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[--[65.84.65.76]--]
PAYTM
One 97 Communications Ltd

956.5 0.90 (0.09%)

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Historical option data for PAYTM

12 Dec 2024 09:04 AM IST
PAYTM 26DEC2024 1000 CE
Delta: 0.32
Vega: 0.70
Theta: -1.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 955.60 15.9 0.00 40.75 2,987 487 3,375
11 Dec 955.60 15.9 -7.80 40.75 2,987 486 3,375
10 Dec 967.00 23.7 -4.35 43.71 5,925 -321 2,876
9 Dec 971.95 28.05 -2.95 46.79 10,346 1,478 3,189
6 Dec 976.25 31 7.60 43.36 11,525 -22 1,738
5 Dec 955.85 23.4 7.80 41.21 9,163 1,118 1,802
4 Dec 939.85 15.6 6.40 39.38 5,101 -184 703
3 Dec 902.60 9.2 -0.65 41.03 1,392 -4 887
2 Dec 895.95 9.85 -1.80 43.23 1,727 271 893
29 Nov 901.75 11.65 41.79 2,992 624 624


For One 97 Communications Ltd - strike price 1000 expiring on 26DEC2024

Delta for 1000 CE is 0.32

Historical price for 1000 CE is as follows

On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 15.9, which was 0.00 lower than the previous day. The implied volatity was 40.75, the open interest changed by 487 which increased total open position to 3375


On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 15.9, which was -7.80 lower than the previous day. The implied volatity was 40.75, the open interest changed by 486 which increased total open position to 3375


On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 23.7, which was -4.35 lower than the previous day. The implied volatity was 43.71, the open interest changed by -321 which decreased total open position to 2876


On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 28.05, which was -2.95 lower than the previous day. The implied volatity was 46.79, the open interest changed by 1478 which increased total open position to 3189


On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 31, which was 7.60 higher than the previous day. The implied volatity was 43.36, the open interest changed by -22 which decreased total open position to 1738


On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 23.4, which was 7.80 higher than the previous day. The implied volatity was 41.21, the open interest changed by 1118 which increased total open position to 1802


On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 15.6, which was 6.40 higher than the previous day. The implied volatity was 39.38, the open interest changed by -184 which decreased total open position to 703


On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 9.2, which was -0.65 lower than the previous day. The implied volatity was 41.03, the open interest changed by -4 which decreased total open position to 887


On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 9.85, which was -1.80 lower than the previous day. The implied volatity was 43.23, the open interest changed by 271 which increased total open position to 893


On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was 41.79, the open interest changed by 624 which increased total open position to 624


PAYTM 26DEC2024 1000 PE
Delta: -0.68
Vega: 0.70
Theta: -0.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 955.60 56.55 0.00 41.11 158 15 509
11 Dec 955.60 56.55 4.65 41.11 158 15 509
10 Dec 967.00 51.9 -3.50 44.45 389 -111 494
9 Dec 971.95 55.4 4.10 48.86 1,568 311 608
6 Dec 976.25 51.3 -8.90 44.59 809 213 296
5 Dec 955.85 60.2 -11.80 42.96 102 75 83
4 Dec 939.85 72 -33.75 39.27 7 2 7
3 Dec 902.60 105.75 0.00 0.00 0 5 0
2 Dec 895.95 105.75 -8.15 40.17 6 4 4
29 Nov 901.75 113.9 - 0 0 0


For One 97 Communications Ltd - strike price 1000 expiring on 26DEC2024

Delta for 1000 PE is -0.68

Historical price for 1000 PE is as follows

On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 56.55, which was 0.00 lower than the previous day. The implied volatity was 41.11, the open interest changed by 15 which increased total open position to 509


On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 56.55, which was 4.65 higher than the previous day. The implied volatity was 41.11, the open interest changed by 15 which increased total open position to 509


On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 51.9, which was -3.50 lower than the previous day. The implied volatity was 44.45, the open interest changed by -111 which decreased total open position to 494


On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 55.4, which was 4.10 higher than the previous day. The implied volatity was 48.86, the open interest changed by 311 which increased total open position to 608


On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 51.3, which was -8.90 lower than the previous day. The implied volatity was 44.59, the open interest changed by 213 which increased total open position to 296


On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 60.2, which was -11.80 lower than the previous day. The implied volatity was 42.96, the open interest changed by 75 which increased total open position to 83


On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 72, which was -33.75 lower than the previous day. The implied volatity was 39.27, the open interest changed by 2 which increased total open position to 7


On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 105.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 105.75, which was -8.15 lower than the previous day. The implied volatity was 40.17, the open interest changed by 4 which increased total open position to 4


On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 113.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0