Historical option data for VMM
26 May 2026 04:10 PM IST
| VMM 30-Jun-2026 (34d) 125 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 0
Theta: -0.08
Gamma: 0.02988
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 121.08 | 3.7 | -0.3 (-7.50%) | 34.73 | 129 | 3 | 103 | |||||||||
| 25 May | 121.05 | 3.8 | -0.2 (-5.00%) | 33.89 | 104 | 9 | 103 | |||||||||
| 22 May | 121.66 | 4.3 | -0.7 (-14.00%) | 34.87 | 67 | 18 | 94 | |||||||||
| 21 May | 123.33 | 5.3 | -0.7 (-11.67%) | 36.01 | 75 | 36 | 76 | |||||||||
| 20 May | 122.14 | 5.5 | 0.5 (10.00%) | 38.84 | 2 | 0 | 40 | |||||||||
| 19 May | 121.56 | 5.11 | -0.89 (-14.83%) | 39.45 | 37 | 35 | 38 | |||||||||
| 18 May | 121.63 | 5.5 | 0.5 (10.00%) | 41.23 | 1 | 0 | 3 | |||||||||
| 15 May | 118.99 | 5.08 | 0 (0.00%) | 45.2 | 0 | 0 | 3 | |||||||||
| 14 May | 117.78 | 5.08 | -3.92 (-43.56%) | 45.2 | 4 | 2 | 2 | |||||||||
| 13 May | 119.50 | 0 | -9.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 119.65 | 0 | -9.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 122.00 | 0 | -9.05 (-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 125 expiring on 30JUN2026
Delta for 125 CE is 0.42
Historical price for 125 CE is as follows
On 26 May VMM was trading at 121.08. The strike last trading price was 3.7, which was -0.3 lower than the previous day. The implied volatity was 34.73, the open interest changed by 3 which increased total open position to 103
On 25 May VMM was trading at 121.05. The strike last trading price was 3.8, which was -0.2 lower than the previous day. The implied volatity was 33.89, the open interest changed by 9 which increased total open position to 103
On 22 May VMM was trading at 121.66. The strike last trading price was 4.3, which was -0.7 lower than the previous day. The implied volatity was 34.87, the open interest changed by 18 which increased total open position to 94
On 21 May VMM was trading at 123.33. The strike last trading price was 5.3, which was -0.7 lower than the previous day. The implied volatity was 36.01, the open interest changed by 36 which increased total open position to 76
On 20 May VMM was trading at 122.14. The strike last trading price was 5.5, which was 0.5 higher than the previous day. The implied volatity was 38.84, the open interest changed by 0 which decreased total open position to 40
On 19 May VMM was trading at 121.56. The strike last trading price was 5.11, which was -0.89 lower than the previous day. The implied volatity was 39.45, the open interest changed by 35 which increased total open position to 38
On 18 May VMM was trading at 121.63. The strike last trading price was 5.5, which was 0.5 higher than the previous day. The implied volatity was 41.23, 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 5.08, which was 0 lower than the previous day. The implied volatity was 45.2, 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 5.08, which was -3.92 lower than the previous day. The implied volatity was 45.2, the open interest changed by 2 which increased total open position to 2
On 13 May VMM was trading at 119.50. The strike last trading price was 0, which was -9.05 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 -9.05 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 -9.05 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
| VMM 30-Jun-2026 (34d) 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0
Theta: -0.05
Gamma: 0.0327
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 121.08 | 6.72 | 0.1 (1.51%) | 31.51 | 60 | -17 | 256 |
| 25 May | 121.05 | 6.53 | -0.01 (-0.15%) | 30.96 | 94 | -43 | 273 |
| 22 May | 121.66 | 6.54 | 0.16 (2.51%) | 31.54 | 369 | 317 | 319 |
| 21 May | 123.33 | 6.38 | -0.44 (-6.45%) | 35.02 | 4 | 2 | 2 |
| 20 May | 122.14 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 121.56 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 121.63 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 118.99 | 0 | -6.82 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 117.78 | 0 | -6.82 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 119.50 | 0 | -6.82 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 119.65 | 0 | -6.82 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 122.00 | 0 | -6.82 (-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 125 expiring on 30JUN2026
Delta for 125 PE is -0.59
Historical price for 125 PE is as follows
On 26 May VMM was trading at 121.08. The strike last trading price was 6.72, which was 0.1 higher than the previous day. The implied volatity was 31.51, the open interest changed by -17 which decreased total open position to 256
On 25 May VMM was trading at 121.05. The strike last trading price was 6.53, which was -0.01 lower than the previous day. The implied volatity was 30.96, the open interest changed by -43 which decreased total open position to 273
On 22 May VMM was trading at 121.66. The strike last trading price was 6.54, which was 0.16 higher than the previous day. The implied volatity was 31.54, the open interest changed by 317 which increased total open position to 319
On 21 May VMM was trading at 123.33. The strike last trading price was 6.38, which was -0.44 lower than the previous day. The implied volatity was 35.02, the open interest changed by 2 which increased total open position to 2
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 -, 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 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 May VMM was trading at 118.99. The strike last trading price was 0, which was -6.82 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 -6.82 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 -6.82 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 -6.82 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 -6.82 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
