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

956.5 0.90 (0.09%)

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Historical option data for PAYTM

12 Dec 2024 09:04 AM IST
PAYTM 26DEC2024 980 CE
Delta: 0.41
Vega: 0.76
Theta: -1.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 955.60 22.65 0.00 40.79 1,630 144 1,271
11 Dec 955.60 22.65 -9.35 40.79 1,630 150 1,271
10 Dec 967.00 32 -4.60 44.02 3,746 -56 1,122
9 Dec 971.95 36.6 -3.70 47.08 3,445 517 1,173
6 Dec 976.25 40.3 9.80 43.89 4,678 156 658
5 Dec 955.85 30.5 9.40 40.76 3,249 334 504
4 Dec 939.85 21.1 8.50 39.03 1,136 59 170
3 Dec 902.60 12.6 -0.60 40.57 352 -29 110
2 Dec 895.95 13.2 -2.20 42.79 432 59 139
29 Nov 901.75 15.4 41.40 372 82 82


For One 97 Communications Ltd - strike price 980 expiring on 26DEC2024

Delta for 980 CE is 0.41

Historical price for 980 CE is as follows

On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 22.65, which was 0.00 lower than the previous day. The implied volatity was 40.79, the open interest changed by 144 which increased total open position to 1271


On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 22.65, which was -9.35 lower than the previous day. The implied volatity was 40.79, the open interest changed by 150 which increased total open position to 1271


On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 32, which was -4.60 lower than the previous day. The implied volatity was 44.02, the open interest changed by -56 which decreased total open position to 1122


On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 36.6, which was -3.70 lower than the previous day. The implied volatity was 47.08, the open interest changed by 517 which increased total open position to 1173


On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 40.3, which was 9.80 higher than the previous day. The implied volatity was 43.89, the open interest changed by 156 which increased total open position to 658


On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 30.5, which was 9.40 higher than the previous day. The implied volatity was 40.76, the open interest changed by 334 which increased total open position to 504


On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 21.1, which was 8.50 higher than the previous day. The implied volatity was 39.03, the open interest changed by 59 which increased total open position to 170


On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 12.6, which was -0.60 lower than the previous day. The implied volatity was 40.57, the open interest changed by -29 which decreased total open position to 110


On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 13.2, which was -2.20 lower than the previous day. The implied volatity was 42.79, the open interest changed by 59 which increased total open position to 139


On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 15.4, which was lower than the previous day. The implied volatity was 41.40, the open interest changed by 82 which increased total open position to 82


PAYTM 26DEC2024 980 PE
Delta: -0.59
Vega: 0.75
Theta: -0.83
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 955.60 42.35 0.00 39.76 423 -106 347
11 Dec 955.60 42.35 2.85 39.76 423 -105 347
10 Dec 967.00 39.5 -4.05 43.76 1,244 30 451
9 Dec 971.95 43.55 3.00 48.52 1,504 175 421
6 Dec 976.25 40.55 -6.65 44.94 1,105 150 241
5 Dec 955.85 47.2 -10.10 42.21 247 89 91
4 Dec 939.85 57.3 -43.50 38.56 9 3 3
3 Dec 902.60 100.8 0.00 - 0 0 0
2 Dec 895.95 100.8 0.00 - 0 0 0
29 Nov 901.75 100.8 - 0 0 0


For One 97 Communications Ltd - strike price 980 expiring on 26DEC2024

Delta for 980 PE is -0.59

Historical price for 980 PE is as follows

On 12 Dec PAYTM was trading at 955.60. The strike last trading price was 42.35, which was 0.00 lower than the previous day. The implied volatity was 39.76, the open interest changed by -106 which decreased total open position to 347


On 11 Dec PAYTM was trading at 955.60. The strike last trading price was 42.35, which was 2.85 higher than the previous day. The implied volatity was 39.76, the open interest changed by -105 which decreased total open position to 347


On 10 Dec PAYTM was trading at 967.00. The strike last trading price was 39.5, which was -4.05 lower than the previous day. The implied volatity was 43.76, the open interest changed by 30 which increased total open position to 451


On 9 Dec PAYTM was trading at 971.95. The strike last trading price was 43.55, which was 3.00 higher than the previous day. The implied volatity was 48.52, the open interest changed by 175 which increased total open position to 421


On 6 Dec PAYTM was trading at 976.25. The strike last trading price was 40.55, which was -6.65 lower than the previous day. The implied volatity was 44.94, the open interest changed by 150 which increased total open position to 241


On 5 Dec PAYTM was trading at 955.85. The strike last trading price was 47.2, which was -10.10 lower than the previous day. The implied volatity was 42.21, the open interest changed by 89 which increased total open position to 91


On 4 Dec PAYTM was trading at 939.85. The strike last trading price was 57.3, which was -43.50 lower than the previous day. The implied volatity was 38.56, the open interest changed by 3 which increased total open position to 3


On 3 Dec PAYTM was trading at 902.60. The strike last trading price was 100.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec PAYTM was trading at 895.95. The strike last trading price was 100.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov PAYTM was trading at 901.75. The strike last trading price was 100.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0