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Historical option data for VMM

11 Jun 2026 04:15 PM IST
VMM 30-Jun-2026 (18d) 120 CE
Delta: 0.41
Vega: 0
Theta: -0.08
Gamma: 0.05271
Date Close Ltp Change IV Volume OI Chg OI
11 Jun 117.65 2.09 -0.91 (-30.33%) 27.2 248 17 245
10 Jun 118.84 3 0 (0.00%) 30.76 674 -8 230
9 Jun 118.26 2.85 0.85 (42.50%) 30.23 131 29 238
8 Jun 117.35 1.82 -1.18 (-39.33%) 26.52 172 29 206
5 Jun 118.73 3.22 0.22 (7.33%) 29.35 495 17 179
4 Jun 118.26 3.28 -1.72 (-34.40%) 29.94 223 63 161
3 Jun 120.29 4.67 0.67 (16.75%) 34.22 107 0 98
2 Jun 119.28 4.5 0.5 (12.50%) 33.26 143 15 98
1 Jun 118.49 3.61 -1.39 (-27.80%) 30.88 94 24 83
29 May 121.77 5.42 -0.58 (-9.67%) 28.86 52 8 58
27 May 121.45 6 0 (0.00%) 33.16 13 4 49
26 May 121.08 6 0 (0.00%) 33.38 57 -10 45
25 May 121.05 6.1 -1.9 (-23.75%) 33.87 46 36 56
22 May 121.66 8 0 (0.00%) 38.49 1 1 20
21 May 123.33 8 1 (14.29%) 36.23 13 -5 18
20 May 122.14 7.38 -0.62 (-7.75%) 38.27 5 5 23
19 May 121.56 7.87 -1.13 (-12.56%) 39.07 4 1 16
18 May 121.63 9.23 1.23 (15.38%) 48.43 11 3 9
15 May 118.99 8.26 1.55 (23.10%) 46.06 2 0 6
14 May 117.78 6.55 3.55 (118.33%) 42.43 8 3 3
13 May 119.50 0 -3.49 (-100.00%) 0 0 0 0
12 May 119.65 0 -3.49 (-100.00%) 0 0 0 0
11 May 122.00 0 -3.49 (-100.00%) 0 0 0 0
8 May 123.93 0 0 - 0 0 0
7 May 125.42 0 0 - 0 0 0
6 May 124.20 0 0 - 0 0 0
5 May 125.08 0 0 - 0 0 0
4 May 125.29 0 0 - 0 0 0
30 Apr 122.29 0 0 - 0 0 0
29 Apr 122.86 0 0 - 0 0 0
28 Apr 125.99 0 0 - 0 0 0
27 Apr 125.71 0 0 - 0 0 0
24 Apr 123.34 0 0 - 0 0 0
23 Apr 126.16 0 0 - 0 0 0
22 Apr 124.56 0 0 - 0 0 0
21 Apr 123.29 0 0 - 0 0 0
20 Apr 118.61 0 0 - 0 0 0
17 Apr 118.95 - - - 0 0 0
16 Apr 117.55 0 0 - 0 0 0
15 Apr 117.35 0 0 - 0 0 0
13 Apr 114.54 - - - 0 0 0
10 Apr 114.50 3.49 0 (0.00%) 2.37 0 0 0
9 Apr 112.07 3.49 0 (0.00%) 3.52 0 0 0
8 Apr 116.59 3.49 0 (0.00%) 0.32 0 0 0
7 Apr 112.52 3.49 0 (0.00%) 2.9 0 0 0
6 Apr 113.74 3.49 0 (0.00%) 2.41 0 0 0


For Vishal Mega Mart Limited - strike price 120 expiring on 30JUN2026

Delta for 120 CE is 0.41

Historical price for 120 CE is as follows

On 11 Jun VMM was trading at 117.65. The strike last trading price was 2.09, which was -0.91 lower than the previous day. The implied volatity was 27.2, the open interest changed by 17 which increased total open position to 245


On 10 Jun VMM was trading at 118.84. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 30.76, the open interest changed by -8 which decreased total open position to 230


On 9 Jun VMM was trading at 118.26. The strike last trading price was 2.85, which was 0.85 higher than the previous day. The implied volatity was 30.23, the open interest changed by 29 which increased total open position to 238


On 8 Jun VMM was trading at 117.35. The strike last trading price was 1.82, which was -1.18 lower than the previous day. The implied volatity was 26.52, the open interest changed by 29 which increased total open position to 206


On 5 Jun VMM was trading at 118.73. The strike last trading price was 3.22, which was 0.22 higher than the previous day. The implied volatity was 29.35, the open interest changed by 17 which increased total open position to 179


On 4 Jun VMM was trading at 118.26. The strike last trading price was 3.28, which was -1.72 lower than the previous day. The implied volatity was 29.94, the open interest changed by 63 which increased total open position to 161


