DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 28OCT2025 4700 CE | ||||||||||||||||
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Delta: 0.70
Vega: 5.42
Theta: -2.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4775.30 | 185 | -6.45 | 17.15 | 24 | 4 | 52 | |||||||||
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| 14 Sept | 4616.60 | 140.45 | 8.45 | 23.97 | 8 | 0 | 33 | |||||||||
For Avenue Supermarts Limited - strike price 4700 expiring on 28OCT2025
Delta for 4700 CE is 0.70
Historical price for 4700 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 185, which was -6.45 lower than the previous day. The implied volatity was 17.15, the open interest changed by 4 which increased total open position to 52
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 140.45, which was 8.45 higher than the previous day. The implied volatity was 23.97, the open interest changed by 0 which decreased total open position to 33
| DMART 28OCT2025 4700 PE | |||||||
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Delta: -0.38
Vega: 5.95
Theta: -2.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 150 | -11.35 | 34.13 | 12 | 7 | 45 |
| 14 Sept | 4616.60 | 223.05 | 8.7 | 32.01 | 2 | 2 | 19 |
For Avenue Supermarts Limited - strike price 4700 expiring on 28OCT2025
Delta for 4700 PE is -0.38
Historical price for 4700 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 150, which was -11.35 lower than the previous day. The implied volatity was 34.13, the open interest changed by 7 which increased total open position to 45
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 223.05, which was 8.7 higher than the previous day. The implied volatity was 32.01, the open interest changed by 2 which increased total open position to 19
