DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 3.18
Theta: -3.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4775.30 | 46.7 | -7.2 | 20.96 | 1,400 | 14 | 1,930 | |||||||||
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| 14 Sept | 4616.60 | 29.8 | -1.9 | 24.54 | 474 | -51 | 2,211 | |||||||||
| 17 Aug | 4358.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Avenue Supermarts Limited - strike price 4850 expiring on 30SEP2025
Delta for 4850 CE is 0.39
Historical price for 4850 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 46.7, which was -7.2 lower than the previous day. The implied volatity was 20.96, the open interest changed by 14 which increased total open position to 1930
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 29.8, which was -1.9 lower than the previous day. The implied volatity was 24.54, the open interest changed by -51 which decreased total open position to 2211
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 0, 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 4850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 3.27
Theta: -4.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 142.25 | -2.7 | 34.27 | 52 | -16 | 125 |
| 14 Sept | 4616.60 | 282.75 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 4358.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4850 expiring on 30SEP2025
Delta for 4850 PE is -0.56
Historical price for 4850 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 142.25, which was -2.7 lower than the previous day. The implied volatity was 34.27, the open interest changed by -16 which decreased total open position to 125
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 282.75, 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
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 0, 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
