ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 10:04 AM IST
ZOMATO 26DEC2024 285 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.68
Vega: 0.21
Theta: -0.31
Gamma: 0.02
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 292.65 | 13.15 | -0.30 | 35.17 | 124 | 25 | 460 | |||
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 0.68
Historical price for 285 CE is as follows
On 12 Dec ZOMATO was trading at 292.65. The strike last trading price was 13.15, which was -0.30 lower than the previous day. The implied volatity was 35.17, the open interest changed by 25 which increased total open position to 460
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 | 292.65 | 4.9 | -0.65 | 37.87 | 310 | -74 | 685 |
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 292.65. The strike last trading price was 4.9, which was -0.65 lower than the previous day. The implied volatity was 37.87, the open interest changed by -74 which decreased total open position to 685
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