PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
12 Dec 2024 09:04 AM IST
| PAYTM 26DEC2024 920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.67
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 955.60 | 55.4 | 0.00 | 42.30 | 45 | -3 | 159 | |||
| 11 Dec | 955.60 | 55.4 | -16.60 | 42.30 | 45 | -5 | 159 | |||
| 10 Dec | 967.00 | 72 | 2.50 | 51.92 | 6 | -2 | 161 | |||
| 9 Dec | 971.95 | 69.5 | -8.50 | 44.76 | 16 | -4 | 164 | |||
| 6 Dec | 976.25 | 78 | 13.85 | 46.40 | 251 | -1 | 169 | |||
| 5 Dec | 955.85 | 64.15 | 14.95 | 42.39 | 850 | -59 | 169 | |||
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| 4 Dec | 939.85 | 49.2 | 18.90 | 40.30 | 2,380 | 27 | 226 | |||
| 3 Dec | 902.60 | 30.3 | -0.70 | 39.38 | 769 | -53 | 200 | |||
| 2 Dec | 895.95 | 31 | -5.20 | 42.66 | 955 | 14 | 253 | |||
| 29 Nov | 901.75 | 36.2 | 42.99 | 649 | 230 | 230 | ||||
For One 97 Communications Ltd - strike price 920 expiring on 26DEC2024
Delta for 920 CE is 0.70
Historical price for 920 CE is as follows
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 55.4, which was 0.00 lower than the previous day. The implied volatity was 42.30, the open interest changed by -3 which decreased total open position to 159
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 55.4, which was -16.60 lower than the previous day. The implied volatity was 42.30, the open interest changed by -5 which decreased total open position to 159
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 72, which was 2.50 higher than the previous day. The implied volatity was 51.92, the open interest changed by -2 which decreased total open position to 161
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 69.5, which was -8.50 lower than the previous day. The implied volatity was 44.76, the open interest changed by -4 which decreased total open position to 164
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 78, which was 13.85 higher than the previous day. The implied volatity was 46.40, the open interest changed by -1 which decreased total open position to 169
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 64.15, which was 14.95 higher than the previous day. The implied volatity was 42.39, the open interest changed by -59 which decreased total open position to 169
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 49.2, which was 18.90 higher than the previous day. The implied volatity was 40.30, the open interest changed by 27 which increased total open position to 226
On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 30.3, which was -0.70 lower than the previous day. The implied volatity was 39.38, the open interest changed by -53 which decreased total open position to 200
On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 31, which was -5.20 lower than the previous day. The implied volatity was 42.66, the open interest changed by 14 which increased total open position to 253
On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 36.2, which was lower than the previous day. The implied volatity was 42.99, the open interest changed by 230 which increased total open position to 230
| PAYTM 26DEC2024 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.66
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 955.60 | 14.75 | 0.00 | 40.24 | 345 | 2 | 302 |
| 11 Dec | 955.60 | 14.75 | 0.30 | 40.24 | 345 | 2 | 302 |
| 10 Dec | 967.00 | 14.45 | -3.85 | 43.72 | 935 | -69 | 300 |
| 9 Dec | 971.95 | 18.3 | 0.50 | 48.79 | 718 | 120 | 371 |
| 6 Dec | 976.25 | 17.8 | -2.10 | 46.64 | 1,171 | 51 | 250 |
| 5 Dec | 955.85 | 19.9 | -7.05 | 42.42 | 779 | 11 | 196 |
| 4 Dec | 939.85 | 26.95 | -14.60 | 41.19 | 799 | 121 | 186 |
| 3 Dec | 902.60 | 41.55 | -5.55 | 38.97 | 47 | 14 | 64 |
| 2 Dec | 895.95 | 47.1 | -3.45 | 40.27 | 53 | 9 | 51 |
| 29 Nov | 901.75 | 50.55 | 44.61 | 202 | 43 | 43 | |
For One 97 Communications Ltd - strike price 920 expiring on 26DEC2024
Delta for 920 PE is -0.29
Historical price for 920 PE is as follows
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 14.75, which was 0.00 lower than the previous day. The implied volatity was 40.24, the open interest changed by 2 which increased total open position to 302
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 14.75, which was 0.30 higher than the previous day. The implied volatity was 40.24, the open interest changed by 2 which increased total open position to 302
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 14.45, which was -3.85 lower than the previous day. The implied volatity was 43.72, the open interest changed by -69 which decreased total open position to 300
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 18.3, which was 0.50 higher than the previous day. The implied volatity was 48.79, the open interest changed by 120 which increased total open position to 371
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 17.8, which was -2.10 lower than the previous day. The implied volatity was 46.64, the open interest changed by 51 which increased total open position to 250
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 19.9, which was -7.05 lower than the previous day. The implied volatity was 42.42, the open interest changed by 11 which increased total open position to 196
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 26.95, which was -14.60 lower than the previous day. The implied volatity was 41.19, the open interest changed by 121 which increased total open position to 186
On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 41.55, which was -5.55 lower than the previous day. The implied volatity was 38.97, the open interest changed by 14 which increased total open position to 64
On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 47.1, which was -3.45 lower than the previous day. The implied volatity was 40.27, the open interest changed by 9 which increased total open position to 51
On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 50.55, which was lower than the previous day. The implied volatity was 44.61, the open interest changed by 43 which increased total open position to 43
