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

287.3 -4.50 (-1.54%)

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Historical option data for ZOMATO

12 Dec 2024 11:54 AM IST
ZOMATO 26DEC2024 280 CE
Delta: 0.67
Vega: 0.21
Theta: -0.31
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 286.90 12.7 -4.25 36.41 208 -2 1,134
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 0.67

Historical price for 280 CE is as follows

On 12 Dec ZOMATO was trading at 286.90. The strike last trading price was 12.7, which was -4.25 lower than the previous day. The implied volatity was 36.41, the open interest changed by -2 which decreased total open position to 1134


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
Delta: -0.34
Vega: 0.21
Theta: -0.25
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 286.90 5.05 1.00 37.95 1,014 38 2,579
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 -0.34

Historical price for 280 PE is as follows

On 12 Dec ZOMATO was trading at 286.90. The strike last trading price was 5.05, which was 1.00 higher than the previous day. The implied volatity was 37.95, the open interest changed by 38 which increased total open position to 2579


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