INDIAMART
Indiamart Intermesh Ltd
Historical option data for INDIAMART
03 Dec 2024 04:13 PM IST
| INDIAMART 26DEC2024 2350 CE | ||||||||||
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Delta: 0.57
Vega: 2.32
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 2357.55 | 78.15 | -7.65 | 27.66 | 367 | 18 | 82 | |||
| 2 Dec | 2362.80 | 85.8 | 4.40 | 30.18 | 185 | 37 | 66 | |||
| 29 Nov | 2344.90 | 81.4 | -7.20 | 29.16 | 33 | 13 | 29 | |||
| 28 Nov | 2341.40 | 88.6 | -11.60 | 30.45 | 16 | 3 | 17 | |||
| 27 Nov | 2367.15 | 100.2 | 15.20 | 29.59 | 22 | -1 | 15 | |||
| 26 Nov | 2334.15 | 85 | 8.00 | 31.15 | 18 | 5 | 15 | |||
| 25 Nov | 2309.40 | 77 | 0.80 | 32.20 | 13 | 6 | 9 | |||
| 22 Nov | 2278.85 | 76.2 | 11.20 | 36.07 | 5 | 2 | 5 | |||
| 21 Nov | 2253.95 | 65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 2263.25 | 65 | 0.00 | 33.90 | 2 | 1 | 2 | |||
| 19 Nov | 2263.25 | 65 | 3.00 | 33.90 | 2 | 0 | 2 | |||
| 18 Nov | 2242.00 | 62 | -206.65 | 33.00 | 4 | 2 | 2 | |||
| 14 Nov | 2284.15 | 268.65 | 0.00 | 1.21 | 0 | 0 | 0 | |||
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| 13 Nov | 2297.60 | 268.65 | 0.00 | 0.82 | 0 | 0 | 0 | |||
| 12 Nov | 2308.15 | 268.65 | 0.00 | 0.31 | 0 | 0 | 0 | |||
| 11 Nov | 2369.20 | 268.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 2433.15 | 268.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 2462.90 | 268.65 | 268.65 | - | 0 | 0 | 0 | |||
| 1 Nov | 2551.15 | 0 | - | 0 | 0 | 0 | ||||
For Indiamart Intermesh Ltd - strike price 2350 expiring on 26DEC2024
Delta for 2350 CE is 0.57
Historical price for 2350 CE is as follows
On 3 Dec INDIAMART was trading at 2357.55. The strike last trading price was 78.15, which was -7.65 lower than the previous day. The implied volatity was 27.66, the open interest changed by 18 which increased total open position to 82
On 2 Dec INDIAMART was trading at 2362.80. The strike last trading price was 85.8, which was 4.40 higher than the previous day. The implied volatity was 30.18, the open interest changed by 37 which increased total open position to 66
On 29 Nov INDIAMART was trading at 2344.90. The strike last trading price was 81.4, which was -7.20 lower than the previous day. The implied volatity was 29.16, the open interest changed by 13 which increased total open position to 29
On 28 Nov INDIAMART was trading at 2341.40. The strike last trading price was 88.6, which was -11.60 lower than the previous day. The implied volatity was 30.45, the open interest changed by 3 which increased total open position to 17
On 27 Nov INDIAMART was trading at 2367.15. The strike last trading price was 100.2, which was 15.20 higher than the previous day. The implied volatity was 29.59, the open interest changed by -1 which decreased total open position to 15
On 26 Nov INDIAMART was trading at 2334.15. The strike last trading price was 85, which was 8.00 higher than the previous day. The implied volatity was 31.15, the open interest changed by 5 which increased total open position to 15
On 25 Nov INDIAMART was trading at 2309.40. The strike last trading price was 77, which was 0.80 higher than the previous day. The implied volatity was 32.20, the open interest changed by 6 which increased total open position to 9
On 22 Nov INDIAMART was trading at 2278.85. The strike last trading price was 76.2, which was 11.20 higher than the previous day. The implied volatity was 36.07, the open interest changed by 2 which increased total open position to 5
On 21 Nov INDIAMART was trading at 2253.95. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Nov INDIAMART was trading at 2263.25. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was 33.90, the open interest changed by 1 which increased total open position to 2
On 19 Nov INDIAMART was trading at 2263.25. The strike last trading price was 65, which was 3.00 higher than the previous day. The implied volatity was 33.90, the open interest changed by 0 which decreased total open position to 2
On 18 Nov INDIAMART was trading at 2242.00. The strike last trading price was 62, which was -206.65 lower than the previous day. The implied volatity was 33.00, the open interest changed by 2 which increased total open position to 2
On 14 Nov INDIAMART was trading at 2284.15. The strike last trading price was 268.65, which was 0.00 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDIAMART was trading at 2297.60. The strike last trading price was 268.65, which was 0.00 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDIAMART was trading at 2308.15. The strike last trading price was 268.65, which was 0.00 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INDIAMART was trading at 2369.20. The strike last trading price was 268.65, 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 268.65, 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 268.65, which was 268.65 higher 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 0, 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 2350 PE | |||||||
