ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 10:14 AM IST
| ZOMATO 26DEC2024 320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.13
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 293.20 | 1.45 | -0.25 | 37.38 | 428 | 65 | 2,352 | |||
| 11 Dec | 291.80 | 1.7 | -1.05 | 40.19 | 2,758 | 411 | 2,287 | |||
| 10 Dec | 295.85 | 2.75 | -0.35 | 40.37 | 1,275 | 67 | 1,880 | |||
| 9 Dec | 295.30 | 3.1 | -1.70 | 41.33 | 2,513 | 83 | 1,816 | |||
| 6 Dec | 302.95 | 4.8 | -0.30 | 37.74 | 4,146 | 341 | 1,728 | |||
| 5 Dec | 299.35 | 5.1 | 3.55 | 42.01 | 8,277 | 593 | 1,397 | |||
| 4 Dec | 286.25 | 1.55 | 0.30 | 36.27 | 1,266 | 229 | 809 | |||
| 3 Dec | 279.85 | 1.25 | -0.65 | 38.37 | 656 | 159 | 580 | |||
| 2 Dec | 282.50 | 1.9 | -0.35 | 39.68 | 658 | 192 | 416 | |||
| 29 Nov | 279.76 | 2.25 | 42.13 | 946 | 224 | 224 | ||||
For Zomato Limited - strike price 320 expiring on 26DEC2024
Delta for 320 CE is 0.14
Historical price for 320 CE is as follows
On 12 Dec ZOMATO was trading at 293.20. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 37.38, the open interest changed by 65 which increased total open position to 2352
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 1.7, which was -1.05 lower than the previous day. The implied volatity was 40.19, the open interest changed by 411 which increased total open position to 2287
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 40.37, the open interest changed by 67 which increased total open position to 1880
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 3.1, which was -1.70 lower than the previous day. The implied volatity was 41.33, the open interest changed by 83 which increased total open position to 1816
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 4.8, which was -0.30 lower than the previous day. The implied volatity was 37.74, the open interest changed by 341 which increased total open position to 1728
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 5.1, which was 3.55 higher than the previous day. The implied volatity was 42.01, the open interest changed by 593 which increased total open position to 1397
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 1.55, which was 0.30 higher than the previous day. The implied volatity was 36.27, the open interest changed by 229 which increased total open position to 809
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 38.37, the open interest changed by 159 which increased total open position to 580
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 39.68, the open interest changed by 192 which increased total open position to 416
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was 42.13, the open interest changed by 224 which increased total open position to 224
| ZOMATO 26DEC2024 320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.13
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 293.20 | 27 | -1.35 | 37.34 | 3 | 0 | 159 |
| 11 Dec | 291.80 | 28.35 | 2.75 | 34.55 | 28 | 8 | 158 |
| 10 Dec | 295.85 | 25.6 | -0.75 | 41.78 | 15 | 2 | 152 |
| 9 Dec | 295.30 | 26.35 | 4.95 | 43.63 | 55 | 14 | 151 |
| 6 Dec | 302.95 | 21.4 | -2.65 | 40.96 | 53 | 20 | 133 |
| 5 Dec | 299.35 | 24.05 | -11.05 | 41.13 | 128 | 78 | 110 |
| 4 Dec | 286.25 | 35.1 | -4.55 | 46.10 | 22 | 10 | 30 |
| 3 Dec | 279.85 | 39.65 | 3.50 | 41.45 | 20 | 14 | 16 |
| 2 Dec | 282.50 | 36.15 | -1.10 | 34.04 | 2 | 1 | 1 |
| 29 Nov | 279.76 | 37.25 | - | 0 | 0 | 0 | |
For Zomato Limited - strike price 320 expiring on 26DEC2024
Delta for 320 PE is -0.86
Historical price for 320 PE is as follows
On 12 Dec ZOMATO was trading at 293.20. The strike last trading price was 27, which was -1.35 lower than the previous day. The implied volatity was 37.34, the open interest changed by 0 which decreased total open position to 159
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 28.35, which was 2.75 higher than the previous day. The implied volatity was 34.55, the open interest changed by 8 which increased total open position to 158
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 25.6, which was -0.75 lower than the previous day. The implied volatity was 41.78, the open interest changed by 2 which increased total open position to 152
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 26.35, which was 4.95 higher than the previous day. The implied volatity was 43.63, the open interest changed by 14 which increased total open position to 151
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 21.4, which was -2.65 lower than the previous day. The implied volatity was 40.96, the open interest changed by 20 which increased total open position to 133
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 24.05, which was -11.05 lower than the previous day. The implied volatity was 41.13, the open interest changed by 78 which increased total open position to 110
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 35.1, which was -4.55 lower than the previous day. The implied volatity was 46.10, the open interest changed by 10 which increased total open position to 30
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 39.65, which was 3.50 higher than the previous day. The implied volatity was 41.45, the open interest changed by 14 which increased total open position to 16
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 36.15, which was -1.10 lower than the previous day. The implied volatity was 34.04, the open interest changed by 1 which increased total open position to 1
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 37.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
