DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4775.30 | 580 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 4616.60 | 580 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 4358.20 | 319.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4000 expiring on 30SEP2025
Delta for 4000 CE is 0.00
Historical price for 4000 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 580, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 580, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 319.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| DMART 30SEP2025 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.32
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 2.35 | 0.5 | 49.58 | 17 | 15 | 178 |
| 14 Sept | 4616.60 | 4 | -1.1 | 35.55 | 44 | -25 | 184 |
| 17 Aug | 4358.20 | 43 | -12 | 29.43 | 21 | 12 | 30 |
For Avenue Supermarts Limited - strike price 4000 expiring on 30SEP2025
Delta for 4000 PE is -0.02
Historical price for 4000 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 2.35, which was 0.5 higher than the previous day. The implied volatity was 49.58, the open interest changed by 15 which increased total open position to 178
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 4, which was -1.1 lower than the previous day. The implied volatity was 35.55, the open interest changed by -25 which decreased total open position to 184
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 43, which was -12 lower than the previous day. The implied volatity was 29.43, the open interest changed by 12 which increased total open position to 30
