | 0.04999999999999982 (0.80%) | 49.56 | 6 | 0 | 22 |
| 27 Apr | 125.71 | 6.25 | -13.23 (-67.92%) | 48.99 | 30 | 17 | 17 |
| 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 |
| 15 Apr | 117.35 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 114.54 | 0 | 0 | - | 0 | 10 | 10 |
For Vishal Mega Mart Limited - strike price 125 expiring on 26MAY2026
Delta for 125 PE is -0.48
Historical price for 125 PE is as follows
On 7 May VMM was trading at 124.55. The strike last trading price was 4.34, which was 0.14999999999999947 higher than the previous day. The implied volatity was 38.04, the open interest changed by 3 which increased total open position to 147
On 6 May VMM was trading at 124.20. The strike last trading price was 4.23, which was -0.22999999999999954 lower than the previous day. The implied volatity was 34.95, the open interest changed by 41 which increased total open position to 142
On 5 May VMM was trading at 125.08. The strike last trading price was 4.46, which was -0.1200000000000001 lower than the previous day. The implied volatity was 38.91, the open interest changed by 12 which increased total open position to 100
On 4 May VMM was trading at 125.29. The strike last trading price was 4.6, which was -1.8500000000000005 lower than the previous day. The implied volatity was 42.36, the open interest changed by 26 which increased total open position to 76
On 30 Apr VMM was trading at 122.29. The strike last trading price was 6.35, which was -0.5200000000000005 lower than the previous day. The implied volatity was 40.22, the open interest changed by 0 which decreased total open position to 50
On 29 Apr VMM was trading at 122.86. The strike last trading price was 7, which was 0.7000000000000002 higher than the previous day. The implied volatity was 45.01, the open interest changed by 25 which increased total open position to 49
On 28 Apr VMM was trading at 125.99. The strike last trading price was 6.3, which was 0.04999999999999982 higher than the previous day. The implied volatity was 49.56, the open interest changed by 0 which decreased total open position to 22
On 27 Apr VMM was trading at 125.71. The strike last trading price was 6.25, which was -13.23 lower than the previous day. The implied volatity was 48.99, the open interest changed by 17 which increased total open position to 17
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 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
