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

292.1 0.30 (0.10%)

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Historical option data for ZOMATO

12 Dec 2024 10:24 AM IST
ZOMATO 26DEC2024 300 CE
Delta: 0.39
Vega: 0.22
Theta: -0.31
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 292.35 5.55 -0.45 36.18 1,149 89 4,612
11 Dec 291.80 6 -2.50 38.73 6,911 327 4,521
10 Dec 295.85 8.5 -0.45 39.41 4,961 628 4,206
9 Dec 295.30 8.95 -3.55 40.42 5,804 849 3,601
6 Dec 302.95 12.5 0.25 36.82 8,796 346 2,966
5 Dec 299.35 12.25 6.90 41.61 25,127 1,070 2,629
4 Dec 286.25 5.35 1.35 35.84 5,083 288 1,563
3 Dec 279.85 4 -1.30 37.02 1,203 250 1,266
2 Dec 282.50 5.3 -0.40 38.08 1,707 81 1,010
29 Nov 279.76 5.7 41.10 4,143 924 924


For Zomato Limited - strike price 300 expiring on 26DEC2024

Delta for 300 CE is 0.39

Historical price for 300 CE is as follows

On 12 Dec ZOMATO was trading at 292.35. The strike last trading price was 5.55, which was -0.45 lower than the previous day. The implied volatity was 36.18, the open interest changed by 89 which increased total open position to 4612


On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 6, which was -2.50 lower than the previous day. The implied volatity was 38.73, the open interest changed by 327 which increased total open position to 4521


On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 8.5, which was -0.45 lower than the previous day. The implied volatity was 39.41, the open interest changed by 628 which increased total open position to 4206


On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 8.95, which was -3.55 lower than the previous day. The implied volatity was 40.42, the open interest changed by 849 which increased total open position to 3601


On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 12.5, which was 0.25 higher than the previous day. The implied volatity was 36.82, the open interest changed by 346 which increased total open position to 2966


On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 12.25, which was 6.90 higher than the previous day. The implied volatity was 41.61, the open interest changed by 1070 which increased total open position to 2629


On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 5.35, which was 1.35 higher than the previous day. The implied volatity was 35.84, the open interest changed by 288 which increased total open position to 1563


On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 4, which was -1.30 lower than the previous day. The implied volatity was 37.02, the open interest changed by 250 which increased total open position to 1266


On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 5.3, which was -0.40 lower than the previous day. The implied volatity was 38.08, the open interest changed by 81 which increased total open position to 1010


On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was 41.10, the open interest changed by 924 which increased total open position to 924


ZOMATO 26DEC2024 300 PE
Delta: -0.60
Vega: 0.22
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 292.35 12.4 -0.70 37.74 129 -3 1,223
11 Dec 291.80 13.1 1.70 37.32 1,184 143 1,223
10 Dec 295.85 11.4 -0.55 40.27 797 56 1,081
9 Dec 295.30 11.95 2.60 40.79 2,118 -33 1,028
6 Dec 302.95 9.35 -2.15 40.21 2,279 204 1,077
5 Dec 299.35 11.5 -6.50 41.51 5,403 689 843
4 Dec 286.25 18 -5.25 38.36 197 33 153
3 Dec 279.85 23.25 1.45 41.82 75 37 119
2 Dec 282.50 21.8 -2.20 43.12 59 39 80
29 Nov 279.76 24 40.76 98 41 41


For Zomato Limited - strike price 300 expiring on 26DEC2024

Delta for 300 PE is -0.60

Historical price for 300 PE is as follows

On 12 Dec ZOMATO was trading at 292.35. The strike last trading price was 12.4, which was -0.70 lower than the previous day. The implied volatity was 37.74, the open interest changed by -3 which decreased total open position to 1223


On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 13.1, which was 1.70 higher than the previous day. The implied volatity was 37.32, the open interest changed by 143 which increased total open position to 1223


On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 11.4, which was -0.55 lower than the previous day. The implied volatity was 40.27, the open interest changed by 56 which increased total open position to 1081


On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 11.95, which was 2.60 higher than the previous day. The implied volatity was 40.79, the open interest changed by -33 which decreased total open position to 1028


On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 9.35, which was -2.15 lower than the previous day. The implied volatity was 40.21, the open interest changed by 204 which increased total open position to 1077


On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 11.5, which was -6.50 lower than the previous day. The implied volatity was 41.51, the open interest changed by 689 which increased total open position to 843


On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 18, which was -5.25 lower than the previous day. The implied volatity was 38.36, the open interest changed by 33 which increased total open position to 153


On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 23.25, which was 1.45 higher than the previous day. The implied volatity was 41.82, the open interest changed by 37 which increased total open position to 119


On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 21.8, which was -2.20 lower than the previous day. The implied volatity was 43.12, the open interest changed by 39 which increased total open position to 80


On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 24, which was lower than the previous day. The implied volatity was 40.76, the open interest changed by 41 which increased total open position to 41