DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 5300 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.75
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4775.30 | 4.6 | -0.85 | 32.76 | 204 | -1 | 425 | |||||||||
| 14 Sept | 4616.60 | 4.15 | -0.1 | 32.07 | 93 | -15 | 392 | |||||||||
For Avenue Supermarts Limited - strike price 5300 expiring on 30SEP2025
Delta for 5300 CE is 0.04
Historical price for 5300 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 4.6, which was -0.85 lower than the previous day. The implied volatity was 32.76, the open interest changed by -1 which decreased total open position to 425
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 4.15, which was -0.1 lower than the previous day. The implied volatity was 32.07, the open interest changed by -15 which decreased total open position to 392
| DMART 30SEP2025 5300 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 | 961.6 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 4616.60 | 961.6 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 5300 expiring on 30SEP2025
Delta for 5300 PE is -
Historical price for 5300 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 961.6, 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 961.6, 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
