ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 12:04 PM IST
| ZOMATO 26DEC2024 295 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.21
Theta: -0.30
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 286.30 | 5.05 | -2.90 | 36.21 | 1,328 | 115 | 1,206 | |||
| 11 Dec | 291.80 | 7.95 | -2.70 | 38.55 | 4,699 | -26 | 1,089 | |||
| 10 Dec | 295.85 | 10.65 | -0.55 | 38.43 | 1,008 | 40 | 1,117 | |||
| 9 Dec | 295.30 | 11.2 | -4.30 | 39.95 | 1,955 | 534 | 1,080 | |||
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| 6 Dec | 302.95 | 15.5 | 0.75 | 37.19 | 1,003 | 87 | 550 | |||
| 5 Dec | 299.35 | 14.75 | 7.70 | 41.25 | 5,956 | 97 | 462 | |||
| 4 Dec | 286.25 | 7.05 | 1.80 | 35.89 | 1,153 | 157 | 365 | |||
| 3 Dec | 279.85 | 5.25 | -1.55 | 36.76 | 284 | 82 | 209 | |||
| 2 Dec | 282.50 | 6.8 | -0.20 | 37.95 | 329 | 17 | 126 | |||
| 29 Nov | 279.76 | 7 | 40.59 | 563 | 107 | 107 | ||||
For Zomato Limited - strike price 295 expiring on 26DEC2024
Delta for 295 CE is 0.37
Historical price for 295 CE is as follows
On 12 Dec ZOMATO was trading at 286.30. The strike last trading price was 5.05, which was -2.90 lower than the previous day. The implied volatity was 36.21, the open interest changed by 115 which increased total open position to 1206
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 7.95, which was -2.70 lower than the previous day. The implied volatity was 38.55, the open interest changed by -26 which decreased total open position to 1089
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 10.65, which was -0.55 lower than the previous day. The implied volatity was 38.43, the open interest changed by 40 which increased total open position to 1117
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 11.2, which was -4.30 lower than the previous day. The implied volatity was 39.95, the open interest changed by 534 which increased total open position to 1080
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 15.5, which was 0.75 higher than the previous day. The implied volatity was 37.19, the open interest changed by 87 which increased total open position to 550
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 14.75, which was 7.70 higher than the previous day. The implied volatity was 41.25, the open interest changed by 97 which increased total open position to 462
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 7.05, which was 1.80 higher than the previous day. The implied volatity was 35.89, the open interest changed by 157 which increased total open position to 365
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 5.25, which was -1.55 lower than the previous day. The implied volatity was 36.76, the open interest changed by 82 which increased total open position to 209
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 6.8, which was -0.20 lower than the previous day. The implied volatity was 37.95, the open interest changed by 17 which increased total open position to 126
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 7, which was lower than the previous day. The implied volatity was 40.59, the open interest changed by 107 which increased total open position to 107
| ZOMATO 26DEC2024 295 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 0.22
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 286.30 | 13.05 | 3.00 | 38.74 | 574 | 15 | 905 |
| 11 Dec | 291.80 | 10.05 | 1.30 | 37.10 | 2,200 | 342 | 881 |
| 10 Dec | 295.85 | 8.75 | -0.60 | 40.02 | 815 | -14 | 550 |
| 9 Dec | 295.30 | 9.35 | 2.10 | 40.82 | 1,446 | -96 | 562 |
| 6 Dec | 302.95 | 7.25 | -1.70 | 40.28 | 1,107 | 148 | 663 |
| 5 Dec | 299.35 | 8.95 | -5.85 | 40.86 | 3,145 | 369 | 505 |
| 4 Dec | 286.25 | 14.8 | -4.80 | 38.53 | 250 | 104 | 135 |
| 3 Dec | 279.85 | 19.6 | 1.65 | 41.45 | 40 | 21 | 30 |
| 2 Dec | 282.50 | 17.95 | -4.90 | 41.32 | 3 | 2 | 9 |
| 29 Nov | 279.76 | 22.85 | 49.02 | 8 | 5 | 5 | |
For Zomato Limited - strike price 295 expiring on 26DEC2024
Delta for 295 PE is -0.62
Historical price for 295 PE is as follows
On 12 Dec ZOMATO was trading at 286.30. The strike last trading price was 13.05, which was 3.00 higher than the previous day. The implied volatity was 38.74, the open interest changed by 15 which increased total open position to 905
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 10.05, which was 1.30 higher than the previous day. The implied volatity was 37.10, the open interest changed by 342 which increased total open position to 881
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 8.75, which was -0.60 lower than the previous day. The implied volatity was 40.02, the open interest changed by -14 which decreased total open position to 550
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 9.35, which was 2.10 higher than the previous day. The implied volatity was 40.82, the open interest changed by -96 which decreased total open position to 562
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 7.25, which was -1.70 lower than the previous day. The implied volatity was 40.28, the open interest changed by 148 which increased total open position to 663
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 8.95, which was -5.85 lower than the previous day. The implied volatity was 40.86, the open interest changed by 369 which increased total open position to 505
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 14.8, which was -4.80 lower than the previous day. The implied volatity was 38.53, the open interest changed by 104 which increased total open position to 135
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 19.6, which was 1.65 higher than the previous day. The implied volatity was 41.45, the open interest changed by 21 which increased total open position to 30
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 17.95, which was -4.90 lower than the previous day. The implied volatity was 41.32, the open interest changed by 2 which increased total open position to 9
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 22.85, which was lower than the previous day. The implied volatity was 49.02, the open interest changed by 5 which increased total open position to 5
