PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
12 Dec 2024 09:04 AM IST
PAYTM 26DEC2024 1000 CE | ||||||||||
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Delta: 0.32
Vega: 0.70
Theta: -1.02
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.68
Vega: 0.70
Theta: -0.76
Gamma: 0.00
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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