INDIAMART
Indiamart Intermesh Ltd
Historical option data for INDIAMART
20 Dec 2024 04:13 PM IST
| INDIAMART 26DEC2024 2250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.88
Theta: -1.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2249.95 | 28 | -82.00 | 11.10 | 87 | 19 | 47 | |||
| 19 Dec | 2363.40 | 110 | -33.05 | 17.85 | 1 | 0 | 28 | |||
| 18 Dec | 2359.90 | 143.05 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 17 Dec | 2367.20 | 143.05 | -5.95 | 43.56 | 3 | 0 | 26 | |||
| 16 Dec | 2377.95 | 149 | 7.20 | 43.51 | 5 | 3 | 26 | |||
| 13 Dec | 2385.55 | 141.8 | 6.80 | 16.94 | 25 | 3 | 21 | |||
| 12 Dec | 2331.35 | 135 | -33.00 | 42.77 | 1 | 0 | 18 | |||
| 11 Dec | 2398.70 | 168 | 31.00 | 30.97 | 6 | -2 | 19 | |||
| 10 Dec | 2377.35 | 137 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 2371.15 | 137 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 6 Dec | 2357.85 | 137 | -13.70 | 25.99 | 7 | -1 | 22 | |||
| 5 Dec | 2367.60 | 150.7 | 0.00 | 28.80 | 1 | 0 | 24 | |||
| 4 Dec | 2365.40 | 150.7 | 6.95 | 27.21 | 7 | -2 | 25 | |||
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| 3 Dec | 2357.55 | 143.75 | -9.65 | 27.48 | 9 | -2 | 28 | |||
| 2 Dec | 2362.80 | 153.4 | 5.40 | 32.02 | 1 | 0 | 30 | |||
| 29 Nov | 2344.90 | 148 | 2.00 | 31.60 | 4 | 2 | 30 | |||
| 28 Nov | 2341.40 | 146 | 6.00 | 28.44 | 19 | -7 | 28 | |||
| 27 Nov | 2367.15 | 140 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 26 Nov | 2334.15 | 140 | 11.95 | 28.09 | 14 | -3 | 34 | |||
| 25 Nov | 2309.40 | 128.05 | 12.20 | 31.38 | 43 | 37 | 37 | |||
| 22 Nov | 2278.85 | 115.85 | -219.95 | 33.46 | 2 | 1 | 1 | |||
| 21 Nov | 2253.95 | 335.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 2263.25 | 335.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 2263.25 | 335.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 2242.00 | 335.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2433.15 | 335.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2462.90 | 335.8 | - | 0 | 0 | 0 | ||||
For Indiamart Intermesh Ltd - strike price 2250 expiring on 26DEC2024
Delta for 2250 CE is 0.77
Historical price for 2250 CE is as follows
On 20 Dec INDIAMART was trading at 2249.95. The strike last trading price was 28, which was -82.00 lower than the previous day. The implied volatity was 11.10, the open interest changed by 19 which increased total open position to 47
On 19 Dec INDIAMART was trading at 2363.40. The strike last trading price was 110, which was -33.05 lower than the previous day. The implied volatity was 17.85, the open interest changed by 0 which decreased total open position to 28
On 18 Dec INDIAMART was trading at 2359.90. The strike last trading price was 143.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Dec INDIAMART was trading at 2367.20. The strike last trading price was 143.05, which was -5.95 lower than the previous day. The implied volatity was 43.56, the open interest changed by 0 which decreased total open position to 26
On 16 Dec INDIAMART was trading at 2377.95. The strike last trading price was 149, which was 7.20 higher than the previous day. The implied volatity was 43.51, the open interest changed by 3 which increased total open position to 26
On 13 Dec INDIAMART was trading at 2385.55. The strike last trading price was 141.8, which was 6.80 higher than the previous day. The implied volatity was 16.94, the open interest changed by 3 which increased total open position to 21
On 12 Dec INDIAMART was trading at 2331.35. The strike last trading price was 135, which was -33.00 lower than the previous day. The implied volatity was 42.77, the open interest changed by 0 which decreased total open position to 18
On 11 Dec INDIAMART was trading at 2398.70. The strike last trading price was 168, which was 31.00 higher than the previous day. The implied volatity was 30.97, the open interest changed by -2 which decreased total open position to 19
On 10 Dec INDIAMART was trading at 2377.35. The strike last trading price was 137, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec INDIAMART was trading at 2371.15. The strike last trading price was 137, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 6 Dec INDIAMART was trading at 2357.85. The strike last trading price was 137, which was -13.70 lower than the previous day. The implied volatity was 25.99, the open interest changed by -1 which decreased total open position to 22
On 5 Dec INDIAMART was trading at 2367.60. The strike last trading price was 150.7, which was 0.00 lower than the previous day. The implied volatity was 28.80, the open interest changed by 0 which decreased total open position to 24
On 4 Dec INDIAMART was trading at 2365.40. The strike last trading price was 150.7, which was 6.95 higher than the previous day. The implied volatity was 27.21, the open interest changed by -2 which decreased total open position to 25
On 3 Dec INDIAMART was trading at 2357.55. The strike last trading price was 143.75, which was -9.65 lower than the previous day. The implied volatity was 27.48, the open interest changed by -2 which decreased total open position to 28
