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

815.15 24.60 (3.11%)

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Historical option data for PAYTM

08 Apr 2025 05:53 PM IST
PAYTM 24APR2025 860 CE
Delta: 0.33
Vega: 0.62
Theta: -0.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 815.15 16.8 2.15 47.29 1,617 -15 678
7 Apr 790.55 15.05 -2.8 52.57 1,733 120 693
4 Apr 817.05 17.6 -9.35 42.68 2,083 -14 575
3 Apr 836.40 26.6 5 43.75 1,781 84 590
2 Apr 817.95 20.25 1.7 44.90 1,233 46 506
1 Apr 801.10 18.5 1.55 47.75 1,218 98 459
28 Mar 783.45 16.45 -9.05 48.29 2,217 234 361
27 Mar 810.10 25.05 8.05 47.67 403 7 127
26 Mar 776.90 16.9 -2.05 49.80 196 57 118
25 Mar 777.40 18.6 0.45 51.60 85 20 61
24 Mar 765.40 18.15 6.15 53.79 98 25 40
21 Mar 751.05 12 1.75 46.46 22 10 14
20 Mar 734.40 10.25 -24.4 49.10 12 4 4
19 Mar 763.10 0 0 0.00 0 0 0
18 Mar 741.40 0 0 0.00 0 0 0
17 Mar 688.90 0 0 0.00 0 0 0
13 Mar 682.85 0 0 0.00 0 0 0
11 Mar 713.35 0 0 0.00 0 0 0


For One 97 Communications Ltd - strike price 860 expiring on 24APR2025

Delta for 860 CE is 0.33

Historical price for 860 CE is as follows

On 8 Apr PAYTM was trading at 815.15. The strike last trading price was 16.8, which was 2.15 higher than the previous day. The implied volatity was 47.29, the open interest changed by -15 which decreased total open position to 678


On 7 Apr PAYTM was trading at 790.55. The strike last trading price was 15.05, which was -2.8 lower than the previous day. The implied volatity was 52.57, the open interest changed by 120 which increased total open position to 693


On 4 Apr PAYTM was trading at 817.05. The strike last trading price was 17.6, which was -9.35 lower than the previous day. The implied volatity was 42.68, the open interest changed by -14 which decreased total open position to 575


On 3 Apr PAYTM was trading at 836.40. The strike last trading price was 26.6, which was 5 higher than the previous day. The implied volatity was 43.75, the open interest changed by 84 which increased total open position to 590


On 2 Apr PAYTM was trading at 817.95. The strike last trading price was 20.25, which was 1.7 higher than the previous day. The implied volatity was 44.90, the open interest changed by 46 which increased total open position to 506


On 1 Apr PAYTM was trading at 801.10. The strike last trading price was 18.5, which was 1.55 higher than the previous day. The implied volatity was 47.75, the open interest changed by 98 which increased total open position to 459


On 28 Mar PAYTM was trading at 783.45. The strike last trading price was 16.45, which was -9.05 lower than the previous day. The implied volatity was 48.29, the open interest changed by 234 which increased total open position to 361


On 27 Mar PAYTM was trading at 810.10. The strike last trading price was 25.05, which was 8.05 higher than the previous day. The implied volatity was 47.67, the open interest changed by 7 which increased total open position to 127


On 26 Mar PAYTM was trading at 776.90. The strike last trading price was 16.9, which was -2.05 lower than the previous day. The implied volatity was 49.80, the open interest changed by 57 which increased total open position to 118


On 25 Mar PAYTM was trading at 777.40. The strike last trading price was 18.6, which was 0.45 higher than the previous day. The implied volatity was 51.60, the open interest changed by 20 which increased total open position to 61


On 24 Mar PAYTM was trading at 765.40. The strike last trading price was 18.15, which was 6.15 higher than the previous day. The implied volatity was 53.79, the open interest changed by 25 which increased total open position to 40


On 21 Mar PAYTM was trading at 751.05. The strike last trading price was 12, which was 1.75 higher than the previous day. The implied volatity was 46.46, the open interest changed by 10 which increased total open position to 14


On 20 Mar PAYTM was trading at 734.40. The strike last trading price was 10.25, which was -24.4 lower than the previous day. The implied volatity was 49.10, the open interest changed by 4 which increased total open position to 4


On 19 Mar PAYTM was trading at 763.10. The strike last trading price was 0, which was 0 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 18 Mar PAYTM was trading at 741.40. The strike last trading price was 0, which was 0 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 17 Mar PAYTM was trading at 688.90. The strike last trading price was 0, which was 0 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 13 Mar PAYTM was trading at 682.85. The strike last trading price was 0, which was 0 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 Mar PAYTM was trading at 713.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


