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

1002.35 19.80 (2.02%)

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Historical option data for PAYTM

26 Dec 2024 04:14 PM IST
PAYTM 30JAN2025 1020 CE
Delta: 0.49
Vega: 1.24
Theta: -0.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1002.35 44.65 6.60 39.86 1,159 147 308
24 Dec 982.55 38.05 3.05 40.47 202 31 160
23 Dec 966.10 35 4.70 42.75 100 10 130
20 Dec 945.25 30.3 -22.95 40.61 48 -4 120
19 Dec 996.10 53.25 -6.75 44.10 36 8 123
18 Dec 1009.05 60 -7.50 43.14 59 12 113
17 Dec 1014.65 67.5 -9.90 45.13 117 79 79
16 Dec 1007.05 77.4 0.00 - 0 0 0
13 Dec 984.25 77.4 0.00 1.83 0 0 0
12 Dec 955.60 77.4 0.00 3.86 0 0 0
11 Dec 955.60 77.4 0.00 3.89 0 0 0
10 Dec 967.00 77.4 0.00 2.89 0 0 0
9 Dec 971.95 77.4 0.00 2.71 0 0 0
6 Dec 976.25 77.4 2.17 0 0 0


For One 97 Communications Ltd - strike price 1020 expiring on 30JAN2025

Delta for 1020 CE is 0.49

Historical price for 1020 CE is as follows

On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 44.65, which was 6.60 higher than the previous day. The implied volatity was 39.86, the open interest changed by 147 which increased total open position to 308


On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 38.05, which was 3.05 higher than the previous day. The implied volatity was 40.47, the open interest changed by 31 which increased total open position to 160


On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 35, which was 4.70 higher than the previous day. The implied volatity was 42.75, the open interest changed by 10 which increased total open position to 130


On 20 Dec PAYTM was trading at 945.25. The strike last trading price was 30.3, which was -22.95 lower than the previous day. The implied volatity was 40.61, the open interest changed by -4 which decreased total open position to 120


On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 53.25, which was -6.75 lower than the previous day. The implied volatity was 44.10, the open interest changed by 8 which increased total open position to 123


On 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 60, which was -7.50 lower than the previous day. The implied volatity was 43.14, the open interest changed by 12 which increased total open position to 113


On 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 67.5, which was -9.90 lower than the previous day. The implied volatity was 45.13, the open interest changed by 79 which increased total open position to 79


On 16 Dec PAYTM was trading at 1007.05. The strike last trading price was 77.4, 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 13 Dec PAYTM was trading at 984.25. The strike last trading price was 77.4, which was 0.00 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0


On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 77.4, which was 0.00 lower than the previous day. The implied volatity was 3.86, 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 77.4, which was 0.00 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0


On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 77.4, which was 0.00 lower than the previous day. The implied volatity was 2.89, 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 77.4, which was 0.00 lower than the previous day. The implied volatity was 2.71, 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 77.4, which was lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0


PAYTM 30JAN2025 1020 PE
Delta: -0.51
Vega: 1.24
Theta: -0.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1002.35 56.55 -12.05 41.43 167 74 86
24 Dec 982.55 68.6 2.00 41.96 7 1 12
23 Dec 966.10 66.6 0.00 0.00 0 0 0
20 Dec 945.25 66.6 3.65 24.52 2 0 11
19 Dec 996.10 62.95 1.95 41.33 11 4 11
18 Dec 1009.05 61 3.60 44.56 5 3 6
17 Dec 1014.65 57.4 -100.55 43.93 5 2 2
16 Dec 1007.05 157.95 0.00 0.10 0 0 0
13 Dec 984.25 157.95 0.00 - 0 0 0
12 Dec 955.60 157.95 0.00 - 0 0 0
11 Dec 955.60 157.95 0.00 - 0 0 0
10 Dec 967.00 157.95 0.00 - 0 0 0
9 Dec 971.95 157.95 0.00 - 0 0 0
6 Dec 976.25 157.95 - 0 0 0


For One 97 Communications Ltd - strike price 1020 expiring on 30JAN2025

Delta for 1020 PE is -0.51

Historical price for 1020 PE is as follows

On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 56.55, which was -12.05 lower than the previous day. The implied volatity was 41.43, the open interest changed by 74 which increased total open position to 86


On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 68.6, which was 2.00 higher than the previous day. The implied volatity was 41.96, the open interest changed by 1 which increased total open position to 12


On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 66.6, 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 20 Dec PAYTM was trading at 945.25. The strike last trading price was 66.6, which was 3.65 higher than the previous day. The implied volatity was 24.52, the open interest changed by 0 which decreased total open position to 11


On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 62.95, which was 1.95 higher than the previous day. The implied volatity was 41.33, the open interest changed by 4 which increased total open position to 11


On 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 61, which was 3.60 higher than the previous day. The implied volatity was 44.56, the open interest changed by 3 which increased total open position to 6


On 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 57.4, which was -100.55 lower than the previous day. The implied volatity was 43.93, the open interest changed by 2 which increased total open position to 2


On 16 Dec PAYTM was trading at 1007.05. The strike last trading price was 157.95, 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 13 Dec PAYTM was trading at 984.25. The strike last trading price was 157.95, 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 12 Dec PAYTM was trading at 955.60. The strike last trading price was 157.95, 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 11 Dec PAYTM was trading at 955.60. The strike last trading price was 157.95, 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 10 Dec PAYTM was trading at 967.00. The strike last trading price was 157.95, 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 9 Dec PAYTM was trading at 971.95. The strike last trading price was 157.95, 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 157.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0