ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 10:14 AM IST
| ZOMATO 26DEC2024 270 CE | ||||||||||
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Delta: 0.91
Vega: 0.09
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 293.20 | 25.05 | -0.20 | 33.13 | 11 | -1 | 2,624 | |||
| 11 Dec | 291.80 | 25.25 | -4.35 | 45.85 | 3,022 | 2,529 | 2,625 | |||
| 10 Dec | 295.85 | 29.6 | 0.40 | 47.10 | 7 | 5 | 95 | |||
| 9 Dec | 295.30 | 29.2 | -6.30 | 44.30 | 50 | 7 | 90 | |||
| 6 Dec | 302.95 | 35.5 | 1.75 | 42.29 | 19 | 10 | 85 | |||
| 5 Dec | 299.35 | 33.75 | 12.15 | 48.80 | 265 | 3 | 75 | |||
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| 4 Dec | 286.25 | 21.6 | 4.35 | 38.08 | 139 | -4 | 71 | |||
| 3 Dec | 279.85 | 17.25 | -2.70 | 37.79 | 53 | 17 | 74 | |||
| 2 Dec | 282.50 | 19.95 | 0.45 | 39.58 | 52 | -12 | 57 | |||
| 29 Nov | 279.76 | 19.5 | 43.87 | 124 | 69 | 69 | ||||
For Zomato Limited - strike price 270 expiring on 26DEC2024
Delta for 270 CE is 0.91
Historical price for 270 CE is as follows
On 12 Dec ZOMATO was trading at 293.20. The strike last trading price was 25.05, which was -0.20 lower than the previous day. The implied volatity was 33.13, the open interest changed by -1 which decreased total open position to 2624
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 25.25, which was -4.35 lower than the previous day. The implied volatity was 45.85, the open interest changed by 2529 which increased total open position to 2625
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 29.6, which was 0.40 higher than the previous day. The implied volatity was 47.10, the open interest changed by 5 which increased total open position to 95
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 29.2, which was -6.30 lower than the previous day. The implied volatity was 44.30, the open interest changed by 7 which increased total open position to 90
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 35.5, which was 1.75 higher than the previous day. The implied volatity was 42.29, the open interest changed by 10 which increased total open position to 85
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 33.75, which was 12.15 higher than the previous day. The implied volatity was 48.80, the open interest changed by 3 which increased total open position to 75
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 21.6, which was 4.35 higher than the previous day. The implied volatity was 38.08, the open interest changed by -4 which decreased total open position to 71
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 17.25, which was -2.70 lower than the previous day. The implied volatity was 37.79, the open interest changed by 17 which increased total open position to 74
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 19.95, which was 0.45 higher than the previous day. The implied volatity was 39.58, the open interest changed by -12 which decreased total open position to 57
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 19.5, which was lower than the previous day. The implied volatity was 43.87, the open interest changed by 69 which increased total open position to 69
| ZOMATO 26DEC2024 270 PE | |||||||
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Delta: -0.14
Vega: 0.13
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 293.20 | 1.85 | -0.35 | 42.46 | 213 | 3 | 2,529 |
| 11 Dec | 291.80 | 2.2 | 0.35 | 41.91 | 4,012 | 81 | 2,528 |
| 10 Dec | 295.85 | 1.85 | -0.50 | 43.02 | 736 | 19 | 2,446 |
| 9 Dec | 295.30 | 2.35 | 0.40 | 45.01 | 1,426 | 271 | 2,428 |
| 6 Dec | 302.95 | 1.95 | -0.70 | 45.06 | 2,346 | 517 | 2,163 |
| 5 Dec | 299.35 | 2.65 | -1.90 | 45.59 | 3,038 | 394 | 1,631 |
| 4 Dec | 286.25 | 4.55 | -2.25 | 41.62 | 735 | 30 | 1,237 |
| 3 Dec | 279.85 | 6.8 | 0.20 | 42.76 | 541 | 44 | 1,213 |
| 2 Dec | 282.50 | 6.6 | -1.95 | 44.67 | 966 | 49 | 1,167 |
| 29 Nov | 279.76 | 8.55 | 45.44 | 2,619 | 1,122 | 1,122 | |
For Zomato Limited - strike price 270 expiring on 26DEC2024
Delta for 270 PE is -0.14
Historical price for 270 PE is as follows
On 12 Dec ZOMATO was trading at 293.20. The strike last trading price was 1.85, which was -0.35 lower than the previous day. The implied volatity was 42.46, the open interest changed by 3 which increased total open position to 2529
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 2.2, which was 0.35 higher than the previous day. The implied volatity was 41.91, the open interest changed by 81 which increased total open position to 2528
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 1.85, which was -0.50 lower than the previous day. The implied volatity was 43.02, the open interest changed by 19 which increased total open position to 2446
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 2.35, which was 0.40 higher than the previous day. The implied volatity was 45.01, the open interest changed by 271 which increased total open position to 2428
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 1.95, which was -0.70 lower than the previous day. The implied volatity was 45.06, the open interest changed by 517 which increased total open position to 2163
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 2.65, which was -1.90 lower than the previous day. The implied volatity was 45.59, the open interest changed by 394 which increased total open position to 1631
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 4.55, which was -2.25 lower than the previous day. The implied volatity was 41.62, the open interest changed by 30 which increased total open position to 1237
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 6.8, which was 0.20 higher than the previous day. The implied volatity was 42.76, the open interest changed by 44 which increased total open position to 1213
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 6.6, which was -1.95 lower than the previous day. The implied volatity was 44.67, the open interest changed by 49 which increased total open position to 1167
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was 45.44, the open interest changed by 1122 which increased total open position to 1122
