DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 3.12
Theta: -3.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4775.30 | 83.55 | -6.85 | 17.23 | 1,266 | 15 | 541 | |||||||||
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| 14 Sept | 4616.60 | 48.9 | -2.8 | 22.82 | 471 | -42 | 434 | |||||||||
| 17 Aug | 4358.20 | 92.55 | 0 | 5.12 | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4750 expiring on 30SEP2025
Delta for 4750 CE is 0.64
Historical price for 4750 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 83.55, which was -6.85 lower than the previous day. The implied volatity was 17.23, the open interest changed by 15 which increased total open position to 541
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 48.9, which was -2.8 lower than the previous day. The implied volatity was 22.82, the open interest changed by -42 which decreased total open position to 434
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 92.55, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0
| DMART 30SEP2025 4750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 3.24
Theta: -3.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 77.5 | -3.45 | 30.15 | 838 | -24 | 310 |
| 14 Sept | 4616.60 | 183.4 | -19.65 | 26.29 | 20 | 1 | 179 |
| 17 Aug | 4358.20 | 526.95 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4750 expiring on 30SEP2025
Delta for 4750 PE is -0.41
Historical price for 4750 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 77.5, which was -3.45 lower than the previous day. The implied volatity was 30.15, the open interest changed by -24 which decreased total open position to 310
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 183.4, which was -19.65 lower than the previous day. The implied volatity was 26.29, the open interest changed by 1 which increased total open position to 179
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 526.95, 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
