INDIAMART
Indiamart Intermesh Ltd
Historical option data for INDIAMART
21 Nov 2024 04:13 PM IST
| INDIAMART 28NOV2024 2200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 0.97
Theta: -2.38
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2253.95 | 71.7 | -11.70 | 27.86 | 3 | -1 | 12 | |||
| 20 Nov | 2263.25 | 83.4 | 0.00 | 36.24 | 5 | 3 | 12 | |||
| 19 Nov | 2263.25 | 83.4 | 10.90 | 36.24 | 5 | 2 | 12 | |||
| 18 Nov | 2242.00 | 72.5 | -34.50 | 28.75 | 7 | 2 | 11 | |||
| 14 Nov | 2284.15 | 107 | -11.35 | 22.79 | 3 | 0 | 8 | |||
| 13 Nov | 2297.60 | 118.35 | -19.65 | 24.18 | 5 | -2 | 8 | |||
| 12 Nov | 2308.15 | 138 | -52.00 | 33.18 | 15 | 2 | 9 | |||
| 11 Nov | 2369.20 | 190 | -40.00 | 33.58 | 11 | 2 | 6 | |||
| 8 Nov | 2373.45 | 230 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 7 Nov | 2408.90 | 230 | -528.15 | 35.06 | 4 | 2 | 2 | |||
|
|
||||||||||
| 6 Nov | 2462.80 | 758.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2433.15 | 758.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2462.90 | 758.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 2551.15 | 758.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2553.80 | 758.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2438.75 | 758.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2494.40 | 758.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2485.40 | 758.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2503.95 | 758.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2508.60 | 758.15 | - | 0 | 0 | 0 | ||||
For Indiamart Intermesh Ltd - strike price 2200 expiring on 28NOV2024
Delta for 2200 CE is 0.76
Historical price for 2200 CE is as follows
On 21 Nov INDIAMART was trading at 2253.95. The strike last trading price was 71.7, which was -11.70 lower than the previous day. The implied volatity was 27.86, the open interest changed by -1 which decreased total open position to 12
On 20 Nov INDIAMART was trading at 2263.25. The strike last trading price was 83.4, which was 0.00 lower than the previous day. The implied volatity was 36.24, the open interest changed by 3 which increased total open position to 12
On 19 Nov INDIAMART was trading at 2263.25. The strike last trading price was 83.4, which was 10.90 higher than the previous day. The implied volatity was 36.24, the open interest changed by 2 which increased total open position to 12
On 18 Nov INDIAMART was trading at 2242.00. The strike last trading price was 72.5, which was -34.50 lower than the previous day. The implied volatity was 28.75, the open interest changed by 2 which increased total open position to 11
On 14 Nov INDIAMART was trading at 2284.15. The strike last trading price was 107, which was -11.35 lower than the previous day. The implied volatity was 22.79, the open interest changed by 0 which decreased total open position to 8
On 13 Nov INDIAMART was trading at 2297.60. The strike last trading price was 118.35, which was -19.65 lower than the previous day. The implied volatity was 24.18, the open interest changed by -2 which decreased total open position to 8
On 12 Nov INDIAMART was trading at 2308.15. The strike last trading price was 138, which was -52.00 lower than the previous day. The implied volatity was 33.18, the open interest changed by 2 which increased total open position to 9
On 11 Nov INDIAMART was trading at 2369.20. The strike last trading price was 190, which was -40.00 lower than the previous day. The implied volatity was 33.58, the open interest changed by 2 which increased total open position to 6
On 8 Nov INDIAMART was trading at 2373.45. The strike last trading price was 230, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 7 Nov INDIAMART was trading at 2408.90. The strike last trading price was 230, which was -528.15 lower than the previous day. The implied volatity was 35.06, the open interest changed by 2 which increased total open position to 2
On 6 Nov INDIAMART was trading at 2462.80. The strike last trading price was 758.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov INDIAMART was trading at 2433.15. The strike last trading price was 758.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDIAMART was trading at 2462.90. The strike last trading price was 758.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov INDIAMART was trading at 2551.15. The strike last trading price was 758.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct INDIAMART was trading at 2553.80. The strike last trading price was 758.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDIAMART was trading at 2438.75. The strike last trading price was 758.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct INDIAMART was trading at 2494.40. The strike last trading price was 758.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDIAMART was trading at 2485.40. The strike last trading price was 758.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIAMART was trading at 2503.95. The strike last trading price was 758.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIAMART was trading at 2508.60. The strike last trading price was 758.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIAMART 28NOV2024 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 1.02
Theta: -2.11
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2253.95 | 15.95 | 0.35 | 31.35 | 920 | 49 | 225 |
