ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 11:44 AM IST
| ZOMATO 26DEC2024 290 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.23
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 287.75 | 7.65 | -2.75 | 36.11 | 1,279 | 206 | 1,294 | |||
| 11 Dec | 291.80 | 10.4 | -3.05 | 38.69 | 3,676 | 78 | 1,080 | |||
| 10 Dec | 295.85 | 13.45 | -0.50 | 38.38 | 472 | 61 | 1,002 | |||
| 9 Dec | 295.30 | 13.95 | -4.75 | 39.91 | 811 | 64 | 946 | |||
| 6 Dec | 302.95 | 18.7 | 0.75 | 36.92 | 1,132 | 64 | 892 | |||
| 5 Dec | 299.35 | 17.95 | 8.75 | 42.24 | 5,960 | -392 | 832 | |||
| 4 Dec | 286.25 | 9.2 | 2.40 | 36.25 | 6,011 | 269 | 1,227 | |||
| 3 Dec | 279.85 | 6.8 | -1.80 | 36.50 | 841 | 120 | 961 | |||
| 2 Dec | 282.50 | 8.6 | -0.10 | 37.77 | 1,669 | 147 | 841 | |||
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| 29 Nov | 279.76 | 8.7 | 40.57 | 2,824 | 715 | 715 | ||||
For Zomato Limited - strike price 290 expiring on 26DEC2024
Delta for 290 CE is 0.49
Historical price for 290 CE is as follows
On 12 Dec ZOMATO was trading at 287.75. The strike last trading price was 7.65, which was -2.75 lower than the previous day. The implied volatity was 36.11, the open interest changed by 206 which increased total open position to 1294
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 10.4, which was -3.05 lower than the previous day. The implied volatity was 38.69, the open interest changed by 78 which increased total open position to 1080
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 13.45, which was -0.50 lower than the previous day. The implied volatity was 38.38, the open interest changed by 61 which increased total open position to 1002
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 13.95, which was -4.75 lower than the previous day. The implied volatity was 39.91, the open interest changed by 64 which increased total open position to 946
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 18.7, which was 0.75 higher than the previous day. The implied volatity was 36.92, the open interest changed by 64 which increased total open position to 892
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 17.95, which was 8.75 higher than the previous day. The implied volatity was 42.24, the open interest changed by -392 which decreased total open position to 832
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 9.2, which was 2.40 higher than the previous day. The implied volatity was 36.25, the open interest changed by 269 which increased total open position to 1227
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 6.8, which was -1.80 lower than the previous day. The implied volatity was 36.50, the open interest changed by 120 which increased total open position to 961
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 8.6, which was -0.10 lower than the previous day. The implied volatity was 37.77, the open interest changed by 147 which increased total open position to 841
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 8.7, which was lower than the previous day. The implied volatity was 40.57, the open interest changed by 715 which increased total open position to 715
| ZOMATO 26DEC2024 290 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.23
Theta: -0.26
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 287.75 | 9.2 | 1.65 | 38.09 | 1,367 | 164 | 1,402 |
| 11 Dec | 291.80 | 7.55 | 1.00 | 37.35 | 4,895 | 424 | 1,229 |
| 10 Dec | 295.85 | 6.55 | -0.55 | 39.97 | 750 | 54 | 807 |
| 9 Dec | 295.30 | 7.1 | 1.60 | 40.72 | 2,297 | -157 | 751 |
| 6 Dec | 302.95 | 5.5 | -1.60 | 40.40 | 1,664 | 187 | 909 |
| 5 Dec | 299.35 | 7.1 | -4.90 | 41.53 | 3,955 | 476 | 726 |
| 4 Dec | 286.25 | 12 | -4.20 | 38.91 | 987 | 112 | 250 |
| 3 Dec | 279.85 | 16.2 | 1.15 | 41.00 | 126 | 27 | 138 |
| 2 Dec | 282.50 | 15.05 | -2.55 | 41.96 | 147 | 67 | 110 |
| 29 Nov | 279.76 | 17.6 | 42.04 | 194 | 44 | 44 | |
For Zomato Limited - strike price 290 expiring on 26DEC2024
Delta for 290 PE is -0.51
Historical price for 290 PE is as follows
On 12 Dec ZOMATO was trading at 287.75. The strike last trading price was 9.2, which was 1.65 higher than the previous day. The implied volatity was 38.09, the open interest changed by 164 which increased total open position to 1402
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 7.55, which was 1.00 higher than the previous day. The implied volatity was 37.35, the open interest changed by 424 which increased total open position to 1229
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 6.55, which was -0.55 lower than the previous day. The implied volatity was 39.97, the open interest changed by 54 which increased total open position to 807
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 7.1, which was 1.60 higher than the previous day. The implied volatity was 40.72, the open interest changed by -157 which decreased total open position to 751
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 5.5, which was -1.60 lower than the previous day. The implied volatity was 40.40, the open interest changed by 187 which increased total open position to 909
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 7.1, which was -4.90 lower than the previous day. The implied volatity was 41.53, the open interest changed by 476 which increased total open position to 726
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 12, which was -4.20 lower than the previous day. The implied volatity was 38.91, the open interest changed by 112 which increased total open position to 250
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 16.2, which was 1.15 higher than the previous day. The implied volatity was 41.00, the open interest changed by 27 which increased total open position to 138
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 15.05, which was -2.55 lower than the previous day. The implied volatity was 41.96, the open interest changed by 67 which increased total open position to 110
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 17.6, which was lower than the previous day. The implied volatity was 42.04, the open interest changed by 44 which increased total open position to 44
