DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4200 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 | |||||||||
| 21 Sept | 4775.30 | 528 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 4616.60 | 487 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 4358.20 | 399.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4200 expiring on 30SEP2025
Delta for 4200 CE is 0.00
Historical price for 4200 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 528, 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 487, 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 399.25, 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
| DMART 30SEP2025 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.41
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 2.45 | -0.55 | 38.12 | 47 | -20 | 228 |
| 14 Sept | 4616.60 | 10.45 | -1.55 | 31.23 | 265 | -12 | 331 |
| 17 Aug | 4358.20 | 216.55 | 0 | 3.46 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4200 expiring on 30SEP2025
Delta for 4200 PE is -0.02
Historical price for 4200 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 38.12, the open interest changed by -20 which decreased total open position to 228
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 10.45, which was -1.55 lower than the previous day. The implied volatity was 31.23, the open interest changed by -12 which decreased total open position to 331
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 216.55, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
