PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
26 Dec 2024 04:14 PM IST
| PAYTM 30JAN2025 1000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 1.22
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1002.35 | 54 | 7.65 | 39.79 | 5,274 | 803 | 1,933 | |||
| 24 Dec | 982.55 | 46.35 | 3.15 | 40.52 | 2,393 | 354 | 1,132 | |||
| 23 Dec | 966.10 | 43.2 | 3.20 | 43.40 | 810 | 181 | 779 | |||
| 20 Dec | 945.25 | 40 | -21.50 | 42.94 | 986 | 261 | 599 | |||
| 19 Dec | 996.10 | 61.5 | -7.25 | 43.46 | 381 | 102 | 337 | |||
| 18 Dec | 1009.05 | 68.75 | -6.25 | 42.31 | 170 | 22 | 235 | |||
| 17 Dec | 1014.65 | 75 | 2.20 | 43.17 | 383 | 7 | 211 | |||
| 16 Dec | 1007.05 | 72.8 | 14.60 | 44.51 | 507 | -35 | 202 | |||
| 13 Dec | 984.25 | 58.2 | 15.15 | 42.25 | 358 | 121 | 222 | |||
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| 12 Dec | 955.60 | 43.05 | -2.65 | 40.03 | 78 | 20 | 101 | |||
| 11 Dec | 955.60 | 45.7 | -8.30 | 41.82 | 57 | 5 | 82 | |||
| 10 Dec | 967.00 | 54 | -8.25 | 43.04 | 150 | 15 | 76 | |||
| 9 Dec | 971.95 | 62.25 | -3.05 | 47.63 | 129 | 42 | 61 | |||
| 6 Dec | 976.25 | 65.3 | 11.30 | 46.31 | 22 | 4 | 19 | |||
| 5 Dec | 955.85 | 54 | 12.00 | 43.57 | 26 | 9 | 14 | |||
| 4 Dec | 939.85 | 42 | 41.40 | 5 | 3 | 3 | ||||
For One 97 Communications Ltd - strike price 1000 expiring on 30JAN2025
Delta for 1000 CE is 0.56
Historical price for 1000 CE is as follows
On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 54, which was 7.65 higher than the previous day. The implied volatity was 39.79, the open interest changed by 803 which increased total open position to 1933
On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 46.35, which was 3.15 higher than the previous day. The implied volatity was 40.52, the open interest changed by 354 which increased total open position to 1132
On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 43.2, which was 3.20 higher than the previous day. The implied volatity was 43.40, the open interest changed by 181 which increased total open position to 779
On 20 Dec PAYTM was trading at 945.25. The strike last trading price was 40, which was -21.50 lower than the previous day. The implied volatity was 42.94, the open interest changed by 261 which increased total open position to 599
On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 61.5, which was -7.25 lower than the previous day. The implied volatity was 43.46, the open interest changed by 102 which increased total open position to 337
On 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 68.75, which was -6.25 lower than the previous day. The implied volatity was 42.31, the open interest changed by 22 which increased total open position to 235
On 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 75, which was 2.20 higher than the previous day. The implied volatity was 43.17, the open interest changed by 7 which increased total open position to 211
On 16 Dec PAYTM was trading at 1007.05. The strike last trading price was 72.8, which was 14.60 higher than the previous day. The implied volatity was 44.51, the open interest changed by -35 which decreased total open position to 202
On 13 Dec PAYTM was trading at 984.25. The strike last trading price was 58.2, which was 15.15 higher than the previous day. The implied volatity was 42.25, the open interest changed by 121 which increased total open position to 222
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 43.05, which was -2.65 lower than the previous day. The implied volatity was 40.03, the open interest changed by 20 which increased total open position to 101
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 45.7, which was -8.30 lower than the previous day. The implied volatity was 41.82, the open interest changed by 5 which increased total open position to 82
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 54, which was -8.25 lower than the previous day. The implied volatity was 43.04, the open interest changed by 15 which increased total open position to 76
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 62.25, which was -3.05 lower than the previous day. The implied volatity was 47.63, the open interest changed by 42 which increased total open position to 61
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 65.3, which was 11.30 higher than the previous day. The implied volatity was 46.31, the open interest changed by 4 which increased total open position to 19
