ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 12:04 PM IST
ZOMATO 26DEC2024 265 CE | ||||||||||
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Delta: 0.83
Vega: 0.14
Theta: -0.29
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 286.30 | 24.8 | -5.00 | 45.73 | 5 | -3 | 11 | |||
11 Dec | 291.80 | 29.8 | -3.65 | 49.37 | 16 | 0 | 15 | |||
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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 0.83
Historical price for 265 CE is as follows
On 12 Dec ZOMATO was trading at 286.30. The strike last trading price was 24.8, which was -5.00 lower than the previous day. The implied volatity was 45.73, 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 | |||||||
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Delta: -0.15
Vega: 0.13
Theta: -0.19
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 286.30 | 2 | 0.40 | 42.43 | 473 | 81 | 437 |
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 286.30. The strike last trading price was 2, which was 0.40 higher than the previous day. The implied volatity was 42.43, the open interest changed by 81 which increased total open position to 437
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