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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 860 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 955.60 120.25 0.00 0.00 0 0 0
11 Dec 955.60 120.25 0.00 0.00 0 0 0
10 Dec 967.00 120.25 -29.75 56.82 3 1 3
9 Dec 971.95 150 35.80 103.07 1 0 2
6 Dec 976.25 114.2 0.00 0.00 0 2 0
5 Dec 955.85 114.2 3.15 50.82 2 1 1
4 Dec 939.85 111.05 0.00 - 0 0 0
3 Dec 902.60 111.05 0.00 - 0 0 0
2 Dec 895.95 111.05 0.00 - 0 0 0
29 Nov 901.75 111.05 - 0 0 0


For One 97 Communications Ltd - strike price 860 expiring on 26DEC2024

Delta for 860 CE is 0.00

Historical price for 860 CE is as follows

On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 120.25, 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 120.25, 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 120.25, which was -29.75 lower than the previous day. The implied volatity was 56.82, the open interest changed by 1 which increased total open position to 3


On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 150, which was 35.80 higher than the previous day. The implied volatity was 103.07, the open interest changed by 0 which decreased total open position to 2


On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 114.2, 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 5 Dec PAYTM was trading at 955.85. The strike last trading price was 114.2, which was 3.15 higher than the previous day. The implied volatity was 50.82, the open interest changed by 1 which increased total open position to 1


On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 111.05, 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 3 Dec PAYTM was trading at 902.60. The strike last trading price was 111.05, 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 2 Dec PAYTM was trading at 895.95. The strike last trading price was 111.05, 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 111.05, 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 860 PE
Delta: -0.08
Vega: 0.30
Theta: -0.38
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 955.60 3.15 0.00 40.49 408 123 706
11 Dec 955.60 3.15 -0.75 40.49 408 123 706
10 Dec 967.00 3.9 -1.95 45.05 1,114 88 587
9 Dec 971.95 5.85 -0.55 49.55 876 287 500
6 Dec 976.25 6.4 -0.90 48.63 688 105 212
5 Dec 955.85 7.3 -2.60 45.18 266 -26 108
4 Dec 939.85 9.9 -8.10 42.94 447 133 134
3 Dec 902.60 18 -21.75 42.28 1 0 0
2 Dec 895.95 39.75 0.00 5.07 0 0 0
29 Nov 901.75 39.75 5.38 0 0 0


For One 97 Communications Ltd - strike price 860 expiring on 26DEC2024

Delta for 860 PE is -0.08

Historical price for 860 PE is as follows

On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 40.49, the open interest changed by 123 which increased total open position to 706


On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 3.15, which was -0.75 lower than the previous day. The implied volatity was 40.49, the open interest changed by 123 which increased total open position to 706


On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 3.9, which was -1.95 lower than the previous day. The implied volatity was 45.05, the open interest changed by 88 which increased total open position to 587


On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 5.85, which was -0.55 lower than the previous day. The implied volatity was 49.55, the open interest changed by 287 which increased total open position to 500


On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 6.4, which was -0.90 lower than the previous day. The implied volatity was 48.63, the open interest changed by 105 which increased total open position to 212


On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 7.3, which was -2.60 lower than the previous day. The implied volatity was 45.18, the open interest changed by -26 which decreased total open position to 108


On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 9.9, which was -8.10 lower than the previous day. The implied volatity was 42.94, the open interest changed by 133 which increased total open position to 134


On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 18, which was -21.75 lower than the previous day. The implied volatity was 42.28, the open interest changed by 0 which decreased total open position to 0


On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 39.75, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 39.75, which was lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0