ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 11:54 AM IST
| ZOMATO 26DEC2024 305 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.17
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 286.90 | 2.8 | -1.65 | 37.97 | 650 | 16 | 1,862 | |||
| 11 Dec | 291.80 | 4.45 | -2.10 | 38.97 | 2,065 | 221 | 1,844 | |||
| 10 Dec | 295.85 | 6.55 | -0.45 | 39.60 | 1,181 | 40 | 1,625 | |||
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| 9 Dec | 295.30 | 7 | -3.05 | 40.61 | 2,482 | 374 | 1,583 | |||
| 6 Dec | 302.95 | 10.05 | -0.15 | 37.08 | 3,185 | 271 | 1,219 | |||
| 5 Dec | 299.35 | 10.2 | 6.25 | 42.38 | 6,419 | 702 | 944 | |||
| 4 Dec | 286.25 | 3.95 | 1.00 | 35.65 | 627 | 30 | 243 | |||
| 3 Dec | 279.85 | 2.95 | -1.15 | 36.96 | 271 | 109 | 223 | |||
| 2 Dec | 282.50 | 4.1 | -0.50 | 38.30 | 281 | 46 | 116 | |||
| 29 Nov | 279.76 | 4.6 | 41.51 | 431 | 69 | 69 | ||||
For Zomato Limited - strike price 305 expiring on 26DEC2024
Delta for 305 CE is 0.23
Historical price for 305 CE is as follows
On 12 Dec ZOMATO was trading at 286.90. The strike last trading price was 2.8, which was -1.65 lower than the previous day. The implied volatity was 37.97, the open interest changed by 16 which increased total open position to 1862
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 4.45, which was -2.10 lower than the previous day. The implied volatity was 38.97, the open interest changed by 221 which increased total open position to 1844
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was 39.60, the open interest changed by 40 which increased total open position to 1625
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 7, which was -3.05 lower than the previous day. The implied volatity was 40.61, the open interest changed by 374 which increased total open position to 1583
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 10.05, which was -0.15 lower than the previous day. The implied volatity was 37.08, the open interest changed by 271 which increased total open position to 1219
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 10.2, which was 6.25 higher than the previous day. The implied volatity was 42.38, the open interest changed by 702 which increased total open position to 944
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 3.95, which was 1.00 higher than the previous day. The implied volatity was 35.65, the open interest changed by 30 which increased total open position to 243
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 2.95, which was -1.15 lower than the previous day. The implied volatity was 36.96, the open interest changed by 109 which increased total open position to 223
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 4.1, which was -0.50 lower than the previous day. The implied volatity was 38.30, the open interest changed by 46 which increased total open position to 116
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was 41.51, the open interest changed by 69 which increased total open position to 69
| ZOMATO 26DEC2024 305 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.18
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 286.90 | 20 | 3.55 | 39.29 | 42 | -1 | 432 |
| 11 Dec | 291.80 | 16.45 | 2.15 | 37.05 | 326 | 27 | 432 |
| 10 Dec | 295.85 | 14.3 | -1.00 | 39.96 | 121 | -2 | 408 |
| 9 Dec | 295.30 | 15.3 | 3.60 | 42.30 | 475 | 61 | 409 |
| 6 Dec | 302.95 | 11.7 | -2.40 | 39.80 | 542 | 101 | 351 |
| 5 Dec | 299.35 | 14.1 | -7.55 | 41.16 | 891 | 186 | 245 |
| 4 Dec | 286.25 | 21.65 | -5.55 | 38.75 | 19 | 3 | 58 |
| 3 Dec | 279.85 | 27.2 | 1.15 | 42.46 | 62 | 43 | 43 |
| 2 Dec | 282.50 | 26.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 279.76 | 26.05 | - | 0 | 0 | 0 | |
For Zomato Limited - strike price 305 expiring on 26DEC2024
Delta for 305 PE is -0.76
Historical price for 305 PE is as follows
On 12 Dec ZOMATO was trading at 286.90. The strike last trading price was 20, which was 3.55 higher than the previous day. The implied volatity was 39.29, the open interest changed by -1 which decreased total open position to 432
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 16.45, which was 2.15 higher than the previous day. The implied volatity was 37.05, the open interest changed by 27 which increased total open position to 432
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 14.3, which was -1.00 lower than the previous day. The implied volatity was 39.96, the open interest changed by -2 which decreased total open position to 408
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 15.3, which was 3.60 higher than the previous day. The implied volatity was 42.30, the open interest changed by 61 which increased total open position to 409
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 11.7, which was -2.40 lower than the previous day. The implied volatity was 39.80, the open interest changed by 101 which increased total open position to 351
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 14.1, which was -7.55 lower than the previous day. The implied volatity was 41.16, the open interest changed by 186 which increased total open position to 245
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 21.65, which was -5.55 lower than the previous day. The implied volatity was 38.75, the open interest changed by 3 which increased total open position to 58
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 27.2, which was 1.15 higher than the previous day. The implied volatity was 42.46, the open interest changed by 43 which increased total open position to 43
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 26.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 26.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
