PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
12 Dec 2024 09:04 AM IST
| PAYTM 26DEC2024 1020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.61
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 955.60 | 11.05 | 0.00 | 41.10 | 881 | 143 | 822 | |||
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| 11 Dec | 955.60 | 11.05 | -6.25 | 41.10 | 881 | 144 | 822 | |||
| 10 Dec | 967.00 | 17.3 | -4.15 | 43.74 | 1,326 | -32 | 678 | |||
| 9 Dec | 971.95 | 21.45 | -2.35 | 47.06 | 2,865 | 428 | 708 | |||
| 6 Dec | 976.25 | 23.8 | 6.25 | 43.47 | 2,092 | 109 | 279 | |||
| 5 Dec | 955.85 | 17.55 | 6.25 | 41.44 | 1,226 | 42 | 170 | |||
| 4 Dec | 939.85 | 11.3 | 4.75 | 39.64 | 854 | 11 | 129 | |||
| 3 Dec | 902.60 | 6.55 | -0.90 | 41.30 | 306 | 36 | 119 | |||
| 2 Dec | 895.95 | 7.45 | -0.80 | 43.98 | 324 | 50 | 85 | |||
| 29 Nov | 901.75 | 8.25 | 41.38 | 81 | 28 | 28 | ||||
For One 97 Communications Ltd - strike price 1020 expiring on 26DEC2024
Delta for 1020 CE is 0.24
Historical price for 1020 CE is as follows
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 11.05, which was 0.00 lower than the previous day. The implied volatity was 41.10, the open interest changed by 143 which increased total open position to 822
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 11.05, which was -6.25 lower than the previous day. The implied volatity was 41.10, the open interest changed by 144 which increased total open position to 822
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 17.3, which was -4.15 lower than the previous day. The implied volatity was 43.74, the open interest changed by -32 which decreased total open position to 678
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 21.45, which was -2.35 lower than the previous day. The implied volatity was 47.06, the open interest changed by 428 which increased total open position to 708
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 23.8, which was 6.25 higher than the previous day. The implied volatity was 43.47, the open interest changed by 109 which increased total open position to 279
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 17.55, which was 6.25 higher than the previous day. The implied volatity was 41.44, the open interest changed by 42 which increased total open position to 170
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 11.3, which was 4.75 higher than the previous day. The implied volatity was 39.64, the open interest changed by 11 which increased total open position to 129
On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 6.55, which was -0.90 lower than the previous day. The implied volatity was 41.30, the open interest changed by 36 which increased total open position to 119
On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 7.45, which was -0.80 lower than the previous day. The implied volatity was 43.98, the open interest changed by 50 which increased total open position to 85
On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was 41.38, the open interest changed by 28 which increased total open position to 28
| PAYTM 26DEC2024 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.59
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 955.60 | 70.25 | 0.00 | 39.24 | 10 | 7 | 33 |
| 11 Dec | 955.60 | 70.25 | 5.25 | 39.24 | 10 | 2 | 33 |
| 10 Dec | 967.00 | 65 | -3.10 | 43.96 | 33 | 7 | 30 |
| 9 Dec | 971.95 | 68.1 | 5.80 | 48.47 | 45 | 15 | 23 |
| 6 Dec | 976.25 | 62.3 | -15.70 | 42.80 | 48 | 5 | 8 |
| 5 Dec | 955.85 | 78 | -49.70 | 47.89 | 15 | 4 | 4 |
| 4 Dec | 939.85 | 127.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 902.60 | 127.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 895.95 | 127.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 901.75 | 127.7 | - | 0 | 0 | 0 | |
For One 97 Communications Ltd - strike price 1020 expiring on 26DEC2024
Delta for 1020 PE is -0.77
Historical price for 1020 PE is as follows
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 70.25, which was 0.00 lower than the previous day. The implied volatity was 39.24, the open interest changed by 7 which increased total open position to 33
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 70.25, which was 5.25 higher than the previous day. The implied volatity was 39.24, the open interest changed by 2 which increased total open position to 33
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 65, which was -3.10 lower than the previous day. The implied volatity was 43.96, the open interest changed by 7 which increased total open position to 30
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 68.1, which was 5.80 higher than the previous day. The implied volatity was 48.47, the open interest changed by 15 which increased total open position to 23
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 62.3, which was -15.70 lower than the previous day. The implied volatity was 42.80, the open interest changed by 5 which increased total open position to 8
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 78, which was -49.70 lower than the previous day. The implied volatity was 47.89, the open interest changed by 4 which increased total open position to 4
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 127.7, 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 3 Dec PAYTM was trading at 902.60. The strike last trading price was 127.7, 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 2 Dec PAYTM was trading at 895.95. The strike last trading price was 127.7, 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 29 Nov PAYTM was trading at 901.75. The strike last trading price was 127.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
