DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 5150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 1.28
Theta: -1.81
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 4775.30 | 9.15 | -1 | 29.14 | 177 | 8 | 129 | |||||||||
| 14 Sept | 4616.60 | 7.65 | -0.4 | 29.69 | 39 | -10 | 65 | |||||||||
For Avenue Supermarts Limited - strike price 5150 expiring on 30SEP2025
Delta for 5150 CE is 0.08
Historical price for 5150 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 9.15, which was -1 lower than the previous day. The implied volatity was 29.14, the open interest changed by 8 which increased total open position to 129
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 7.65, which was -0.4 lower than the previous day. The implied volatity was 29.69, the open interest changed by -10 which decreased total open position to 65
| DMART 30SEP2025 5150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 404.15 | -0.1 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 4616.60 | 404.15 | -0.1 | 0.00 | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 5150 expiring on 30SEP2025
Delta for 5150 PE is 0.00
Historical price for 5150 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 404.15, which was -0.1 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 404.15, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
