ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 10:24 AM IST
| ZOMATO 26DEC2024 315 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.15
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 292.35 | 2 | -0.35 | 37.31 | 182 | -9 | 763 | |||
| 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 | |||
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| 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 292.35. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 37.31, the open interest changed by -9 which decreased total open position to 763
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.15
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 292.35 | 23.4 | -0.60 | 37.14 | 3 | 1 | 153 |
| 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 -0.82
Historical price for 315 PE is as follows
On 12 Dec ZOMATO was trading at 292.35. The strike last trading price was 23.4, which was -0.60 lower than the previous day. The implied volatity was 37.14, the open interest changed by 1 which increased total open position to 153
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