On 2 Dec INDIAMART was trading at 2362.80. The strike last trading price was 153.4, which was 5.40 higher than the previous day. The implied volatity was 32.02, the open interest changed by 0 which decreased total open position to 30
On 29 Nov INDIAMART was trading at 2344.90. The strike last trading price was 148, which was 2.00 higher than the previous day. The implied volatity was 31.60, the open interest changed by 2 which increased total open position to 30
On 28 Nov INDIAMART was trading at 2341.40. The strike last trading price was 146, which was 6.00 higher than the previous day. The implied volatity was 28.44, the open interest changed by -7 which decreased total open position to 28
On 27 Nov INDIAMART was trading at 2367.15. The strike last trading price was 140, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 26 Nov INDIAMART was trading at 2334.15. The strike last trading price was 140, which was 11.95 higher than the previous day. The implied volatity was 28.09, the open interest changed by -3 which decreased total open position to 34
On 25 Nov INDIAMART was trading at 2309.40. The strike last trading price was 128.05, which was 12.20 higher than the previous day. The implied volatity was 31.38, the open interest changed by 37 which increased total open position to 37
On 22 Nov INDIAMART was trading at 2278.85. The strike last trading price was 115.85, which was -219.95 lower than the previous day. The implied volatity was 33.46, the open interest changed by 1 which increased total open position to 1
On 21 Nov INDIAMART was trading at 2253.95. The strike last trading price was 335.8, 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 20 Nov INDIAMART was trading at 2263.25. The strike last trading price was 335.8, 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 19 Nov INDIAMART was trading at 2263.25. The strike last trading price was 335.8, 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 18 Nov INDIAMART was trading at 2242.00. The strike last trading price was 335.8, 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 335.8, 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 335.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDIAMART 26DEC2024 2250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 1.12
Theta: -3.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2249.95 | 30.5 | 22.40 | 35.73 | 1,433 | -175 | 209 |
| 19 Dec | 2363.40 | 8.1 | 3.00 | 33.01 | 754 | 135 | 384 |
| 18 Dec | 2359.90 | 5.1 | -1.35 | 27.68 | 606 | 50 | 248 |
| 17 Dec | 2367.20 | 6.45 | 0.45 | 29.38 | 459 | 37 | 194 |
| 16 Dec | 2377.95 | 6 | -0.50 | 27.95 | 227 | -21 | 155 |
| 13 Dec | 2385.55 | 6.5 | -9.95 | 26.83 | 280 | 29 | 177 |
| 12 Dec | 2331.35 | 16.45 | 6.65 | 28.56 | 69 | -2 | 148 |
| 11 Dec | 2398.70 | 9.8 | -5.65 | 29.90 | 135 | 69 | 151 |
| 10 Dec | 2377.35 | 15.45 | 0.65 | 31.76 | 127 | 13 | 82 |
| 9 Dec | 2371.15 | 14.8 | -5.20 | 29.34 | 46 | 19 | 69 |
| 6 Dec | 2357.85 | 20 | -0.80 | 29.45 | 60 | 19 | 50 |
| 5 Dec | 2367.60 | 20.8 | -6.85 | 30.57 | 9 | -1 | 32 |
| 4 Dec | 2365.40 | 27.65 | 3.70 | 34.11 | 4 | 0 | 33 |
| 3 Dec | 2357.55 | 23.95 | -4.60 | 29.98 | 32 | 7 | 35 |
| 2 Dec | 2362.80 | 28.55 | -5.65 | 31.91 | 5 | 3 | 28 |
| 29 Nov | 2344.90 | 34.2 | -7.00 | 31.49 | 23 | 14 | 26 |
| 28 Nov | 2341.40 | 41.2 | 6.70 | 34.75 | 5 | 3 | 12 |
| 27 Nov | 2367.15 | 34.5 | -5.95 | 33.68 | 5 | 1 | 7 |
| 26 Nov | 2334.15 | 40.45 | -11.55 | 31.36 | 10 | 5 | 9 |
| 25 Nov | 2309.40 | 52 | -29.95 | 32.47 | 2 | 1 | 3 |
| 22 Nov | 2278.85 | 81.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 2253.95 | 81.95 | 27.80 | 34.17 | 1 | 0 | 2 |
| 20 Nov | 2263.25 | 54.15 | 0.00 | 22.82 | 2 | 2 | 1 |
| 19 Nov | 2263.25 | 54.15 | -6.65 | 22.82 | 2 | 1 | 1 |
| 18 Nov | 2242.00 | 60.8 | 0.00 | 0.73 | 0 | 0 | 0 |
| 5 Nov | 2433.15 | 60.8 | 0.00 | 6.16 | 0 | 0 | 0 |
| 4 Nov | 2462.90 | 60.8 | 6.93 | 0 | 0 | 0 | |
For Indiamart Intermesh Ltd - strike price 2250 expiring on 26DEC2024
Delta for 2250 PE is -0.40
Historical price for 2250 PE is as follows
On 20 Dec INDIAMART was trading at 2249.95. The strike last trading price was 30.5, which was 22.40 higher than the previous day. The implied volatity was 35.73, the open interest changed by -175 which decreased total open position to 209
On 19 Dec INDIAMART was trading at 2363.40. The strike last trading price was 8.1, which was 3.00 higher than the previous day. The implied volatity was 33.01, the open interest changed by 135 which increased total open position to 384
On 18 Dec INDIAMART was trading at 2359.90. The strike last trading price was 5.1, which was -1.35 lower than the previous day. The implied volatity was 27.68, the open interest changed by 50 which increased total open position to 248
On 17 Dec INDIAMART was trading at 2367.20. The strike last trading price was 6.45, which was 0.45 higher than the previous day. The implied volatity was 29.38, the open interest changed by 37 which increased total open position to 194