PAYTM 24APR2025 860 PE
Delta: -0.66
Vega: 0.63
Theta: -0.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 815.15 58.05 -24.75 49.32 68 10 111
7 Apr 790.55 81 21.35 64.09 38 -11 98
4 Apr 817.05 59.85 11.85 48.24 530 36 104
3 Apr 836.40 47.8 -14.05 46.27 104 15 69
2 Apr 817.95 64.05 -9.4 50.51 106 2 55
1 Apr 801.10 73.45 -17.55 50.11 92 22 53
28 Mar 783.45 91 10.9 53.63 37 18 31
27 Mar 810.10 80.1 -2.5 60.00 12 1 12
26 Mar 776.90 82.6 -8.4 31.26 2 0 11
25 Mar 777.40 91 -11.65 43.26 2 1 10
24 Mar 765.40 104.5 -55.2 51.20 9 6 6
21 Mar 751.05 159.7 0 - 0 0 0
20 Mar 734.40 159.7 0 - 0 0 0
19 Mar 763.10 0 0 0.00 0 0 0
18 Mar 741.40 0 0 0.00 0 0 0
17 Mar 688.90 0 0 0.00 0 0 0
13 Mar 682.85 0 0 0.00 0 0 0
11 Mar 713.35 0 0 0.00 0 0 0


For One 97 Communications Ltd - strike price 860 expiring on 24APR2025

Delta for 860 PE is -0.66

Historical price for 860 PE is as follows

On 8 Apr PAYTM was trading at 815.15. The strike last trading price was 58.05, which was -24.75 lower than the previous day. The implied volatity was 49.32, the open interest changed by 10 which increased total open position to 111


On 7 Apr PAYTM was trading at 790.55. The strike last trading price was 81, which was 21.35 higher than the previous day. The implied volatity was 64.09, the open interest changed by -11 which decreased total open position to 98


On 4 Apr PAYTM was trading at 817.05. The strike last trading price was 59.85, which was 11.85 higher than the previous day. The implied volatity was 48.24, the open interest changed by 36 which increased total open position to 104


On 3 Apr PAYTM was trading at 836.40. The strike last trading price was 47.8, which was -14.05 lower than the previous day. The implied volatity was 46.27, the open interest changed by 15 which increased total open position to 69


On 2 Apr PAYTM was trading at 817.95. The strike last trading price was 64.05, which was -9.4 lower than the previous day. The implied volatity was 50.51, the open interest changed by 2 which increased total open position to 55


On 1 Apr PAYTM was trading at 801.10. The strike last trading price was 73.45, which was -17.55 lower than the previous day. The implied volatity was 50.11, the open interest changed by 22 which increased total open position to 53


On 28 Mar PAYTM was trading at 783.45. The strike last trading price was 91, which was 10.9 higher than the previous day. The implied volatity was 53.63, the open interest changed by 18 which increased total open position to 31


On 27 Mar PAYTM was trading at 810.10. The strike last trading price was 80.1, which was -2.5 lower than the previous day. The implied volatity was 60.00, the open interest changed by 1 which increased total open position to 12


On 26 Mar PAYTM was trading at 776.90. The strike last trading price was 82.6, which was -8.4 lower than the previous day. The implied volatity was 31.26, the open interest changed by 0 which decreased total open position to 11


On 25 Mar PAYTM was trading at 777.40. The strike last trading price was 91, which was -11.65 lower than the previous day. The implied volatity was 43.26, the open interest changed by 1 which increased total open position to 10


On 24 Mar PAYTM was trading at 765.40. The strike last trading price was 104.5, which was -55.2 lower than the previous day. The implied volatity was 51.20, the open interest changed by 6 which increased total open position to 6


On 21 Mar PAYTM was trading at 751.05. The strike last trading price was 159.7, 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 20 Mar PAYTM was trading at 734.40. The strike last trading price was 159.7, 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 Mar PAYTM was trading at 763.10. The strike last trading price was 0, which was 0 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 18 Mar PAYTM was trading at 741.40. The strike last trading price was 0, which was 0 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 17 Mar PAYTM was trading at 688.90. The strike last trading price was 0, which was 0 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 13 Mar PAYTM was trading at 682.85. The strike last trading price was 0, which was 0 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 Mar PAYTM was trading at 713.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0