Historical option data for PAYTM
29 Jun 2026 10:50 AM IST
| PAYTM 28-Jul-2026 (27d) 1150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.01
Theta: -0.93
Gamma: 0.00308
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1124.70 | 43 | 0 (0.00%) | 40.23 | 140 | 28 | 560 | |||||||||
| 25 Jun | 1124.80 | 42.75 | 16.75 (64.42%) | 38.68 | 744 | 506 | 528 | |||||||||
| 24 Jun | 1087.30 | 24.95 | -5.05 (-16.83%) | 35.37 | 23 | 3 | 20 | |||||||||
| 23 Jun | 1088.00 | 29.75 | -7.25 (-19.59%) | 36.79 | 25 | 18 | 19 | |||||||||
| 22 Jun | 1089.30 | 37 | 0 (0.00%) | 40.59 | 2 | 0 | 1 | |||||||||
| 19 Jun | 1090.10 | 37 | -57 (-60.64%) | 40.59 | 2 | 1 | 1 | |||||||||
For One 97 Communications Ltd - strike price 1150 expiring on 28JUL2026
Delta for 1150 CE is 0.47
Historical price for 1150 CE is as follows
On 29 Jun PAYTM was trading at 1124.70. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was 40.23, the open interest changed by 28 which increased total open position to 560
On 25 Jun PAYTM was trading at 1124.80. The strike last trading price was 42.75, which was 16.75 higher than the previous day. The implied volatity was 38.68, the open interest changed by 506 which increased total open position to 528
On 24 Jun PAYTM was trading at 1087.30. The strike last trading price was 24.95, which was -5.05 lower than the previous day. The implied volatity was 35.37, the open interest changed by 3 which increased total open position to 20
On 23 Jun PAYTM was trading at 1088.00. The strike last trading price was 29.75, which was -7.25 lower than the previous day. The implied volatity was 36.79, the open interest changed by 18 which increased total open position to 19
On 22 Jun PAYTM was trading at 1089.30. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was 40.59, the open interest changed by 0 which decreased total open position to 1
On 19 Jun PAYTM was trading at 1090.10. The strike last trading price was 37, which was -57 lower than the previous day. The implied volatity was 40.59, the open interest changed by 1 which increased total open position to 1
| PAYTM 28-Jul-2026 (27d) 1150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.01
Theta: -0.69
Gamma: 0.00335
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1124.70 | 57.55 | -3.55 (-5.81%) | 37.02 | 29 | 21 | 61 |
| 25 Jun | 1124.80 | 60.2 | -40.35 (-40.13%) | 35.64 | 49 | 39 | 39 |
| 24 Jun | 1087.30 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jun | 1088.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jun | 1089.30 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 1090.10 | 0 | 0 | - | 0 | 0 | 0 |
For One 97 Communications Ltd - strike price 1150 expiring on 28JUL2026
Delta for 1150 PE is -0.54
Historical price for 1150 PE is as follows
On 29 Jun PAYTM was trading at 1124.70. The strike last trading price was 57.55, which was -3.55 lower than the previous day. The implied volatity was 37.02, the open interest changed by 21 which increased total open position to 61
On 25 Jun PAYTM was trading at 1124.80. The strike last trading price was 60.2, which was -40.35 lower than the previous day. The implied volatity was 35.64, the open interest changed by 39 which increased total open position to 39
On 24 Jun PAYTM was trading at 1087.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jun PAYTM was trading at 1088.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jun PAYTM was trading at 1089.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun PAYTM was trading at 1090.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