On 16 Dec INDIAMART was trading at 2377.95. The strike last trading price was 6, which was -0.50 lower than the previous day. The implied volatity was 27.95, the open interest changed by -21 which decreased total open position to 155
On 13 Dec INDIAMART was trading at 2385.55. The strike last trading price was 6.5, which was -9.95 lower than the previous day. The implied volatity was 26.83, the open interest changed by 29 which increased total open position to 177
On 12 Dec INDIAMART was trading at 2331.35. The strike last trading price was 16.45, which was 6.65 higher than the previous day. The implied volatity was 28.56, the open interest changed by -2 which decreased total open position to 148
On 11 Dec INDIAMART was trading at 2398.70. The strike last trading price was 9.8, which was -5.65 lower than the previous day. The implied volatity was 29.90, the open interest changed by 69 which increased total open position to 151
On 10 Dec INDIAMART was trading at 2377.35. The strike last trading price was 15.45, which was 0.65 higher than the previous day. The implied volatity was 31.76, the open interest changed by 13 which increased total open position to 82
On 9 Dec INDIAMART was trading at 2371.15. The strike last trading price was 14.8, which was -5.20 lower than the previous day. The implied volatity was 29.34, the open interest changed by 19 which increased total open position to 69
On 6 Dec INDIAMART was trading at 2357.85. The strike last trading price was 20, which was -0.80 lower than the previous day. The implied volatity was 29.45, the open interest changed by 19 which increased total open position to 50
On 5 Dec INDIAMART was trading at 2367.60. The strike last trading price was 20.8, which was -6.85 lower than the previous day. The implied volatity was 30.57, the open interest changed by -1 which decreased total open position to 32
On 4 Dec INDIAMART was trading at 2365.40. The strike last trading price was 27.65, which was 3.70 higher than the previous day. The implied volatity was 34.11, the open interest changed by 0 which decreased total open position to 33
On 3 Dec INDIAMART was trading at 2357.55. The strike last trading price was 23.95, which was -4.60 lower than the previous day. The implied volatity was 29.98, the open interest changed by 7 which increased total open position to 35
On 2 Dec INDIAMART was trading at 2362.80. The strike last trading price was 28.55, which was -5.65 lower than the previous day. The implied volatity was 31.91, the open interest changed by 3 which increased total open position to 28
On 29 Nov INDIAMART was trading at 2344.90. The strike last trading price was 34.2, which was -7.00 lower than the previous day. The implied volatity was 31.49, the open interest changed by 14 which increased total open position to 26
On 28 Nov INDIAMART was trading at 2341.40. The strike last trading price was 41.2, which was 6.70 higher than the previous day. The implied volatity was 34.75, the open interest changed by 3 which increased total open position to 12
On 27 Nov INDIAMART was trading at 2367.15. The strike last trading price was 34.5, which was -5.95 lower than the previous day. The implied volatity was 33.68, the open interest changed by 1 which increased total open position to 7
On 26 Nov INDIAMART was trading at 2334.15. The strike last trading price was 40.45, which was -11.55 lower than the previous day. The implied volatity was 31.36, the open interest changed by 5 which increased total open position to 9
On 25 Nov INDIAMART was trading at 2309.40. The strike last trading price was 52, which was -29.95 lower than the previous day. The implied volatity was 32.47, the open interest changed by 1 which increased total open position to 3
On 22 Nov INDIAMART was trading at 2278.85. The strike last trading price was 81.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov INDIAMART was trading at 2253.95. The strike last trading price was 81.95, which was 27.80 higher than the previous day. The implied volatity was 34.17, the open interest changed by 0 which decreased total open position to 2
On 20 Nov INDIAMART was trading at 2263.25. The strike last trading price was 54.15, which was 0.00 lower than the previous day. The implied volatity was 22.82, the open interest changed by 2 which increased total open position to 1
On 19 Nov INDIAMART was trading at 2263.25. The strike last trading price was 54.15, which was -6.65 lower than the previous day. The implied volatity was 22.82, the open interest changed by 1 which increased total open position to 1
On 18 Nov INDIAMART was trading at 2242.00. The strike last trading price was 60.8, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 60.8, which was 0.00 lower than the previous day. The implied volatity was 6.16, 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 60.8, which was lower than the previous day. The implied volatity was 6.93, the open interest changed by 0 which decreased total open position to 0
