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

956.5 0.90 (0.09%)

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Historical option data for PAYTM

12 Dec 2024 09:04 AM IST
PAYTM 26DEC2024 840 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 955.60 129.8 0.00 0.00 0 0 0
11 Dec 955.60 129.8 0.00 0.00 0 0 0
10 Dec 967.00 129.8 0.00 0.00 0 0 0
9 Dec 971.95 129.8 0.00 0.00 0 0 0
6 Dec 976.25 129.8 0.00 0.00 0 -3 0
5 Dec 955.85 129.8 19.65 48.51 11 -2 8
4 Dec 939.85 110.15 28.15 45.38 10 7 8
3 Dec 902.60 82 -41.85 44.91 2 1 1
2 Dec 895.95 123.85 0.00 - 0 0 0
29 Nov 901.75 123.85 - 0 0 0


For One 97 Communications Ltd - strike price 840 expiring on 26DEC2024

Delta for 840 CE is 0.00

Historical price for 840 CE is as follows

On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 129.8, 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 129.8, 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 10 Dec PAYTM was trading at 967.00. The strike last trading price was 129.8, 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 9 Dec PAYTM was trading at 971.95. The strike last trading price was 129.8, 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 6 Dec PAYTM was trading at 976.25. The strike last trading price was 129.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 129.8, which was 19.65 higher than the previous day. The implied volatity was 48.51, the open interest changed by -2 which decreased total open position to 8


On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 110.15, which was 28.15 higher than the previous day. The implied volatity was 45.38, the open interest changed by 7 which increased total open position to 8


On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 82, which was -41.85 lower than the previous day. The implied volatity was 44.91, the open interest changed by 1 which increased total open position to 1


On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 123.85, 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 29 Nov PAYTM was trading at 901.75. The strike last trading price was 123.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


PAYTM 26DEC2024 840 PE
Delta: -0.05
Vega: 0.21
Theta: -0.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 955.60 1.8 0.00 41.35 279 43 608
11 Dec 955.60 1.8 -0.65 41.35 279 44 608
10 Dec 967.00 2.45 -1.35 46.07 800 114 563
9 Dec 971.95 3.8 -0.55 50.10 727 208 450
6 Dec 976.25 4.35 -0.55 49.36 1,032 22 244
5 Dec 955.85 4.9 -2.05 45.85 818 -106 225
4 Dec 939.85 6.95 -5.55 44.07 693 168 337
3 Dec 902.60 12.5 -3.90 42.50 324 52 169
2 Dec 895.95 16.4 -2.60 44.93 310 4 119
29 Nov 901.75 19 47.49 203 107 107


For One 97 Communications Ltd - strike price 840 expiring on 26DEC2024

Delta for 840 PE is -0.05

Historical price for 840 PE is as follows

On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 41.35, the open interest changed by 43 which increased total open position to 608


On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 41.35, the open interest changed by 44 which increased total open position to 608


On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 2.45, which was -1.35 lower than the previous day. The implied volatity was 46.07, the open interest changed by 114 which increased total open position to 563


On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 3.8, which was -0.55 lower than the previous day. The implied volatity was 50.10, the open interest changed by 208 which increased total open position to 450


On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 4.35, which was -0.55 lower than the previous day. The implied volatity was 49.36, the open interest changed by 22 which increased total open position to 244


On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 4.9, which was -2.05 lower than the previous day. The implied volatity was 45.85, the open interest changed by -106 which decreased total open position to 225


On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 6.95, which was -5.55 lower than the previous day. The implied volatity was 44.07, the open interest changed by 168 which increased total open position to 337


On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 12.5, which was -3.90 lower than the previous day. The implied volatity was 42.50, the open interest changed by 52 which increased total open position to 169


On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 16.4, which was -2.60 lower than the previous day. The implied volatity was 44.93, the open interest changed by 4 which increased total open position to 119


On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 19, which was lower than the previous day. The implied volatity was 47.49, the open interest changed by 107 which increased total open position to 107