DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 4950 CE | ||||||||||||||||
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Delta: 0.23
Vega: 2.53
Theta: -3.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4775.30 | 26 | -4.4 | 23.81 | 844 | 12 | 291 | |||||||||
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| 14 Sept | 4616.60 | 17.7 | -1.2 | 25.93 | 98 | 20 | 239 | |||||||||
For Avenue Supermarts Limited - strike price 4950 expiring on 30SEP2025
Delta for 4950 CE is 0.23
Historical price for 4950 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 26, which was -4.4 lower than the previous day. The implied volatity was 23.81, the open interest changed by 12 which increased total open position to 291
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 17.7, which was -1.2 lower than the previous day. The implied volatity was 25.93, the open interest changed by 20 which increased total open position to 239
| DMART 30SEP2025 4950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 2.95
Theta: -3.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 210 | -14.5 | 35.30 | 1 | -1 | 38 |
| 14 Sept | 4616.60 | 373.75 | 0 | 0.00 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 4950 expiring on 30SEP2025
Delta for 4950 PE is -0.68
Historical price for 4950 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 210, which was -14.5 lower than the previous day. The implied volatity was 35.30, the open interest changed by -1 which decreased total open position to 38
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 373.75, 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
