INDIAMART
Indiamart Intermesh Ltd
2248.05
-15.20 (-0.67%)
Option Chain for INDIAMART
21 Nov 2024 02:34 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 300 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 1013.55 | 0.00 | 1900 | 0.15 | 1.90 | - | 21 | -1 | 42 | - |
| - | 0 | 0 | 0 | - | 911.70 | 0.00 | 1950 | 0.00 | 0.30 | 26.29 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 1057.95 | 0.00 | 2000 | 0.20 | 2.35 | 49.28 | 494 | 25 | 113 | -0.04 |
| - | 0 | 0 | 0 | - | 866.45 | 0.00 | 2050 | 0.00 | 4.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 2 | 0 | 0.00 | 188.40 | 0.00 | 2100 | -0.55 | 4.50 | 37.49 | 159 | 40 | 162 | -0.08 |
| 0.00 | 0 | 3 | 0 | 0.00 | 135.40 | 0.00 | 2150 | -0.70 | 7.85 | 32.99 | 190 | 66 | 149 | -0.15 |
| 0.67 | 13 | 0 | 1 | 42.09 | 83.40 | 0.00 | 2200 | 1.95 | 17.55 | 31.50 | 875 | 53 | 229 | -0.28 |
| 0.53 | 62 | 32 | 99 | 29.51 | 38.95 | -4.55 | 2250 | 2.65 | 33.85 | 28.89 | 27 | 3 | 91 | -0.47 |
| 0.32 | 250 | -19 | 353 | 29.03 | 18.20 | -2.50 | 2300 | 6.70 | 63.30 | 28.61 | 119 | -4 | 271 | -0.69 |
| 0.16 | 152 | -9 | 351 | 30.05 | 8.05 | -1.85 | 2350 | 5.75 | 97.75 | 20.90 | 1 | 0 | 35 | -0.92 |
| 0.09 | 499 | 8 | 472 | 32.40 | 3.90 | -0.70 | 2400 | 21.15 | 151.00 | 35.63 | 22 | -5 | 309 | -0.89 |
| 0.05 | 300 | -64 | 290 | 34.93 | 2.00 | -1.15 | 2450 | 0.00 | 172.80 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.03 | 854 | 49 | 362 | 40.19 | 1.65 | -0.25 | 2500 | 41.00 | 240.00 | - | 1 | 0 | 215 | - |
| 0.03 | 124 | -7 | 82 | 46.17 | 1.60 | 0.45 | 2550 | 0.00 | 127.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 384 | -39 | 337 | 49.82 | 1.20 | 0.00 | 2600 | 0.00 | 302.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 44 | 12 | 39 | 55.01 | 1.15 | 0.15 | 2650 | 0.00 | 190.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 419 | 54 | 183 | - | 0.95 | -0.15 | 2700 | 0.00 | 400.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 50 | -23 | 32 | - | 0.65 | -0.05 | 2750 | 0.00 | 97.90 | - | 0 | 0 | 0 | - |
| - | 117 | -5 | 43 | - | 0.75 | 0.10 | 2800 | 0.00 | 466.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 214.20 | 0.00 | 2850 | 0.00 | 139.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 148 | 0 | 4 | - | 0.30 | 0.00 | 2900 | 0.00 | 440.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 165.50 | 0.00 | 2950 | 0.00 | 189.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 625 | -44 | 92 | - | 0.60 | -0.10 | 3000 | 0.00 | 500.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 125.45 | 0.00 | 3050 | 0.00 | 247.75 | 0.00 | 0 | 0 | 0 | 0.00 |
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|
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| - | 65 | 0 | 2 | - | 0.50 | 0.00 | 3100 | 0.00 | 280.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 4,106 | 1,616 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
