PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
26 Dec 2024 04:14 PM IST
| PAYTM 30JAN2025 900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.79
Theta: -0.68
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1002.35 | 122 | 12.00 | 42.60 | 120 | 47 | 231 | |||
| 24 Dec | 982.55 | 110 | 15.35 | 44.89 | 34 | 1 | 183 | |||
| 23 Dec | 966.10 | 94.65 | 1.60 | 40.71 | 18 | 9 | 182 | |||
| 20 Dec | 945.25 | 93.05 | -34.95 | 44.88 | 64 | 46 | 174 | |||
| 19 Dec | 996.10 | 128 | -21.90 | 48.44 | 28 | 14 | 130 | |||
| 18 Dec | 1009.05 | 149.9 | -4.10 | 58.31 | 2 | 0 | 114 | |||
| 17 Dec | 1014.65 | 154 | 18.00 | 56.07 | 69 | 6 | 114 | |||
| 16 Dec | 1007.05 | 136 | 16.00 | 43.82 | 49 | -46 | 110 | |||
| 13 Dec | 984.25 | 120 | 22.00 | 45.40 | 40 | 0 | 116 | |||
| 12 Dec | 955.60 | 98 | -3.55 | 42.52 | 49 | 42 | 115 | |||
| 11 Dec | 955.60 | 101.55 | -8.75 | 45.54 | 21 | 6 | 73 | |||
| 10 Dec | 967.00 | 110.3 | -6.70 | 44.83 | 14 | 2 | 67 | |||
| 9 Dec | 971.95 | 117 | -4.00 | 48.67 | 9 | 3 | 65 | |||
| 6 Dec | 976.25 | 121 | 13.75 | 46.92 | 14 | -1 | 62 | |||
| 5 Dec | 955.85 | 107.25 | 12.25 | 44.81 | 24 | -8 | 63 | |||
|
|
||||||||||
| 4 Dec | 939.85 | 95 | 34.25 | 46.07 | 80 | 62 | 66 | |||
| 3 Dec | 902.60 | 60.75 | 0.00 | 36.53 | 1 | 0 | 3 | |||
| 2 Dec | 895.95 | 60.75 | -14.25 | 38.92 | 2 | 1 | 2 | |||
| 29 Nov | 901.75 | 75 | 46.22 | 2 | 1 | 1 | ||||
For One 97 Communications Ltd - strike price 900 expiring on 30JAN2025
Delta for 900 CE is 0.83
Historical price for 900 CE is as follows
On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 122, which was 12.00 higher than the previous day. The implied volatity was 42.60, the open interest changed by 47 which increased total open position to 231
On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 110, which was 15.35 higher than the previous day. The implied volatity was 44.89, the open interest changed by 1 which increased total open position to 183
On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 94.65, which was 1.60 higher than the previous day. The implied volatity was 40.71, the open interest changed by 9 which increased total open position to 182
On 20 Dec PAYTM was trading at 945.25. The strike last trading price was 93.05, which was -34.95 lower than the previous day. The implied volatity was 44.88, the open interest changed by 46 which increased total open position to 174
On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 128, which was -21.90 lower than the previous day. The implied volatity was 48.44, the open interest changed by 14 which increased total open position to 130
On 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 149.9, which was -4.10 lower than the previous day. The implied volatity was 58.31, the open interest changed by 0 which decreased total open position to 114
On 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 154, which was 18.00 higher than the previous day. The implied volatity was 56.07, the open interest changed by 6 which increased total open position to 114
On 16 Dec PAYTM was trading at 1007.05. The strike last trading price was 136, which was 16.00 higher than the previous day. The implied volatity was 43.82, the open interest changed by -46 which decreased total open position to 110
On 13 Dec PAYTM was trading at 984.25. The strike last trading price was 120, which was 22.00 higher than the previous day. The implied volatity was 45.40, the open interest changed by 0 which decreased total open position to 116
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 98, which was -3.55 lower than the previous day. The implied volatity was 42.52, the open interest changed by 42 which increased total open position to 115
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 101.55, which was -8.75 lower than the previous day. The implied volatity was 45.54, the open interest changed by 6 which increased total open position to 73
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 110.3, which was -6.70 lower than the previous day. The implied volatity was 44.83, the open interest changed by 2 which increased total open position to 67
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 117, which was -4.00 lower than the previous day. The implied volatity was 48.67, the open interest changed by 3 which increased total open position to 65
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 121, which was 13.75 higher than the previous day. The implied volatity was 46.92, the open interest changed by -1 which decreased total open position to 62
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 107.25, which was 12.25 higher than the previous day. The implied volatity was 44.81, the open interest changed by -8 which decreased total open position to 63
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 95, which was 34.25 higher than the previous day. The implied volatity was 46.07, the open interest changed by 62 which increased total open position to 66
On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 60.75, which was 0.00 lower than the previous day. The implied volatity was 36.53, the open interest changed by 0 which decreased total open position to 3
On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 60.75, which was -14.25 lower than the previous day. The implied volatity was 38.92, the open interest changed by 1 which increased total open position to 2
