DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4550 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 | |||||||||
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| 21 Sept | 4775.30 | 190.4 | 0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 4616.60 | 128.15 | -4.6 | 21.56 | 227 | -3 | 99 | |||||||||
| 17 Aug | 4358.20 | 146.3 | 0 | 2.40 | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4550 expiring on 30SEP2025
Delta for 4550 CE is 0.00
Historical price for 4550 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 190.4, which was 0.05 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 128.15, which was -4.6 lower than the previous day. The implied volatity was 21.56, the open interest changed by -3 which decreased total open position to 99
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 146.3, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
| DMART 30SEP2025 4550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 1.80
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 16.25 | -1.55 | 28.22 | 747 | -3 | 416 |
| 14 Sept | 4616.60 | 79.9 | -2.45 | 27.82 | 458 | -1 | 327 |
| 17 Aug | 4358.20 | 382.75 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4550 expiring on 30SEP2025
Delta for 4550 PE is -0.13
Historical price for 4550 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 16.25, which was -1.55 lower than the previous day. The implied volatity was 28.22, the open interest changed by -3 which decreased total open position to 416
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 79.9, which was -2.45 lower than the previous day. The implied volatity was 27.82, the open interest changed by -1 which decreased total open position to 327
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 382.75, 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
