DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 5050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 1.82
Theta: -2.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4775.30 | 14.85 | -2.55 | 26.40 | 222 | -2 | 272 | |||||||||
| 14 Sept | 4616.60 | 9.8 | -0.8 | 26.79 | 25 | 21 | 31 | |||||||||
For Avenue Supermarts Limited - strike price 5050 expiring on 30SEP2025
Delta for 5050 CE is 0.14
Historical price for 5050 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 14.85, which was -2.55 lower than the previous day. The implied volatity was 26.40, the open interest changed by -2 which decreased total open position to 272
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 9.8, which was -0.8 lower than the previous day. The implied volatity was 26.79, the open interest changed by 21 which increased total open position to 31
| DMART 30SEP2025 5050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 774.4 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 4616.60 | 774.4 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 5050 expiring on 30SEP2025
Delta for 5050 PE is -
Historical price for 5050 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 774.4, 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
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 774.4, 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