| 20 Nov | 2263.25 | 15.6 | 0.00 | 27.18 | 418 | -20 | 177 |
| 19 Nov | 2263.25 | 15.6 | -8.60 | 27.18 | 418 | -19 | 177 |
| 18 Nov | 2242.00 | 24.2 | 6.70 | 30.86 | 363 | 38 | 194 |
| 14 Nov | 2284.15 | 17.5 | 2.50 | 30.13 | 210 | 5 | 159 |
| 13 Nov | 2297.60 | 15 | -2.50 | 28.89 | 1,069 | -25 | 154 |
| 12 Nov | 2308.15 | 17.5 | 5.25 | 31.11 | 554 | -7 | 173 |
| 11 Nov | 2369.20 | 12.25 | -3.75 | 34.01 | 156 | 8 | 181 |
| 8 Nov | 2373.45 | 16 | 5.50 | 35.29 | 242 | -62 | 173 |
| 7 Nov | 2408.90 | 10.5 | 1.55 | 33.25 | 221 | 72 | 233 |
| 6 Nov | 2462.80 | 8.95 | -5.70 | 36.66 | 249 | -6 | 160 |
| 5 Nov | 2433.15 | 14.65 | -0.95 | 37.86 | 503 | -4 | 166 |
| 4 Nov | 2462.90 | 15.6 | 2.60 | 40.95 | 434 | 145 | 170 |
| 1 Nov | 2551.15 | 13 | -3.30 | 43.90 | 12 | 7 | 25 |
| 29 Oct | 2553.80 | 16.3 | -6.75 | - | 8 | -7 | 19 |
| 25 Oct | 2438.75 | 23.05 | 1.05 | - | 1 | 0 | 27 |
| 24 Oct | 2494.40 | 22 | -2.50 | - | 2 | -1 | 28 |
| 23 Oct | 2485.40 | 24.5 | 1.50 | - | 2 | -1 | 30 |
| 22 Oct | 2503.95 | 23 | -9.00 | - | 8 | -7 | 32 |
| 21 Oct | 2508.60 | 32 | - | 114 | 37 | 37 | |
For Indiamart Intermesh Ltd - strike price 2200 expiring on 28NOV2024
Delta for 2200 PE is -0.26
Historical price for 2200 PE is as follows
On 21 Nov INDIAMART was trading at 2253.95. The strike last trading price was 15.95, which was 0.35 higher than the previous day. The implied volatity was 31.35, the open interest changed by 49 which increased total open position to 225
On 20 Nov INDIAMART was trading at 2263.25. The strike last trading price was 15.6, which was 0.00 lower than the previous day. The implied volatity was 27.18, the open interest changed by -20 which decreased total open position to 177
On 19 Nov INDIAMART was trading at 2263.25. The strike last trading price was 15.6, which was -8.60 lower than the previous day. The implied volatity was 27.18, the open interest changed by -19 which decreased total open position to 177
On 18 Nov INDIAMART was trading at 2242.00. The strike last trading price was 24.2, which was 6.70 higher than the previous day. The implied volatity was 30.86, the open interest changed by 38 which increased total open position to 194
On 14 Nov INDIAMART was trading at 2284.15. The strike last trading price was 17.5, which was 2.50 higher than the previous day. The implied volatity was 30.13, the open interest changed by 5 which increased total open position to 159
On 13 Nov INDIAMART was trading at 2297.60. The strike last trading price was 15, which was -2.50 lower than the previous day. The implied volatity was 28.89, the open interest changed by -25 which decreased total open position to 154
On 12 Nov INDIAMART was trading at 2308.15. The strike last trading price was 17.5, which was 5.25 higher than the previous day. The implied volatity was 31.11, the open interest changed by -7 which decreased total open position to 173
On 11 Nov INDIAMART was trading at 2369.20. The strike last trading price was 12.25, which was -3.75 lower than the previous day. The implied volatity was 34.01, the open interest changed by 8 which increased total open position to 181
On 8 Nov INDIAMART was trading at 2373.45. The strike last trading price was 16, which was 5.50 higher than the previous day. The implied volatity was 35.29, the open interest changed by -62 which decreased total open position to 173
On 7 Nov INDIAMART was trading at 2408.90. The strike last trading price was 10.5, which was 1.55 higher than the previous day. The implied volatity was 33.25, the open interest changed by 72 which increased total open position to 233
On 6 Nov INDIAMART was trading at 2462.80. The strike last trading price was 8.95, which was -5.70 lower than the previous day. The implied volatity was 36.66, the open interest changed by -6 which decreased total open position to 160
On 5 Nov INDIAMART was trading at 2433.15. The strike last trading price was 14.65, which was -0.95 lower than the previous day. The implied volatity was 37.86, the open interest changed by -4 which decreased total open position to 166
On 4 Nov INDIAMART was trading at 2462.90. The strike last trading price was 15.6, which was 2.60 higher than the previous day. The implied volatity was 40.95, the open interest changed by 145 which increased total open position to 170
On 1 Nov INDIAMART was trading at 2551.15. The strike last trading price was 13, which was -3.30 lower than the previous day. The implied volatity was 43.90, the open interest changed by 7 which increased total open position to 25
On 29 Oct INDIAMART was trading at 2553.80. The strike last trading price was 16.3, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct INDIAMART was trading at 2438.75. The strike last trading price was 23.05, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct INDIAMART was trading at 2494.40. The strike last trading price was 22, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct INDIAMART was trading at 2485.40. The strike last trading price was 24.5, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct INDIAMART was trading at 2503.95. The strike last trading price was 23, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct INDIAMART was trading at 2508.60. The strike last trading price was 32, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
