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[--[65.84.65.76]--]
ZOMATO
Zomato Limited

286.75 -5.05 (-1.73%)

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Historical option data for ZOMATO

12 Dec 2024 12:14 PM IST
ZOMATO 26DEC2024 255 CE
Delta: 0.91
Vega: 0.09
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 286.60 33.85 -3.75 47.55 2 0 28
11 Dec 291.80 37.6 -6.00 35.30 3 0 29
10 Dec 295.85 43.6 5.60 56.52 1 0 29
9 Dec 295.30 38 0.00 0.00 0 0 0
6 Dec 302.95 38 0.00 0.00 0 0 0
5 Dec 299.35 38 4.70 - 1 0 29
4 Dec 286.25 33.3 3.75 32.13 31 27 29
3 Dec 279.85 29.55 -6.75 44.10 3 2 2
2 Dec 282.50 36.3 0.00 - 0 0 0
29 Nov 279.76 36.3 - 0 0 0


For Zomato Limited - strike price 255 expiring on 26DEC2024

Delta for 255 CE is 0.91

Historical price for 255 CE is as follows

On 12 Dec ZOMATO was trading at 286.60. The strike last trading price was 33.85, which was -3.75 lower than the previous day. The implied volatity was 47.55, the open interest changed by 0 which decreased total open position to 28


On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 37.6, which was -6.00 lower than the previous day. The implied volatity was 35.30, the open interest changed by 0 which decreased total open position to 29


On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 43.6, which was 5.60 higher than the previous day. The implied volatity was 56.52, the open interest changed by 0 which decreased total open position to 29


On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 38, 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 ZOMATO was trading at 302.95. The strike last trading price was 38, 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 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 38, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 33.3, which was 3.75 higher than the previous day. The implied volatity was 32.13, the open interest changed by 27 which increased total open position to 29


On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 29.55, which was -6.75 lower than the previous day. The implied volatity was 44.10, the open interest changed by 2 which increased total open position to 2


On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 36.3, 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 ZOMATO was trading at 279.76. The strike last trading price was 36.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ZOMATO 26DEC2024 255 PE
Delta: -0.08
Vega: 0.09
Theta: -0.13
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 286.60 1 0.15 45.69 167 3 323
11 Dec 291.80 0.85 -0.10 46.81 795 -178 330
10 Dec 295.85 0.95 -0.20 50.54 164 -49 509
9 Dec 295.30 1.15 0.20 51.17 419 -18 557
6 Dec 302.95 0.95 -0.35 50.14 334 26 573
5 Dec 299.35 1.3 -0.75 50.23 1,248 279 551
4 Dec 286.25 2.05 -1.25 45.06 437 185 273
3 Dec 279.85 3.3 -0.15 46.05 99 8 95
2 Dec 282.50 3.45 -0.90 48.64 224 39 86
29 Nov 279.76 4.35 47.32 128 47 47


For Zomato Limited - strike price 255 expiring on 26DEC2024

Delta for 255 PE is -0.08

Historical price for 255 PE is as follows

On 12 Dec ZOMATO was trading at 286.60. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 45.69, the open interest changed by 3 which increased total open position to 323


On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 46.81, the open interest changed by -178 which decreased total open position to 330


On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 50.54, the open interest changed by -49 which decreased total open position to 509


On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 1.15, which was 0.20 higher than the previous day. The implied volatity was 51.17, the open interest changed by -18 which decreased total open position to 557


On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 50.14, the open interest changed by 26 which increased total open position to 573


On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 50.23, the open interest changed by 279 which increased total open position to 551


On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 2.05, which was -1.25 lower than the previous day. The implied volatity was 45.06, the open interest changed by 185 which increased total open position to 273


On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 46.05, the open interest changed by 8 which increased total open position to 95


On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 3.45, which was -0.90 lower than the previous day. The implied volatity was 48.64, the open interest changed by 39 which increased total open position to 86


On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was 47.32, the open interest changed by 47 which increased total open position to 47