ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 11:54 AM IST
| ZOMATO 26DEC2024 260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.10
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 286.90 | 29 | -5.35 | 41.69 | 83 | -56 | 38 | |||
| 11 Dec | 291.80 | 34.35 | -4.85 | 52.18 | 18 | 1 | 94 | |||
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| 10 Dec | 295.85 | 39.2 | 2.20 | 56.19 | 4 | 0 | 93 | |||
| 9 Dec | 295.30 | 37 | -7.00 | 28.53 | 27 | 23 | 92 | |||
| 6 Dec | 302.95 | 44 | 1.20 | 31.68 | 1 | 0 | 70 | |||
| 5 Dec | 299.35 | 42.8 | 13.15 | 53.67 | 89 | 60 | 69 | |||
| 4 Dec | 286.25 | 29.65 | 3.95 | 38.85 | 12 | 5 | 8 | |||
| 3 Dec | 279.85 | 25.7 | -2.05 | 44.11 | 2 | 1 | 3 | |||
| 2 Dec | 282.50 | 27.75 | -4.70 | 41.78 | 2 | 1 | 1 | |||
| 29 Nov | 279.76 | 32.45 | - | 0 | 0 | 0 | ||||
For Zomato Limited - strike price 260 expiring on 26DEC2024
Delta for 260 CE is 0.90
Historical price for 260 CE is as follows
On 12 Dec ZOMATO was trading at 286.90. The strike last trading price was 29, which was -5.35 lower than the previous day. The implied volatity was 41.69, the open interest changed by -56 which decreased total open position to 38
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 34.35, which was -4.85 lower than the previous day. The implied volatity was 52.18, the open interest changed by 1 which increased total open position to 94
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 39.2, which was 2.20 higher than the previous day. The implied volatity was 56.19, the open interest changed by 0 which decreased total open position to 93
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 37, which was -7.00 lower than the previous day. The implied volatity was 28.53, the open interest changed by 23 which increased total open position to 92
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 44, which was 1.20 higher than the previous day. The implied volatity was 31.68, the open interest changed by 0 which decreased total open position to 70
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 42.8, which was 13.15 higher than the previous day. The implied volatity was 53.67, the open interest changed by 60 which increased total open position to 69
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 29.65, which was 3.95 higher than the previous day. The implied volatity was 38.85, the open interest changed by 5 which increased total open position to 8
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 25.7, which was -2.05 lower than the previous day. The implied volatity was 44.11, the open interest changed by 1 which increased total open position to 3
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 27.75, which was -4.70 lower than the previous day. The implied volatity was 41.78, the open interest changed by 1 which increased total open position to 1
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 32.45, 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 260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.11
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 286.90 | 1.4 | 0.30 | 44.17 | 534 | -74 | 1,235 |
| 11 Dec | 291.80 | 1.1 | 0.00 | 44.40 | 1,813 | 233 | 1,308 |
| 10 Dec | 295.85 | 1.1 | -0.30 | 47.18 | 296 | 45 | 1,081 |
| 9 Dec | 295.30 | 1.4 | 0.20 | 48.57 | 526 | 73 | 1,045 |
| 6 Dec | 302.95 | 1.2 | -0.45 | 48.37 | 881 | 81 | 974 |
| 5 Dec | 299.35 | 1.65 | -1.05 | 48.65 | 3,131 | 104 | 891 |
| 4 Dec | 286.25 | 2.7 | -1.45 | 43.91 | 1,006 | 20 | 788 |
| 3 Dec | 279.85 | 4.15 | -0.10 | 44.52 | 508 | 112 | 773 |
| 2 Dec | 282.50 | 4.25 | -1.30 | 47.04 | 963 | 330 | 656 |
| 29 Nov | 279.76 | 5.55 | 46.83 | 1,480 | 326 | 326 | |
For Zomato Limited - strike price 260 expiring on 26DEC2024
Delta for 260 PE is -0.11
Historical price for 260 PE is as follows
On 12 Dec ZOMATO was trading at 286.90. The strike last trading price was 1.4, which was 0.30 higher than the previous day. The implied volatity was 44.17, the open interest changed by -74 which decreased total open position to 1235
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 44.40, the open interest changed by 233 which increased total open position to 1308
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 47.18, the open interest changed by 45 which increased total open position to 1081
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 1.4, which was 0.20 higher than the previous day. The implied volatity was 48.57, the open interest changed by 73 which increased total open position to 1045
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 48.37, the open interest changed by 81 which increased total open position to 974
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 1.65, which was -1.05 lower than the previous day. The implied volatity was 48.65, the open interest changed by 104 which increased total open position to 891
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 2.7, which was -1.45 lower than the previous day. The implied volatity was 43.91, the open interest changed by 20 which increased total open position to 788
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 4.15, which was -0.10 lower than the previous day. The implied volatity was 44.52, the open interest changed by 112 which increased total open position to 773
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 4.25, which was -1.30 lower than the previous day. The implied volatity was 47.04, the open interest changed by 330 which increased total open position to 656
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was 46.83, the open interest changed by 326 which increased total open position to 326
