DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4250 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 | 425.2 | 1.55 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 4616.60 | 363.6 | -211.75 | - | 3 | 0 | 17 | |||||||||
| 17 Aug | 4358.20 | 265.9 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4250 expiring on 30SEP2025
Delta for 4250 CE is 0.00
Historical price for 4250 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 425.2, which was 1.55 higher 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 363.6, which was -211.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 265.9, 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 4250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.50
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 3 | 0.05 | 36.39 | 5 | -5 | 69 |
| 14 Sept | 4616.60 | 13.4 | -1.8 | 30.19 | 38 | 7 | 92 |
| 17 Aug | 4358.20 | 209.4 | 0 | 2.62 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4250 expiring on 30SEP2025
Delta for 4250 PE is -0.03
Historical price for 4250 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 36.39, the open interest changed by -5 which decreased total open position to 69
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 13.4, which was -1.8 lower than the previous day. The implied volatity was 30.19, the open interest changed by 7 which increased total open position to 92
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 209.4, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
