INDIAMART
Indiamart Intermesh Ltd
Historical option data for INDIAMART
20 Dec 2024 04:13 PM IST
| INDIAMART 26DEC2024 2500 CE | ||||||||||
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Delta: 0.03
Vega: 0.22
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 2249.95 | 1.55 | -4.80 | 40.07 | 945 | -58 | 665 | |||
| 19 Dec | 2363.40 | 6.35 | -2.25 | 34.47 | 367 | -44 | 728 | |||
| 18 Dec | 2359.90 | 8.6 | -1.15 | 34.32 | 650 | -57 | 775 | |||
| 17 Dec | 2367.20 | 9.75 | -1.45 | 32.17 | 866 | 62 | 834 | |||
| 16 Dec | 2377.95 | 11.2 | -2.10 | 31.25 | 1,355 | 113 | 776 | |||
| 13 Dec | 2385.55 | 13.3 | 1.50 | 27.12 | 891 | -25 | 663 | |||
| 12 Dec | 2331.35 | 11.8 | -12.70 | 31.31 | 891 | 107 | 688 | |||
| 11 Dec | 2398.70 | 24.5 | 1.30 | 30.77 | 1,319 | 139 | 582 | |||
| 10 Dec | 2377.35 | 23.2 | 3.55 | 31.47 | 1,033 | 103 | 444 | |||
| 9 Dec | 2371.15 | 19.65 | 0.65 | 29.45 | 157 | 6 | 343 | |||
| 6 Dec | 2357.85 | 19 | -4.35 | 27.86 | 311 | 18 | 339 | |||
| 5 Dec | 2367.60 | 23.35 | -2.65 | 28.27 | 225 | 28 | 317 | |||
| 4 Dec | 2365.40 | 26 | 2.20 | 28.78 | 218 | 18 | 292 | |||
| 3 Dec | 2357.55 | 23.8 | -5.05 | 28.38 | 180 | 18 | 273 | |||
| 2 Dec | 2362.80 | 28.85 | -0.65 | 30.30 | 152 | 18 | 255 | |||
| 29 Nov | 2344.90 | 29.5 | -5.50 | 30.28 | 276 | 13 | 240 | |||
| 28 Nov | 2341.40 | 35 | -7.15 | 31.69 | 281 | 28 | 225 | |||
| 27 Nov | 2367.15 | 42.15 | 9.80 | 31.39 | 564 | 77 | 197 | |||
| 26 Nov | 2334.15 | 32.35 | 1.35 | 31.29 | 333 | 49 | 117 | |||
| 25 Nov | 2309.40 | 31 | 1.50 | 33.02 | 293 | 67 | 68 | |||
| 22 Nov | 2278.85 | 29.5 | -455.60 | 34.54 | 18 | 11 | 12 | |||
| 5 Nov | 2433.15 | 485.1 | 0.00 | 1.11 | 0 | 0 | 0 | |||
| 4 Nov | 2462.90 | 485.1 | 0.00 | 0.10 | 0 | 0 | 0 | |||
| 1 Nov | 2551.15 | 485.1 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2500.00 | 485.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 2550.00 | 485.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2553.80 | 485.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2515.95 | 485.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 2485.40 | 485.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 2503.95 | 485.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 2508.60 | 485.1 | 485.10 | - | 0 | 0 | 0 | |||
| 10 Oct | 2993.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 2998.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 2961.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 2779.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 2840.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 2913.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 2998.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 2951.80 | 0 | - | 0 | 0 | 0 | ||||
For Indiamart Intermesh Ltd - strike price 2500 expiring on 26DEC2024
Delta for 2500 CE is 0.03
Historical price for 2500 CE is as follows
On 20 Dec INDIAMART was trading at 2249.95. The strike last trading price was 1.55, which was -4.80 lower than the previous day. The implied volatity was 40.07, the open interest changed by -58 which decreased total open position to 665
On 19 Dec INDIAMART was trading at 2363.40. The strike last trading price was 6.35, which was -2.25 lower than the previous day. The implied volatity was 34.47, the open interest changed by -44 which decreased total open position to 728
On 18 Dec INDIAMART was trading at 2359.90. The strike last trading price was 8.6, which was -1.15 lower than the previous day. The implied volatity was 34.32, the open interest changed by -57 which decreased total open position to 775
On 17 Dec INDIAMART was trading at 2367.20. The strike last trading price was 9.75, which was -1.45 lower than the previous day. The implied volatity was 32.17, the open interest changed by 62 which increased total open position to 834
On 16 Dec INDIAMART was trading at 2377.95. The strike last trading price was 11.2, which was -2.10 lower than the previous day. The implied volatity was 31.25, the open interest changed by 113 which increased total open position to 776
On 13 Dec INDIAMART was trading at 2385.55. The strike last trading price was 13.3, which was 1.50 higher than the previous day. The implied volatity was 27.12, the open interest changed by -25 which decreased total open position to 663
On 12 Dec INDIAMART was trading at 2331.35. The strike last trading price was 11.8, which was -12.70 lower than the previous day. The implied volatity was 31.31, the open interest changed by 107 which increased total open position to 688
