PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
12 Dec 2024 09:04 AM IST
| PAYTM 26DEC2024 940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.74
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 955.60 | 41.9 | 0.00 | 40.90 | 442 | 2 | 516 | |||
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| 11 Dec | 955.60 | 41.9 | -10.95 | 40.90 | 442 | 3 | 516 | |||
| 10 Dec | 967.00 | 52.85 | -5.10 | 43.33 | 426 | 31 | 513 | |||
| 9 Dec | 971.95 | 57.95 | -5.80 | 47.02 | 377 | 18 | 484 | |||
| 6 Dec | 976.25 | 63.75 | 13.55 | 45.23 | 1,462 | -64 | 468 | |||
| 5 Dec | 955.85 | 50.2 | 12.15 | 40.55 | 3,328 | -274 | 533 | |||
| 4 Dec | 939.85 | 38.05 | 15.10 | 39.78 | 6,180 | 393 | 816 | |||
| 3 Dec | 902.60 | 22.95 | -0.55 | 39.77 | 1,487 | 1 | 423 | |||
| 2 Dec | 895.95 | 23.5 | -4.25 | 42.44 | 912 | 61 | 422 | |||
| 29 Nov | 901.75 | 27.75 | 42.31 | 1,500 | 358 | 358 | ||||
For One 97 Communications Ltd - strike price 940 expiring on 26DEC2024
Delta for 940 CE is 0.61
Historical price for 940 CE is as follows
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 41.9, which was 0.00 lower than the previous day. The implied volatity was 40.90, the open interest changed by 2 which increased total open position to 516
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 41.9, which was -10.95 lower than the previous day. The implied volatity was 40.90, the open interest changed by 3 which increased total open position to 516
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 52.85, which was -5.10 lower than the previous day. The implied volatity was 43.33, the open interest changed by 31 which increased total open position to 513
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 57.95, which was -5.80 lower than the previous day. The implied volatity was 47.02, the open interest changed by 18 which increased total open position to 484
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 63.75, which was 13.55 higher than the previous day. The implied volatity was 45.23, the open interest changed by -64 which decreased total open position to 468
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 50.2, which was 12.15 higher than the previous day. The implied volatity was 40.55, the open interest changed by -274 which decreased total open position to 533
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 38.05, which was 15.10 higher than the previous day. The implied volatity was 39.78, the open interest changed by 393 which increased total open position to 816
On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 22.95, which was -0.55 lower than the previous day. The implied volatity was 39.77, the open interest changed by 1 which increased total open position to 423
On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 23.5, which was -4.25 lower than the previous day. The implied volatity was 42.44, the open interest changed by 61 which increased total open position to 422
On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 27.75, which was lower than the previous day. The implied volatity was 42.31, the open interest changed by 358 which increased total open position to 358
| PAYTM 26DEC2024 940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.74
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 955.60 | 21.65 | 0.00 | 39.69 | 601 | 40 | 511 |
| 11 Dec | 955.60 | 21.65 | 1.05 | 39.69 | 601 | 40 | 511 |
| 10 Dec | 967.00 | 20.6 | -4.60 | 43.14 | 1,029 | -55 | 466 |
| 9 Dec | 971.95 | 25.2 | 1.40 | 48.73 | 818 | 102 | 521 |
| 6 Dec | 976.25 | 23.8 | -3.55 | 45.88 | 2,153 | 56 | 418 |
| 5 Dec | 955.85 | 27.35 | -7.75 | 42.31 | 1,231 | 125 | 365 |
| 4 Dec | 939.85 | 35.1 | -18.65 | 40.00 | 1,011 | 181 | 235 |
| 3 Dec | 902.60 | 53.75 | -5.35 | 38.97 | 11 | -2 | 54 |
| 2 Dec | 895.95 | 59.1 | -0.90 | 39.50 | 17 | -1 | 55 |
| 29 Nov | 901.75 | 60 | 41.92 | 141 | 56 | 56 | |
For One 97 Communications Ltd - strike price 940 expiring on 26DEC2024
Delta for 940 PE is -0.38
Historical price for 940 PE is as follows
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 21.65, which was 0.00 lower than the previous day. The implied volatity was 39.69, the open interest changed by 40 which increased total open position to 511
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 21.65, which was 1.05 higher than the previous day. The implied volatity was 39.69, the open interest changed by 40 which increased total open position to 511
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 20.6, which was -4.60 lower than the previous day. The implied volatity was 43.14, the open interest changed by -55 which decreased total open position to 466
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 25.2, which was 1.40 higher than the previous day. The implied volatity was 48.73, the open interest changed by 102 which increased total open position to 521
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 23.8, which was -3.55 lower than the previous day. The implied volatity was 45.88, the open interest changed by 56 which increased total open position to 418
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 27.35, which was -7.75 lower than the previous day. The implied volatity was 42.31, the open interest changed by 125 which increased total open position to 365
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 35.1, which was -18.65 lower than the previous day. The implied volatity was 40.00, the open interest changed by 181 which increased total open position to 235
On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 53.75, which was -5.35 lower than the previous day. The implied volatity was 38.97, the open interest changed by -2 which decreased total open position to 54
On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 59.1, which was -0.90 lower than the previous day. The implied volatity was 39.50, the open interest changed by -1 which decreased total open position to 55
On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 60, which was lower than the previous day. The implied volatity was 41.92, the open interest changed by 56 which increased total open position to 56
