DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4300 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 | 424.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 4616.60 | 424.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 4358.20 | 187.3 | 15.5 | 21.05 | 7 | 3 | 4 | |||||||||
For Avenue Supermarts Limited - strike price 4300 expiring on 30SEP2025
Delta for 4300 CE is 0.00
Historical price for 4300 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 424.65, 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 424.65, 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 187.3, which was 15.5 higher than the previous day. The implied volatity was 21.05, the open interest changed by 3 which increased total open position to 4
| DMART 30SEP2025 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.64
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 4.2 | -0.3 | 35.46 | 75 | 13 | 436 |
| 14 Sept | 4616.60 | 18.25 | -1.75 | 29.67 | 381 | 111 | 495 |
| 17 Aug | 4358.20 | 262.3 | 0 | 1.82 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4300 expiring on 30SEP2025
Delta for 4300 PE is -0.04
Historical price for 4300 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 4.2, which was -0.3 lower than the previous day. The implied volatity was 35.46, the open interest changed by 13 which increased total open position to 436
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 18.25, which was -1.75 lower than the previous day. The implied volatity was 29.67, the open interest changed by 111 which increased total open position to 495
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 262.3, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
