ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 12:14 PM IST
ZOMATO 26DEC2024 255 CE | ||||||||||
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Delta: 0.91
Vega: 0.09
Theta: -0.22
Gamma: 0.01
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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 | |||
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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 | |||||||
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Delta: -0.08
Vega: 0.09
Theta: -0.13
Gamma: 0.01
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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