DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 5100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 1.51
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4775.30 | 11.3 | -2 | 27.60 | 456 | 52 | 857 | |||||||||
| 14 Sept | 4616.60 | 9.3 | -0.55 | 28.75 | 214 | 14 | 578 | |||||||||
For Avenue Supermarts Limited - strike price 5100 expiring on 30SEP2025
Delta for 5100 CE is 0.11
Historical price for 5100 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 11.3, which was -2 lower than the previous day. The implied volatity was 27.60, the open interest changed by 52 which increased total open position to 857
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 9.3, which was -0.55 lower than the previous day. The implied volatity was 28.75, the open interest changed by 14 which increased total open position to 578
| DMART 30SEP2025 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 415 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 4616.60 | 359.5 | 0 | 0.00 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 5100 expiring on 30SEP2025
Delta for 5100 PE is 0.00
Historical price for 5100 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 415, 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 14 Sept DMART was trading at 4616.60. The strike last trading price was 359.5, 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