On 3 Jun VMM was trading at 120.29. The strike last trading price was 4.67, which was 0.67 higher than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 98


On 2 Jun VMM was trading at 119.28. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 33.26, the open interest changed by 15 which increased total open position to 98


On 1 Jun VMM was trading at 118.49. The strike last trading price was 3.61, which was -1.39 lower than the previous day. The implied volatity was 30.88, the open interest changed by 24 which increased total open position to 83


On 29 May VMM was trading at 121.77. The strike last trading price was 5.42, which was -0.58 lower than the previous day. The implied volatity was 28.86, the open interest changed by 8 which increased total open position to 58


On 27 May VMM was trading at 121.45. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 33.16, the open interest changed by 4 which increased total open position to 49


On 26 May VMM was trading at 121.08. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 33.38, the open interest changed by -10 which decreased total open position to 45


On 25 May VMM was trading at 121.05. The strike last trading price was 6.1, which was -1.9 lower than the previous day. The implied volatity was 33.87, the open interest changed by 36 which increased total open position to 56


On 22 May VMM was trading at 121.66. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 38.49, the open interest changed by 1 which increased total open position to 20


On 21 May VMM was trading at 123.33. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 36.23, the open interest changed by -5 which decreased total open position to 18


On 20 May VMM was trading at 122.14. The strike last trading price was 7.38, which was -0.62 lower than the previous day. The implied volatity was 38.27, the open interest changed by 5 which increased total open position to 23


On 19 May VMM was trading at 121.56. The strike last trading price was 7.87, which was -1.13 lower than the previous day. The implied volatity was 39.07, the open interest changed by 1 which increased total open position to 16


On 18 May VMM was trading at 121.63. The strike last trading price was 9.23, which was 1.23 higher than the previous day. The implied volatity was 48.43, the open interest changed by 3 which increased total open position to 9


On 15 May VMM was trading at 118.99. The strike last trading price was 8.26, which was 1.55 higher than the previous day. The implied volatity was 46.06, the open interest changed by 0 which decreased total open position to 6


On 14 May VMM was trading at 117.78. The strike last trading price was 6.55, which was 3.55 higher than the previous day. The implied volatity was 42.43, the open interest changed by 3 which increased total open position to 3


On 13 May VMM was trading at 119.50. The strike last trading price was 0, which was -3.49 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May VMM was trading at 119.65. The strike last trading price was 0, which was -3.49 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 11 May VMM was trading at 122.00. The strike last trading price was 0, which was -3.49 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May VMM was trading at 123.93. The strike last trading price was 0, 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 7 May VMM was trading at 125.42. The strike last trading price was 0, 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 6 May VMM was trading at 124.20. The strike last trading price was 0, 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 5 May VMM was trading at 125.08. The strike last trading price was 0, 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 4 May VMM was trading at 125.29. The strike last trading price was 0, 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 30 Apr VMM was trading at 122.29. The strike last trading price was 0, 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 29 Apr VMM was trading at 122.86. The strike last trading price was 0, 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 28 Apr VMM was trading at 125.99. The strike last trading price was 0, 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 27 Apr VMM was trading at 125.71. The strike last trading price was 0, 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 24 Apr VMM was trading at 123.34. The strike last trading price was 0, 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 23 Apr VMM was trading at 126.16. The strike last trading price was 0, 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 22 Apr VMM was trading at 124.56. The strike last trading price was 0, 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 21 Apr VMM was trading at 123.29. The strike last trading price was 0, 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 20 Apr VMM was trading at 118.61. The strike last trading price was 0, 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 17 Apr VMM was trading at 118.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr VMM was trading at 117.55. The strike last trading price was 0, 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 15 Apr VMM was trading at 117.35. The strike last trading price was 0, 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 13 Apr VMM was trading at 114.54. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr VMM was trading at 114.50. The strike last trading price was 3.49, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0


On 9 Apr VMM was trading at 112.07. The strike last trading price was 3.49, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0


On 8 Apr VMM was trading at 116.59. The strike last trading price was 3.49, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0


On 7 Apr VMM was trading at 112.52. The strike last trading price was 3.49, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0


On 6 Apr VMM was trading at 113.74. The strike last trading price was 3.49, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0


