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

292.1 0.30 (0.10%)

Back to Option Chain


Historical option data for ZOMATO

12 Dec 2024 10:24 AM IST
ZOMATO 26DEC2024 285 CE
Delta: 0.67
Vega: 0.21
Theta: -0.31
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 292.35 13.05 -0.40 36.02 138 19 454
11 Dec 291.80 13.45 -3.25 39.59 777 -89 442
10 Dec 295.85 16.7 -0.50 38.53 89 -4 533
9 Dec 295.30 17.2 -5.20 40.38 216 26 542
6 Dec 302.95 22.4 0.95 37.32 293 7 523
5 Dec 299.35 21.45 9.75 43.29 1,576 -24 515
4 Dec 286.25 11.7 2.95 36.51 2,951 -12 550
3 Dec 279.85 8.75 -2.15 36.45 850 14 563
2 Dec 282.50 10.9 0.00 38.15 1,714 200 537
29 Nov 279.76 10.9 41.24 2,205 338 338


For Zomato Limited - strike price 285 expiring on 26DEC2024

Delta for 285 CE is 0.67

Historical price for 285 CE is as follows

On 12 Dec ZOMATO was trading at 292.35. The strike last trading price was 13.05, which was -0.40 lower than the previous day. The implied volatity was 36.02, the open interest changed by 19 which increased total open position to 454


On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 13.45, which was -3.25 lower than the previous day. The implied volatity was 39.59, the open interest changed by -89 which decreased total open position to 442


On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 16.7, which was -0.50 lower than the previous day. The implied volatity was 38.53, the open interest changed by -4 which decreased total open position to 533


On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 17.2, which was -5.20 lower than the previous day. The implied volatity was 40.38, the open interest changed by 26 which increased total open position to 542


On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 22.4, which was 0.95 higher than the previous day. The implied volatity was 37.32, the open interest changed by 7 which increased total open position to 523


On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 21.45, which was 9.75 higher than the previous day. The implied volatity was 43.29, the open interest changed by -24 which decreased total open position to 515


On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 11.7, which was 2.95 higher than the previous day. The implied volatity was 36.51, the open interest changed by -12 which decreased total open position to 550


On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 8.75, which was -2.15 lower than the previous day. The implied volatity was 36.45, the open interest changed by 14 which increased total open position to 563


On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 10.9, which was 0.00 lower than the previous day. The implied volatity was 38.15, the open interest changed by 200 which increased total open position to 537


On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 10.9, which was lower than the previous day. The implied volatity was 41.24, the open interest changed by 338 which increased total open position to 338


ZOMATO 26DEC2024 285 PE
Delta: -0.33
Vega: 0.21
Theta: -0.25
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 292.35 4.95 -0.60 37.49 357 -53 706
11 Dec 291.80 5.55 0.75 37.86 2,048 191 755
10 Dec 295.85 4.8 -0.55 40.17 318 9 561
9 Dec 295.30 5.35 1.10 41.16 651 -64 548
6 Dec 302.95 4.25 -1.25 41.34 791 83 613
5 Dec 299.35 5.5 -4.10 41.99 1,633 148 530
4 Dec 286.25 9.6 -3.65 39.44 852 63 381
3 Dec 279.85 13.25 0.85 41.06 221 5 318
2 Dec 282.50 12.4 -2.65 42.36 680 158 303
29 Nov 279.76 15.05 43.38 1,027 148 148


For Zomato Limited - strike price 285 expiring on 26DEC2024

Delta for 285 PE is -0.33

Historical price for 285 PE is as follows

On 12 Dec ZOMATO was trading at 292.35. The strike last trading price was 4.95, which was -0.60 lower than the previous day. The implied volatity was 37.49, the open interest changed by -53 which decreased total open position to 706


On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 5.55, which was 0.75 higher than the previous day. The implied volatity was 37.86, the open interest changed by 191 which increased total open position to 755


On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 4.8, which was -0.55 lower than the previous day. The implied volatity was 40.17, the open interest changed by 9 which increased total open position to 561


On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 5.35, which was 1.10 higher than the previous day. The implied volatity was 41.16, the open interest changed by -64 which decreased total open position to 548


On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 4.25, which was -1.25 lower than the previous day. The implied volatity was 41.34, the open interest changed by 83 which increased total open position to 613


On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 5.5, which was -4.10 lower than the previous day. The implied volatity was 41.99, the open interest changed by 148 which increased total open position to 530


On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 9.6, which was -3.65 lower than the previous day. The implied volatity was 39.44, the open interest changed by 63 which increased total open position to 381


On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 13.25, which was 0.85 higher than the previous day. The implied volatity was 41.06, the open interest changed by 5 which increased total open position to 318


On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 12.4, which was -2.65 lower than the previous day. The implied volatity was 42.36, the open interest changed by 158 which increased total open position to 303


On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 15.05, which was lower than the previous day. The implied volatity was 43.38, the open interest changed by 148 which increased total open position to 148