ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 12:04 PM IST
| ZOMATO 26DEC2024 250 CE | ||||||||||
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Delta: 0.90
Vega: 0.10
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 286.30 | 38.95 | -4.30 | 58.49 | 61 | -57 | 3,477 | |||
| 11 Dec | 291.80 | 43.25 | -4.30 | 52.36 | 2,622 | -2,265 | 3,540 | |||
| 10 Dec | 295.85 | 47.55 | 0.00 | 0.00 | 0 | 51 | 0 | |||
| 9 Dec | 295.30 | 47.55 | -5.65 | 50.11 | 55 | 50 | 5,804 | |||
| 6 Dec | 302.95 | 53.2 | 0.50 | - | 33 | -14 | 5,755 | |||
| 5 Dec | 299.35 | 52.7 | 13.75 | 63.51 | 3,764 | 2,508 | 5,619 | |||
| 4 Dec | 286.25 | 38.95 | 5.90 | 43.62 | 341 | 162 | 3,110 | |||
| 3 Dec | 279.85 | 33.05 | -3.25 | 39.76 | 414 | 60 | 2,948 | |||
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| 2 Dec | 282.50 | 36.3 | 1.75 | 43.76 | 2,139 | 1,847 | 2,888 | |||
| 29 Nov | 279.76 | 34.55 | 47.53 | 1,070 | 1,041 | 1,041 | ||||
For Zomato Limited - strike price 250 expiring on 26DEC2024
Delta for 250 CE is 0.90
Historical price for 250 CE is as follows
On 12 Dec ZOMATO was trading at 286.30. The strike last trading price was 38.95, which was -4.30 lower than the previous day. The implied volatity was 58.49, the open interest changed by -57 which decreased total open position to 3477
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 43.25, which was -4.30 lower than the previous day. The implied volatity was 52.36, the open interest changed by -2265 which decreased total open position to 3540
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 47.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 51 which increased total open position to 0
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 47.55, which was -5.65 lower than the previous day. The implied volatity was 50.11, the open interest changed by 50 which increased total open position to 5804
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 53.2, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 5755
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 52.7, which was 13.75 higher than the previous day. The implied volatity was 63.51, the open interest changed by 2508 which increased total open position to 5619
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 38.95, which was 5.90 higher than the previous day. The implied volatity was 43.62, the open interest changed by 162 which increased total open position to 3110
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 33.05, which was -3.25 lower than the previous day. The implied volatity was 39.76, the open interest changed by 60 which increased total open position to 2948
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 36.3, which was 1.75 higher than the previous day. The implied volatity was 43.76, the open interest changed by 1847 which increased total open position to 2888
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 34.55, which was lower than the previous day. The implied volatity was 47.53, the open interest changed by 1041 which increased total open position to 1041
| ZOMATO 26DEC2024 250 PE | |||||||
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Delta: -0.07
Vega: 0.07
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 286.30 | 0.85 | 0.20 | 49.06 | 948 | -41 | 3,467 |
| 11 Dec | 291.80 | 0.65 | -0.10 | 49.04 | 3,763 | -578 | 3,510 |
| 10 Dec | 295.85 | 0.75 | -0.20 | 52.78 | 496 | -137 | 4,093 |
| 9 Dec | 295.30 | 0.95 | 0.15 | 53.78 | 1,257 | 39 | 4,228 |
| 6 Dec | 302.95 | 0.8 | -0.30 | 52.61 | 1,933 | -30 | 4,188 |
| 5 Dec | 299.35 | 1.1 | -0.50 | 52.69 | 8,112 | 1,451 | 4,093 |
| 4 Dec | 286.25 | 1.6 | -1.00 | 46.67 | 1,425 | 152 | 2,649 |
| 3 Dec | 279.85 | 2.6 | -0.15 | 47.50 | 824 | 52 | 2,498 |
| 2 Dec | 282.50 | 2.75 | -0.85 | 49.99 | 2,937 | 1,141 | 2,444 |
| 29 Nov | 279.76 | 3.6 | 49.08 | 3,594 | 1,296 | 1,296 | |
For Zomato Limited - strike price 250 expiring on 26DEC2024
Delta for 250 PE is -0.07
Historical price for 250 PE is as follows
On 12 Dec ZOMATO was trading at 286.30. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 49.06, the open interest changed by -41 which decreased total open position to 3467
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 49.04, the open interest changed by -578 which decreased total open position to 3510
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 52.78, the open interest changed by -137 which decreased total open position to 4093
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 53.78, the open interest changed by 39 which increased total open position to 4228
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 52.61, the open interest changed by -30 which decreased total open position to 4188
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was 52.69, the open interest changed by 1451 which increased total open position to 4093
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 1.6, which was -1.00 lower than the previous day. The implied volatity was 46.67, the open interest changed by 152 which increased total open position to 2649
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 47.50, the open interest changed by 52 which increased total open position to 2498
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 2.75, which was -0.85 lower than the previous day. The implied volatity was 49.99, the open interest changed by 1141 which increased total open position to 2444
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was 49.08, the open interest changed by 1296 which increased total open position to 1296
