Historical option data for VMM
22 Jun 2026 02:11 PM IST
| VMM 28-Jul-2026 (36d) 125 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0
Theta: -0.08
Gamma: 0.02752
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 119.25 | 3.5 | 0.5 (16.67%) | 36.84 | 7 | 5 | 10 | |||||||||
| 19 Jun | 118.66 | 2.55 | -0.45 (-15.00%) | 31.51 | 1 | 0 | 5 | |||||||||
| 18 Jun | 117.87 | 2.55 | -0.45 (-15.00%) | 31.51 | 1 | 1 | 5 | |||||||||
| 17 Jun | 118.77 | 3.16 | 1.16 (58.00%) | 34.9 | 7 | 1 | 4 | |||||||||
| 16 Jun | 116.95 | 2.3 | -3.7 (-61.67%) | 31.24 | 4 | 3 | 3 | |||||||||
For Vishal Mega Mart Limited - strike price 125 expiring on 28JUL2026
Delta for 125 CE is 0.38
Historical price for 125 CE is as follows
On 22 Jun VMM was trading at 119.25. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 36.84, the open interest changed by 5 which increased total open position to 10
On 19 Jun VMM was trading at 118.66. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 31.51, the open interest changed by 0 which decreased total open position to 5
On 18 Jun VMM was trading at 117.87. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 31.51, the open interest changed by 1 which increased total open position to 5
On 17 Jun VMM was trading at 118.77. The strike last trading price was 3.16, which was 1.16 higher than the previous day. The implied volatity was 34.9, the open interest changed by 1 which increased total open position to 4
On 16 Jun VMM was trading at 116.95. The strike last trading price was 2.3, which was -3.7 lower than the previous day. The implied volatity was 31.24, the open interest changed by 3 which increased total open position to 3
| VMM 28-Jul-2026 (36d) 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 119.25 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 118.66 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 117.87 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 118.77 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 116.95 | 0 | 0 | - | 0 | 0 | 0 |
For Vishal Mega Mart Limited - strike price 125 expiring on 28JUL2026
Delta for 125 PE is -
Historical price for 125 PE is as follows
On 22 Jun VMM was trading at 119.25. 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 Jun VMM was trading at 118.66. 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 18 Jun VMM was trading at 117.87. 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 17 Jun VMM was trading at 118.77. 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 16 Jun VMM was trading at 116.95. 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
