DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 2.39
Theta: -2.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4775.30 | 111.85 | -5.2 | 14.82 | 1,080 | -68 | 744 | |||||||||
| 14 Sept | 4616.60 | 63 | -3.15 | 23.50 | 1,890 | -76 | 1,333 | |||||||||
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| 17 Aug | 4358.20 | 185.5 | 0 | 4.57 | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4700 expiring on 30SEP2025
Delta for 4700 CE is 0.79
Historical price for 4700 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 111.85, which was -5.2 lower than the previous day. The implied volatity was 14.82, the open interest changed by -68 which decreased total open position to 744
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 63, which was -3.15 lower than the previous day. The implied volatity was 23.50, the open interest changed by -76 which decreased total open position to 1333
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 185.5, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0
| DMART 30SEP2025 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 3.01
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 52.8 | -5 | 28.50 | 1,606 | -27 | 866 |
| 14 Sept | 4616.60 | 161.6 | -3.15 | 31.18 | 86 | -12 | 570 |
| 17 Aug | 4358.20 | 494.8 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4700 expiring on 30SEP2025
Delta for 4700 PE is -0.33
Historical price for 4700 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 52.8, which was -5 lower than the previous day. The implied volatity was 28.50, the open interest changed by -27 which decreased total open position to 866
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 161.6, which was -3.15 lower than the previous day. The implied volatity was 31.18, the open interest changed by -12 which decreased total open position to 570
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 494.8, 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
