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

286.85 -4.95 (-1.70%)

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Historical option data for ZOMATO

12 Dec 2024 11:54 AM IST
ZOMATO 26DEC2024 265 CE
Delta: 0.76
Vega: 0.18
Theta: -0.48
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 286.90 28.8 -1.00 67.58 4 -3 11
11 Dec 291.80 29.8 -3.65 49.37 16 0 15
10 Dec 295.85 33.45 2.45 43.86 3 0 14
9 Dec 295.30 31 -4.75 - 6 2 13
6 Dec 302.95 35.75 -1.20 - 4 1 12
5 Dec 299.35 36.95 12.10 42.14 12 7 11
4 Dec 286.25 24.85 3.95 34.77 5 1 5
3 Dec 279.85 20.9 -7.95 38.76 4 3 3
2 Dec 282.50 28.85 0.00 - 0 0 0
29 Nov 279.76 28.85 - 0 0 0


For Zomato Limited - strike price 265 expiring on 26DEC2024

Delta for 265 CE is 0.76

Historical price for 265 CE is as follows

On 12 Dec ZOMATO was trading at 286.90. The strike last trading price was 28.8, which was -1.00 lower than the previous day. The implied volatity was 67.58, the open interest changed by -3 which decreased total open position to 11


On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 29.8, which was -3.65 lower than the previous day. The implied volatity was 49.37, the open interest changed by 0 which decreased total open position to 15


On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 33.45, which was 2.45 higher than the previous day. The implied volatity was 43.86, the open interest changed by 0 which decreased total open position to 14


On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 31, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13


On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 35.75, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12


On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 36.95, which was 12.10 higher than the previous day. The implied volatity was 42.14, the open interest changed by 7 which increased total open position to 11


On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 24.85, which was 3.95 higher than the previous day. The implied volatity was 34.77, the open interest changed by 1 which increased total open position to 5


On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 20.9, which was -7.95 lower than the previous day. The implied volatity was 38.76, the open interest changed by 3 which increased total open position to 3


On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 28.85, 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 28.85, 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 265 PE
Delta: -0.15
Vega: 0.13
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 286.90 1.95 0.35 42.56 451 78 434
11 Dec 291.80 1.6 0.15 43.45 1,171 29 354
10 Dec 295.85 1.45 -0.35 45.32 399 -54 317
9 Dec 295.30 1.8 0.30 46.67 656 93 377
6 Dec 302.95 1.5 -0.60 46.45 737 -81 287
5 Dec 299.35 2.1 -1.40 47.16 1,640 255 363
4 Dec 286.25 3.5 -1.80 42.66 230 -8 109
3 Dec 279.85 5.3 -0.05 43.44 164 20 123
2 Dec 282.50 5.35 -1.45 46.00 177 49 106
29 Nov 279.76 6.8 45.65 198 57 57


For Zomato Limited - strike price 265 expiring on 26DEC2024

Delta for 265 PE is -0.15

Historical price for 265 PE is as follows

On 12 Dec ZOMATO was trading at 286.90. The strike last trading price was 1.95, which was 0.35 higher than the previous day. The implied volatity was 42.56, the open interest changed by 78 which increased total open position to 434


On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 43.45, the open interest changed by 29 which increased total open position to 354


On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 45.32, the open interest changed by -54 which decreased total open position to 317


On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 1.8, which was 0.30 higher than the previous day. The implied volatity was 46.67, the open interest changed by 93 which increased total open position to 377


On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 1.5, which was -0.60 lower than the previous day. The implied volatity was 46.45, the open interest changed by -81 which decreased total open position to 287


On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 2.1, which was -1.40 lower than the previous day. The implied volatity was 47.16, the open interest changed by 255 which increased total open position to 363


On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 3.5, which was -1.80 lower than the previous day. The implied volatity was 42.66, the open interest changed by -8 which decreased total open position to 109


On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 5.3, which was -0.05 lower than the previous day. The implied volatity was 43.44, the open interest changed by 20 which increased total open position to 123


On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 5.35, which was -1.45 lower than the previous day. The implied volatity was 46.00, the open interest changed by 49 which increased total open position to 106


On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was 45.65, the open interest changed by 57 which increased total open position to 57