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[--[65.84.65.76]--]
INDIAMART
Indiamart Intermesh Ltd

2253.95 -9.30 (-0.41%)

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Historical option data for INDIAMART

21 Nov 2024 04:13 PM IST
INDIAMART 28NOV2024 2400 CE
Delta: 0.08
Vega: 0.47
Theta: -1.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2253.95 3.45 -1.15 30.68 526 7 498
20 Nov 2263.25 4.6 0.00 29.68 1,636 81 498
19 Nov 2263.25 4.6 -2.80 29.68 1,636 88 498
18 Nov 2242.00 7.4 -7.60 32.84 722 82 410
14 Nov 2284.15 15 -4.80 27.39 378 9 330
13 Nov 2297.60 19.8 -2.80 28.03 556 -23 318
12 Nov 2308.15 22.6 -22.40 27.44 473 45 342
11 Nov 2369.20 45 -10.75 26.76 627 142 294
8 Nov 2373.45 55.75 -26.15 27.82 312 52 151
7 Nov 2408.90 81.9 -38.10 31.51 139 62 98
6 Nov 2462.80 120 7.50 31.14 82 2 36
5 Nov 2433.15 112.5 -26.05 36.57 48 17 32
4 Nov 2462.90 138.55 -60.55 38.19 29 13 15
1 Nov 2551.15 199.1 -0.90 34.13 1 0 2
31 Oct 2500.00 200 0.00 - 0 0 2
30 Oct 2550.00 200 0.00 - 0 0 0
29 Oct 2553.80 200 0.00 - 0 0 0
28 Oct 2515.95 200 0.00 - 0 0 2
25 Oct 2438.75 200 0.00 - 0 0 2
24 Oct 2494.40 200 0.00 - 0 0 2
23 Oct 2485.40 200 0.00 - 0 0 2
22 Oct 2503.95 200 0.00 - 0 2 0
21 Oct 2508.60 200 - 2 1 1


For Indiamart Intermesh Ltd - strike price 2400 expiring on 28NOV2024

Delta for 2400 CE is 0.08

Historical price for 2400 CE is as follows

On 21 Nov INDIAMART was trading at 2253.95. The strike last trading price was 3.45, which was -1.15 lower than the previous day. The implied volatity was 30.68, the open interest changed by 7 which increased total open position to 498


On 20 Nov INDIAMART was trading at 2263.25. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 29.68, the open interest changed by 81 which increased total open position to 498


On 19 Nov INDIAMART was trading at 2263.25. The strike last trading price was 4.6, which was -2.80 lower than the previous day. The implied volatity was 29.68, the open interest changed by 88 which increased total open position to 498


On 18 Nov INDIAMART was trading at 2242.00. The strike last trading price was 7.4, which was -7.60 lower than the previous day. The implied volatity was 32.84, the open interest changed by 82 which increased total open position to 410


On 14 Nov INDIAMART was trading at 2284.15. The strike last trading price was 15, which was -4.80 lower than the previous day. The implied volatity was 27.39, the open interest changed by 9 which increased total open position to 330


On 13 Nov INDIAMART was trading at 2297.60. The strike last trading price was 19.8, which was -2.80 lower than the previous day. The implied volatity was 28.03, the open interest changed by -23 which decreased total open position to 318


On 12 Nov INDIAMART was trading at 2308.15. The strike last trading price was 22.6, which was -22.40 lower than the previous day. The implied volatity was 27.44, the open interest changed by 45 which increased total open position to 342


On 11 Nov INDIAMART was trading at 2369.20. The strike last trading price was 45, which was -10.75 lower than the previous day. The implied volatity was 26.76, the open interest changed by 142 which increased total open position to 294


On 8 Nov INDIAMART was trading at 2373.45. The strike last trading price was 55.75, which was -26.15 lower than the previous day. The implied volatity was 27.82, the open interest changed by 52 which increased total open position to 151


On 7 Nov INDIAMART was trading at 2408.90. The strike last trading price was 81.9, which was -38.10 lower than the previous day. The implied volatity was 31.51, the open interest changed by 62 which increased total open position to 98


On 6 Nov INDIAMART was trading at 2462.80. The strike last trading price was 120, which was 7.50 higher than the previous day. The implied volatity was 31.14, the open interest changed by 2 which increased total open position to 36


On 5 Nov INDIAMART was trading at 2433.15. The strike last trading price was 112.5, which was -26.05 lower than the previous day. The implied volatity was 36.57, the open interest changed by 17 which increased total open position to 32


On 4 Nov INDIAMART was trading at 2462.90. The strike last trading price was 138.55, which was -60.55 lower than the previous day. The implied volatity was 38.19, the open interest changed by 13 which increased total open position to 15


On 1 Nov INDIAMART was trading at 2551.15. The strike last trading price was 199.1, which was -0.90 lower than the previous day. The implied volatity was 34.13, the open interest changed by 0 which decreased total open position to 2


