DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4500 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 | 269.4 | -0.8 | - | 10 | -1 | 92 | |||||||||
| 14 Sept | 4616.60 | 159.6 | -3.4 | 17.61 | 141 | -31 | 128 | |||||||||
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| 17 Aug | 4358.20 | 256.5 | 0 | 1.58 | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4500 expiring on 30SEP2025
Delta for 4500 CE is -
Historical price for 4500 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 269.4, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 92
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 159.6, which was -3.4 lower than the previous day. The implied volatity was 17.61, the open interest changed by -31 which decreased total open position to 128
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 256.5, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
| DMART 30SEP2025 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 1.43
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 11.25 | -1.5 | 28.98 | 1,183 | -8 | 791 |
| 14 Sept | 4616.60 | 59.4 | -3.55 | 28.61 | 605 | 16 | 726 |
| 17 Aug | 4358.20 | 369 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4500 expiring on 30SEP2025
Delta for 4500 PE is -0.10
Historical price for 4500 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 11.25, which was -1.5 lower than the previous day. The implied volatity was 28.98, the open interest changed by -8 which decreased total open position to 791
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 59.4, which was -3.55 lower than the previous day. The implied volatity was 28.61, the open interest changed by 16 which increased total open position to 726
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 369, 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
