ZOMATO
Zomato Limited
Historical option data for ZOMATO
12 Dec 2024 10:14 AM IST
| ZOMATO 26DEC2024 330 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.08
Theta: -0.12
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 293.20 | 0.75 | -0.15 | 39.33 | 281 | -9 | 2,142 | |||
| 11 Dec | 291.80 | 0.9 | -0.65 | 41.62 | 1,876 | -327 | 2,153 | |||
| 10 Dec | 295.85 | 1.55 | -0.10 | 41.77 | 1,035 | -18 | 2,482 | |||
| 9 Dec | 295.30 | 1.65 | -1.00 | 41.48 | 1,580 | 142 | 2,502 | |||
| 6 Dec | 302.95 | 2.65 | -0.50 | 37.64 | 3,120 | 416 | 2,373 | |||
| 5 Dec | 299.35 | 3.15 | 2.30 | 42.56 | 10,855 | 1,280 | 1,951 | |||
|
|
||||||||||
| 4 Dec | 286.25 | 0.85 | 0.15 | 37.38 | 975 | 143 | 680 | |||
| 3 Dec | 279.85 | 0.7 | -0.45 | 39.40 | 327 | 54 | 538 | |||
| 2 Dec | 282.50 | 1.15 | -0.25 | 40.89 | 880 | 253 | 484 | |||
| 29 Nov | 279.76 | 1.4 | 42.89 | 621 | 233 | 233 | ||||
For Zomato Limited - strike price 330 expiring on 26DEC2024
Delta for 330 CE is 0.08
Historical price for 330 CE is as follows
On 12 Dec ZOMATO was trading at 293.20. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 39.33, the open interest changed by -9 which decreased total open position to 2142
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 41.62, the open interest changed by -327 which decreased total open position to 2153
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was 41.77, the open interest changed by -18 which decreased total open position to 2482
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 1.65, which was -1.00 lower than the previous day. The implied volatity was 41.48, the open interest changed by 142 which increased total open position to 2502
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 2.65, which was -0.50 lower than the previous day. The implied volatity was 37.64, the open interest changed by 416 which increased total open position to 2373
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 3.15, which was 2.30 higher than the previous day. The implied volatity was 42.56, the open interest changed by 1280 which increased total open position to 1951
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 37.38, the open interest changed by 143 which increased total open position to 680
On 3 Dec ZOMATO was trading at 279.85. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 39.40, the open interest changed by 54 which increased total open position to 538
On 2 Dec ZOMATO was trading at 282.50. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 40.89, the open interest changed by 253 which increased total open position to 484
On 29 Nov ZOMATO was trading at 279.76. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was 42.89, the open interest changed by 233 which increased total open position to 233
| ZOMATO 26DEC2024 330 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.06
Theta: 0.02
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 293.20 | 35.9 | -4.30 | 34.10 | 1 | 0 | 48 |
| 11 Dec | 291.80 | 40.2 | 6.25 | 58.10 | 1 | 0 | 49 |
| 10 Dec | 295.85 | 33.95 | -0.60 | 40.51 | 4 | 0 | 49 |
| 9 Dec | 295.30 | 34.55 | 5.65 | 42.46 | 18 | 3 | 49 |
| 6 Dec | 302.95 | 28.9 | -3.20 | 40.20 | 38 | 13 | 46 |
| 5 Dec | 299.35 | 32.1 | -13.40 | 41.76 | 77 | 32 | 32 |
| 4 Dec | 286.25 | 45.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 279.85 | 45.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 282.50 | 45.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 279.76 | 45.5 | - | 0 | 0 | 0 | |
For Zomato Limited - strike price 330 expiring on 26DEC2024
Delta for 330 PE is -0.95
Historical price for 330 PE is as follows
On 12 Dec ZOMATO was trading at 293.20. The strike last trading price was 35.9, which was -4.30 lower than the previous day. The implied volatity was 34.10, the open interest changed by 0 which decreased total open position to 48
On 11 Dec ZOMATO was trading at 291.80. The strike last trading price was 40.2, which was 6.25 higher than the previous day. The implied volatity was 58.10, the open interest changed by 0 which decreased total open position to 49
On 10 Dec ZOMATO was trading at 295.85. The strike last trading price was 33.95, which was -0.60 lower than the previous day. The implied volatity was 40.51, the open interest changed by 0 which decreased total open position to 49
On 9 Dec ZOMATO was trading at 295.30. The strike last trading price was 34.55, which was 5.65 higher than the previous day. The implied volatity was 42.46, the open interest changed by 3 which increased total open position to 49
On 6 Dec ZOMATO was trading at 302.95. The strike last trading price was 28.9, which was -3.20 lower than the previous day. The implied volatity was 40.20, the open interest changed by 13 which increased total open position to 46
On 5 Dec ZOMATO was trading at 299.35. The strike last trading price was 32.1, which was -13.40 lower than the previous day. The implied volatity was 41.76, the open interest changed by 32 which increased total open position to 32
On 4 Dec ZOMATO was trading at 286.25. The strike last trading price was 45.5, 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 45.5, 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 45.5, 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 45.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
