ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 12:04 PM IST
| ZOMATO 26DEC2024 300 CE | ||||||||||
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Delta: 0.29
Vega: 0.19
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 286.30 | 3.7 | -2.30 | 37.06 | 2,756 | 240 | 4,763 | |||
| 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 | |||
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| 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 0.29
Historical price for 300 CE is as follows
On 12 Dec ZOMATO was trading at 286.30. The strike last trading price was 3.7, which was -2.30 lower than the previous day. The implied volatity was 37.06, the open interest changed by 240 which increased total open position to 4763
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 | |||||||
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Delta: -0.69
Vega: 0.20
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 286.30 | 16.7 | 3.60 | 39.74 | 364 | 11 | 1,237 |
| 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 -0.69
Historical price for 300 PE is as follows
On 12 Dec ZOMATO was trading at 286.30. The strike last trading price was 16.7, which was 3.60 higher than the previous day. The implied volatity was 39.74, the open interest changed by 11 which increased total open position to 1237
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
