PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
12 Dec 2024 09:04 AM IST
| PAYTM 26DEC2024 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 0.77
Theta: -1.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 955.60 | 31.4 | 0.00 | 41.00 | 2,238 | -246 | 1,872 | |||
| 11 Dec | 955.60 | 31.4 | -10.60 | 41.00 | 2,238 | -249 | 1,872 | |||
| 10 Dec | 967.00 | 42 | -5.00 | 44.29 | 1,138 | -3 | 2,124 | |||
| 9 Dec | 971.95 | 47 | -4.20 | 47.70 | 1,340 | 174 | 2,126 | |||
| 6 Dec | 976.25 | 51.2 | 11.75 | 44.48 | 5,140 | 1,182 | 1,955 | |||
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| 5 Dec | 955.85 | 39.45 | 10.75 | 40.60 | 5,279 | 318 | 777 | |||
| 4 Dec | 939.85 | 28.7 | 11.70 | 39.37 | 2,564 | 150 | 463 | |||
| 3 Dec | 902.60 | 17 | -1.10 | 40.02 | 498 | 34 | 311 | |||
| 2 Dec | 895.95 | 18.1 | -2.45 | 43.06 | 700 | -24 | 280 | |||
| 29 Nov | 901.75 | 20.55 | 41.44 | 1,449 | 307 | 307 | ||||
For One 97 Communications Ltd - strike price 960 expiring on 26DEC2024
Delta for 960 CE is 0.51
Historical price for 960 CE is as follows
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 31.4, which was 0.00 lower than the previous day. The implied volatity was 41.00, the open interest changed by -246 which decreased total open position to 1872
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 31.4, which was -10.60 lower than the previous day. The implied volatity was 41.00, the open interest changed by -249 which decreased total open position to 1872
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 42, which was -5.00 lower than the previous day. The implied volatity was 44.29, the open interest changed by -3 which decreased total open position to 2124
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 47, which was -4.20 lower than the previous day. The implied volatity was 47.70, the open interest changed by 174 which increased total open position to 2126
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 51.2, which was 11.75 higher than the previous day. The implied volatity was 44.48, the open interest changed by 1182 which increased total open position to 1955
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 39.45, which was 10.75 higher than the previous day. The implied volatity was 40.60, the open interest changed by 318 which increased total open position to 777
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 28.7, which was 11.70 higher than the previous day. The implied volatity was 39.37, the open interest changed by 150 which increased total open position to 463
On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 17, which was -1.10 lower than the previous day. The implied volatity was 40.02, the open interest changed by 34 which increased total open position to 311
On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 18.1, which was -2.45 lower than the previous day. The implied volatity was 43.06, the open interest changed by -24 which decreased total open position to 280
On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 20.55, which was lower than the previous day. The implied volatity was 41.44, the open interest changed by 307 which increased total open position to 307
| PAYTM 26DEC2024 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.77
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 955.60 | 31 | 0.00 | 39.75 | 875 | -21 | 646 |
| 11 Dec | 955.60 | 31 | 1.85 | 39.75 | 875 | -21 | 646 |
| 10 Dec | 967.00 | 29.15 | -4.35 | 43.47 | 1,297 | -61 | 667 |
| 9 Dec | 971.95 | 33.5 | 2.20 | 48.51 | 1,302 | 310 | 728 |
| 6 Dec | 976.25 | 31.3 | -4.70 | 45.27 | 2,263 | -271 | 419 |
| 5 Dec | 955.85 | 36 | -8.15 | 41.75 | 1,224 | 170 | 689 |
| 4 Dec | 939.85 | 44.15 | -28.95 | 37.96 | 714 | 458 | 520 |
| 3 Dec | 902.60 | 73.1 | 0.00 | 0.00 | 0 | 2 | 0 |
| 2 Dec | 895.95 | 73.1 | 3.10 | 39.25 | 23 | 4 | 64 |
| 29 Nov | 901.75 | 70 | 37.98 | 148 | 62 | 62 | |
For One 97 Communications Ltd - strike price 960 expiring on 26DEC2024
Delta for 960 PE is -0.49
Historical price for 960 PE is as follows
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 31, which was 0.00 lower than the previous day. The implied volatity was 39.75, the open interest changed by -21 which decreased total open position to 646
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 31, which was 1.85 higher than the previous day. The implied volatity was 39.75, the open interest changed by -21 which decreased total open position to 646
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 29.15, which was -4.35 lower than the previous day. The implied volatity was 43.47, the open interest changed by -61 which decreased total open position to 667
On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 33.5, which was 2.20 higher than the previous day. The implied volatity was 48.51, the open interest changed by 310 which increased total open position to 728
On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 31.3, which was -4.70 lower than the previous day. The implied volatity was 45.27, the open interest changed by -271 which decreased total open position to 419
On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 36, which was -8.15 lower than the previous day. The implied volatity was 41.75, the open interest changed by 170 which increased total open position to 689
On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 44.15, which was -28.95 lower than the previous day. The implied volatity was 37.96, the open interest changed by 458 which increased total open position to 520
On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 73.1, 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 2 Dec PAYTM was trading at 895.95. The strike last trading price was 73.1, which was 3.10 higher than the previous day. The implied volatity was 39.25, the open interest changed by 4 which increased total open position to 64
On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 70, which was lower than the previous day. The implied volatity was 37.98, the open interest changed by 62 which increased total open position to 62
