INDIAMART
Indiamart Intermesh Ltd
Historical option data for INDIAMART
21 Nov 2024 04:13 PM IST
| INDIAMART 28NOV2024 2400 CE | ||||||||||
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Delta: 0.08
Vega: 0.47
Theta: -1.07
Gamma: 0.00
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.61
Theta: -0.96
Gamma: 0.00
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| 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