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Delta: -0.43
Vega: 2.33
Theta: -1.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 2357.55 | 57.5 | -5.05 | 29.43 | 40 | 16 | 103 |
| 2 Dec | 2362.80 | 62.55 | -8.45 | 31.04 | 15 | 7 | 85 |
| 29 Nov | 2344.90 | 71 | -4.50 | 30.71 | 25 | 1 | 79 |
| 28 Nov | 2341.40 | 75.5 | 10.50 | 32.73 | 53 | 22 | 78 |
| 27 Nov | 2367.15 | 65 | -35.00 | 31.68 | 5 | 0 | 55 |
| 26 Nov | 2334.15 | 100 | 0.00 | 0.00 | 0 | 53 | 0 |
| 25 Nov | 2309.40 | 100 | -22.00 | 34.55 | 55 | 35 | 35 |
| 22 Nov | 2278.85 | 122 | 29.45 | 33.71 | 2 | 1 | 1 |
| 21 Nov | 2253.95 | 92.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 2263.25 | 92.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 2263.25 | 92.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 2242.00 | 92.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 2284.15 | 92.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 2297.60 | 92.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 2308.15 | 92.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 2369.20 | 92.55 | 0.00 | 1.62 | 0 | 0 | 0 |
| 5 Nov | 2433.15 | 92.55 | 0.00 | 3.32 | 0 | 0 | 0 |
| 4 Nov | 2462.90 | 92.55 | 0.00 | 4.18 | 0 | 0 | 0 |
| 1 Nov | 2551.15 | 92.55 | 5.70 | 0 | 0 | 0 | |
For Indiamart Intermesh Ltd - strike price 2350 expiring on 26DEC2024
Delta for 2350 PE is -0.43
Historical price for 2350 PE is as follows
On 3 Dec INDIAMART was trading at 2357.55. The strike last trading price was 57.5, which was -5.05 lower than the previous day. The implied volatity was 29.43, the open interest changed by 16 which increased total open position to 103
On 2 Dec INDIAMART was trading at 2362.80. The strike last trading price was 62.55, which was -8.45 lower than the previous day. The implied volatity was 31.04, the open interest changed by 7 which increased total open position to 85
On 29 Nov INDIAMART was trading at 2344.90. The strike last trading price was 71, which was -4.50 lower than the previous day. The implied volatity was 30.71, the open interest changed by 1 which increased total open position to 79
On 28 Nov INDIAMART was trading at 2341.40. The strike last trading price was 75.5, which was 10.50 higher than the previous day. The implied volatity was 32.73, the open interest changed by 22 which increased total open position to 78
On 27 Nov INDIAMART was trading at 2367.15. The strike last trading price was 65, which was -35.00 lower than the previous day. The implied volatity was 31.68, the open interest changed by 0 which decreased total open position to 55
On 26 Nov INDIAMART was trading at 2334.15. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 53 which increased total open position to 0
On 25 Nov INDIAMART was trading at 2309.40. The strike last trading price was 100, which was -22.00 lower than the previous day. The implied volatity was 34.55, the open interest changed by 35 which increased total open position to 35
On 22 Nov INDIAMART was trading at 2278.85. The strike last trading price was 122, which was 29.45 higher than the previous day. The implied volatity was 33.71, 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 92.55, 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 92.55, 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 92.55, 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 92.55, 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 14 Nov INDIAMART was trading at 2284.15. The strike last trading price was 92.55, 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 13 Nov INDIAMART was trading at 2297.60. The strike last trading price was 92.55, 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 12 Nov INDIAMART was trading at 2308.15. The strike last trading price was 92.55, 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 11 Nov INDIAMART was trading at 2369.20. The strike last trading price was 92.55, which was 0.00 lower than the previous day. The implied volatity was 1.62, 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 92.55, which was 0.00 lower than the previous day. The implied volatity was 3.32, 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 92.55, which was 0.00 lower than the previous day. The implied volatity was 4.18, 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 92.55, which was lower than the previous day. The implied volatity was 5.70, the open interest changed by 0 which decreased total open position to 0
