VMM
Vishal Mega Mart Limited
Historical option data for VMM
01 Apr 2026 04:14 PM IST
| VMM 28-Apr-2026 (27d) 105 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.11
Theta: -0.09
Gamma: 0.04
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 1 Apr | 105.11 | 4.72 | -0.07 | 36.63 | 78 | 40 | 40 | |||||||||
For Vishal Mega Mart Limited - strike price 105 expiring on 28APR2026
Delta for 105 CE is 0.56
Historical price for 105 CE is as follows
On 1 Apr VMM was trading at 105.11. The strike last trading price was 4.72, which was -0.07 lower than the previous day. The implied volatity was 36.63, the open interest changed by 40 which increased total open position to 40
| VMM 28-Apr-2026 (27d) 105 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.11
Theta: -0.07
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 105.11 | 3.92 | 0.02 | 39.05 | 218 | 150 | 150 |
For Vishal Mega Mart Limited - strike price 105 expiring on 28APR2026
Delta for 105 PE is -0.44
Historical price for 105 PE is as follows
On 1 Apr VMM was trading at 105.11. The strike last trading price was 3.92, which was 0.02 higher than the previous day. The implied volatity was 39.05, the open interest changed by 150 which increased total open position to 150
