DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 5250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.90
Theta: -1.36
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4775.30 | 5.75 | -0.85 | 31.60 | 8 | -2 | 35 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 4616.60 | 5 | -0.3 | 31.22 | 4 | 2 | 18 | |||||||||
For Avenue Supermarts Limited - strike price 5250 expiring on 30SEP2025
Delta for 5250 CE is 0.05
Historical price for 5250 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 5.75, which was -0.85 lower than the previous day. The implied volatity was 31.60, the open interest changed by -2 which decreased total open position to 35
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 5, which was -0.3 lower than the previous day. The implied volatity was 31.22, the open interest changed by 2 which increased total open position to 18
| DMART 30SEP2025 5250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4775.30 | 954.05 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 4616.60 | 954.05 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 5250 expiring on 30SEP2025
Delta for 5250 PE is -
Historical price for 5250 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 954.05, 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 954.05, 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
