DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 2.88
Theta: -3.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4775.30 | 34.25 | -5.7 | 22.25 | 1,541 | -27 | 1,100 | |||||||||
| 14 Sept | 4616.60 | 22.85 | -1.3 | 25.20 | 691 | -15 | 1,201 | |||||||||
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| 17 Aug | 4358.20 | 22.95 | -2 | 24.80 | 11 | -2 | 47 | |||||||||
For Avenue Supermarts Limited - strike price 4900 expiring on 30SEP2025
Delta for 4900 CE is 0.30
Historical price for 4900 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 34.25, which was -5.7 lower than the previous day. The implied volatity was 22.25, the open interest changed by -27 which decreased total open position to 1100
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 22.85, which was -1.3 lower than the previous day. The implied volatity was 25.20, the open interest changed by -15 which decreased total open position to 1201
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 22.95, which was -2 lower than the previous day. The implied volatity was 24.80, the open interest changed by -2 which decreased total open position to 47
| DMART 30SEP2025 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 3.16
Theta: -4.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 179.85 | -4.1 | 36.44 | 22 | -6 | 89 |
| 14 Sept | 4616.60 | 320.7 | -3.5 | 33.91 | 16 | -7 | 98 |
| 17 Aug | 4358.20 | 637.55 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4900 expiring on 30SEP2025
Delta for 4900 PE is -0.62
Historical price for 4900 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 179.85, which was -4.1 lower than the previous day. The implied volatity was 36.44, the open interest changed by -6 which decreased total open position to 89
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 320.7, which was -3.5 lower than the previous day. The implied volatity was 33.91, the open interest changed by -7 which decreased total open position to 98
On 17 Aug DMART was trading at 4358.20. The strike last trading price was 637.55, 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
