PAYTM
One 97 Communications Ltd
Historical option data for PAYTM
12 Dec 2024 09:04 AM IST
PAYTM 26DEC2024 980 CE | ||||||||||
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Delta: 0.41
Vega: 0.76
Theta: -1.13
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.59
Vega: 0.75
Theta: -0.83
Gamma: 0.01
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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