DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4650 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 | 138.55 | -13.1 | - | 135 | -8 | 173 | |||||||||
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| 14 Sept | 4616.60 | 80.9 | -3.25 | 21.21 | 1,247 | -62 | 367 | |||||||||
| 17 Aug | 4358.20 | 122.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4650 expiring on 30SEP2025
Delta for 4650 CE is -
Historical price for 4650 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 138.55, which was -13.1 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 173
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 80.9, which was -3.25 lower than the previous day. The implied volatity was 21.21, the open interest changed by -62 which decreased total open position to 367
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 122.6, 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 4650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 2.66
Theta: -3.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 36.65 | -3.5 | 28.24 | 556 | -7 | 399 |
| 14 Sept | 4616.60 | 130.9 | -2.25 | 28.60 | 360 | 11 | 316 |
| 17 Aug | 4358.20 | 452.25 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4650 expiring on 30SEP2025
Delta for 4650 PE is -0.25
Historical price for 4650 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 36.65, which was -3.5 lower than the previous day. The implied volatity was 28.24, the open interest changed by -7 which decreased total open position to 399
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 130.9, which was -2.25 lower than the previous day. The implied volatity was 28.60, the open interest changed by 11 which increased total open position to 316
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 452.25, 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
