INDIAMART
Indiamart Intermesh Ltd
2253.95
-9.30 (-0.41%)
Option Chain for INDIAMART
21 Nov 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 300 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 1013.55 | 0.00 | 1900 | 0.15 | 1.90 | - | 21 | -1 | 42 | - |
| - | 0 | 0 | 0 | - | 911.70 | 0.00 | 1950 | 0.00 | 0.30 | 26.33 | 0 | 0 | 0 | -0.00 |
| - | 0 | 0 | 0 | - | 1057.95 | 0.00 | 2000 | -0.35 | 1.80 | 47.79 | 631 | 24 | 112 | -0.03 |
| - | 0 | 0 | 0 | - | 866.45 | 0.00 | 2050 | 0.00 | 4.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 2 | 0 | 0.00 | 188.40 | 0.00 | 2100 | -0.70 | 4.35 | 38.13 | 266 | 30 | 152 | -0.08 |
| 0.00 | 0 | 3 | 0 | 0.00 | 135.40 | 0.00 | 2150 | -1.50 | 7.05 | 32.93 | 209 | 70 | 153 | -0.13 |
| 0.76 | 12 | -1 | 3 | 27.86 | 71.70 | -11.70 | 2200 | 0.35 | 15.95 | 31.35 | 920 | 49 | 225 | -0.26 |
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| 0.55 | 83 | 53 | 136 | 26.90 | 38.30 | -5.20 | 2250 | -0.20 | 31.00 | 28.53 | 29 | 2 | 90 | -0.45 |
| 0.32 | 256 | -13 | 430 | 26.30 | 16.65 | -4.05 | 2300 | 4.00 | 60.60 | 29.27 | 143 | -6 | 269 | -0.66 |
| 0.16 | 169 | 8 | 383 | 28.30 | 7.45 | -2.45 | 2350 | 9.65 | 101.65 | 32.80 | 5 | 0 | 35 | -0.80 |
| 0.08 | 498 | 7 | 526 | 30.68 | 3.45 | -1.15 | 2400 | 16.70 | 146.55 | 35.68 | 30 | -11 | 303 | -0.88 |
| 0.04 | 287 | -77 | 333 | 33.58 | 1.80 | -1.35 | 2450 | 0.00 | 172.80 | 0.00 | 0 | -1 | 0 | 0.00 |
| 0.03 | 842 | 37 | 437 | 38.94 | 1.50 | -0.40 | 2500 | 41.00 | 240.00 | - | 1 | 0 | 215 | - |
| 0.02 | 125 | -6 | 91 | 42.94 | 1.10 | -0.05 | 2550 | 0.00 | 127.55 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 374 | -49 | 447 | 47.25 | 0.90 | -0.30 | 2600 | 0.00 | 302.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 44 | 12 | 44 | 54.16 | 1.10 | 0.10 | 2650 | 0.00 | 190.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 412 | 47 | 220 | - | 0.80 | -0.30 | 2700 | 0.00 | 400.95 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 50 | -23 | 32 | - | 0.65 | -0.05 | 2750 | 0.00 | 97.90 | - | 0 | 0 | 0 | - |
| - | 127 | 5 | 57 | - | 0.60 | -0.05 | 2800 | 0.00 | 466.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 214.20 | 0.00 | 2850 | 0.00 | 139.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 148 | 0 | 6 | - | 0.20 | -0.10 | 2900 | 0.00 | 440.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 165.50 | 0.00 | 2950 | 0.00 | 189.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 619 | -50 | 98 | - | 0.50 | -0.20 | 3000 | 0.00 | 500.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 125.45 | 0.00 | 3050 | 0.00 | 247.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 65 | 0 | 2 | - | 0.50 | 0.00 | 3100 | 0.00 | 280.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 4,111 | 1,596 | |||||||||||||
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.