On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 75, which was lower than the previous day. The implied volatity was 46.22, the open interest changed by 1 which increased total open position to 1
| PAYTM 30JAN2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.83
Theta: -0.48
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1002.35 | 15 | -4.50 | 44.93 | 238 | 32 | 346 |
| 24 Dec | 982.55 | 19.5 | -4.80 | 44.44 | 308 | 119 | 315 |
| 23 Dec | 966.10 | 24.3 | -7.95 | 44.86 | 93 | 26 | 197 |
| 20 Dec | 945.25 | 32.25 | 13.25 | 47.76 | 168 | 14 | 170 |
| 19 Dec | 996.10 | 19 | 1.90 | 44.59 | 53 | 34 | 155 |
| 18 Dec | 1009.05 | 17.1 | 0.05 | 45.05 | 29 | 14 | 120 |
| 17 Dec | 1014.65 | 17.05 | 0.15 | 45.95 | 119 | 37 | 107 |
| 16 Dec | 1007.05 | 16.9 | -5.10 | 43.75 | 41 | 18 | 66 |
| 13 Dec | 984.25 | 22 | -5.70 | 42.56 | 23 | 14 | 43 |
| 12 Dec | 955.60 | 27.7 | -4.80 | 41.14 | 8 | 1 | 29 |
| 11 Dec | 955.60 | 32.5 | -3.50 | 44.47 | 33 | 21 | 27 |
| 10 Dec | 967.00 | 36 | -2.50 | 49.90 | 4 | 0 | 2 |
| 9 Dec | 971.95 | 38.5 | -49.85 | 51.88 | 2 | 1 | 1 |
| 6 Dec | 976.25 | 88.35 | 0.00 | 6.63 | 0 | 0 | 0 |
| 5 Dec | 955.85 | 88.35 | 0.00 | 5.51 | 0 | 0 | 0 |
| 4 Dec | 939.85 | 88.35 | 0.00 | 3.98 | 0 | 0 | 0 |
| 3 Dec | 902.60 | 88.35 | 0.00 | 1.46 | 0 | 0 | 0 |
| 2 Dec | 895.95 | 88.35 | 88.35 | 1.15 | 0 | 0 | 0 |
| 29 Nov | 901.75 | 0 | 1.33 | 0 | 0 | 0 | |
For One 97 Communications Ltd - strike price 900 expiring on 30JAN2025
Delta for 900 PE is -0.18
Historical price for 900 PE is as follows
On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 15, which was -4.50 lower than the previous day. The implied volatity was 44.93, the open interest changed by 32 which increased total open position to 346
On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 19.5, which was -4.80 lower than the previous day. The implied volatity was 44.44, the open interest changed by 119 which increased total open position to 315
On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 24.3, which was -7.95 lower than the previous day. The implied volatity was 44.86, the open interest changed by 26 which increased total open position to 197
On 20 Dec PAYTM was trading at 945.25. The strike last trading price was 32.25, which was 13.25 higher than the previous day. The implied volatity was 47.76, the open interest changed by 14 which increased total open position to 170
On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 19, which was 1.90 higher than the previous day. The implied volatity was 44.59, the open interest changed by 34 which increased total open position to 155
On 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 17.1, which was 0.05 higher than the previous day. The implied volatity was 45.05, the open interest changed by 14 which increased total open position to 120
On 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 17.05, which was 0.15 higher than the previous day. The implied volatity was 45.95, the open interest changed by 37 which increased total open position to 107
On 16 Dec PAYTM was trading at 1007.05. The strike last trading price was 16.9, which was -5.10 lower than the previous day. The implied volatity was 43.75, the open interest changed by 18 which increased total open position to 66
On 13 Dec PAYTM was trading at 984.25. The strike last trading price was 22, which was -5.70 lower than the previous day. The implied volatity was 42.56, the open interest changed by 14 which increased total open position to 43
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 27.7, which was -4.80 lower than the previous day. The implied volatity was 41.14, the open interest changed by 1 which increased total open position to 29
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 32.5, which was -3.50 lower than the previous day. The implied volatity was 44.47, the open interest changed by 21 which increased total open position to 27
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 36, which was -2.50 lower than the previous day. The implied volatity was 49.90, the open interest changed by 0 which decreased total open position to 2
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 38.5, which was -49.85 lower than the previous day. The implied volatity was 51.88, the open interest changed by 1 which increased total open position to 1
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 88.35, which was 0.00 lower than the previous day. The implied volatity was 6.63, the open interest changed by 0 which decreased total open position to 0
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 88.35, which was 0.00 lower than the previous day. The implied volatity was 5.51, the open interest changed by 0 which decreased total open position to 0
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 88.35, which was 0.00 lower than the previous day. The implied volatity was 3.98, 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 88.35, which was 0.00 lower than the previous day. The implied volatity was 1.46, 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 88.35, which was 88.35 higher than the previous day. The implied volatity was 1.15, 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 0, which was lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
