PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
26 Dec 2024 04:14 PM IST
| PAYTM 30JAN2025 940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.90
Theta: -0.59
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1002.35 | 81.3 | 0.30 | 30.82 | 5 | 2 | 52 | |||
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| 24 Dec | 982.55 | 81 | 10.00 | 42.80 | 9 | -3 | 50 | |||
| 23 Dec | 966.10 | 71 | 8.00 | 42.39 | 47 | 16 | 52 | |||
| 20 Dec | 945.25 | 63 | -62.00 | 39.60 | 6 | 4 | 35 | |||
| 19 Dec | 996.10 | 125 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1009.05 | 125 | 0.00 | 0.00 | 0 | 29 | 0 | |||
| 17 Dec | 1014.65 | 125 | 25.00 | 54.38 | 31 | -1 | 1 | |||
| 16 Dec | 1007.05 | 100 | 27.50 | 37.09 | 1 | 0 | 3 | |||
| 13 Dec | 984.25 | 72.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 955.60 | 72.5 | -3.50 | 41.23 | 4 | 2 | 4 | |||
| 11 Dec | 955.60 | 76 | -20.80 | 43.80 | 4 | -1 | 2 | |||
| 10 Dec | 967.00 | 96.8 | 4.80 | 52.81 | 3 | -2 | 3 | |||
| 9 Dec | 971.95 | 92 | 8.40 | 47.95 | 1 | 0 | 6 | |||
| 6 Dec | 976.25 | 83.6 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 955.85 | 83.6 | 18.35 | 44.61 | 2 | 1 | 5 | |||
| 4 Dec | 939.85 | 65.25 | 40.23 | 4 | 3 | 3 | ||||
For One 97 Communications Ltd - strike price 940 expiring on 30JAN2025
Delta for 940 CE is 0.79
Historical price for 940 CE is as follows
On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 81.3, which was 0.30 higher than the previous day. The implied volatity was 30.82, the open interest changed by 2 which increased total open position to 52
On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 81, which was 10.00 higher than the previous day. The implied volatity was 42.80, the open interest changed by -3 which decreased total open position to 50
On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 71, which was 8.00 higher than the previous day. The implied volatity was 42.39, the open interest changed by 16 which increased total open position to 52
On 20 Dec PAYTM was trading at 945.25. The strike last trading price was 63, which was -62.00 lower than the previous day. The implied volatity was 39.60, the open interest changed by 4 which increased total open position to 35
On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 125, 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 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 125, which was 25.00 higher than the previous day. The implied volatity was 54.38, the open interest changed by -1 which decreased total open position to 1
On 16 Dec PAYTM was trading at 1007.05. The strike last trading price was 100, which was 27.50 higher than the previous day. The implied volatity was 37.09, the open interest changed by 0 which decreased total open position to 3
On 13 Dec PAYTM was trading at 984.25. The strike last trading price was 72.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 72.5, which was -3.50 lower than the previous day. The implied volatity was 41.23, the open interest changed by 2 which increased total open position to 4
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 76, which was -20.80 lower than the previous day. The implied volatity was 43.80, the open interest changed by -1 which decreased total open position to 2
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 96.8, which was 4.80 higher than the previous day. The implied volatity was 52.81, the open interest changed by -2 which decreased total open position to 3
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 92, which was 8.40 higher than the previous day. The implied volatity was 47.95, the open interest changed by 0 which decreased total open position to 6
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 83.6, 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 83.6, which was 18.35 higher than the previous day. The implied volatity was 44.61, the open interest changed by 1 which increased total open position to 5
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 65.25, which was lower than the previous day. The implied volatity was 40.23, the open interest changed by 3 which increased total open position to 3
| PAYTM 30JAN2025 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 1.03
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1002.35 | 24.5 | -5.85 | 43.60 | 1,034 | 113 | 331 |
| 24 Dec | 982.55 | 30.35 | -7.70 | 42.65 | 264 | 124 | 218 |
| 23 Dec | 966.10 | 38.05 | -12.55 | 44.08 | 113 | 71 | 93 |
| 20 Dec | 945.25 | 50.6 | 19.60 | 49.35 | 25 | 17 | 21 |
| 19 Dec | 996.10 | 31 | -78.35 | 44.62 | 5 | 3 | 3 |
| 18 Dec | 1009.05 | 109.35 | 0.00 | 6.50 | 0 | 0 | 0 |
| 17 Dec | 1014.65 | 109.35 | 0.00 | 6.95 | 0 | 0 | 0 |
| 16 Dec | 1007.05 | 109.35 | 0.00 | 6.33 | 0 | 0 | 0 |
| 13 Dec | 984.25 | 109.35 | 0.00 | 4.37 | 0 | 0 | 0 |
| 12 Dec | 955.60 | 109.35 | 0.00 | 2.40 | 0 | 0 | 0 |
| 11 Dec | 955.60 | 109.35 | 0.00 | 2.30 | 0 | 0 | 0 |
| 10 Dec | 967.00 | 109.35 | 0.00 | 3.26 | 0 | 0 | 0 |
| 9 Dec | 971.95 | 109.35 | 0.00 | 3.37 | 0 | 0 | 0 |
| 6 Dec | 976.25 | 109.35 | 0.00 | 3.74 | 0 | 0 | 0 |
| 5 Dec | 955.85 | 109.35 | 0.00 | 2.21 | 0 | 0 | 0 |
| 4 Dec | 939.85 | 109.35 | 1.15 | 0 | 0 | 0 | |
For One 97 Communications Ltd - strike price 940 expiring on 30JAN2025
Delta for 940 PE is -0.27
Historical price for 940 PE is as follows
On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 24.5, which was -5.85 lower than the previous day. The implied volatity was 43.60, the open interest changed by 113 which increased total open position to 331
On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 30.35, which was -7.70 lower than the previous day. The implied volatity was 42.65, the open interest changed by 124 which increased total open position to 218
On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 38.05, which was -12.55 lower than the previous day. The implied volatity was 44.08, the open interest changed by 71 which increased total open position to 93
On 20 Dec PAYTM was trading at 945.25. The strike last trading price was 50.6, which was 19.60 higher than the previous day. The implied volatity was 49.35, the open interest changed by 17 which increased total open position to 21
On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 31, which was -78.35 lower than the previous day. The implied volatity was 44.62, the open interest changed by 3 which increased total open position to 3
On 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 109.35, which was 0.00 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0
On 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 109.35, which was 0.00 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0
On 16 Dec PAYTM was trading at 1007.05. The strike last trading price was 109.35, which was 0.00 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0
On 13 Dec PAYTM was trading at 984.25. The strike last trading price was 109.35, which was 0.00 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 109.35, which was 0.00 lower than the previous day. The implied volatity was 2.40, 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 109.35, which was 0.00 lower than the previous day. The implied volatity was 2.30, 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 109.35, which was 0.00 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 109.35, which was 0.00 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 109.35, which was 0.00 lower than the previous day. The implied volatity was 3.74, 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 109.35, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 109.35, which was lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
