PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
11 Dec 2024 04:14 PM IST
| PAYTM 26DEC2024 900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.57
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 955.60 | 69.85 | -11.70 | 42.62 | 729 | -162 | 520 | |||
| 10 Dec | 967.00 | 81.55 | -4.45 | 43.97 | 45 | -9 | 683 | |||
| 9 Dec | 971.95 | 86 | -6.00 | 47.65 | 57 | -1 | 692 | |||
| 6 Dec | 976.25 | 92 | 14.80 | 45.36 | 245 | -20 | 695 | |||
| 5 Dec | 955.85 | 77.2 | 15.35 | 41.17 | 1,010 | 97 | 715 | |||
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| 4 Dec | 939.85 | 61.85 | 22.25 | 40.65 | 2,070 | -8 | 619 | |||
| 3 Dec | 902.60 | 39.6 | -1.95 | 39.27 | 1,547 | 434 | 627 | |||
| 2 Dec | 895.95 | 41.55 | -4.45 | 44.53 | 882 | 151 | 192 | |||
| 29 Nov | 901.75 | 46 | 43.56 | 105 | 42 | 42 | ||||
For One 97 Communications Ltd - strike price 900 expiring on 26DEC2024
Delta for 900 CE is 0.78
Historical price for 900 CE is as follows
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 69.85, which was -11.70 lower than the previous day. The implied volatity was 42.62, the open interest changed by -162 which decreased total open position to 520
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 81.55, which was -4.45 lower than the previous day. The implied volatity was 43.97, the open interest changed by -9 which decreased total open position to 683
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 86, which was -6.00 lower than the previous day. The implied volatity was 47.65, the open interest changed by -1 which decreased total open position to 692
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 92, which was 14.80 higher than the previous day. The implied volatity was 45.36, the open interest changed by -20 which decreased total open position to 695
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 77.2, which was 15.35 higher than the previous day. The implied volatity was 41.17, the open interest changed by 97 which increased total open position to 715
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 61.85, which was 22.25 higher than the previous day. The implied volatity was 40.65, the open interest changed by -8 which decreased total open position to 619
On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 39.6, which was -1.95 lower than the previous day. The implied volatity was 39.27, the open interest changed by 434 which increased total open position to 627
On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 41.55, which was -4.45 lower than the previous day. The implied volatity was 44.53, the open interest changed by 151 which increased total open position to 192
On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 46, which was lower than the previous day. The implied volatity was 43.56, the open interest changed by 42 which increased total open position to 42
| PAYTM 26DEC2024 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.55
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 955.60 | 9.4 | -0.35 | 40.37 | 978 | -16 | 921 |
| 10 Dec | 967.00 | 9.75 | -3.45 | 44.22 | 1,059 | -36 | 943 |
| 9 Dec | 971.95 | 13.2 | -0.05 | 49.44 | 1,289 | 149 | 980 |
| 6 Dec | 976.25 | 13.25 | -1.55 | 47.74 | 1,608 | 166 | 832 |
| 5 Dec | 955.85 | 14.8 | -4.80 | 43.69 | 1,416 | 156 | 667 |
| 4 Dec | 939.85 | 19.6 | -12.70 | 41.47 | 2,168 | -111 | 529 |
| 3 Dec | 902.60 | 32.3 | -4.20 | 40.34 | 710 | -51 | 643 |
| 2 Dec | 895.95 | 36.5 | 1.80 | 40.76 | 1,227 | 381 | 694 |
| 29 Nov | 901.75 | 34.7 | 39.21 | 1,319 | 307 | 307 | |
For One 97 Communications Ltd - strike price 900 expiring on 26DEC2024
Delta for 900 PE is -0.21
Historical price for 900 PE is as follows
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 9.4, which was -0.35 lower than the previous day. The implied volatity was 40.37, the open interest changed by -16 which decreased total open position to 921
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 9.75, which was -3.45 lower than the previous day. The implied volatity was 44.22, the open interest changed by -36 which decreased total open position to 943
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 13.2, which was -0.05 lower than the previous day. The implied volatity was 49.44, the open interest changed by 149 which increased total open position to 980
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 13.25, which was -1.55 lower than the previous day. The implied volatity was 47.74, the open interest changed by 166 which increased total open position to 832
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 14.8, which was -4.80 lower than the previous day. The implied volatity was 43.69, the open interest changed by 156 which increased total open position to 667
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 19.6, which was -12.70 lower than the previous day. The implied volatity was 41.47, the open interest changed by -111 which decreased total open position to 529
On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 32.3, which was -4.20 lower than the previous day. The implied volatity was 40.34, the open interest changed by -51 which decreased total open position to 643
On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 36.5, which was 1.80 higher than the previous day. The implied volatity was 40.76, the open interest changed by 381 which increased total open position to 694
On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 34.7, which was lower than the previous day. The implied volatity was 39.21, the open interest changed by 307 which increased total open position to 307
