DMART
Avenue Supermarts Limited
Historical option data for DMART
21 Sep 2025 04:15 PM IST
| DMART 30SEP2025 5400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.51
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4775.30 | 2.85 | -0.25 | 34.69 | 250 | 67 | 584 | |||||||||
| 14 Sept | 4616.60 | 2.65 | -0.9 | 33.25 | 117 | -29 | 437 | |||||||||
For Avenue Supermarts Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is 0.03
Historical price for 5400 CE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 2.85, which was -0.25 lower than the previous day. The implied volatity was 34.69, the open interest changed by 67 which increased total open position to 584
On 14 Sept DMART was trading at 4616.60. The strike last trading price was 2.65, which was -0.9 lower than the previous day. The implied volatity was 33.25, the open interest changed by -29 which decreased total open position to 437
| DMART 30SEP2025 5400 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 | 1048.8 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 4616.60 | 1048.8 | 0 | - | 0 | 0 | 0 |
For Avenue Supermarts Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -
Historical price for 5400 PE is as follows
On 21 Sept DMART was trading at 4775.30. The strike last trading price was 1048.8, 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 1048.8, 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