VMM 30-Jun-2026 (18d) 120 PE
Delta: -0.58
Vega: 0
Theta: -0.07
Gamma: 0.04832
Date Close Ltp Change IV Volume OI Chg OI
11 Jun 117.65 4.32 0.26 (6.40%) 29.84 22 3 99
10 Jun 118.84 4.14 0.31 (8.09%) 32.53 156 -11 100
9 Jun 118.26 3.84 -1.03 (-21.15%) 27.36 59 -12 112
8 Jun 117.35 5.1 0.8 (18.60%) 31.43 49 9 125
5 Jun 118.73 4.22 -0.18 (-4.09%) 29.81 161 -31 118
4 Jun 118.26 4.32 1.04 (31.71%) 29.27 103 -25 150
3 Jun 120.29 3.42 -0.29 (-7.82%) 27.73 79 29 176
2 Jun 119.28 3.73 -0.55 (-12.85%) 27.81 145 37 146
1 Jun 118.49 4.33 1.6 (58.61%) 28.12 124 7 109
29 May 121.77 2.84 -0.63 (-18.16%) 27.64 161 27 101
27 May 121.45 3.47 -0.62 (-15.16%) 29.81 27 11 73
26 May 121.08 4.09 0.13 (3.28%) 31.59 84 -20 61
25 May 121.05 3.89 -0.08 (-2.02%) 31.43 16 3 81
22 May 121.66 4.1 0.1 (2.50%) 31.88 4 1 78
21 May 123.33 4 -0.4 (-9.09%) 35.31 71 18 76
20 May 122.14 4.4 -0.39 (-8.14%) 35.98 21 16 59
19 May 121.56 4.78 -0.68 (-12.45%) 36.83 43 20 43
18 May 121.63 5.45 -2.13 (-28.10%) 40.2 14 11 23
15 May 118.99 7.56 -0.02 (-0.26%) 40.96 0 0 12
14 May 117.78 7.56 0.55 (7.85%) 40.96 4 2 10
13 May 119.50 7.01 0 (0.00%) 0 0 0 8
12 May 119.65 7.01 1.51 (27.45%) 0 9 4 9
11 May 122.00 5.5 -0.1 (-1.79%) 0 1 0 4
8 May 123.93 5.6 -0.1 (-1.75%) - 0 0 4
7 May 125.42 5.6 -0.1 (-1.75%) - 0 0 4
6 May 124.20 5.6 -0.1 (-1.75%) - 0 0 4
5 May 125.08 5.6 -0.1 (-1.75%) - 0 0 4
4 May 125.29 5.6 -0.1 (-1.75%) - 0 0 4
30 Apr 122.29 5.6 -0.1 (-1.75%) 36.56 0 0 4
29 Apr 122.86 5.6 -10.44 (-65.09%) 36.56 4 3 3
28 Apr 125.99 0 0 - 0 0 0
27 Apr 125.71 0 0 - 0 0 0
24 Apr 123.34 0 0 - 0 0 0
23 Apr 126.16 0 0 - 0 0 0
22 Apr 124.56 0 0 - 0 0 0
21 Apr 123.29 0 0 - 0 0 0
20 Apr 118.61 0 0 - 0 0 0
17 Apr 118.95 - - - 0 0 0
16 Apr 117.55 0 0 - 0 0 0
15 Apr 117.35 0 0 - 0 0 0
13 Apr 114.54 - - - 0 0 0
10 Apr 114.50 16.04 0 (0.00%) - 0 0 0
9 Apr 112.07 16.04 0 (0.00%) - 0 0 0
8 Apr 116.59 16.04 0 (0.00%) - 0 0 0
7 Apr 112.52 16.04 0 (0.00%) - 0 0 0
6 Apr 113.74 16.04 0 (0.00%) - 0 0 0


For Vishal Mega Mart Limited - strike price 120 expiring on 30JUN2026

Delta for 120 PE is -0.58

Historical price for 120 PE is as follows

On 11 Jun VMM was trading at 117.65. The strike last trading price was 4.32, which was 0.26 higher than the previous day. The implied volatity was 29.84, the open interest changed by 3 which increased total open position to 99


On 10 Jun VMM was trading at 118.84. The strike last trading price was 4.14, which was 0.31 higher than the previous day. The implied volatity was 32.53, the open interest changed by -11 which decreased total open position to 100


On 9 Jun VMM was trading at 118.26. The strike last trading price was 3.84, which was -1.03 lower than the previous day. The implied volatity was 27.36, the open interest changed by -12 which decreased total open position to 112


On 8 Jun VMM was trading at 117.35. The strike last trading price was 5.1, which was 0.8 higher than the previous day. The implied volatity was 31.43, the open interest changed by 9 which increased total open position to 125


On 5 Jun VMM was trading at 118.73. The strike last trading price was 4.22, which was -0.18 lower than the previous day. The implied volatity was 29.81, the open interest changed by -31 which decreased total open position to 118


On 4 Jun VMM was trading at 118.26. The strike last trading price was 4.32, which was 1.04 higher than the previous day. The implied volatity was 29.27, the open interest changed by -25 which decreased total open position to 150


On 3 Jun VMM was trading at 120.29. The strike last trading price was 3.42, which was -0.29 lower than the previous day. The implied volatity was 27.73, the open interest changed by 29 which increased total open position to 176


