ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 10:24 AM IST
| ZOMATO 26DEC2024 280 CE | ||||||||||
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Delta: 0.75
Vega: 0.18
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 292.35 | 16.6 | -0.35 | 36.63 | 103 | 2 | 1,138 | |||
| 11 Dec | 291.80 | 16.95 | -3.45 | 40.83 | 796 | -162 | 1,145 | |||
| 10 Dec | 295.85 | 20.4 | -0.40 | 39.08 | 216 | -33 | 1,306 | |||
| 9 Dec | 295.30 | 20.8 | -5.65 | 40.89 | 522 | 155 | 1,543 | |||
| 6 Dec | 302.95 | 26.45 | 1.45 | 38.07 | 303 | 2 | 1,395 | |||
| 5 Dec | 299.35 | 25 | 10.35 | 43.41 | 2,625 | -225 | 1,394 | |||
| 4 Dec | 286.25 | 14.65 | 3.45 | 37.02 | 4,173 | 3 | 1,625 | |||
| 3 Dec | 279.85 | 11.2 | -2.35 | 36.85 | 1,938 | 469 | 1,622 | |||
| 2 Dec | 282.50 | 13.55 | 0.15 | 38.52 | 3,032 | 270 | 1,156 | |||
| 29 Nov | 279.76 | 13.4 | 41.88 | 3,403 | 882 | 882 | ||||
For Zomato Limited - strike price 280 expiring on 26DEC2024
Delta for 280 CE is 0.75
Historical price for 280 CE is as follows
On 12 Dec ZOMATO was trading at 292.35. The strike last trading price was 16.6, which was -0.35 lower than the previous day. The implied volatity was 36.63, the open interest changed by 2 which increased total open position to 1138
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 16.95, which was -3.45 lower than the previous day. The implied volatity was 40.83, the open interest changed by -162 which decreased total open position to 1145
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 20.4, which was -0.40 lower than the previous day. The implied volatity was 39.08, the open interest changed by -33 which decreased total open position to 1306
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 20.8, which was -5.65 lower than the previous day. The implied volatity was 40.89, the open interest changed by 155 which increased total open position to 1543
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 26.45, which was 1.45 higher than the previous day. The implied volatity was 38.07, the open interest changed by 2 which increased total open position to 1395
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 25, which was 10.35 higher than the previous day. The implied volatity was 43.41, the open interest changed by -225 which decreased total open position to 1394
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 14.65, which was 3.45 higher than the previous day. The implied volatity was 37.02, the open interest changed by 3 which increased total open position to 1625
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 11.2, which was -2.35 lower than the previous day. The implied volatity was 36.85, the open interest changed by 469 which increased total open position to 1622
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 13.55, which was 0.15 higher than the previous day. The implied volatity was 38.52, the open interest changed by 270 which increased total open position to 1156
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 13.4, which was lower than the previous day. The implied volatity was 41.88, the open interest changed by 882 which increased total open position to 882
| ZOMATO 26DEC2024 280 PE | |||||||
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Delta: -0.26
Vega: 0.19
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 292.35 | 3.6 | -0.45 | 38.74 | 455 | 58 | 2,599 |
| 11 Dec | 291.80 | 4.05 | 0.65 | 38.81 | 4,945 | 308 | 2,542 |
| 10 Dec | 295.85 | 3.4 | -0.60 | 40.30 | 529 | -9 | 2,243 |
| 9 Dec | 295.30 | 4 | 0.75 | 41.91 | 1,665 | 132 | 2,248 |
| 6 Dec | 302.95 | 3.25 | -1.05 | 42.31 | 1,769 | 72 | 2,117 |
| 5 Dec | 299.35 | 4.3 | -3.15 | 42.98 | 4,481 | 425 | 2,046 |
| 4 Dec | 286.25 | 7.45 | -3.10 | 39.60 | 1,557 | -27 | 1,626 |
| 3 Dec | 279.85 | 10.55 | 0.40 | 40.83 | 884 | 68 | 1,656 |
| 2 Dec | 282.50 | 10.15 | -2.35 | 43.07 | 1,783 | 422 | 1,585 |
| 29 Nov | 279.76 | 12.5 | 43.73 | 4,330 | 1,168 | 1,168 | |
For Zomato Limited - strike price 280 expiring on 26DEC2024
Delta for 280 PE is -0.26
Historical price for 280 PE is as follows
On 12 Dec ZOMATO was trading at 292.35. The strike last trading price was 3.6, which was -0.45 lower than the previous day. The implied volatity was 38.74, the open interest changed by 58 which increased total open position to 2599
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 4.05, which was 0.65 higher than the previous day. The implied volatity was 38.81, the open interest changed by 308 which increased total open position to 2542
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 3.4, which was -0.60 lower than the previous day. The implied volatity was 40.30, the open interest changed by -9 which decreased total open position to 2243
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 4, which was 0.75 higher than the previous day. The implied volatity was 41.91, the open interest changed by 132 which increased total open position to 2248
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 3.25, which was -1.05 lower than the previous day. The implied volatity was 42.31, the open interest changed by 72 which increased total open position to 2117
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 4.3, which was -3.15 lower than the previous day. The implied volatity was 42.98, the open interest changed by 425 which increased total open position to 2046
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 7.45, which was -3.10 lower than the previous day. The implied volatity was 39.60, the open interest changed by -27 which decreased total open position to 1626
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 10.55, which was 0.40 higher than the previous day. The implied volatity was 40.83, the open interest changed by 68 which increased total open position to 1656
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 10.15, which was -2.35 lower than the previous day. The implied volatity was 43.07, the open interest changed by 422 which increased total open position to 1585
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 12.5, which was lower than the previous day. The implied volatity was 43.73, the open interest changed by 1168 which increased total open position to 1168
