VMM
Vishal Mega Mart Limited
Historical option data for VMM
28 Apr 2026 04:10 PM IST
| VMM 26-May-2026 (27d) 130 CE | ||||||||||||||||
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Delta: 0.46
Vega: 0
Theta: -0.13
Gamma: 0.02184
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 125.99 | 5.85 | 0.08999999999999986 | 51.65 | 280 | -74 | 156 | |||||||||
| 27 Apr | 125.71 | 5.77 | 0.8199999999999994 | 51.46 | 446 | 192 | 227 | |||||||||
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| 24 Apr | 123.34 | 4.95 | -0.71 | 49.18 | 40 | 18 | 36 | |||||||||
| 23 Apr | 126.16 | 5.6 | 0.7299999999999995 | 46.55 | 15 | 7 | 18 | |||||||||
| 22 Apr | 124.56 | 4.8 | 1.2999999999999998 | 44.76 | 18 | 9 | 10 | |||||||||
| 15 Apr | 117.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 114.54 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Vishal Mega Mart Limited - strike price 130 expiring on 26MAY2026
Delta for 130 CE is 0.46
Historical price for 130 CE is as follows
On 28 Apr VMM was trading at 125.99. The strike last trading price was 5.85, which was 0.08999999999999986 higher than the previous day. The implied volatity was 51.65, the open interest changed by -74 which decreased total open position to 156
On 27 Apr VMM was trading at 125.71. The strike last trading price was 5.77, which was 0.8199999999999994 higher than the previous day. The implied volatity was 51.46, the open interest changed by 192 which increased total open position to 227
On 24 Apr VMM was trading at 123.34. The strike last trading price was 4.95, which was -0.71 lower than the previous day. The implied volatity was 49.18, the open interest changed by 18 which increased total open position to 36
On 23 Apr VMM was trading at 126.16. The strike last trading price was 5.6, which was 0.7299999999999995 higher than the previous day. The implied volatity was 46.55, the open interest changed by 7 which increased total open position to 18
On 22 Apr VMM was trading at 124.56. The strike last trading price was 4.8, which was 1.2999999999999998 higher than the previous day. The implied volatity was 44.76, the open interest changed by 9 which increased total open position to 10
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 (27d) 130 PE | |||||||
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Delta: -0.53
Vega: 0
Theta: -0.11
Gamma: 0.02337
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 125.99 | 8.21 | -0.8699999999999992 | 48.09 | 2 | 0 | 63 |
| 27 Apr | 125.71 | 9.33 | -14.610000000000001 | 51.34 | 81 | 60 | 60 |
| 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 130 expiring on 26MAY2026
Delta for 130 PE is -0.53
Historical price for 130 PE is as follows
On 28 Apr VMM was trading at 125.99. The strike last trading price was 8.21, which was -0.8699999999999992 lower than the previous day. The implied volatity was 48.09, the open interest changed by 0 which decreased total open position to 63
On 27 Apr VMM was trading at 125.71. The strike last trading price was 9.33, which was -14.610000000000001 lower than the previous day. The implied volatity was 51.34, the open interest changed by 60 which increased total open position to 60
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
