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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 1040 CE
Delta: 0.43
Vega: 1.22
Theta: -0.79
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1002.35 35.9 5.50 39.39 903 72 371
24 Dec 982.55 30.4 2.75 40.00 319 98 302
23 Dec 966.10 27.65 2.15 41.88 205 67 205
20 Dec 945.25 25.5 -17.95 41.46 127 0 138
19 Dec 996.10 43.45 -7.55 42.82 82 6 138
18 Dec 1009.05 51 -5.00 43.02 47 9 131
17 Dec 1014.65 56 2.00 43.49 194 29 126
16 Dec 1007.05 54 10.75 44.36 55 10 96
13 Dec 984.25 43.25 11.40 43.10 46 17 89
12 Dec 955.60 31.85 -2.10 41.69 28 -2 73
11 Dec 955.60 33.95 -6.05 43.11 21 0 75
10 Dec 967.00 40 -5.95 43.62 28 12 75
9 Dec 971.95 45.95 -4.15 46.86 90 58 63
6 Dec 976.25 50.1 46.57 6 3 4


For One 97 Communications Ltd - strike price 1040 expiring on 30JAN2025

Delta for 1040 CE is 0.43

Historical price for 1040 CE is as follows

On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 35.9, which was 5.50 higher than the previous day. The implied volatity was 39.39, the open interest changed by 72 which increased total open position to 371


On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 30.4, which was 2.75 higher than the previous day. The implied volatity was 40.00, the open interest changed by 98 which increased total open position to 302


On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 27.65, which was 2.15 higher than the previous day. The implied volatity was 41.88, the open interest changed by 67 which increased total open position to 205


On 20 Dec PAYTM was trading at 945.25. The strike last trading price was 25.5, which was -17.95 lower than the previous day. The implied volatity was 41.46, the open interest changed by 0 which decreased total open position to 138


On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 43.45, which was -7.55 lower than the previous day. The implied volatity was 42.82, the open interest changed by 6 which increased total open position to 138


On 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 51, which was -5.00 lower than the previous day. The implied volatity was 43.02, the open interest changed by 9 which increased total open position to 131


On 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 56, which was 2.00 higher than the previous day. The implied volatity was 43.49, the open interest changed by 29 which increased total open position to 126


On 16 Dec PAYTM was trading at 1007.05. The strike last trading price was 54, which was 10.75 higher than the previous day. The implied volatity was 44.36, the open interest changed by 10 which increased total open position to 96


On 13 Dec PAYTM was trading at 984.25. The strike last trading price was 43.25, which was 11.40 higher than the previous day. The implied volatity was 43.10, the open interest changed by 17 which increased total open position to 89


On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 31.85, which was -2.10 lower than the previous day. The implied volatity was 41.69, the open interest changed by -2 which decreased total open position to 73


On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 33.95, which was -6.05 lower than the previous day. The implied volatity was 43.11, the open interest changed by 0 which decreased total open position to 75


On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 40, which was -5.95 lower than the previous day. The implied volatity was 43.62, the open interest changed by 12 which increased total open position to 75


On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 45.95, which was -4.15 lower than the previous day. The implied volatity was 46.86, the open interest changed by 58 which increased total open position to 63


On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 50.1, which was lower than the previous day. The implied volatity was 46.57, the open interest changed by 3 which increased total open position to 4


PAYTM 30JAN2025 1040 PE
Delta: -0.56
Vega: 1.22
Theta: -0.57
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 1002.35 69.55 -12.45 42.57 39 30 38
24 Dec 982.55 82 -9.15 42.59 7 3 8
23 Dec 966.10 91.15 11.15 41.42 3 1 4
20 Dec 945.25 80 7.85 23.63 1 0 2
19 Dec 996.10 72.15 0.00 0.00 0 2 0
18 Dec 1009.05 72.15 -99.20 44.71 2 1 1
17 Dec 1014.65 171.35 0.00 - 0 0 0
16 Dec 1007.05 171.35 0.00 - 0 0 0
13 Dec 984.25 171.35 0.00 - 0 0 0
12 Dec 955.60 171.35 0.00 - 0 0 0
11 Dec 955.60 171.35 0.00 - 0 0 0
10 Dec 967.00 171.35 0.00 - 0 0 0
9 Dec 971.95 171.35 0.00 - 0 0 0
6 Dec 976.25 171.35 - 0 0 0


For One 97 Communications Ltd - strike price 1040 expiring on 30JAN2025

Delta for 1040 PE is -0.56

Historical price for 1040 PE is as follows

On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 69.55, which was -12.45 lower than the previous day. The implied volatity was 42.57, the open interest changed by 30 which increased total open position to 38


On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 82, which was -9.15 lower than the previous day. The implied volatity was 42.59, the open interest changed by 3 which increased total open position to 8


On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 91.15, which was 11.15 higher than the previous day. The implied volatity was 41.42, the open interest changed by 1 which increased total open position to 4


On 20 Dec PAYTM was trading at 945.25. The strike last trading price was 80, which was 7.85 higher than the previous day. The implied volatity was 23.63, the open interest changed by 0 which decreased total open position to 2


On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 72.15, 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 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 72.15, which was -99.20 lower than the previous day. The implied volatity was 44.71, the open interest changed by 1 which increased total open position to 1


On 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 171.35, 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 16 Dec PAYTM was trading at 1007.05. The strike last trading price was 171.35, 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 171.35, 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 171.35, 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 171.35, 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 171.35, 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 171.35, 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 171.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0