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

293.6 1.80 (0.62%)

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Historical option data for ZOMATO

12 Dec 2024 10:04 AM IST
ZOMATO 26DEC2024 315 CE
Delta: 0.18
Vega: 0.15
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 292.65 2 -0.35 36.87 126 2 774
11 Dec 291.80 2.35 -1.45 39.64 1,261 -81 775
10 Dec 295.85 3.8 -0.25 40.48 681 7 849
9 Dec 295.30 4.05 -2.15 40.75 893 91 842
6 Dec 302.95 6.2 -0.40 37.44 1,431 240 750
5 Dec 299.35 6.6 4.45 42.46 2,913 300 516
4 Dec 286.25 2.15 0.50 36.09 450 82 222
3 Dec 279.85 1.65 -0.80 37.75 106 7 138
2 Dec 282.50 2.45 -0.35 39.13 251 54 134
29 Nov 279.76 2.8 41.54 236 72 72


For Zomato Limited - strike price 315 expiring on 26DEC2024

Delta for 315 CE is 0.18

Historical price for 315 CE is as follows

On 12 Dec ZOMATO was trading at 292.65. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 36.87, the open interest changed by 2 which increased total open position to 774


On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 2.35, which was -1.45 lower than the previous day. The implied volatity was 39.64, the open interest changed by -81 which decreased total open position to 775


On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 3.8, which was -0.25 lower than the previous day. The implied volatity was 40.48, the open interest changed by 7 which increased total open position to 849


On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 4.05, which was -2.15 lower than the previous day. The implied volatity was 40.75, the open interest changed by 91 which increased total open position to 842


On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 6.2, which was -0.40 lower than the previous day. The implied volatity was 37.44, the open interest changed by 240 which increased total open position to 750


On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 6.6, which was 4.45 higher than the previous day. The implied volatity was 42.46, the open interest changed by 300 which increased total open position to 516


On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 2.15, which was 0.50 higher than the previous day. The implied volatity was 36.09, the open interest changed by 82 which increased total open position to 222


On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 1.65, which was -0.80 lower than the previous day. The implied volatity was 37.75, the open interest changed by 7 which increased total open position to 138


On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 39.13, the open interest changed by 54 which increased total open position to 134


On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was 41.54, the open interest changed by 72 which increased total open position to 72


ZOMATO 26DEC2024 315 PE
Delta: -0.87
Vega: 0.12
Theta: -0.05
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 292.65 22.15 -1.85 30.11 1 0 152
11 Dec 291.80 24 2.35 34.96 15 10 151
10 Dec 295.85 21.65 -0.40 41.61 20 -2 141
9 Dec 295.30 22.05 4.60 41.53 35 20 142
6 Dec 302.95 17.45 -2.60 39.02 87 30 119
5 Dec 299.35 20.05 -9.75 39.62 164 66 88
4 Dec 286.25 29.8 -3.55 40.12 24 21 21
3 Dec 279.85 33.35 0.00 - 0 0 0
2 Dec 282.50 33.35 0.00 0.00 0 0 0
29 Nov 279.76 33.35 - 0 0 0


For Zomato Limited - strike price 315 expiring on 26DEC2024

Delta for 315 PE is -0.87

Historical price for 315 PE is as follows

On 12 Dec ZOMATO was trading at 292.65. The strike last trading price was 22.15, which was -1.85 lower than the previous day. The implied volatity was 30.11, the open interest changed by 0 which decreased total open position to 152


On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 24, which was 2.35 higher than the previous day. The implied volatity was 34.96, the open interest changed by 10 which increased total open position to 151


On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 21.65, which was -0.40 lower than the previous day. The implied volatity was 41.61, the open interest changed by -2 which decreased total open position to 141


On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 22.05, which was 4.60 higher than the previous day. The implied volatity was 41.53, the open interest changed by 20 which increased total open position to 142


On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 17.45, which was -2.60 lower than the previous day. The implied volatity was 39.02, the open interest changed by 30 which increased total open position to 119


On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 20.05, which was -9.75 lower than the previous day. The implied volatity was 39.62, the open interest changed by 66 which increased total open position to 88


On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 29.8, which was -3.55 lower than the previous day. The implied volatity was 40.12, the open interest changed by 21 which increased total open position to 21


On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 33.35, 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 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 33.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 33.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0