ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 12:04 PM IST
| ZOMATO 26DEC2024 310 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.14
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 286.30 | 1.85 | -1.35 | 38.15 | 1,267 | 15 | 1,997 | |||
| 11 Dec | 291.80 | 3.2 | -1.80 | 38.99 | 2,598 | 178 | 1,981 | |||
| 10 Dec | 295.85 | 5 | -0.40 | 39.96 | 1,712 | 13 | 1,805 | |||
| 9 Dec | 295.30 | 5.4 | -2.45 | 40.82 | 2,899 | 247 | 1,790 | |||
| 6 Dec | 302.95 | 7.85 | -0.30 | 36.90 | 4,579 | 80 | 1,545 | |||
| 5 Dec | 299.35 | 8.15 | 5.25 | 42.05 | 9,358 | 936 | 1,462 | |||
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| 4 Dec | 286.25 | 2.9 | 0.75 | 35.71 | 1,043 | 40 | 523 | |||
| 3 Dec | 279.85 | 2.15 | -1.00 | 36.99 | 434 | 109 | 483 | |||
| 2 Dec | 282.50 | 3.15 | -0.45 | 38.57 | 523 | 140 | 374 | |||
| 29 Nov | 279.76 | 3.6 | 41.49 | 1,114 | 233 | 233 | ||||
For Zomato Limited - strike price 310 expiring on 26DEC2024
Delta for 310 CE is 0.17
Historical price for 310 CE is as follows
On 12 Dec ZOMATO was trading at 286.30. The strike last trading price was 1.85, which was -1.35 lower than the previous day. The implied volatity was 38.15, the open interest changed by 15 which increased total open position to 1997
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 3.2, which was -1.80 lower than the previous day. The implied volatity was 38.99, the open interest changed by 178 which increased total open position to 1981
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 5, which was -0.40 lower than the previous day. The implied volatity was 39.96, the open interest changed by 13 which increased total open position to 1805
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 5.4, which was -2.45 lower than the previous day. The implied volatity was 40.82, the open interest changed by 247 which increased total open position to 1790
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 7.85, which was -0.30 lower than the previous day. The implied volatity was 36.90, the open interest changed by 80 which increased total open position to 1545
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 8.15, which was 5.25 higher than the previous day. The implied volatity was 42.05, the open interest changed by 936 which increased total open position to 1462
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 2.9, which was 0.75 higher than the previous day. The implied volatity was 35.71, the open interest changed by 40 which increased total open position to 523
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 2.15, which was -1.00 lower than the previous day. The implied volatity was 36.99, the open interest changed by 109 which increased total open position to 483
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 38.57, the open interest changed by 140 which increased total open position to 374
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was 41.49, the open interest changed by 233 which increased total open position to 233
| ZOMATO 26DEC2024 310 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.14
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 286.30 | 24.05 | 3.80 | 36.70 | 21 | -6 | 261 |
| 11 Dec | 291.80 | 20.25 | 2.15 | 37.19 | 114 | 34 | 263 |
| 10 Dec | 295.85 | 18.1 | -0.45 | 42.00 | 69 | -1 | 229 |
| 9 Dec | 295.30 | 18.55 | 3.90 | 42.07 | 324 | 61 | 229 |
| 6 Dec | 302.95 | 14.65 | -2.00 | 40.29 | 408 | 42 | 167 |
| 5 Dec | 299.35 | 16.65 | -9.95 | 39.44 | 535 | 96 | 125 |
| 4 Dec | 286.25 | 26.6 | -5.30 | 43.81 | 22 | 5 | 26 |
| 3 Dec | 279.85 | 31.9 | 2.20 | 45.83 | 8 | 1 | 22 |
| 2 Dec | 282.50 | 29.7 | 0.10 | 45.09 | 22 | 8 | 8 |
| 29 Nov | 279.76 | 29.6 | - | 0 | 0 | 0 | |
For Zomato Limited - strike price 310 expiring on 26DEC2024
Delta for 310 PE is -0.84
Historical price for 310 PE is as follows
On 12 Dec ZOMATO was trading at 286.30. The strike last trading price was 24.05, which was 3.80 higher than the previous day. The implied volatity was 36.70, the open interest changed by -6 which decreased total open position to 261
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 20.25, which was 2.15 higher than the previous day. The implied volatity was 37.19, the open interest changed by 34 which increased total open position to 263
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 18.1, which was -0.45 lower than the previous day. The implied volatity was 42.00, the open interest changed by -1 which decreased total open position to 229
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 18.55, which was 3.90 higher than the previous day. The implied volatity was 42.07, the open interest changed by 61 which increased total open position to 229
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 14.65, which was -2.00 lower than the previous day. The implied volatity was 40.29, the open interest changed by 42 which increased total open position to 167
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 16.65, which was -9.95 lower than the previous day. The implied volatity was 39.44, the open interest changed by 96 which increased total open position to 125
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 26.6, which was -5.30 lower than the previous day. The implied volatity was 43.81, the open interest changed by 5 which increased total open position to 26
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 31.9, which was 2.20 higher than the previous day. The implied volatity was 45.83, the open interest changed by 1 which increased total open position to 22
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 29.7, which was 0.10 higher than the previous day. The implied volatity was 45.09, the open interest changed by 8 which increased total open position to 8
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 29.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
