DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4600 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 | 176.55 | -10.5 | - | 241 | -96 | 322 | |||||||||
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| 14 Sept | 4616.60 | 103.95 | -1.2 | 22.67 | 3,222 | 135 | 640 | |||||||||
| 17 Aug | 4358.20 | 218.75 | 0 | 3.14 | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4600 expiring on 30SEP2025
Delta for 4600 CE is -
Historical price for 4600 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 176.55, which was -10.5 lower than the previous day. The implied volatity was -, the open interest changed by -96 which decreased total open position to 322
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 103.95, which was -1.2 lower than the previous day. The implied volatity was 22.67, the open interest changed by 135 which increased total open position to 640
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 218.75, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
| DMART 30SEP2025 4600 PE | |||||||
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Delta: -0.19
Vega: 2.23
Theta: -2.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 24.4 | -2.3 | 28.01 | 1,000 | -35 | 602 |
| 14 Sept | 4616.60 | 100.45 | -5.1 | 27.42 | 1,193 | 74 | 700 |
| 17 Aug | 4358.20 | 429.65 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4600 expiring on 30SEP2025
Delta for 4600 PE is -0.19
Historical price for 4600 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 24.4, which was -2.3 lower than the previous day. The implied volatity was 28.01, the open interest changed by -35 which decreased total open position to 602
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 100.45, which was -5.1 lower than the previous day. The implied volatity was 27.42, the open interest changed by 74 which increased total open position to 700
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 429.65, 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
