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

952.2 -3.40 (-0.36%)

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Historical option data for PAYTM

12 Dec 2024 09:24 AM IST
PAYTM 26DEC2024 920 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 952.30 55.4 0.00 0.00 0 -3 0
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
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 0.00

Historical price for 920 CE is as follows

On 12 Dec PAYTM was trading at 952.30. The strike last trading price was 55.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


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: -0.30
Vega: 0.66
Theta: -0.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 952.30 15.6 0.85 41.36 26 -6 296
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 -0.30

Historical price for 920 PE is as follows

On 12 Dec PAYTM was trading at 952.30. The strike last trading price was 15.6, which was 0.85 higher than the previous day. The implied volatity was 41.36, the open interest changed by -6 which decreased total open position to 296


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