ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 12:04 PM IST
| ZOMATO 26DEC2024 275 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.18
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 286.30 | 15.8 | -5.35 | 36.77 | 54 | -3 | 253 | |||
| 11 Dec | 291.80 | 21.15 | -2.80 | 44.19 | 35 | -13 | 257 | |||
| 10 Dec | 295.85 | 23.95 | -0.70 | 36.53 | 64 | -1 | 270 | |||
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| 9 Dec | 295.30 | 24.65 | -6.40 | 41.10 | 54 | 3 | 271 | |||
| 6 Dec | 302.95 | 31.05 | 0.75 | 41.02 | 26 | 5 | 267 | |||
| 5 Dec | 299.35 | 30.3 | 12.40 | 50.94 | 487 | 141 | 260 | |||
| 4 Dec | 286.25 | 17.9 | 3.90 | 37.29 | 429 | 23 | 114 | |||
| 3 Dec | 279.85 | 14 | -2.60 | 37.15 | 184 | 39 | 87 | |||
| 2 Dec | 282.50 | 16.6 | 0.50 | 39.09 | 77 | 27 | 47 | |||
| 29 Nov | 279.76 | 16.1 | 42.16 | 54 | 20 | 20 | ||||
For Zomato Limited - strike price 275 expiring on 26DEC2024
Delta for 275 CE is 0.74
Historical price for 275 CE is as follows
On 12 Dec ZOMATO was trading at 286.30. The strike last trading price was 15.8, which was -5.35 lower than the previous day. The implied volatity was 36.77, the open interest changed by -3 which decreased total open position to 253
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 21.15, which was -2.80 lower than the previous day. The implied volatity was 44.19, the open interest changed by -13 which decreased total open position to 257
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 23.95, which was -0.70 lower than the previous day. The implied volatity was 36.53, the open interest changed by -1 which decreased total open position to 270
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 24.65, which was -6.40 lower than the previous day. The implied volatity was 41.10, the open interest changed by 3 which increased total open position to 271
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 31.05, which was 0.75 higher than the previous day. The implied volatity was 41.02, the open interest changed by 5 which increased total open position to 267
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 30.3, which was 12.40 higher than the previous day. The implied volatity was 50.94, the open interest changed by 141 which increased total open position to 260
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 17.9, which was 3.90 higher than the previous day. The implied volatity was 37.29, the open interest changed by 23 which increased total open position to 114
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 14, which was -2.60 lower than the previous day. The implied volatity was 37.15, the open interest changed by 39 which increased total open position to 87
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 16.6, which was 0.50 higher than the previous day. The implied volatity was 39.09, the open interest changed by 27 which increased total open position to 47
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 16.1, which was lower than the previous day. The implied volatity was 42.16, the open interest changed by 20 which increased total open position to 20
| ZOMATO 26DEC2024 275 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.19
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 286.30 | 3.85 | 0.85 | 39.55 | 357 | 54 | 703 |
| 11 Dec | 291.80 | 3 | 0.45 | 40.37 | 1,593 | 37 | 659 |
| 10 Dec | 295.85 | 2.55 | -0.50 | 41.85 | 221 | -1 | 620 |
| 9 Dec | 295.30 | 3.05 | 0.60 | 43.32 | 388 | -9 | 621 |
| 6 Dec | 302.95 | 2.45 | -0.90 | 43.24 | 517 | 113 | 633 |
| 5 Dec | 299.35 | 3.35 | -2.50 | 44.10 | 1,531 | 207 | 517 |
| 4 Dec | 286.25 | 5.85 | -2.60 | 40.58 | 567 | 13 | 310 |
| 3 Dec | 279.85 | 8.45 | 0.30 | 41.54 | 321 | 29 | 302 |
| 2 Dec | 282.50 | 8.15 | -2.15 | 43.56 | 365 | 32 | 274 |
| 29 Nov | 279.76 | 10.3 | 44.30 | 885 | 240 | 240 | |
For Zomato Limited - strike price 275 expiring on 26DEC2024
Delta for 275 PE is -0.27
Historical price for 275 PE is as follows
On 12 Dec ZOMATO was trading at 286.30. The strike last trading price was 3.85, which was 0.85 higher than the previous day. The implied volatity was 39.55, the open interest changed by 54 which increased total open position to 703
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 3, which was 0.45 higher than the previous day. The implied volatity was 40.37, the open interest changed by 37 which increased total open position to 659
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 2.55, which was -0.50 lower than the previous day. The implied volatity was 41.85, the open interest changed by -1 which decreased total open position to 620
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 3.05, which was 0.60 higher than the previous day. The implied volatity was 43.32, the open interest changed by -9 which decreased total open position to 621
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 2.45, which was -0.90 lower than the previous day. The implied volatity was 43.24, the open interest changed by 113 which increased total open position to 633
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 3.35, which was -2.50 lower than the previous day. The implied volatity was 44.10, the open interest changed by 207 which increased total open position to 517
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 5.85, which was -2.60 lower than the previous day. The implied volatity was 40.58, the open interest changed by 13 which increased total open position to 310
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 8.45, which was 0.30 higher than the previous day. The implied volatity was 41.54, the open interest changed by 29 which increased total open position to 302
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 8.15, which was -2.15 lower than the previous day. The implied volatity was 43.56, the open interest changed by 32 which increased total open position to 274
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 10.3, which was lower than the previous day. The implied volatity was 44.30, the open interest changed by 240 which increased total open position to 240