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 54, which was 12.00 higher than the previous day. The implied volatity was 43.57, the open interest changed by 9 which increased total open position to 14
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 42, which was lower than the previous day. The implied volatity was 41.40, the open interest changed by 3 which increased total open position to 3
| PAYTM 30JAN2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 1.22
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1002.35 | 48.3 | -9.15 | 43.20 | 929 | 169 | 338 |
| 24 Dec | 982.55 | 57.45 | -9.05 | 42.27 | 176 | 18 | 173 |
| 23 Dec | 966.10 | 66.5 | -11.65 | 42.47 | 35 | 11 | 154 |
| 20 Dec | 945.25 | 78.15 | 21.65 | 45.54 | 171 | 34 | 144 |
| 19 Dec | 996.10 | 56.5 | 5.75 | 44.46 | 51 | -4 | 110 |
| 18 Dec | 1009.05 | 50.75 | -0.20 | 44.32 | 69 | 14 | 114 |
| 17 Dec | 1014.65 | 50.95 | -1.45 | 46.20 | 161 | 91 | 100 |
| 16 Dec | 1007.05 | 52.4 | -14.60 | 44.40 | 9 | 4 | 8 |
| 13 Dec | 984.25 | 67 | -8.05 | 45.84 | 2 | 1 | 3 |
| 12 Dec | 955.60 | 75.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 955.60 | 75.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Dec | 967.00 | 75.05 | -70.00 | 45.07 | 2 | 0 | 0 |
| 9 Dec | 971.95 | 145.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 976.25 | 145.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 955.85 | 145.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 939.85 | 145.05 | - | 0 | 0 | 0 | |
For One 97 Communications Ltd - strike price 1000 expiring on 30JAN2025
Delta for 1000 PE is -0.44
Historical price for 1000 PE is as follows
On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 48.3, which was -9.15 lower than the previous day. The implied volatity was 43.20, the open interest changed by 169 which increased total open position to 338
On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 57.45, which was -9.05 lower than the previous day. The implied volatity was 42.27, the open interest changed by 18 which increased total open position to 173
On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 66.5, which was -11.65 lower than the previous day. The implied volatity was 42.47, the open interest changed by 11 which increased total open position to 154
On 20 Dec PAYTM was trading at 945.25. The strike last trading price was 78.15, which was 21.65 higher than the previous day. The implied volatity was 45.54, the open interest changed by 34 which increased total open position to 144
On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 56.5, which was 5.75 higher than the previous day. The implied volatity was 44.46, the open interest changed by -4 which decreased total open position to 110
On 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 50.75, which was -0.20 lower than the previous day. The implied volatity was 44.32, the open interest changed by 14 which increased total open position to 114
On 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 50.95, which was -1.45 lower than the previous day. The implied volatity was 46.20, the open interest changed by 91 which increased total open position to 100
On 16 Dec PAYTM was trading at 1007.05. The strike last trading price was 52.4, which was -14.60 lower than the previous day. The implied volatity was 44.40, the open interest changed by 4 which increased total open position to 8
On 13 Dec PAYTM was trading at 984.25. The strike last trading price was 67, which was -8.05 lower than the previous day. The implied volatity was 45.84, the open interest changed by 1 which increased total open position to 3
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 75.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 75.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 75.05, which was -70.00 lower than the previous day. The implied volatity was 45.07, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 145.05, 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 6 Dec PAYTM was trading at 976.25. The strike last trading price was 145.05, 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 Dec PAYTM was trading at 955.85. The strike last trading price was 145.05, 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 Dec PAYTM was trading at 939.85. The strike last trading price was 145.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