On 2 Jun VMM was trading at 119.28. The strike last trading price was 3.73, which was -0.55 lower than the previous day. The implied volatity was 27.81, the open interest changed by 37 which increased total open position to 146


On 1 Jun VMM was trading at 118.49. The strike last trading price was 4.33, which was 1.6 higher than the previous day. The implied volatity was 28.12, the open interest changed by 7 which increased total open position to 109


On 29 May VMM was trading at 121.77. The strike last trading price was 2.84, which was -0.63 lower than the previous day. The implied volatity was 27.64, the open interest changed by 27 which increased total open position to 101


On 27 May VMM was trading at 121.45. The strike last trading price was 3.47, which was -0.62 lower than the previous day. The implied volatity was 29.81, the open interest changed by 11 which increased total open position to 73


On 26 May VMM was trading at 121.08. The strike last trading price was 4.09, which was 0.13 higher than the previous day. The implied volatity was 31.59, the open interest changed by -20 which decreased total open position to 61


On 25 May VMM was trading at 121.05. The strike last trading price was 3.89, which was -0.08 lower than the previous day. The implied volatity was 31.43, the open interest changed by 3 which increased total open position to 81


On 22 May VMM was trading at 121.66. The strike last trading price was 4.1, which was 0.1 higher than the previous day. The implied volatity was 31.88, the open interest changed by 1 which increased total open position to 78


On 21 May VMM was trading at 123.33. The strike last trading price was 4, which was -0.4 lower than the previous day. The implied volatity was 35.31, the open interest changed by 18 which increased total open position to 76


On 20 May VMM was trading at 122.14. The strike last trading price was 4.4, which was -0.39 lower than the previous day. The implied volatity was 35.98, the open interest changed by 16 which increased total open position to 59


On 19 May VMM was trading at 121.56. The strike last trading price was 4.78, which was -0.68 lower than the previous day. The implied volatity was 36.83, the open interest changed by 20 which increased total open position to 43


On 18 May VMM was trading at 121.63. The strike last trading price was 5.45, which was -2.13 lower than the previous day. The implied volatity was 40.2, the open interest changed by 11 which increased total open position to 23


On 15 May VMM was trading at 118.99. The strike last trading price was 7.56, which was -0.02 lower than the previous day. The implied volatity was 40.96, the open interest changed by 0 which decreased total open position to 12


On 14 May VMM was trading at 117.78. The strike last trading price was 7.56, which was 0.55 higher than the previous day. The implied volatity was 40.96, the open interest changed by 2 which increased total open position to 10


On 13 May VMM was trading at 119.50. The strike last trading price was 7.01, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 8


On 12 May VMM was trading at 119.65. The strike last trading price was 7.01, which was 1.51 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 9


On 11 May VMM was trading at 122.00. The strike last trading price was 5.5, which was -0.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4


On 8 May VMM was trading at 123.93. The strike last trading price was 5.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 7 May VMM was trading at 125.42. The strike last trading price was 5.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 6 May VMM was trading at 124.20. The strike last trading price was 5.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 May VMM was trading at 125.08. The strike last trading price was 5.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 4 May VMM was trading at 125.29. The strike last trading price was 5.6, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 30 Apr VMM was trading at 122.29. The strike last trading price was 5.6, which was -0.1 lower than the previous day. The implied volatity was 36.56, the open interest changed by 0 which decreased total open position to 4


On 29 Apr VMM was trading at 122.86. The strike last trading price was 5.6, which was -10.44 lower than the previous day. The implied volatity was 36.56, the open interest changed by 3 which increased total open position to 3


On 28 Apr VMM was trading at 125.99. The strike last trading price was 0, 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 27 Apr VMM was trading at 125.71. The strike last trading price was 0, 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 24 Apr VMM was trading at 123.34. The strike last trading price was 0, 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 23 Apr VMM was trading at 126.16. The strike last trading price was 0, 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 22 Apr VMM was trading at 124.56. The strike last trading price was 0, 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 21 Apr VMM was trading at 123.29. The strike last trading price was 0, 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 20 Apr VMM was trading at 118.61. The strike last trading price was 0, 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 17 Apr VMM was trading at 118.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr VMM was trading at 117.55. The strike last trading price was 0, 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 15 Apr VMM was trading at 117.35. The strike last trading price was 0, 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 13 Apr VMM was trading at 114.54. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr VMM was trading at 114.50. The strike last trading price was 16.04, 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 9 Apr VMM was trading at 112.07. The strike last trading price was 16.04, 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 8 Apr VMM was trading at 116.59. The strike last trading price was 16.04, 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 7 Apr VMM was trading at 112.52. The strike last trading price was 16.04, 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 6 Apr VMM was trading at 113.74. The strike last trading price was 16.04, 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