On 31 Oct INDIAMART was trading at 2500.00. The strike last trading price was 200, 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 30 Oct INDIAMART was trading at 2550.00. The strike last trading price was 200, 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 29 Oct INDIAMART was trading at 2553.80. The strike last trading price was 200, 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 28 Oct INDIAMART was trading at 2515.95. The strike last trading price was 200, 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 200, 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 200, 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 200, 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 200, 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 200, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INDIAMART 28NOV2024 2400 PE
Delta: -0.88
Vega: 0.61
Theta: -0.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2253.95 146.55 16.70 35.68 30 -11 303
20 Nov 2263.25 129.85 0.00 - 26 -3 314
19 Nov 2263.25 129.85 -27.15 - 26 -3 314
18 Nov 2242.00 157 37.00 34.38 30 -7 316
14 Nov 2284.15 120 7.00 30.45 27 -10 323
13 Nov 2297.60 113 6.00 27.69 63 -14 334
12 Nov 2308.15 107 39.65 29.19 137 1 348
11 Nov 2369.20 67.35 -9.95 27.50 184 6 346
8 Nov 2373.45 77.3 15.00 31.87 313 47 339
7 Nov 2408.90 62.3 19.60 31.08 304 64 292
6 Nov 2462.80 42.7 -23.75 31.89 204 50 227
5 Nov 2433.15 66.45 5.20 36.16 272 13 177
4 Nov 2462.90 61.25 20.25 38.39 1,302 139 164
1 Nov 2551.15 41 6.00 38.67 27 8 23
31 Oct 2500.00 35 0.00 - 0 0 15
30 Oct 2550.00 35 -55.00 - 1 0 16
29 Oct 2553.80 90 0.00 - 0 0 0
28 Oct 2515.95 90 0.00 - 0 16 16
25 Oct 2438.75 90 0.00 - 0 0 0
24 Oct 2494.40 90 0.00 - 0 -2 0
23 Oct 2485.40 90 16.10 - 2 0 18
22 Oct 2503.95 73.9 0.00 - 0 18 0
21 Oct 2508.60 73.9 - 30 18 18


For Indiamart Intermesh Ltd - strike price 2400 expiring on 28NOV2024

Delta for 2400 PE is -0.88

Historical price for 2400 PE is as follows

On 21 Nov INDIAMART was trading at 2253.95. The strike last trading price was 146.55, which was 16.70 higher than the previous day. The implied volatity was 35.68, the open interest changed by -11 which decreased total open position to 303


On 20 Nov INDIAMART was trading at 2263.25. The strike last trading price was 129.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 314


On 19 Nov INDIAMART was trading at 2263.25. The strike last trading price was 129.85, which was -27.15 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 314


On 18 Nov INDIAMART was trading at 2242.00. The strike last trading price was 157, which was 37.00 higher than the previous day. The implied volatity was 34.38, the open interest changed by -7 which decreased total open position to 316


On 14 Nov INDIAMART was trading at 2284.15. The strike last trading price was 120, which was 7.00 higher than the previous day. The implied volatity was 30.45, the open interest changed by -10 which decreased total open position to 323


On 13 Nov INDIAMART was trading at 2297.60. The strike last trading price was 113, which was 6.00 higher than the previous day. The implied volatity was 27.69, the open interest changed by -14 which decreased total open position to 334


On 12 Nov INDIAMART was trading at 2308.15. The strike last trading price was 107, which was 39.65 higher than the previous day. The implied volatity was 29.19, the open interest changed by 1 which increased total open position to 348


On 11 Nov INDIAMART was trading at 2369.20. The strike last trading price was 67.35, which was -9.95 lower than the previous day. The implied volatity was 27.50, the open interest changed by 6 which increased total open position to 346


On 8 Nov INDIAMART was trading at 2373.45. The strike last trading price was 77.3, which was 15.00 higher than the previous day. The implied volatity was 31.87, the open interest changed by 47 which increased total open position to 339


On 7 Nov INDIAMART was trading at 2408.90. The strike last trading price was 62.3, which was 19.60 higher than the previous day. The implied volatity was 31.08, the open interest changed by 64 which increased total open position to 292


On 6 Nov INDIAMART was trading at 2462.80. The strike last trading price was 42.7, which was -23.75 lower than the previous day. The implied volatity was 31.89, the open interest changed by 50 which increased total open position to 227


On 5 Nov INDIAMART was trading at 2433.15. The strike last trading price was 66.45, which was 5.20 higher than the previous day. The implied volatity was 36.16, the open interest changed by 13 which increased total open position to 177


On 4 Nov INDIAMART was trading at 2462.90. The strike last trading price was 61.25, which was 20.25 higher than the previous day. The implied volatity was 38.39, the open interest changed by 139 which increased total open position to 164


On 1 Nov INDIAMART was trading at 2551.15. The strike last trading price was 41, which was 6.00 higher than the previous day. The implied volatity was 38.67, the open interest changed by 8 which increased total open position to 23


On 31 Oct INDIAMART was trading at 2500.00. The strike last trading price was 35, 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 30 Oct INDIAMART was trading at 2550.00. The strike last trading price was 35, which was -55.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INDIAMART was trading at 2553.80. The strike last trading price was 90, 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 28 Oct INDIAMART was trading at 2515.95. The strike last trading price was 90, 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 90, 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 90, 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 90, which was 16.10 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 73.9, 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 73.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to