PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
12 Dec 2024 09:04 AM IST
| PAYTM 26DEC2024 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 0.42
Theta: -0.64
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 955.60 | 5.5 | 0.00 | 42.99 | 1,026 | 17 | 568 | |||
| 11 Dec | 955.60 | 5.5 | -3.65 | 42.99 | 1,026 | 14 | 568 | |||
|
|
||||||||||
| 10 Dec | 967.00 | 9.15 | -3.30 | 44.80 | 1,004 | 102 | 555 | |||
| 9 Dec | 971.95 | 12.45 | -1.00 | 48.30 | 1,915 | 193 | 455 | |||
| 6 Dec | 976.25 | 13.45 | 43.83 | 747 | 262 | 262 | ||||
For One 97 Communications Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 CE is 0.14
Historical price for 1060 CE is as follows
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 42.99, the open interest changed by 17 which increased total open position to 568
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 5.5, which was -3.65 lower than the previous day. The implied volatity was 42.99, the open interest changed by 14 which increased total open position to 568
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 9.15, which was -3.30 lower than the previous day. The implied volatity was 44.80, the open interest changed by 102 which increased total open position to 555
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 12.45, which was -1.00 lower than the previous day. The implied volatity was 48.30, the open interest changed by 193 which increased total open position to 455
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 13.45, which was lower than the previous day. The implied volatity was 43.83, the open interest changed by 262 which increased total open position to 262
| PAYTM 26DEC2024 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 955.60 | 94.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 955.60 | 94.2 | 0.00 | 0.00 | 0 | -1 | 0 |
| 10 Dec | 967.00 | 94.2 | -4.40 | 40.41 | 22 | -1 | 116 |
| 9 Dec | 971.95 | 98.6 | 4.40 | 49.52 | 34 | -9 | 119 |
| 6 Dec | 976.25 | 94.2 | 46.45 | 249 | 131 | 131 | |
For One 97 Communications Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 PE is 0.00
Historical price for 1060 PE is as follows
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 94.2, 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 11 Dec PAYTM was trading at 955.60. The strike last trading price was 94.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 94.2, which was -4.40 lower than the previous day. The implied volatity was 40.41, the open interest changed by -1 which decreased total open position to 116
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 98.6, which was 4.40 higher than the previous day. The implied volatity was 49.52, the open interest changed by -9 which decreased total open position to 119
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 94.2, which was lower than the previous day. The implied volatity was 46.45, the open interest changed by 131 which increased total open position to 131