On 11 Dec INDIAMART was trading at 2398.70. The strike last trading price was 24.5, which was 1.30 higher than the previous day. The implied volatity was 30.77, the open interest changed by 139 which increased total open position to 582
On 10 Dec INDIAMART was trading at 2377.35. The strike last trading price was 23.2, which was 3.55 higher than the previous day. The implied volatity was 31.47, the open interest changed by 103 which increased total open position to 444
On 9 Dec INDIAMART was trading at 2371.15. The strike last trading price was 19.65, which was 0.65 higher than the previous day. The implied volatity was 29.45, the open interest changed by 6 which increased total open position to 343
On 6 Dec INDIAMART was trading at 2357.85. The strike last trading price was 19, which was -4.35 lower than the previous day. The implied volatity was 27.86, the open interest changed by 18 which increased total open position to 339
On 5 Dec INDIAMART was trading at 2367.60. The strike last trading price was 23.35, which was -2.65 lower than the previous day. The implied volatity was 28.27, the open interest changed by 28 which increased total open position to 317
On 4 Dec INDIAMART was trading at 2365.40. The strike last trading price was 26, which was 2.20 higher than the previous day. The implied volatity was 28.78, the open interest changed by 18 which increased total open position to 292
On 3 Dec INDIAMART was trading at 2357.55. The strike last trading price was 23.8, which was -5.05 lower than the previous day. The implied volatity was 28.38, the open interest changed by 18 which increased total open position to 273
On 2 Dec INDIAMART was trading at 2362.80. The strike last trading price was 28.85, which was -0.65 lower than the previous day. The implied volatity was 30.30, the open interest changed by 18 which increased total open position to 255
On 29 Nov INDIAMART was trading at 2344.90. The strike last trading price was 29.5, which was -5.50 lower than the previous day. The implied volatity was 30.28, the open interest changed by 13 which increased total open position to 240
On 28 Nov INDIAMART was trading at 2341.40. The strike last trading price was 35, which was -7.15 lower than the previous day. The implied volatity was 31.69, the open interest changed by 28 which increased total open position to 225
On 27 Nov INDIAMART was trading at 2367.15. The strike last trading price was 42.15, which was 9.80 higher than the previous day. The implied volatity was 31.39, the open interest changed by 77 which increased total open position to 197
On 26 Nov INDIAMART was trading at 2334.15. The strike last trading price was 32.35, which was 1.35 higher than the previous day. The implied volatity was 31.29, the open interest changed by 49 which increased total open position to 117
On 25 Nov INDIAMART was trading at 2309.40. The strike last trading price was 31, which was 1.50 higher than the previous day. The implied volatity was 33.02, the open interest changed by 67 which increased total open position to 68
On 22 Nov INDIAMART was trading at 2278.85. The strike last trading price was 29.5, which was -455.60 lower than the previous day. The implied volatity was 34.54, the open interest changed by 11 which increased total open position to 12
On 5 Nov INDIAMART was trading at 2433.15. The strike last trading price was 485.1, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 485.1, which was 0.00 lower than the previous day. The implied volatity was 0.10, 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 485.1, 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 31 Oct INDIAMART was trading at 2500.00. The strike last trading price was 485.1, 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 485.1, 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 485.1, 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 485.1, 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 485.1, 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 485.1, 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 485.1, which was 485.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct INDIAMART was trading at 2993.30. The strike last trading price was 0, 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 9 Oct INDIAMART was trading at 2998.95. The strike last trading price was 0, 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 8 Oct INDIAMART was trading at 2961.15. The strike last trading price was 0, 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 7 Oct INDIAMART was trading at 2779.15. The strike last trading price was 0, 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 4 Oct INDIAMART was trading at 2840.90. The strike last trading price was 0, 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 3 Oct INDIAMART was trading at 2913.10. The strike last trading price was 0, 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 1 Oct INDIAMART was trading at 2998.55. The strike last trading price was 0, 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 Sept INDIAMART was trading at 2951.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDIAMART 26DEC2024 2500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 0.18
