DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4775.30 | 364 | -15.6 | - | 6 | -3 | 32 | |||||||||
| 14 Sept | 4616.60 | 242.65 | 7.45 | 16.80 | 22 | -1 | 28 | |||||||||
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| 17 Aug | 4358.20 | 186.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4400 expiring on 30SEP2025
Delta for 4400 CE is -
Historical price for 4400 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 364, which was -15.6 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 32
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 242.65, which was 7.45 higher than the previous day. The implied volatity was 16.80, the open interest changed by -1 which decreased total open position to 28
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 186.25, 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 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.91
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 6.1 | -0.75 | 31.52 | 618 | -42 | 614 |
| 14 Sept | 4616.60 | 33.15 | -2.4 | 28.79 | 509 | 87 | 596 |
| 17 Aug | 4358.20 | 313.15 | 0 | 0.17 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4400 expiring on 30SEP2025
Delta for 4400 PE is -0.05
Historical price for 4400 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 6.1, which was -0.75 lower than the previous day. The implied volatity was 31.52, the open interest changed by -42 which decreased total open position to 614
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 33.15, which was -2.4 lower than the previous day. The implied volatity was 28.79, the open interest changed by 87 which increased total open position to 596
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 313.15, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
