DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 3.31
Theta: -3.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4775.30 | 64.7 | -5.3 | 19.91 | 4,016 | -94 | 2,055 | |||||||||
| 14 Sept | 4616.60 | 38.1 | -2.05 | 24.84 | 2,221 | -77 | 1,909 | |||||||||
| 17 Aug | 4358.20 | 156.4 | 0 | 6.04 | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4800 expiring on 30SEP2025
Delta for 4800 CE is 0.50
Historical price for 4800 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 64.7, which was -5.3 lower than the previous day. The implied volatity was 19.91, the open interest changed by -94 which decreased total open position to 2055
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 38.1, which was -2.05 lower than the previous day. The implied volatity was 24.84, the open interest changed by -77 which decreased total open position to 1909
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 156.4, which was 0 lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0
| DMART 30SEP2025 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 3.31
Theta: -4.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 107.25 | -2.5 | 31.99 | 528 | -30 | 592 |
| 14 Sept | 4616.60 | 235.85 | -2.6 | 33.83 | 46 | -4 | 504 |
| 17 Aug | 4358.20 | 564.1 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4800 expiring on 30SEP2025
Delta for 4800 PE is -0.49
Historical price for 4800 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 107.25, which was -2.5 lower than the previous day. The implied volatity was 31.99, the open interest changed by -30 which decreased total open position to 592
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 235.85, which was -2.6 lower than the previous day. The implied volatity was 33.83, the open interest changed by -4 which decreased total open position to 504
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 564.1, 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
