PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
26 Dec 2024 04:14 PM IST
| PAYTM 30JAN2025 960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 1.12
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 1002.35 | 79.9 | 11.85 | 42.71 | 330 | 118 | 263 | |||
| 24 Dec | 982.55 | 68.05 | 6.05 | 41.82 | 251 | 19 | 145 | |||
| 23 Dec | 966.10 | 62 | 6.50 | 43.92 | 271 | 71 | 125 | |||
| 20 Dec | 945.25 | 55.5 | -29.50 | 41.79 | 69 | 25 | 56 | |||
| 19 Dec | 996.10 | 85 | -5.00 | 45.10 | 27 | 26 | 30 | |||
| 18 Dec | 1009.05 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1014.65 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1007.05 | 90 | 9.00 | 39.79 | 1 | 0 | 4 | |||
| 13 Dec | 984.25 | 81 | 18.80 | 43.94 | 4 | 1 | 5 | |||
| 12 Dec | 955.60 | 62.2 | -1.30 | 41.26 | 2 | 0 | 3 | |||
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| 11 Dec | 955.60 | 63.5 | -8.90 | 42.14 | 2 | 1 | 2 | |||
| 10 Dec | 967.00 | 72.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 971.95 | 72.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 976.25 | 72.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 955.85 | 72.4 | -27.00 | 43.99 | 1 | 0 | 0 | |||
| 4 Dec | 939.85 | 99.4 | 0.64 | 0 | 0 | 0 | ||||
For One 97 Communications Ltd - strike price 960 expiring on 30JAN2025
Delta for 960 CE is 0.67
Historical price for 960 CE is as follows
On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 79.9, which was 11.85 higher than the previous day. The implied volatity was 42.71, the open interest changed by 118 which increased total open position to 263
On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 68.05, which was 6.05 higher than the previous day. The implied volatity was 41.82, the open interest changed by 19 which increased total open position to 145
On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 62, which was 6.50 higher than the previous day. The implied volatity was 43.92, the open interest changed by 71 which increased total open position to 125
On 20 Dec PAYTM was trading at 945.25. The strike last trading price was 55.5, which was -29.50 lower than the previous day. The implied volatity was 41.79, the open interest changed by 25 which increased total open position to 56
On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 85, which was -5.00 lower than the previous day. The implied volatity was 45.10, the open interest changed by 26 which increased total open position to 30
On 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 90, 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 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 90, 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 16 Dec PAYTM was trading at 1007.05. The strike last trading price was 90, which was 9.00 higher than the previous day. The implied volatity was 39.79, the open interest changed by 0 which decreased total open position to 4
On 13 Dec PAYTM was trading at 984.25. The strike last trading price was 81, which was 18.80 higher than the previous day. The implied volatity was 43.94, the open interest changed by 1 which increased total open position to 5
On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 62.2, which was -1.30 lower than the previous day. The implied volatity was 41.26, the open interest changed by 0 which decreased total open position to 3
On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 63.5, which was -8.90 lower than the previous day. The implied volatity was 42.14, the open interest changed by 1 which increased total open position to 2
On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 72.4, 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 9 Dec PAYTM was trading at 971.95. The strike last trading price was 72.4, 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 6 Dec PAYTM was trading at 976.25. The strike last trading price was 72.4, 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 5 Dec PAYTM was trading at 955.85. The strike last trading price was 72.4, which was -27.00 lower than the previous day. The implied volatity was 43.99, 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 99.4, which was lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
| PAYTM 30JAN2025 960 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 1.12
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 1002.35 | 30.95 | -7.35 | 43.17 | 839 | 138 | 236 |
| 24 Dec | 982.55 | 38.3 | -8.65 | 42.61 | 233 | 52 | 97 |
| 23 Dec | 966.10 | 46.95 | -8.30 | 43.99 | 30 | 6 | 45 |
| 20 Dec | 945.25 | 55.25 | 17.25 | 45.28 | 76 | 32 | 39 |
| 19 Dec | 996.10 | 38 | 3.80 | 44.21 | 11 | 5 | 7 |
| 18 Dec | 1009.05 | 34.2 | 2.00 | 44.47 | 1 | 0 | 1 |
| 17 Dec | 1014.65 | 32.2 | -88.55 | 44.22 | 1 | 0 | 0 |
| 16 Dec | 1007.05 | 120.75 | 0.00 | 4.86 | 0 | 0 | 0 |
| 13 Dec | 984.25 | 120.75 | 0.00 | 2.90 | 0 | 0 | 0 |
| 12 Dec | 955.60 | 120.75 | 0.00 | 0.85 | 0 | 0 | 0 |
| 11 Dec | 955.60 | 120.75 | 0.00 | 0.76 | 0 | 0 | 0 |
| 10 Dec | 967.00 | 120.75 | 0.00 | 1.65 | 0 | 0 | 0 |
| 9 Dec | 971.95 | 120.75 | 0.00 | 1.84 | 0 | 0 | 0 |
| 6 Dec | 976.25 | 120.75 | 0.00 | 2.26 | 0 | 0 | 0 |
| 5 Dec | 955.85 | 120.75 | 0.00 | 1.14 | 0 | 0 | 0 |
| 4 Dec | 939.85 | 120.75 | - | 0 | 0 | 0 | |
For One 97 Communications Ltd - strike price 960 expiring on 30JAN2025
Delta for 960 PE is -0.33
Historical price for 960 PE is as follows
On 26 Dec PAYTM was trading at 1002.35. The strike last trading price was 30.95, which was -7.35 lower than the previous day. The implied volatity was 43.17, the open interest changed by 138 which increased total open position to 236
On 24 Dec PAYTM was trading at 982.55. The strike last trading price was 38.3, which was -8.65 lower than the previous day. The implied volatity was 42.61, the open interest changed by 52 which increased total open position to 97
On 23 Dec PAYTM was trading at 966.10. The strike last trading price was 46.95, which was -8.30 lower than the previous day. The implied volatity was 43.99, the open interest changed by 6 which increased total open position to 45
On 20 Dec PAYTM was trading at 945.25. The strike last trading price was 55.25, which was 17.25 higher than the previous day. The implied volatity was 45.28, the open interest changed by 32 which increased total open position to 39
On 19 Dec PAYTM was trading at 996.10. The strike last trading price was 38, which was 3.80 higher than the previous day. The implied volatity was 44.21, the open interest changed by 5 which increased total open position to 7
On 18 Dec PAYTM was trading at 1009.05. The strike last trading price was 34.2, which was 2.00 higher than the previous day. The implied volatity was 44.47, the open interest changed by 0 which decreased total open position to 1
On 17 Dec PAYTM was trading at 1014.65. The strike last trading price was 32.2, which was -88.55 lower than the previous day. The implied volatity was 44.22, 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 120.75, which was 0.00 lower than the previous day. The implied volatity was 4.86, 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 120.75, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 120.75, which was 0.00 lower than the previous day. The implied volatity was 0.85, 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 120.75, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 120.75, which was 0.00 lower than the previous day. The implied volatity was 1.65, 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 120.75, which was 0.00 lower than the previous day. The implied volatity was 1.84, 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 120.75, which was 0.00 lower than the previous day. The implied volatity was 2.26, 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 120.75, which was 0.00 lower than the previous day. The implied volatity was 1.14, 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 120.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
