ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 10:14 AM IST
ZOMATO 26DEC2024 325 CE | ||||||||||
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Delta: 0.10
Vega: 0.10
Theta: -0.15
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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12 Dec | 293.20 | 1.05 | -0.20 | 38.44 | 126 | 38 | 376 | |||
11 Dec | 291.80 | 1.25 | -0.85 | 41.01 | 652 | -56 | 351 | |||
10 Dec | 295.85 | 2.1 | -0.15 | 41.28 | 365 | 51 | 407 | |||
9 Dec | 295.30 | 2.25 | -1.35 | 41.23 | 747 | 154 | 354 | |||
6 Dec | 302.95 | 3.6 | -0.45 | 37.70 | 610 | 143 | 199 | |||
5 Dec | 299.35 | 4.05 | 4.05 | 42.40 | 236 | 55 | 55 | |||
4 Dec | 286.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
3 Dec | 279.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
2 Dec | 282.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
29 Nov | 279.76 | 0 | 0.00 | 0 | 0 | 0 |
For Zomato Limited - strike price 325 expiring on 26DEC2024
Delta for 325 CE is 0.10
Historical price for 325 CE is as follows
On 12 Dec ZOMATO was trading at 293.20. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 38.44, the open interest changed by 38 which increased total open position to 376
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 1.25, which was -0.85 lower than the previous day. The implied volatity was 41.01, the open interest changed by -56 which decreased total open position to 351
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 41.28, the open interest changed by 51 which increased total open position to 407
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 2.25, which was -1.35 lower than the previous day. The implied volatity was 41.23, the open interest changed by 154 which increased total open position to 354
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 3.6, which was -0.45 lower than the previous day. The implied volatity was 37.70, the open interest changed by 143 which increased total open position to 199
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 4.05, which was 4.05 higher than the previous day. The implied volatity was 42.40, the open interest changed by 55 which increased total open position to 55
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 0, 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 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 0, 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 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
ZOMATO 26DEC2024 325 PE | |||||||
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Delta: -0.92
Vega: 0.09
Theta: -0.02
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 293.20 | 31.25 | -1.40 | 34.89 | 5 | 4 | 38 |
11 Dec | 291.80 | 32.65 | 2.30 | 30.28 | 8 | -1 | 33 |
10 Dec | 295.85 | 30.35 | 0.05 | 45.49 | 6 | 0 | 33 |
9 Dec | 295.30 | 30.3 | 3.65 | 42.83 | 8 | 6 | 32 |
6 Dec | 302.95 | 26.65 | -1.40 | 47.47 | 7 | 1 | 27 |
5 Dec | 299.35 | 28.05 | 28.05 | 41.79 | 36 | 18 | 18 |
4 Dec | 286.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Dec | 279.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Dec | 282.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
29 Nov | 279.76 | 0 | 0.00 | 0 | 0 | 0 |
For Zomato Limited - strike price 325 expiring on 26DEC2024
Delta for 325 PE is -0.92
Historical price for 325 PE is as follows
On 12 Dec ZOMATO was trading at 293.20. The strike last trading price was 31.25, which was -1.40 lower than the previous day. The implied volatity was 34.89, the open interest changed by 4 which increased total open position to 38
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 32.65, which was 2.30 higher than the previous day. The implied volatity was 30.28, the open interest changed by -1 which decreased total open position to 33
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 30.35, which was 0.05 higher than the previous day. The implied volatity was 45.49, the open interest changed by 0 which decreased total open position to 33
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 30.3, which was 3.65 higher than the previous day. The implied volatity was 42.83, the open interest changed by 6 which increased total open position to 32
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 26.65, which was -1.40 lower than the previous day. The implied volatity was 47.47, the open interest changed by 1 which increased total open position to 27
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 28.05, which was 28.05 higher than the previous day. The implied volatity was 41.79, the open interest changed by 18 which increased total open position to 18
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 0, 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 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 0, 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 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0