Theta: 0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 2249.95 | 227 | 77.00 | 37.85 | 13 | -1 | 79 |
| 19 Dec | 2363.40 | 150 | 2.45 | 39.48 | 14 | -3 | 80 |
| 18 Dec | 2359.90 | 147.55 | 22.55 | 39.44 | 14 | 1 | 84 |
| 17 Dec | 2367.20 | 125 | 13.50 | - | 2 | 1 | 84 |
| 16 Dec | 2377.95 | 111.5 | -23.50 | - | 2 | 0 | 83 |
| 13 Dec | 2385.55 | 135 | -14.00 | 36.88 | 11 | 2 | 82 |
| 12 Dec | 2331.35 | 149 | 24.00 | - | 10 | 3 | 79 |
| 11 Dec | 2398.70 | 125 | -8.00 | 33.65 | 2 | 1 | 75 |
| 10 Dec | 2377.35 | 133 | -12.70 | 30.74 | 1 | 0 | 74 |
| 9 Dec | 2371.15 | 145.7 | 4.35 | 34.17 | 11 | 3 | 72 |
| 6 Dec | 2357.85 | 141.35 | -5.45 | 25.36 | 2 | 1 | 69 |
| 5 Dec | 2367.60 | 146.8 | 0.00 | 0.00 | 0 | 6 | 0 |
| 4 Dec | 2365.40 | 146.8 | -5.85 | 32.28 | 7 | 5 | 67 |
| 3 Dec | 2357.55 | 152.65 | -1.65 | 30.77 | 17 | 11 | 61 |
| 2 Dec | 2362.80 | 154.3 | -8.90 | 31.17 | 25 | -4 | 50 |
| 29 Nov | 2344.90 | 163.2 | -9.10 | 29.86 | 15 | 6 | 55 |
| 28 Nov | 2341.40 | 172.3 | 21.30 | 34.98 | 11 | 8 | 47 |
| 27 Nov | 2367.15 | 151 | -41.00 | 31.65 | 25 | 24 | 38 |
| 26 Nov | 2334.15 | 192 | -33.00 | 37.75 | 10 | 7 | 11 |
| 25 Nov | 2309.40 | 225 | 174.50 | 43.97 | 4 | 1 | 1 |
| 22 Nov | 2278.85 | 50.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 2433.15 | 50.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 2462.90 | 50.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 2551.15 | 50.5 | 0.00 | 2.30 | 0 | 0 | 0 |
| 31 Oct | 2500.00 | 50.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 2550.00 | 50.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2553.80 | 50.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2515.95 | 50.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 2485.40 | 50.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 2503.95 | 50.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 2508.60 | 50.5 | 50.50 | - | 0 | 0 | 0 |
| 10 Oct | 2993.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 2998.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 2961.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 2779.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 2840.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 2913.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 2998.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 2951.80 | 0 | - | 0 | 0 | 0 | |
For Indiamart Intermesh Ltd - strike price 2500 expiring on 26DEC2024
Delta for 2500 PE is -0.97
Historical price for 2500 PE is as follows
On 20 Dec INDIAMART was trading at 2249.95. The strike last trading price was 227, which was 77.00 higher than the previous day. The implied volatity was 37.85, the open interest changed by -1 which decreased total open position to 79
On 19 Dec INDIAMART was trading at 2363.40. The strike last trading price was 150, which was 2.45 higher than the previous day. The implied volatity was 39.48, the open interest changed by -3 which decreased total open position to 80
On 18 Dec INDIAMART was trading at 2359.90. The strike last trading price was 147.55, which was 22.55 higher than the previous day. The implied volatity was 39.44, the open interest changed by 1 which increased total open position to 84
On 17 Dec INDIAMART was trading at 2367.20. The strike last trading price was 125, which was 13.50 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 84
On 16 Dec INDIAMART was trading at 2377.95. The strike last trading price was 111.5, which was -23.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 13 Dec INDIAMART was trading at 2385.55. The strike last trading price was 135, which was -14.00 lower than the previous day. The implied volatity was 36.88, the open interest changed by 2 which increased total open position to 82
On 12 Dec INDIAMART was trading at 2331.35. The strike last trading price was 149, which was 24.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 79
