DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 5000 CE | ||||||||||||||||
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Delta: 0.18
Vega: 2.15
Theta: -2.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4775.30 | 19.5 | -3.85 | 25.10 | 1,904 | 47 | 2,003 | |||||||||
| 14 Sept | 4616.60 | 14.7 | -0.55 | 27.15 | 730 | 63 | 1,717 | |||||||||
For Avenue Supermarts Limited - strike price 5000 expiring on 30SEP2025
Delta for 5000 CE is 0.18
Historical price for 5000 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 19.5, which was -3.85 lower than the previous day. The implied volatity was 25.10, the open interest changed by 47 which increased total open position to 2003
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 14.7, which was -0.55 lower than the previous day. The implied volatity was 27.15, the open interest changed by 63 which increased total open position to 1717
| DMART 30SEP2025 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 2.84
Theta: -4.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 261.15 | -3.95 | 40.57 | 13 | -5 | 109 |
| 14 Sept | 4616.60 | 430 | 0 | 0.00 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 5000 expiring on 30SEP2025
Delta for 5000 PE is -0.71
Historical price for 5000 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 261.15, which was -3.95 lower than the previous day. The implied volatity was 40.57, the open interest changed by -5 which decreased total open position to 109
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 430, 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