On 11 Dec INDIAMART was trading at 2398.70. The strike last trading price was 125, which was -8.00 lower than the previous day. The implied volatity was 33.65, the open interest changed by 1 which increased total open position to 75
On 10 Dec INDIAMART was trading at 2377.35. The strike last trading price was 133, which was -12.70 lower than the previous day. The implied volatity was 30.74, the open interest changed by 0 which decreased total open position to 74
On 9 Dec INDIAMART was trading at 2371.15. The strike last trading price was 145.7, which was 4.35 higher than the previous day. The implied volatity was 34.17, the open interest changed by 3 which increased total open position to 72
On 6 Dec INDIAMART was trading at 2357.85. The strike last trading price was 141.35, which was -5.45 lower than the previous day. The implied volatity was 25.36, the open interest changed by 1 which increased total open position to 69
On 5 Dec INDIAMART was trading at 2367.60. The strike last trading price was 146.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 4 Dec INDIAMART was trading at 2365.40. The strike last trading price was 146.8, which was -5.85 lower than the previous day. The implied volatity was 32.28, the open interest changed by 5 which increased total open position to 67
On 3 Dec INDIAMART was trading at 2357.55. The strike last trading price was 152.65, which was -1.65 lower than the previous day. The implied volatity was 30.77, the open interest changed by 11 which increased total open position to 61
On 2 Dec INDIAMART was trading at 2362.80. The strike last trading price was 154.3, which was -8.90 lower than the previous day. The implied volatity was 31.17, the open interest changed by -4 which decreased total open position to 50
On 29 Nov INDIAMART was trading at 2344.90. The strike last trading price was 163.2, which was -9.10 lower than the previous day. The implied volatity was 29.86, the open interest changed by 6 which increased total open position to 55
On 28 Nov INDIAMART was trading at 2341.40. The strike last trading price was 172.3, which was 21.30 higher than the previous day. The implied volatity was 34.98, the open interest changed by 8 which increased total open position to 47
On 27 Nov INDIAMART was trading at 2367.15. The strike last trading price was 151, which was -41.00 lower than the previous day. The implied volatity was 31.65, the open interest changed by 24 which increased total open position to 38
On 26 Nov INDIAMART was trading at 2334.15. The strike last trading price was 192, which was -33.00 lower than the previous day. The implied volatity was 37.75, the open interest changed by 7 which increased total open position to 11
On 25 Nov INDIAMART was trading at 2309.40. The strike last trading price was 225, which was 174.50 higher than the previous day. The implied volatity was 43.97, the open interest changed by 1 which increased total open position to 1
On 22 Nov INDIAMART was trading at 2278.85. The strike last trading price was 50.5, 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 50.5, 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 50.5, 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 50.5, which was 0.00 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0
On 31 Oct INDIAMART was trading at 2500.00. The strike last trading price was 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, 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 50.5, which was 50.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct INDIAMART was trading at 2993.30. The strike last trading price was 0, 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 9 Oct INDIAMART was trading at 2998.95. The strike last trading price was 0, 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 8 Oct INDIAMART was trading at 2961.15. The strike last trading price was 0, 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 7 Oct INDIAMART was trading at 2779.15. The strike last trading price was 0, 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 4 Oct INDIAMART was trading at 2840.90. The strike last trading price was 0, 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 3 Oct INDIAMART was trading at 2913.10. The strike last trading price was 0, 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 1 Oct INDIAMART was trading at 2998.55. The strike last trading price was 0, 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 Sept INDIAMART was trading at 2951.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
